JP2020198140A - Financial instruments management device, financial instruments transaction management method, and program - Google Patents

Abstract

To provide a financial instruments transaction management device capable of carrying out rational transactions by sufficiently utilizing a profit opportunity without performing a complicated order procedure by a customer while avoiding a risk.SOLUTION: A contract information generating part 14 of a financial instruments transaction management device 1 has first order information at a first price and second order information at a second price generated on a basis of one piece of purchase order application information, respectively. About a first order information group and a second order information group, a plurality of first order orders are contracted based on the first order information of the first order information group and the first order information in the second order information group when a price of the market becomes the first price, and a plurality of the second orders are contracted based on the second order information of the first order information group and the second order information of the second order information group when the price of the market becomes the second price.SELECTED DRAWING: Figure 1

Description

The present invention relates to a technique for managing and supporting transactions of financial products such as foreign exchange.

As a method of trading financial products such as foreign exchange, limit orders are known in addition to market orders that trade at the price at the time of ordering. This limit order is an order form in which a customer specifies a selling price in advance, and a financial product dealer places a buy order for the financial product when the target financial product drops to the specified price. Place a sell order for the financial instrument when it rises to the specified price. Conventionally, an invention has been known in which a limit order for this financial product is placed using a computer system (see, for example, Patent Document 1). On the other hand, in the limit order of financial products, ifdan order (an order format in which two ordered orders are placed at the same time, and when the first ranked order is completed, the second ranked order is automatically activated. The same applies in the specification) is often performed. Then, there is known a system that automatically performs ifdan orders while avoiding risks (see, for example, Patent Document 2).

Japanese Unexamined Patent Publication No. 2006-99787 Japanese Unexamined Patent Publication No. 2008-130002

However, the invention described in Cited Document 1 has a problem that it cannot correspond to a limit order of ifdan order. Further, in Cited Document 2, when the market price becomes one price, only the first-ranked order is executed, and when the market price becomes another price, only the second-ranked order is executed. The problem arises of missing out on existing revenue opportunities.

The present invention has been made in view of the above problems, and in a limit order for a financial product, the customer who uses the system does not perform complicated ordering procedures, avoids risks, and fully utilizes profit opportunities. The challenge is to provide a financial instrument transaction management device that can carry out rational transactions.

In order to achieve such a problem, the invention according to claim 1 is a financial instrument transaction management device that manages a transaction for buying and selling a financial instrument, for placing a buying and selling order for the financial instrument input by a user. A record management means for recording the order information of the financial product generated based on the buy / sell order application information in the recording means and managing the recording state of the order information in the recording means, and a market price for acquiring the market price information of the financial product. The information acquisition means and the contract information generation means for executing an order based on the order information when the market price information becomes an arbitrary price are provided, and the contract information generation means is based on one of the sales order application information. The generated first order information as the order information for ordering the financial product of the same type for one price and the second order information as the order information for ordering the financial product for each other price A first order information group and a second order information group having the first order information at the first price and the second order information at the second price, respectively. When the market price of the financial product reaches the first price, the first order information of the first order information group and the second order information group of the first order information group are provided. When a plurality of the first orders are executed based on the first order information and the market price of the financial instrument becomes the second price, the second order information of the first order information group and the second order information , A plurality of the second orders are executed based on the second order information of the second order information group.

The invention according to claim 2 includes, in addition to the configuration according to claim 1, order state information for determining whether the order information is an uncontracted state or a contracted state, and the contract information generating means When the first order based on the first order information and the second order based on the second order information are executed, the order state information is converted from the uncontracted state to the executed state. To do.

The invention according to claim 3 is based on the configuration according to claim 2, and the order information group of one of the first order information group and the second order information group is based on the first order information. The first order and the third order information for placing a stop order for selling at a price lower than the second order based on the second order information are provided, and the other order information group is based on the first order information. The fourth order information for placing a stop order for buying at a price higher than the first order and the second order based on the second order information is provided, and the stop order or the fourth order based on the third order information is provided. When the stop order based on the order information is executed, it is characterized in that all the order information related to the unfilled orders forming the order information group is canceled.

The invention according to claim 4 is a financial product transaction management method performed in a financial product transaction management device that manages a financial product sales transaction, and is used for placing a sales order for the financial product input by a user. The record management procedure performed in the transaction management means for recording the order information of the financial product generated based on the buy / sell order application information in the recording means and managing the recording state of the order information in the recording means, and the financial product A market information acquisition procedure performed by a market information acquisition means for acquiring market information, and a contract information generation procedure performed by a contract information generation means for executing an order based on the order information when the market information reaches an arbitrary price. In the contract information generation procedure, the first order information as the order information for ordering the same type of financial product for one price, which is generated based on the one purchase order application information, and the above An order information group including a second order information as the order information for ordering a financial product at another price, respectively, the first order information at the first price and the second order information at the second price. When the market price of the financial product reaches the first price, the first order information group and the second order information group having the order information are attached to each other. A plurality of the first orders are executed based on the first order information of the order information group and the first order information of the second order information group, and the market price of the financial instrument is the second price. When becomes, a plurality of the second orders are executed based on the second order information of the first order information group and the second order information of the second order information group. It is characterized by being done.

The invention according to claim 5 is a program, characterized in that a computer functions as a financial instrument transaction management device according to any one of claims 1 to 3.

According to the inventions of claims 1 and 4, the first order information at the first price and the second order information at the second price, which are generated based on the one sales order application information, are used. When the first order information group and the second order information group, which are possessed by each, are generated side by side and the market price of the financial product becomes the first price, the first order information group of the first order information group When a plurality of first orders are executed based on one order information and the first order information of the second order information group and the market price of the financial product becomes the second price, the first order information By executing a plurality of second orders based on the second order information of the group and the second order information of the second order information group, the first order information and the first order information and when a plurality of order information groups are sequentially executed. The second order information will be executed one by one, and the customer can obtain higher profit when executing the second order information than when only one order information is executed. As a result, the customer who uses the system can make a rational transaction by fully utilizing the profit opportunity while avoiding the risk without performing a complicated order procedure.

According to the invention of claim 2, the order is executed based on the first order information group and the second order information group having the first order information and the second order information, and the transaction by the ifdan order is performed. Can be automatically repeated multiple times.

According to the invention of claim 3, the third order information for placing a stop order for selling at a price lower than the first order information and the second order information, or higher than the first order information and the second order information. When the fourth order information for placing a stop order for a price is executed, all the unfilled order information forming the first order information group and the second order information group is canceled. It is possible to prevent the customer from suffering a disadvantage due to the market price rising or falling below a certain price, and avoid the customer's risk.

According to the invention of claim 5, the financial instruments and exchange management device of the present invention can be programmed and realized on various computer hardware.

