Abstract: In this study, an algorithm on ESB (Enterprise Service Bus) called WMB* is proposed to improve the execution efficiency of software and the speed of message processing in large data on WMB (Websphere Message Broker). The new concepts including single counter transaction, hardware scale and efficiency of program execution are defined. And the new algorithm successfully enhances the processing capacity and the transfer speed of large data on WMB so as to improve the execution efficiency of software. Extensive experiments are conducted in the two cases of changing or not changing the data structure of messages in large data on bank data sets. The experimental results show that the speed of message processing using ESQL is faster than that using JAVA with an improvement of 0.1 order of magnitude. The algorithm using ESQL can achieve lower usage of CPU than that using JAVA. The WMB* algorithm is verified to be suitable for mining massive data in bank transaction.