JP2008129926A - Sales contract system, processing method for it, sales contract device, and program for it - Google Patents

Abstract

<P>PROBLEM TO BE SOLVED: To provide a sales contract system capable of improving throughput for a securities sales order. <P>SOLUTION: The sales contract device receives a sales order for a sales target to be processed by its own device and carries out contract processing based on the sales order. The sales contract device composes a plurality of contract notices to be replied for each of a single or a plurality of sales orders processed in the contract processing. A plurality of composed contract notices, which are different mutually, are replied to sales request devices via a sales order receipt device. <P>COPYRIGHT: (C)2008,JPO&INPIT

Description

  The present invention relates to a trading contract system and a processing method thereof, a trading contracting apparatus, and a program thereof for performing a contract process related to trading of securities and the like.

Conventionally, in securities trading contract systems, after accepting information on buy orders and sell orders for stocks, etc. from a securities company's system, etc., processing to match buy orders and sell orders, and the amount of that trade is calculated. The contract processing including the processing to do is performed. This contract processing includes a buy-and-sell process that accepts buy and sell orders before the start of trading and performs matching of buying and selling orders in a batch, and sell and buy orders after the board-shifting process ends. There are two types of processing methods: the Zaraba processing method that sequentially matches orders in the order in which they are received. Patent Document 1 discloses related technology regarding securities trading systems.
JP 2003-345987 A

  By the way, in a system of an exchange that accepts trading orders of securities such as stocks from securities companies or banks, a large amount of contract processing must be performed. After the execution of the contract processing, the contract notification data, that is, information on the processing result of the contract, is returned to the computer system such as the securities company or bank that requested the order. However, in the future, the volume of securities trading orders using a communication network such as the Internet is expected to increase dramatically. Therefore, in computer systems that execute contract processing, it is possible to execute trade order processing without delay. is necessary. Further, in a computer system that executes a contract system, it is required to minimize the processing delay of the computer system in order to create many opportunities for large-scale orders from securities companies and banks.

  Accordingly, an object of the present invention is to provide a trading contract system, a processing method thereof, a trading contract apparatus, and a program thereof that can improve the processing capability for trading orders of securities.

  In order to achieve the above-mentioned object, the present invention provides a trading contract comprising a trading order receiving apparatus that receives a trading order related to a trading target from a trading request source apparatus, and a trading contracting apparatus that executes a contracting process for trading for each trading target. The trading contracting device is a trading order receiving means for receiving the trading order to be traded to be processed by itself, a contract processing means for executing a contract processing based on the trading order, one or a plurality of A contract notification combining means for combining a plurality of contract notifications to be returned to each of the sales orders processed in the contract processing, and the sales request source of the combined plurality of different contract notifications via the sales order receiving device. A trade contract system comprising: a contract notification reply means for replying to an apparatus.

  Further, the present invention is a processing method in a trading contract system comprising a trading order receiving apparatus that receives a trading order related to a trading target from a trading request source apparatus, and a trading contracting apparatus that performs a contracting process of trading for each trading target. The trading order receiving unit of the trading contracting device receives the trading order to be traded to be processed by its own device, the contracting processing unit of the trading contracting device performs a contracting process based on the trading order, and the trading contract A contract notification combining unit of the apparatus combines a plurality of contract notifications to be returned to each of the trading orders processed in one or a plurality of the contract processing, and a contract notification replying unit of the trading contracting apparatus is the composite The processing method is characterized in that a plurality of different contract notifications are sent back to the trading request source apparatus via the trading order receiving apparatus.

  Further, the present invention is a trading contracting device for performing processing of trading for each trading target, wherein the trading target to be processed by its own device from a trading order receiving device that receives a trading order related to the trading target from a trading request source device A trade order receiving means for receiving an order; a contract processing means for executing a contract process based on the trade order; and a plurality of contract notifications returned to each of the trade orders processed in one or more of the contract processes. A trade contracting apparatus comprising: a contract notification combining means for combining; and a contract notification replying means for returning a plurality of the combined different contract notifications to the trading request source device via the sales order receiving device. is there.