It is a system block diagram and the functional block diagram of the financial instruments transaction management apparatus in the financial instruments transaction management system of this embodiment. It is the schematic diagram of the field definition of the order table of the financial instruments transaction management apparatus. It is the schematic diagram of the field definition of the customer account information table of the financial instruments transaction management apparatus. It is the schematic diagram of the field definition of the currency pair order condition table of the financial instruments transaction management apparatus. It is the flowchart which shows the processing procedure at the time of closing a limit order by if-done order in the financial instruments transaction management apparatus. It is the flowchart which shows the 1st order information, the order based on the 2nd order information, and the basic procedure of execution in the financial instruments transaction management apparatus. It is the flowchart which shows the order processing of the order information of the new order information group, and the execution process in the financial instrument transaction management apparatus. It is the flowchart which shows the execution process as the stop loss order at the stop loss price in the financial instruments transaction management apparatus. It is an image diagram of the input screen displayed on the display part of a client terminal. In the first contract procedure, it is an image diagram of an order history screen displayed on the display unit of a client terminal, and an image diagram showing a data structure of each order information. In the first contract procedure, it is an image diagram of an order history screen displayed on the display unit of a client terminal, and an image diagram showing a data structure of each order information. It is a time chart of the first contract procedure. In the second contract procedure, it is an image diagram of an order history screen displayed on a display unit of a client terminal, and an image diagram showing a data structure of each order information. It is a time chart of the second contract procedure. In the third contract procedure, it is an image diagram of an order history screen displayed on the display unit of the client terminal, and an image diagram showing a data structure of each order information. It is a time chart of the third contract procedure.

Hereinafter, an embodiment of the present invention will be described with reference to the drawings.

[System configuration and data structure]
FIG. 1 is a system configuration diagram and a functional block diagram of the financial instrument transaction management system of this embodiment. As shown in the figure, the financial instrument transaction management system 1A includes a financial instrument transaction management device 1 and client terminals 2 ₁ to 2 _n as n (n ≧ 1) online terminals. The financial instrument transaction management device 1 and the client terminals 2 ₁ to 2 _n can communicate with each other via the Internet 3 as a WAN (Wide Area Network). The financial product transaction management system 1A of this embodiment handles foreign exchange as a financial product.

The financial product transaction management device 1 is a server computer managed and operated by a business operator of financial products, and manages sales transactions of financial products. The financial instrument transaction management device 1 has a Web server function and a database function for storing a large amount of data. The client terminals 2 ₁ , ..., _2n are communication terminals having a data communication function possessed and used by an individual or a corporation (that is, a user of the financial product transaction management system 1A) who buys and sells financial products. Personal computers, mobile phone terminals, etc. fall under this category. The client terminal 2 ₁ , ..., 2 _n consists of an operation unit 21 ₁ , ..., 21 _n , an LCD (Liquid Crystal Display), etc. used for inputting various instructions such as a mouse and a keyboard. _It has a display unit 22 ₁ , ..., 22 _n that displays various instructions and various images input from ₁ , ..., 21 _n . Since the client terminals 2 ₁ , ..., 2 _n , the operation unit 21 ₁ , ..., 21 _n , and the display unit 22 ₁ , ..., 22 _n have the same configuration, it is necessary to distinguish them below. Except in certain cases, the client terminal 2, the operation unit 21, and the display unit 22 are used.

Although not shown in FIG. 1, the financial instruments transaction management device 1 includes at least one CPU (Central Processing Unit), a RAM (Random Access Memory) that functions as a work area of the CPU, a boot program for booting, and the like. ROM (Read Only)
Memory), auxiliary storage devices such as hard disks on which various programs and data are recorded, communication interfaces used for sending and receiving data, and the like are provided. The auxiliary storage device records OS (Operating System) programs, various application programs, data recorded in a database, and the like. These programs and data realize various functions in cooperation with hardware resources by arithmetic processing of the CPU.

The financial instrument transaction management device 1 may be formed by one server computer or may be formed by a plurality of network computer systems.

As shown in FIG. 1, the financial instruments transaction management device 1 has a data processing unit 10 as a functional means realized based on the above-mentioned various programs and hardware resources, and various types processed by the data processing unit 10. It has a database 18 in which data is recorded. The data processing unit 10 performs processing such as generation and processing of various data used in the financial product transaction management device 1, and further, a front page distribution unit 11 and an order input receiving unit (order input receiving means) as functional means. ) 12, Deposit / withdrawal information generation unit 13, Contract information generation unit (contract information generation means, record management means) 14, Account information generation unit 15, Order information generation unit (order information generation means) 16, Database (DB) connection base It has a unit 17 and a price information receiving unit (market price information acquisition means) 19.

The order input receiving unit 12 receives data related to various orders input from the client terminal 2 and performs various processes necessary for completing an order for a financial product.

The deposit / withdrawal information generation unit 13 receives a deposit / withdrawal request from the client terminal 2 and creates a deposit / withdrawal list based on the request.

The order information generation unit 16 generates information regarding the order of the established financial product based on the information processed by the order input reception unit 12. The orders here include so-called market orders, limit orders, and ifdan orders.

The financial instrument transaction management device 1 of this embodiment applies the ifdan order only to new orders, simplifying the system configuration and forming a system that is easy for customers to use. Therefore, the order information generation unit 16 is configured to generate order information only for new orders.

The contract information generation unit 14 performs a contract process based on the order generated by the order information generation unit 16 and a process for sending information regarding the completed contract process to the client terminal 2 of the customer. The term "contract" as used herein refers to various procedures and processes for establishing a sale or purchase of a financial product based on a customer's order. Further, the contract information generation unit 14 records the order information generated by the order information generation unit 16 in the database 18 and manages the recording state of the order information in the database 18.

The account information generation unit 15 has a function of generating deposit balance information of a customer and managing the deposit balance information as margin information (that is, information for confirming that an order can be executed). The information on the deposit balance generated by the account information generation unit 15 periodically matches the information on the customer's actual deposit balance provided by a financial institution such as a bank in order to be consistent with the actual deposit balance. Be matched.

The database connection base unit 17 converts the data generated and processed by the data processing unit 10 and the data recorded in the database 18, and communicates the data between the data processing unit 10 and the database 18. Perform the necessary processing for this.

The database 18 records the data used by the financial instrument transaction management device 1. The database 18 in this embodiment is formed by a relational database, but any format may be used as long as it is suitable for recording or rewriting a large amount of data, such as an object database. An order table (order information recording means) 181, a customer account information table 182, a currency pair order condition table 183, and a sequence number table 184 are recorded in the database 18. In the sequence number table 184, a sequence number uniquely assigned to each order information (described later) is recorded. Details of the order table 181, the customer account information table 182, and the currency pair order condition table 183 will be described later.

The front page distribution unit 11 creates image data to be displayed on the display unit 22 of the client terminal 2, and transmits the created image data to the client terminal 2.

The price information receiving unit 19 acquires the market price information (market price information) of the financial product handled by the financial product transaction management device 1, and performs the processing necessary for the data processing unit 10 to use the acquired information. Do. In this embodiment, the price information receiving unit 19 acquires information on the market price of foreign exchange.

