The embodiment of the specification provides a data processing method, a terminal device, and a data processing system. The method includes: a first terminal generates a payment code, wherein the payment code includes connection information and the connection information includes a connection identifier of the first terminal; a second terminal acquires the payment code; wireless communication connection with the first terminal is established based on the connection identifier; first prompt information is sent to the first terminal according to the wireless communication connection, wherein thefirst prompt information is used for prompting whether the payment is successful; the first terminal receives the first prompt information based on the wireless communication connection; and the first prompt information is displayed.