  Further, the present invention is a program to be executed by a computer of a trading contracting apparatus that performs processing of trading for each trading target, and is processed by the own apparatus from a trading order receiving apparatus that receives a trading order related to a trading target from a trading request source apparatus. Reply to each of the trading orders processed in one or a plurality of the contracting processes, a trading order receiving process for receiving the trading orders to be traded, a contracting process for performing a contracting process based on the trading orders A program for causing a computer to execute a contract notification combining process for combining a plurality of contract notifications and a contract notification reply process for returning the combined plurality of different contract notifications to the trading request source device via the trading order receiving device. It is.

  According to the present invention, a plurality of different contract notifications generated by one or a plurality of contract processes (or transactions; a unit in which a sell order and a buy order processed in one contract process are combined into one unit) are combined. Instead of replying to the buying and selling request source device one by one, a plurality of them are combined and sent back. Therefore, the number of processing of reply to contract notifications in the trading contract device is reduced, and this reduces the number of connection and disconnection processing that occurs in the reply processing of each contract notification, thus reducing the processing load on the trading contract device. can do. The processing capability of the contract processing can be improved by reducing the load of the reply processing of the contract notification.

  Hereinafter, a trading contract system according to an embodiment of the present invention will be described with reference to the drawings. FIG. 1 is a block diagram showing a configuration of a sales contract system according to the embodiment. In this figure, reference numeral 1 denotes a trading order receiving server (buying and selling order receiving apparatus) that receives information on trading orders from a trading request source apparatus (a server that transmits trading orders such as securities companies and banks) connected via a communication network. It is. Reference numeral 2 denotes a trading contract server that executes contract processing of securities such as stocks based on trading orders, and a plurality of trading contract servers 2 for each brand are connected to a communication network. The trading order reception server 1 and the trading contract server 2 are connected via a communication network, and the trading order reception server 1 and the trading contract server 2 constitute a trading contract system. Note that not only the sales contract server 2 but also the sales order receiving server 1 and the sales request source device are actually connected in the sales contract system, but they are not shown for convenience of explanation.

FIG. 2 is a functional block diagram of the sales contract server.
As shown in this figure, the trading contract server 2 includes a communication processing unit 21 that transmits / receives information to / from the trading order receiving server 1, a control unit 22 that controls each processing unit of the trading contract server 2, and a selling order of securities. A contract processing unit 23 is provided for matching purchase orders and generating various contract notifications and registering contract information in a database. In addition, the trade contract server 2 is a contract notification synthesizer 24 that performs a process of combining a plurality of contract notifications into one, and a contract notification reply unit that returns the contract notification to the trade request source device via the trade order receiving server 1 25. A database 26 is provided for storing information used when composing contract notifications, information generated as a result of contract processing, and the like.

  Each trading contract server 2 in the trading contract system receives information on trading orders to be processed by the own apparatus from the trading order receiving server 1 that receives trading orders related to trading targets such as securities from the trading request source apparatus. To do. Then, a contract processing based on the sales order is performed. Further, the sales contract server 2 synthesizes a plurality of contract notifications to be returned to each of the sales orders processed in one contract process. Then, a plurality of different combined notices are returned to the trade request source apparatus via the buy / sell order receiving server 1. As a result, instead of transmitting the information of the contract notifications generated in the contract processing one by one, if the contract notifications are a plurality of different contract notifications generated by the contract processing and are returned to the same buying and selling request source device, one Therefore, it is possible to reduce the number of transmissions of the contract notification sent back from the sales contract server 2, thereby improving the communication efficiency and improving the capability of the contract processing of the sales contract server 2.

FIG. 3 is a diagram showing a processing flow of the sales contract server.
Next, the processing flow of the trading contract server will be described in order with reference to FIG.
First, based on the processing of the communication processing unit 21 and the control unit 22 of the trading contract server 2, the contract processing unit 23 receives selling order information and buying order information from the trading order receiving server 1 (step S1). This order information includes, for example, a number that uniquely identifies the trading request source device that transmitted the order information (hereinafter referred to as a “transmission source identification number”), identification information of the securities brand, the number of orders, the desired contract price, and the execution conditions (Sell, buy, limit, market, etc.) are stored. The contract processing unit 23 sequentially records information on sell orders and buy orders in the database 26, and at the start of buying and selling, processing of the plate approach method, and after calculating the opening price, processing of sell orders and buys is performed. Matching processing of order information, that is, contract processing is performed (step S2). It should be noted that the processing of the plate approach method and the processing of the Zaraba method are the same as the techniques currently used in securities trading systems such as stock exchanges.