In addition, the data processing unit 10, the database 18, the front page distribution unit 11, the order input reception unit (order input reception means) 12, the deposit / withdrawal information generation unit 13, the contract information generation unit 14, and the account information in the financial product transaction management device 1 The generation unit 15, the order information generation unit 16, the database connection base unit 17, and the price information reception unit 19 may be configured in any form. For example, when the financial instruments transaction management device 1 is formed as a network computer system composed of a plurality of server computers, each configuration requirement may be distributed and arranged in the plurality of server computers. In addition, those server computers are computers owned or managed by computer systems owned by a plurality of companies and server managers (for example, financial securities exchanges, other financial product transaction management companies, providers, hosting system providers, etc.). It may be arranged across the system). The server computer may be formed as a so-called cloud computer system. Further, data processing unit 10, database 18, front page distribution unit 11, order input reception unit (order input reception means) 12, deposit / withdrawal information generation unit 13, contract information generation unit 14, account information generation unit 15, order information generation. At least a part of the configuration of the unit 16, the database connection base unit 17, and the price information receiving unit 19 may be provided in the client terminal 2 instead of the financial product transaction management device 1.

FIG. 2A is a schematic diagram of the field definition of the order table 181, FIG. 2B is a schematic diagram of the field definition of the customer account information table 182, and FIG. 2C is a schematic diagram of the field definition of the currency pair order condition table 183. As shown in these figures, each table 181, 182, 183 has as many fields as there are items. For each field, name (field name), data type (type) such as characters, numbers, date and time, data length (length) such as bit length, blank not specified (Not Null), presence / absence of default value (default value) ), Data item names (remarks), etc. are specified.

In the above-mentioned financial product transaction management device 1, when a limit transaction of a financial product is performed, a limit order of a plurality of financial products of the same type can be placed by a plurality of ifdan orders by one pre-order.

[Transaction procedure]
Next, the transaction procedure of the limit order by the ifdan order in the financial instrument transaction management system 1A of this embodiment will be described.

[Order information generation procedure]
FIG. 3 is a flowchart showing a processing procedure for generating order information of a limit order by ifdan order in the financial instrument transaction management device 1 of this embodiment. Hereinafter, the processing procedure at the time of ordering will be described based on the figure.

A customer who uses the financial product transaction management system 1A accesses the financial product transaction management device 1 by using the client terminal 2. The front page distribution unit 11 of the financial instrument transaction management device 1 causes the display unit 22 of the client terminal 2 that has been accessed to display the input screen 40 shown in FIG. 7. The customer inputs the data of the order contents on the input screen 40 by using the operation unit 21. Specifically, the following processes (process 1) to (process 4) are performed on the input screen 40.

(Processing 1)
The input screen 40 is provided with a trading request input button 41 for selecting a currency pair that can be traded. The customer selects a currency pair that he / she wants to buy / sell with the trading request input button 41. FIG. 7 shows a state in which "US dollar (USD) / Japanese yen (JPY)" for trading between Japanese yen and US dollar is selected.

(Processing 2)
The input screen 40 is provided with an order condition selection button 43 for selecting order conditions for limit orders. The customer selects the "double repeat toy fudan" indicating the transaction form of this embodiment on the order condition selection button 43. The “repeat toy fudan” is a transaction mode in which the financial instrument transaction management device 1 automatically repeats the ifdan order by one order.

Then, as shown in FIG. 7, various buttons are provided on the input screen 40. These various buttons input the lower order price (hereinafter referred to as "lower order price"), which is the lower order price of the new order and the settlement order, which forms the "first order information" described later. Lower order price input field 44a, upper order price which is the higher order price of new orders and settlement orders that forms the "second order information" described later (hereinafter referred to as "upper order price") Upper order price input field 44b for inputting, amount input field 44c for inputting the order amount for each order, expiration date display field 44d for displaying the expiration date of "first order information" and "second order information" , Stop to select a stop loss order (hereinafter referred to as "stop loss order") as a stop loss order to be set to prevent the customer from suffering an excessive disadvantage when the market price crashes or soars. Loss order selection buttons 44e, 44f, the price of the stop loss order lower than the lower order price and the upper order price, which forms the "third order information" described later (hereinafter referred to as the "first stop loss price"). The first stop loss price input field 44g for inputting (referred to as), the price of the lower order price and the price of the stop loss order higher than the upper order price (hereinafter referred to as "the fourth") forming the "fourth order information" described later. It consists of a second stop loss price input field 44h for inputting (referred to as "two stop loss price") and an order confirmation button 45 for confirming the order details.

In addition, instead of either the lower order price input field 44a or the upper order price input field 44b, the profit amount designation for inputting the profit amount when the first order and the second order are executed once each. It may be configured to provide a column. In this case, based on the price of the first order (or the price of the second order) entered in the lower order price entry field 44a (or the upper order price entry field 44b) and the amount entered in the amount entry field 44c. , The order input receiving unit 12 automatically calculates the upper order price (or the lower order price).

(Processing 3)
The customer inputs a desired numerical value in each of these input fields, and selects a desired transaction form or the like with each selection button.

FIG. 7 shows a state in which 80.00 yen is entered in the lower order price input field 44a, 90.00 yen is entered in the upper order price entry field 44b, and 10,000 (currency) is entered in the amount entry field 44c. There is. Further, in FIG. 7, the stop loss order is selected by the stop loss order selection buttons 44e and 44f, and the first stop loss price input field 44g is 70.00 yen and the second stop loss price input field 44h is 100.00 yen. Indicates that a circle has been entered.

(Process 4)
After completing the input and selection for each input field and each selection field, when the customer clicks the order confirmation button 45 provided on the input screen 40, the data input on the input screen 40 is transmitted to the financial instrument transaction management device 1. , The procedure of step S2 described later is performed. When the customer clicks the reset button 46 instead of the order confirmation button 45, the above process is canceled and the input screen 40 returns to the state before the above (process 1) is performed.

When the order confirmation button 45 is clicked in the above (process 4) and the transmitted data is supplied to the financial instrument transaction management device 1, the order input receiving unit 12 of the financial instrument transaction management device 1 receives the input order. Check the contents. Specifically, the expiration date and the like selected in the expiration date display field 44d are confirmed, and the order price of the supplied data is inspected (step S2). Specifically, the order input receiving unit 12 performs the inspection method 1 and the inspection method 2 below.

(Inspection method 1) The order input receiving unit 12 includes a lower order price input in the lower order price input field 44a, an upper order price input in the upper order price input field 44b, and a price information receiving unit. Compare with the current exchange rate price received by 19. If the lower order price is less than or equal to the current exchange rate price and the upper order price is greater than or equal to the current exchange rate price, the order input reception unit 12 performs the transaction procedure according to the "first execution procedure" described later. Do. When the lower order price and the upper order price are each higher than the current exchange rate price, the order input receiving unit 12 performs the transaction procedure according to the "second contract procedure" described later. When the upper order price is equal to or lower than the current exchange rate price, the order input receiving unit 12 performs the transaction procedure according to the "third contract procedure" described later.

(Inspection method 2) The order input receiving unit 12 inputs the lower price entered in the lower order price input field 44a and the upper order price input field 44b of the currency pair selected by the trading request input button 41. Compare with the upper order price. The order input receiving unit 12 determines that the case where the upper order price is higher than the lower order price is the appropriate price.

When the lower order price and the upper order price are determined to be appropriate prices (“No” in step S3), the account information generation unit 15 acquires the margin information of the customer in the customer account information table 182. Specifically, the numerical data recorded in the “amnt” field 182a shown in FIG. 2B is acquired as margin information.

