This article carries out some theoretical analysis on the financial information industry's generation and development from industry convergence perspective. This article deep dives the evolvement mechanism of financial information industry and points out that finance information industry is a new industry. This article also proposes that during the development of finance information industry, China has big chances. It emphasis that finance information industry is a new industry; China should aware of this and grasp the opportunities to develop China's finance information companies to increase the competence of finance globalization.