  Here, the contract processing unit 23, in the contract processing, the transmission source identification number stored in the order information transmitted from the trading request source device, and the transaction identification information assigned to each order information by the contract processing unit 23 during the contract processing. Are used to determine whether or not a plurality of pieces of order information are information processed by a single execution process (also called a transaction). The contract processing (transaction) is one task generated by the corresponding price calculation / attachment processing (matching processing) or the contract notification creation processing by the sell order or the buy order. For example, the contract processing unit 23 sells A1 (A brand, 1 share for 100 yen), A2 (A brand, 1 share for 100 yen), A3 (A brand, 2 shares for 200 yen). ), The same transaction identification information is assigned to each order information of A1, A2, and A3 as one execution process, and each order information is managed in the execution process. . When the three order information items A1, A2, and A3 are order information transmitted from the same purchase request source device, the same transmission source identification number is stored in each order information.

  Then, the contract processing unit 23 generates each contract notification for each processed order information in one contract process (step S3). Next, the contract notification combining unit 24 determines whether or not the same transmission source identification number is stored in a plurality of order information among the order information processed in step S2 (step S4), and It is determined whether the same transaction identification information is assigned to the order information and stored in a memory or the like to manage the contract processing (step S5). Then, in step S4, it is determined that the same transmission source identification number is stored in a plurality of order information among the order information executed in step S2, and in step S5, the same transaction identification is included in the order information. If it is determined that the information is allocated and management of the contract processing is performed, it is determined that the respective contract notifications generated for the plurality of order information are combined (step S6). The contract notification combining unit 24 combines each of the contract notifications determined to be combined (that is, generates one data storing a plurality of contract notifications determined to be combined), and transmits the combined contract notification to be transmitted. The reply unit 25 is instructed (step S7). If it is determined that the contract notification combining unit 24 does not combine, the contract notification reply unit 25 is instructed to return the contract notification generated by the contract processing unit 23 as it is (step S8). Then, the contract notification reply unit 25 performs processing to transmit information of the contract notification (one contract notification or the combined contract notification) received from the contract notification combining unit 24 to the trade order receiving server 1 ( Step S9). Further, the sales order receiving server 1 transfers the contract notification received from the sales contract server 2 to the sales request source apparatus.

  The contract notification includes, for example, a contract establishment notification, a correction result notification, and a revocation notification. The contract establishment notification is information for notifying the trading request source device when a contract, that is, a matching between a sell order and a buy order is established, and includes a sender identification number, identification information of the traded brand, and a contract constant. , Contract prices etc. are stored. The same sender identification number is stored in a plurality of pieces of order information for which matching has been established in one execution process, and the same transaction identification information is assigned to the order information to manage the execution process. In such a case, the notice of contract establishment generated for the plurality of pieces of order information is synthesized.

  The correction result notification is information for notifying the trading request source device of the correction of the order, that is, the result of the change of the number of orders attached to the order, the contract desired price, etc. Information is stored. By accepting a request for correction of order information from the trade request source device in the trade contract server 2 (even if it is an order correction request, it is regarded as one order information), the order information becomes a target of the contract processing, In addition, when the matching is established, an agreement establishment notification based on the matching and a correction result notification indicating that the order correction has been accepted are combined.

  In order to notify the purchase requesting device that the order has expired, for example, in an order that is subject to matching, such as matching only at the contracting process of a donation, the contract is not matched with the matching in the contracting process of the donation. This information includes a sender identification number, information on an expired order, and the like. The expiration notice generated for the order information expired without matching with the matching contract processing and the contract completion notification generated for the order information for which the matching was established in the contract processing are combined.