The order input reception unit 12 compares the acquired margin information with the customer's total order amount (that is, the total order amount calculated based on the numerical values entered in the respective input fields 44a, 44b, 44g, 44h). Check if the margin amount is equal to or greater than the total order amount. The order information generation unit 16 generates the "order information group" described later only when the margin amount is equal to or more than the total order amount (“No” in step S5). As a result, the limit order by the ifdan order can be accepted only when the customer can surely pay.

When the margin amount is equal to or greater than the total order amount (“No” in step S5), the order input reception unit 12 uses ifdan whose order conditions are other than those described above based on the data recorded in the currency pair order condition table 183. It is confirmed whether or not various conditions of the order are satisfied (step S6).

If the various conditions of the ifdan order are not satisfied (“Yes” in step S7), the order input reception unit 12 treats the input order as an error and rejects the acceptance of the order (step S10).

If the various conditions of the ifdan order are satisfied (“No” in step S7), and it is determined that the order conditions satisfy all the conditions necessary for the limit order by the ifdan order described above, the front page The distribution unit 11 causes the display unit 22 of the client terminal 2 to display a confirmation screen (not shown). On the confirmation screen (not shown), the order conditions entered and selected by the customer on the input screen 40 are listed, and an approval button (not shown) is provided to click when the listed contents are correct. Has been done.

When the customer clicks the approval button (not shown) by operating the operation unit 21, the order information generation unit 16 of the financial instruments and exchange management device 1 generates order information based on the data input in step S1 (step). S8). Specifically, a plurality of data input in the above procedure are put together in units of order prices, and each order information is assigned to each order recorded in the sequence number table 184 as a unit of each information. Form. The plurality of order information formed in the procedure of one step S8 is a limit order for a fixed number of products at two prices (that is, a lower order price and an upper order price) for a plurality of financial products of the same type. A plurality of order information (hereinafter, simply referred to as "order information group") having at least order information for the purpose is generated a plurality of times.

The order information generation unit 16 records the generated order information group in the order table 181 (step S9). Specifically, the corresponding order information (that is, the data corresponding to the item in the "remarks" column 181a) is recorded in each field shown in FIG. 2A. For example, the sequence number assigned in step S8 is recorded in the "ord_seq" field 181b. A customer number uniquely defined for each customer is recorded in the "cust_seq" field 181c, and a product name is recorded in the "style_id" field 181d. An ID number uniquely determined for each currency pair is recorded in the "ccy_pair_id" field 181e. The combination of the ID number and the currency pair is recorded in an ID table (not shown) separately provided in the database. The order amount for each order information is recorded in the "ord_amnt" field 181f. Data indicating whether the order is a sell order or a buy order is recorded in the "buy_sell_id" field 181g, the order price is recorded in the "ord_rate" field 181h, and the order price is recorded in the "limit_time" field 181i. In the "ord_cond" field 181j, "1" indicating that the order type is ifdan order is recorded. The sequence number of the ifdan order is recorded in the “ifd_ord_seq” field 181k. In the "new_close" field 181m, data indicating whether the order is a new order or a continuous order (settlement order) is recorded. From the above procedure, the order processing of the limit order by the ifdan order in this embodiment is completed.

[Generation of order information and order information group]
When the order processing is completed, the order information generation unit 16 first generates the first two order information groups (hereinafter, referred to as "first order information group" and "second order information group", respectively). (A2) and (b2) of FIG. 8 and (c2) of FIG. 9 show an image diagram of the order information group and the order information constituting the order information group. As shown in the figure, the first order information 51A, 51D and the second order information 51B are entered in the field of the order table 181 (see FIG. 2A) with the data input on the input screen 40 (see FIG. 7). , 51E, third order information 51C, fourth order information 51F are configured. The first order information 51A, the second order information 51B, and the third order information 51C constitute the first order information group 50A, and the first order information 51D, the second order information 51E, and the fourth order information 51F are the second. The order information group 50B is configured.

As shown in FIGS. 8 and 9, the first order information 51A and 51D are configured as information for placing a limit order for buying the same type of financial product at one price (lower order price). There is. The second order information 51B and 51E are formed as information for placing a limit order for selling the same type of financial product at another price (upper order price). The third order information 51C is used as information for placing a stop loss order (stop loss order) for selling the first stop loss price on the lower price side than the first order information 51A, 51D and the second order information 51B, 51E. It is configured. The fourth order information 51F is used as information for placing a stop loss order (stop loss order) for buying the second stop loss price on the higher price side than the first order information 51A, 51D and the second order information 51B, 51E. It is configured.

[Setting of trading information]
When generating the order information, the order information generation unit 16 sets 181 g of trading information of each order information 51A to 51E. In this embodiment, the order information generation unit 16 "buys" the trading information 181g of the first order information 51A, 51D and the fourth order information 51F, the second order information 51B, 51E, and the third order information. 181g of trading information of 51C is set as "sell". The trading information 181g includes a customer account information table 182, a system of a financial institution (not shown), etc., in which the contract information generation unit 14 trades financial products when the contract processing is performed based on the order information 51A to 51F. It is used to determine the type of trading process to be performed on.

[Limit order, stop order setting]
When generating the order information, the order information generation unit 16 sets the order condition information 181j of the order information 51A to 51E with information indicating either a limit order or a stop order. In this embodiment, the price entered in the lower order price input field 44a and the upper order price input field 44b of the input screen 40 (that is, the lower order price and the upper order price) and the market price at the time of generation (that is, the lower order price and the upper order price) Hereinafter referred to as "market order price"), each is set based on the comparison. Specifically, it is set as follows (setting condition 1) to (setting condition 4).
(Setting condition 1) When the market order price is higher than the lower order price and lower than the upper order price when the order information is generated, the first order information 51A, 51D, and the second order information 51B , 51E, the order condition information 181j is set as a "limit price". The order condition information 181j of the third order information 51C and the fourth order information 51F is set as "stop limit".
(Setting condition 2) When the market order price is lower than the lower order price and the upper order price at the time of generating the order information, the order condition information 181j of the first order information 51A is set as the "stop limit" and is the first. The order condition information 181j of the order information 51D and the second order information 51B and 51E is set as the "limit price". The order condition information 181j of the third order information 51C and the fourth order information 51F is set as "stop limit".
(Setting condition 3) When the market order price is higher than the lower order price and the upper order price at the time of generating the order information, the order condition information 181j of the second order information 51E is regarded as the first stop price. The order condition information 181j of the order information 51A and 51D and the second order information 51B is set as the "limit price". The order condition information 181j of the third order information 51C and the fourth order information 51F is set as "stop limit".
(Setting condition 4) When the market order price is generated when the order information is generated, if the market order price is equal to the lower order price or the upper order price, for example, if the market order price is equal to the lower order price, the order information 51A, 51B, 51C, The generation of 51D, 51E, 51F is canceled.

In this embodiment, each order information 51A to 51F includes order condition information 181j that determines whether the limit order or the stop order is used, so that the order information of the first order to be executed first ( For example, when the first order information 51A) is a limit order for buying higher than the market price at the time of ordering, or when the order information of the first order executed first (for example, the second order information 51E) is the market price at the time of ordering. Even if the limit order is a lower sell limit order, it is possible to realize the transaction by the ifdan order (see (second execution procedure) (third execution procedure) described later).

The contract information generation unit 14 records the order information 51A to 51F generated by the order information generation unit 16 in the order table 181 and the customer account information table 182 of the database 18, and also records the order information in the subsequent order table 181. Manage the recording status. Specifically, it communicates with the order table 181 and the customer account information table 182, and gives instructions on inputting, modifying, and deleting data according to changes in the state of each order information 51A to 51F.

[Display order information]
The front page distribution unit 11 causes the display unit 22 of the client terminal 2 to display the generated order information group and the order information constituting the generated order information group. (A1) (b1) of FIG. 8 (c1) of FIG. 9 is an image diagram of an order history screen displayed on the display unit 22. In the figure, the display unit 22 displays the main fields of the order information groups 50A and 50B and the order information 51A, 51B, 51C, 51D, 51E, and 51F constituting them.

[Rejection of order]
As a result of the inspection in step S2, when at least one of the order price of the first order information 51A and the order price of the second order information 51B is determined to be an inappropriate price (“Yes” in step S3). ) Or, if the margin amount is less than the total order amount in step S5 (“Yes” in step S5), the order input receiving unit 12 treats the entered order as an error and rejects the order (step S10). ).

[Limit order execution process (first execution procedure)]
4 to 6 are flowcharts showing a procedure of execution processing after the order processing of the limit order by the ifdan order is performed in the financial instrument transaction management device 1 of this embodiment. Hereinafter, the procedure will be described based on the figure.

[Order information ordering, basic procedure of execution]
FIG. 4 is a flowchart showing a first order information, an order based on the second order information, and a basic procedure of execution in the financial instrument transaction management device 1 of this embodiment. The basic procedure will be described with reference to the figure.

The order information generation unit 16 includes the order information 51A, 51B, 51C constituting the first order information group 50A generated in step S8, and the order information 51D, 51E, which constitutes the second order information group 50B. Order processing with 51F is performed (step S21). Here, the "order processing" means that the status information 181o of the first order information 51A, 51D and the second order information 51B, 51E constituting the order information groups 50A, 50B is changed from "waiting" to "ordering". It means to change and is treated as a limit order in the trading of financial products. The financial instrument transaction management device 1 is in a state of order information in which the state information 181o is "waiting" (for example, the second order information 51B shown in (a1) and (a2) of FIG. 8) as a limit order after generation and before order processing. The order information in which the information 181o is "ordering" (for example, the first order information 51A shown in (a1) and (a2) of FIG. 8) is processed as a limit order after the order processing.

As shown in (a1) and (a2) of FIG. 8, in the state where the procedure of step S21 is completed, the first order information 51A and the first order information 51A of the first order information group 50A, in which the new / settlement information 181m indicates "new". In the second order information 51E of the second order information group 50B, the state information 181o is "ordering". On the other hand, in the other order information 51B, 51C, 51D, 51F in which the new / settlement information 181m indicates "settlement", the status information 181o is "waiting".

In this state, the price information receiving unit 19 of the financial instrument transaction management device 1 continues to acquire information on the exchange rate. Then, when the market price does not become equal to or more than the fourth order price (or less than or equal to the third order price) (“No” in step S22) and becomes equal to or more than the upper order price (or less than or equal to the lower order price) (step). “Yes” in S23), the contract information generation unit 14 performs the contract process of the second order information (or the first order information) (step S24). Here, "contract processing" means changing the state information 181o of arbitrary order information from "ordering" to "established" and performing trading processing of the arbitrary financial product. In addition, in the transaction of financial products, this "contract processing" is ranked first in the ifdan order based on a specific order information group (here, the second order information group 50B) when a position is acquired and a limit order is executed. Is treated as if the order was completed.

FIG. 10 shows a time chart schematically showing executions based on limit orders in the financial instrument transaction management system 1A of this embodiment. For example, as shown in the figure, it is assumed that the market purchase price of the US dollar at t1 when the order information is generated by the ifdan order (step S8) and the order is placed (step S21) is 1 dollar 85.00 yen.

At t2 (“Yes” in step S23) when the market price of the US dollar rises after the order information is placed and the market purchase price 71 reaches 90.00 yen per dollar (“Yes” in step S23), the contract information generation unit 14 is second. A process of executing the order information 51E is performed (step S24). That is, as shown in FIG. 8, in the state where the execution process is completed, the state information 181o of the second order information 51E of the second order information group 50B is converted from "ordering" to "established" in the database 18. Rewrite the corresponding data in. Specifically, the data in the "amnt" field 182a of the customer account information table 182 is increased or decreased by the contracted amount.

At the time point t2'(virtually at the same time as the time point t2), the order information generation unit 16 performs the first order information and the second order information of the same order information group (for example, the first order information 51D of the second order information group 50B). And the second order information 51E) confirm whether or not the contract processing has been completed (that is, whether or not the status information 181o has been "established"). When both of the order information have not been executed (“No” in step S25), the order information generation unit 16 constitutes the same order information group as the executed order information, the first (or second) order information, and The fourth (or third) order information is ordered (step S27). That is, as shown in (b2) of FIG. 8, the state information 181o of the first order information 51D of the second order information group 50B is changed from "waiting" to "ordering" (step S27). As shown in (b1) of FIG. 8, the front page distribution unit 11 displays on the display screen 47 that the order information 51E has been executed and that the first order information 51D has become "ordering". As a result, in the ifdan order based on the second order information group 50B, the second order is treated as valid.

When one of the first order information and the second order information constituting the same order information group is executed and then the other is processed, the third order information 51C or the first order information group forming the order information group is formed. (Iv) The status information 181o of the order information 51F is also changed from "waiting" to "ordering" (step S27). That is, when the first order information 51D of the second order information group 50B is processed at the time point t2'in FIG. 10, as shown in (b1) and (b2) of FIG. 8, the second order information group 50B is the first. (Iv) The status information 181o of the order information 51F is changed from "waiting" to "ordering". This makes it possible to execute the order for which the position has been acquired by the stop loss order.

After that, the process returns to the process after step S22. When the market price does not exceed the 4th order price (or below the 3rd order price) (“No” in step S22) and becomes equal to the lower order price (“Yes” in step S23), the contract information generator 14 performs the execution process of the first order information (step S24).

For example, as shown in FIG. 10, when the market purchase price of the US dollar falls after the time point t2'and the market price purchase price 71 of the US dollar becomes 1 dollar 80.00 yen at the time point t3, the contract information generation unit 14 (1) A process of executing a limit order based on the order information 51A and 51D is performed. As a result, it is treated as if the second order is completed in the ifdan order based on the second order information group 50B. In addition, it is treated as if the first order was completed in the ifdan order based on the first order information group 50A.

At the same time, the contract information generation unit 14 cancels the fourth order information 51F. Here, "cancellation processing" means changing the state information 181o of arbitrary order information from "waiting" or "ordering" to "invalid", and in the transaction of financial products, the limit order is executed. Treated as canceling without.

That is, as shown in FIG. 8 (b1), the state information 181o of the first order information 51A and 51D is changed from the "ordering" state to the "established" state, and the state information 181o of the fourth order information 51F is changed. Convert from the "ordering" state to the "invalid" state. Then, as shown in (c1) of FIG. 9, the front page distribution unit 11 displays on the display screen 47 that the first order information 51A and 51D have been executed and the fourth order information 51F has become invalid. ..