  According to the above-described processing, the contract notification combining unit 24 performs processing for combining a plurality of different contract notifications generated for each of a plurality of order information processed in one contract processing (transaction) into one data. Although a plurality of post-combination contract notifications generated by the processing are combined, that is, each composite post-combination notification generated in a plurality of contract processings is further combined and returned to the same purchase request source device You may make it do. In addition, the transaction request source device may use a virtual logical server generated in one server as one transaction request source device.

  Although one embodiment of the present invention has been described above, according to the above-described process, one or a plurality of contract processes (or transactions; a unit in which each purchase order processed in one contract process is a unit) A plurality of different contract notifications generated in step 1 are combined and returned without returning one by one to the buying and selling request source apparatus. Therefore, the number of processing of reply to contract notifications in the trading contract device is reduced, and this reduces the number of connection and disconnection processing that occurs in the reply processing of each contract notification, thus reducing the processing load on the trading contract device. can do. The processing capability of the contract processing can be improved by reducing the load of the reply processing of the contract notification.

  Each of the servers and devices described above has a computer system inside. The process described above is stored in a computer-readable recording medium in the form of a program, and the above process is performed by the computer reading and executing this program. Here, the computer-readable recording medium means a magnetic disk, a magneto-optical disk, a CD-ROM, a DVD-ROM, a semiconductor memory, or the like. Alternatively, the computer program may be distributed to the computer via a communication line, and the computer that has received the distribution may execute the program.

  The program may be for realizing a part of the functions described above. Furthermore, what can implement | achieve the function mentioned above in combination with the program already recorded on the computer system, and what is called a difference file (difference program) may be sufficient.

It is a block diagram which shows the structure of a sales contract system. It is a functional block diagram of a trade contract server. It is a figure which shows the processing flow of a trade contract server.

Explanation of symbols

1 ... Sales order acceptance server 2 ... Sales contract server

Claims (4)

A trading contract system comprising a trading order receiving device that receives a trading order related to a trading target from a trading request source device, and a trading contracting device that performs a contract processing of trading for each trading target,
The trade execution device is
Trading order receiving means for receiving the trading order to be traded to be processed by its own device;
A contract processing means for performing a contract processing based on the trading order;
A contract notification combining means for combining a plurality of contract notifications to be replied to each of the trading orders processed in one or a plurality of the contract processing;
A contract notification reply means for returning the combined plurality of different contract notifications to the trading request source device via the trading order receiving device;
A sales contract system characterized by comprising: A processing method in a trading contract system comprising a trading order receiving device that accepts a trading order related to a trading target from a trading request source device, and a trading contracting device that performs a trading processing for each trading target,
The buying and selling order receiving means of the buying and selling apparatus receives the buying and selling order to be traded to be processed by its own device,
The contract processing means of the trading contracting device performs contract processing based on the trading order,
The contract notification combining means of the trading contract device combines a plurality of contract notifications to be returned to each of the trading orders processed in one or a plurality of the contract processing,
The processing method characterized in that the contract notification replying means of the trading contracting device returns the plurality of combined different contract notifications to the trading request source device via the trading order receiving device. A trading contracting device that performs processing of trading for each trading target,
A trading order receiving means for receiving the trading order to be traded to be processed by the own apparatus from a trading order receiving apparatus that accepts a trading order related to the trading target from the trading request source apparatus;
A contract processing means for performing a contract processing based on the trading order;
A contract notification combining means for combining a plurality of contract notifications to be replied to each of the trading orders processed in one or a plurality of the contract processing;
A contract notification reply means for returning the combined plurality of different contract notifications to the trading request source device via the trading order receiving device;
A trade execution device characterized by comprising: A program to be executed by a computer of a trading contracting apparatus that performs processing of trading for each trading target,
From a trading order receiving device that receives a trading order related to a trading target from a trading request source device, a trading order receiving process for receiving the trading order to be traded to be processed by the own device;
A contract process for performing a contract process based on the trading order;
A contract notification combining process for combining a plurality of contract notifications replied to each of the trading orders processed in one or a plurality of the contract processing;
A contract notification reply process for returning the combined plurality of different contract notifications to the trading request source device via the trading order receiving device;
A program that causes a computer to execute.

Images