Then, the contract information generation unit 14 rewrites the data corresponding to the first order information 51A and 51D and the second order information 51E in the database 18. Specifically, at the time point t3 in FIG. 10, the contract information generation unit 14 deletes the order information 51D, 51E, 51F constituting the second order information group 50B. In addition, the contract information generation unit 14 performs trading processing on the customer account information table 182, the system of the financial institution that trades financial products (not shown), and the like. As a result, the customer can obtain the profit of the difference between the sell order at t2 and the buy order at t3.

The order information generation unit 16 is in the case where the status information of the first order information and the second order information among the order information constituting one order information group becomes "established" (“Yes” in step S25). , The order processing of the order information of the new order information group is performed (step S26). In this embodiment, as shown at the time point t3'in FIG. 10, the order processing of the first order information 51D, the second order information 51E, and the fourth order information 51F of the new second order information group 50C is performed. The specific contents of the procedure in step S26 will be described later.

Further, the order information generation unit 16 performs order processing of the first (or second) order and the third (or fourth) order information of the other order information group (step S27). In this embodiment, at the time point t3'in FIG. 10, the order processing of the second order information 51B of the first order information group 50A is performed. As a result, in the ifdan order based on the first order information group 50A, the second order is treated as valid. Then, the process returns to the process after step S22.

That is, in this embodiment, when the contract processing is performed at the lower order price and the upper order price, the contract processing of the two order information is performed (for example, at the time t2 in FIG. 10, the second order is executed. Information 51E, 51B, first order information 51D, 51A at time point t3). That is, every time the market price 71 reaches the lower order price and the upper order price, two limit orders (one is a new limit order and the other is a limit order for settlement) are executed, and ifdan orders are placed multiple times. It is repeated. Therefore, the customer can make a lot of profits in a short period of time compared to the case where the ifdan order is executed in the form that one limit order is executed every time the market price reaches the lower order price and the upper order price. ..

Further, in this embodiment, the first order information 51A, 51D and the second order information 51B, 51E constituting the order information groups 50A, 50B are executed in the reverse order. For example, in this embodiment, the second order information 51E execution (time point t2) and the first order information 51D execution (time point t3) are executed in this order, and the first order information 51A execution (time point t3) and the second order information. The execution process of the first order information 51A, 51D and the second order information 51B, 51E is repeated, such as executing in the order of 51B execution. As a result, in the execution processing after the time point t3, a pair of first order information (that is, that is, when a plurality of order information groups, that is, the first order information group 50A and the second order information group 50B) are sequentially executed. The first order information 51A and the first order information 51D) and the pair of the second order information (that is, the second order information 51B and the second order information 51E) are executed. Therefore, the customer can obtain a higher profit than the case where the contract processing of only one order information is performed when the contract processing is performed.

[Order information ordering of new order information group (step S26)]
FIG. 5 is a flowchart showing an order processing of order information of a new order information group in step S26. The details of the procedure will be described below based on the figure.

When ordering a new order information group, the account information generation unit 15 again acquires the margin information of the customer in the customer account information table 182. Then, the order input reception unit 12 again compares the acquired margin information with the customer's total order amount, and confirms whether or not the margin amount is equal to or greater than the order total amount (step S261). If the margin amount is less than the total order amount (“Yes” in step S262), the processing is suspended until the order amount is equal to or more than the total order amount, and if the margin amount is equal to or more than the order total amount (“No” in step S262). ), The order information generation unit 16 re-orders the order information group deleted in step S26 (step S263). In this embodiment, as shown in FIG. 9, at the time point t3'(practically at the same time as the time point t3), the order processing of the second order information group 50C having the same configuration as the second order information group 50B is performed. In addition, the order information generation unit 16 processes the order information of the second order information 51E (step S263). Similar to step S9, the order information generation unit 16 records the second order information group 50C in which the order processing has been performed in the order table 181 (step S264). When the order processing of the second order information group 50C is performed in step S263, the front page distribution unit 11 causes the display unit 22 of the client terminal 2 to display the second order information group 50C.

[Contract processing (cancellation processing) of stop order at stop loss price (step S28)]
FIG. 6 is a flowchart showing the execution processing of the stop order at the stop loss price in step S28. The details of the procedure will be described below based on the figure.

When the market price of the financial instrument is equal to or greater than the fourth order price (or less than or equal to the third order price) (“Yes” in step S22), the execution information generation unit 14 uses the fourth order information 51F (or the third order information 51C). ), And cancels all uncontracted order information (step S281).

For example, when the market price further rises after the time point t2'in FIG. 10 and becomes 100 yen or more per dollar, which is the price of the fourth order information as shown in the time point t4 in the figure, the contract information generation unit 14 , The execution processing of the fourth order information 51F is performed. By this. With respect to the first order information 51D that has been executed at time t2, the stop order of "settlement" for selling 100.00 yen per dollar will be executed. Further, the contract information generation unit 14 cancels the first order information 51A and 51D in which the state information 181o is "ordering" and the third order information 51C in which the state information 181o is "standby". Further, the execution information generation unit 14 also cancels all future orders for order information. That is, the contract information generation unit 14 deletes the data about the ungenerated order information group from the order table 181 and stops the generation of the order information group that has not been generated yet.

In this embodiment, even if the market price drops significantly and the market price of the financial product falls below the third order price (70.00 yen per dollar), the contract information generation unit 14 is the same as above. Cancellation process.

After the processing of step S281, the financial instrument transaction management device 1 ends all the contract processing based on the order information (step S281).

In this way, regarding the third order information 51C for placing a stop sell order for a price lower than the first order information 51A and the second order information 51B, or for the price higher than the first order information 51D and the second order information 51E. When the execution processing is performed on the fourth order information 51F that places a stop order for selling, the market price is canceled by canceling all the order information that has not been executed and forms a set of order information groups 50A and 50B. It is possible to prevent the customer from suffering a disadvantage when the price rises or falls below a certain price, and avoids the risk of the customer.

In the above embodiment, the case where the upper order price is first set at the time point t2 and then the lower order price is set at the time point t3 has been described, but conversely, the lower order price is first set at the time point t2. Next, even when the upper order price is reached at the time point t3, the same first contract procedure is performed by the financial instrument transaction management device 1 of the present embodiment. In this case, at the time point t2, the execution processing of the first order information 51A of the first order information group 50A is performed (it is treated as if the first order of the first order information group 50A is completed). In t2', the order processing of the first order information 51D of the second order information group 50B (treated as if the first order of the second order information group 50B is valid), and the first order. The order processing of the second order information 51B of the information group 50A (the second order of the first order information group 50A is treated as valid) is performed. At time point t3, the execution processing of the second order information 51B of the first order information group 50A and the execution processing of the second order information 51E of the second order information group 50B (second order of the first order information group 50A). And the first order of the second order information group 50B are treated as executed). At time point t4, the order processing of the first order information 51A of the first order information group (not shown) is performed (it is treated as if the first order of the first order information group is valid). ..

[Limit order execution process (second execution procedure)]
FIG. 11 shows an image diagram of the order history screen displayed on the display unit of the client terminal in the second contract procedure, an image diagram showing the data structure of each order information, and FIG. 12 shows a time chart of the second contract procedure. ..

As shown in FIG. 11, in the second execution procedure, in the state where the procedure of step S21 is completed first, in the first order information 51A of the first order information group 50A, the order condition information 181j is "stop limit". It has become. That is, the first order information 51A is configured as information for placing a new stop order for buying the same type of financial product at the lower order price based on one buy / sell order application information. Other than that, it is the same as the first contract procedure.

In the second contract procedure, the process is performed in the same manner as in the first contract procedure. However, as shown in FIG. 12, at the time point t2, the stop processing of the stop order is performed based on the first order information 51A. The first order information ordered from the second time onward (for example, the first order information 51A ordered at time point t3'in FIG. 12) is an order as a limit order for buying similar to the first execution procedure. Information.

Due to the execution processing of the second limit order, when the first order information and the second order information are prices higher than the market price of the financial product at the time of ordering, the profit opportunity while avoiding the risk in the transaction by the ifdan order. Can be fully utilized to automatically carry out rational transactions.

[Limit order execution process (third execution procedure)]
FIG. 13 shows an image diagram of the order history screen displayed on the display unit of the client terminal in the third contract procedure, an image diagram showing the data structure of each order information, and FIG. 14 shows a time chart of the third contract procedure. ..

As shown in FIG. 13, in the third execution procedure, in the state where the procedure of step S21 is completed first, in the second order information 51E of the second order information group 50B, the order condition information 181j is "stop limit". It has become. That is, the second order information 51E is configured as information for placing a new stop order for selling the same type of financial product with respect to the upper order price based on one buy / sell order application information. Other than that, it is the same as the first contract procedure.

In the third contract procedure, the process is performed in the same manner as in the first contract procedure. However, as shown in FIG. 14, at the time point t2, the stop processing of the stop order is performed based on the second order information 51E. The second order information ordered after the second time (for example, in FIG. 14, the second order information 51E ordered at time point t3') is an order as a limit order for selling in the same manner as the first execution procedure. Information.

If the first order information and the second order information are lower than the market price of the financial product at the time of ordering due to the execution processing of the third limit order, profit opportunities while avoiding risk in trading by ifdan order Can be fully utilized to automatically carry out rational transactions. As a result, the present invention can be applied to various transactions according to the market conditions and the like, and a system highly convenient for customers can be realized.

[Order information error processing and order information cancellation processing]
In the financial instrument transaction management device 1 of this embodiment, after the order information 51A to 51F are generated by the procedure of steps S1 to S9, the price and amount of the order information 51A to 51F are changed from the client terminal 2. When there is a request of, it is treated as an input error as if the request is an invalid request. As a result, it is possible to prevent the business of the bank, which is the trading source of financial products, from becoming excessive due to frequent demands for prices and amounts.

On the other hand, when the order cancel button (not shown) displayed on the display unit 22 on the client terminal 2 is clicked and there is a cancellation request for the ifdan order once established, the contract information generation unit of the financial instrument transaction management device 1 14 extracts the order information group included in the ifdan order for which the cancellation request has been made, and processes all the order information for which the contract has not been established in the order information group as canceled. The canceled order information group data and order information data are deleted from the order table 181.

As shown above, in this embodiment, when the order information is executed, the state information 181o is converted from "ordering" indicating the uncontracted state to "established" indicating the executed state after the order is placed. It is possible to record the contract state for each of the order information 51A to 51F, that is, the presence or absence of the contract. In addition, the first order information 51A and 51D as order information for ordering a limit order for one price of the same type of financial product based on one buy / sell order application information, and an order for limit ordering a financial product for another price, respectively. By generating a plurality of order information groups 50A and 50B having second order information 51B and 51E as information, a transaction by ifdan order is automatically repeated a plurality of times on a computer system based on one order procedure. You can make it happen. As a result, the customer who uses the system can make a rational transaction by fully utilizing the profit opportunity while avoiding the risk without performing a complicated order procedure.

The above-described embodiment can also be carried out as shown below (Modified Example 1) to (Modified Example 9).

(Modification example 1)
In the above embodiment, the execution processing of the first order information 51A and 51D and the second order information 51B and 51E can be repeated virtually unlimitedly, but the input screen 40 is provided with a repeat number selection field to repeat. The ifdan order may be repeated as many times as the number of times entered in the number of times selection field. In this case, each order information 51A to 51F is configured to include information for recording the number of repetitions.

(Modification 2)
In the above embodiment, the input screen 40 is provided with the first stop loss price input field 44g and the second stop loss price input field 44h, and the third order information 51C and the fourth order information 51F are used to set the stop loss price. It was configured to be set as the order information of. However, instead of this, at least one of these price input fields 44g and 44h may not be provided on the input screen, and at least one of the third order information 51C and the fourth order information 51F may not be set.

(Modification 3)
In the above embodiment, a trail width input field is further provided on the input screen 40, trail width information is provided as attribute information of the first order information 51A, 51D and the second order information 51B, 51E, and the market price is the trail width. When the price rises or falls more than the information, the order price information 181h of each order information 51A to 51F may be configured to rise or fall by the price of the trail width information.

(Modification example 4)
In the above embodiment, the input screen 40 is provided with a lower order price input field 44a and a lower order price input field 44b, and a lower order price and an upper order are provided according to the prices entered in the respective price input fields 44a and 44b. The price is set. However, instead of this, the first order information is set as the same price as the market order price at the time of order information generation (step S8), and the upper order price is set in the information input from the input screen (for example, in the upper order price field). It may be set based on the entered price or the profit amount for each ifdan order entered in the profit amount input field, and the limit order by the ifdan order may be performed.

(Modification 5)
In the above embodiment, in (setting condition 1), when the market order price is higher than the lower order price and lower than the upper order price, the first order information 51A, 51D, and the second order information are second. The order condition information 181j of the order information 51B and 51E is set as a "limit price", and in (setting condition 4), when the market order price is equal to the lower order price or the upper order price at the time of generating the order information, each order The generation of information 51A, 51B, 51C, 51D, 51E, and 51F was canceled. However, instead of this configuration, in (setting condition 1), when the market order price is equal to or more than the lower order price and less than or equal to the upper order price, the first order information 51A and 51D and the second order information 51B , 51E, the order condition information 181j is set as a "limit price", and (setting condition 4) may not exist. Specifically, for example, when the market order price is equal to the lower order price, the order information generation unit 16 sets the order condition information 181 m of the first order information 51A as the market order "market", and sets the first order. It is conceivable to set the order condition information 181m of the information 51D and the second order information 51B and 51E as the "limit price" and the third order information 51C and the fourth order information 51F as the "stop price".

(Modification 6)
Further, in the above embodiment, in (setting condition 2), when the market order price is lower than the lower order price and the upper order price at the time of generating the order information, the order condition of the first order information 51A Information 181j is set as "stop limit", and in (setting condition 4), when the market order price is equal to the lower order price or the upper order price at the time of generating the order information, each order information 51A, 51B, 51C, The generation of 51D, 51E, and 51F was canceled. However, instead of this configuration, in (setting condition 2), when the market order price is equal to or less than the lower order price and the upper order price at the time of generating the order information, the order condition information 181j of the first order information 51A becomes " It may be set as "stop price" and may not have (setting condition 4).

(Modification 7)
Further, in the above embodiment, in (setting condition 3), when the market order price is higher than the lower order price and the upper order price at the time of generating the order information, the order condition of the second order information 51E Information 181j is set as "stop limit", and in (setting condition 4), when the market order price is equal to the lower order price or the upper order price at the time of generating the order information, each order information 51A, 51B, 51C, The generation of 51D, 51E, and 51F was canceled. However, instead of this configuration, in (setting condition 3), when the market order price is equal to or higher than the lower order price and the upper order price at the time of generating the order information, the order condition information 181j of the first order information 51A is It may be set as a "stop price" and may not have (setting condition 4).

(Modification 8)
In the above embodiment and (Modified Example 1) to (Modified Example 7), order condition information 181j of one or both of the first order information 51A and 51D and the second order information 51B and 51E (FIGS. 8 and 8). (Refer to 9) is defined as "limit" or "stop", and they are configured to function as limit orders or stop orders. However, instead of this configuration, the order condition information 181j of the first order information 51A and 51D and the second order information 51B and 51E is set as the market order "market" and functions in the same manner as the ifdan order. May be. Specifically, in the flowchart shown in FIG. 4, the execution information generation unit 14 performs the procedure of ordering (step S21) of the first order information 51A, 51D and the second order information 51B, 51E, and the procedure and step of step S23. It is performed with the procedure of S24.

That is, in (Modification 8), when the current exchange rate price received by the price information receiving unit 19 matches the lower order price or the upper order price (“Yes” in step S23), the contract information generation unit 14 , The first order information 51A, 51D or the second order information 51B, 51E corresponding to the order price is ordered (step S21) and executed (step S24). In (Modification 8), as in the above embodiment and (Modification 1) to (Modification 7), each order information 51A, 51B, 51C, 51D, 51E, 51F is new / settlement information 181m. (See FIGS. 8 and 9). Therefore, even if the first order information 51A and 51D and the second order information 51B and 51E are set as market orders, the same function as the ifdan order can be realized.

Further, in (Modification 8), the order condition information 181j of the third order information 51C and the fourth order information 51F may be set as "market" and may function in the same manner as the stop loss order. Specifically, in the flowchart shown in FIG. 4, the contract information generation unit 14 sets the procedure of ordering (step S21) of the third order information 51C and the fourth order information 51F with the procedure of step S22 and the procedure of step S28. Do it in the meantime. That is, when the current exchange rate price received by the price information receiving unit 19 matches the third order price or the fourth order price (“Yes” in step S22), the contract information generating unit 14 corresponds to the order price. The third order information 51C or the fourth order information 51F is ordered (step S21), and the cancellation process is performed (step S28).

In (Modification 8), the processes of steps S25, S26, and S27 shown in FIG. 4 are not performed. That is, in (Modification 8), after the processing of step S24 is completed, the process returns to step S22, and the subsequent processing is repeated. In this case, the margin check process (the same process as in steps S261 and S262) may be performed after the process in step S24 and before the process in step S22 is performed.

(Modification 9)
The financial product transaction management system 1A of the above-described embodiment and each modification handles foreign exchange as a financial product, but is not limited to this, and manages financial product transactions that handle other financial products such as stocks and bonds. The present invention can also be applied to a system.

It goes without saying that the above-described embodiment and each modification are examples of the present invention and do not mean that the present invention is limited to the above-described embodiment and modification.

1A ··· the financial product transaction management system 1,... The financial product transaction management apparatus _2,2 1 _~2 n ··· client terminal 12 ... order input receiving unit (order input receiving means)
14 ... Contract information generation unit (contract information generation means, record management means)
16 ... Order information generation unit (order information generation means)
19 ... Price information receiver (market information acquisition means)
50A, 50B, 50C, 50D, 50E ... Order information group 51A, 51D ... First order information 51B, 51E ... Second order information 51C ... Third order information 51D ... Fourth order Information 181 ・ ・ ・ Order table (order information recording means)
181o ・ ・ ・ Status information (order status information)

Claims (5)

A financial product transaction management device that manages sales transactions of financial products.
The recording means records the order information of the financial product generated based on the buying and selling order application information for placing the buying and selling order of the financial product input from the user, and the recording state of the order information in the recording means is managed. Record management means to do
A market information acquisition means for acquiring market information of the financial product, and
It is provided with a contract information generating means for executing an order based on the order information when the market price information becomes an arbitrary price.
The contract information generation means
The first order information as the order information for ordering the same type of financial product for one price and the first order information for ordering the financial product for another price, which are generated based on the sales order application information. An order information group including a second order information as order information, the first order information having the first order information at the first price and the second order information at the second price, respectively. About the group and the one with the second order information group
When the market price of the financial instrument reaches the first price, based on the first order information of the first order information group and the first order information of the second order information group. Fill multiple first orders
When the market price of the financial instrument reaches the second price, based on the second order information of the first order information group and the second order information of the second order information group. A financial instrument transaction management device, characterized in that a plurality of the second orders are executed. The order information includes order status information that determines whether the order status is an uncontracted state or a contracted state.
When the first order based on the first order information and the second order based on the second order information are executed, the execution information generating means changes the order state information from the uncontracted state to the executed state. The financial instrument transaction management device according to claim 1, wherein the conversion is performed. The order information group of one of the first order information group and the second order information group is lower than the first order based on the first order information and the second order based on the second order information. The third order information for placing a stop order for selling for a price is provided, and the other order information group is higher than the first order based on the first order information and the second order based on the second order information. With 4th order information to place stop order to buy about price
When the stop order based on the third order information or the stop order based on the fourth order information is executed, all the order information related to the unfilled orders forming the order information group is canceled. The financial instrument transaction management device according to claim 2, characterized in that It is a financial product transaction management method performed in a financial product transaction management device that manages sales transactions of financial products.
The recording means records the order information of the financial product generated based on the buying and selling order application information for placing the buying and selling order of the financial product input from the user, and the recording state of the order information in the recording means is managed. Record management procedures performed in the transaction management means
The market information acquisition procedure performed by the market information acquisition means for acquiring the market information of the financial product, and
It is provided with a contract information generation procedure performed by a contract information generation means for executing an order based on the order information when the market price information becomes an arbitrary price.
In the contract information generation procedure, the first order information as the order information for ordering the same type of the financial product for one price, which is generated based on the one sales order application information, and the financial product are used. An order information group including a second order information as the order information to be ordered for each of the other prices, the first order information at the first price and the second order information at the second price. Regarding the ones that have the first order information group and the second order information group, respectively.
When the market price of the financial instrument reaches the first price, based on the first order information of the first order information group and the first order information of the second order information group. Fill multiple first orders
When the market price of the financial instrument reaches the second price, based on the second order information of the first order information group and the second order information of the second order information group. A financial instrument transaction management method characterized in that a plurality of the second orders are executed. A program characterized in that a computer functions as a financial instrument transaction management device according to any one of claims 1 to 3.