JP6034464B2 - Financial product transaction management device, financial product transaction management system, program - Google Patents

Description

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

  As a transaction method for financial products such as foreign exchange, limit orders are known in addition to market orders in which transactions are made at the price at the time of order. This limit order is an order form in which the purchase price is designated in advance by the customer, and the financial product dealer places a buy order for the financial product when the target financial product falls to the specified amount. Or when the price reaches a specified amount, a selling order for the financial product is made. 2. Description of the Related Art Conventionally, there has been known an invention for placing a limit order for a financial product using a computer system (see, for example, Patent Document 1).

JP 2006-99787 A

  Here, in the limit order of financial products, ifdan order (two orders with ranks are placed simultaneously and the first rank order (hereinafter referred to as “first order”) is established, the second rank is automatically set. However, in the invention described in Cited Document 1, ifdane orders are often made (hereinafter referred to as “second order”). There is a problem that it is not possible to respond to limit orders. On the other hand, if the market price of a financial product fluctuates significantly compared to the conventional market and there is no prospect of recovery for the time being, the trader who owns the financial product will be in a market price fluctuation state to minimize damage. In many cases, it is desirable to sell the financial product. However, in the invention described in Cited Document 1, a customer who uses the system to trade financial products automatically sells the financial products acquired by the limit order buying order according to the future market conditions. In addition, there is a problem that ifdan orders cannot be automatically canceled according to market conditions.

  The present invention has been made in view of the above problems, and can improve the convenience of customers who use the system in the transaction of financial products, and can reduce the risk to be incurred by customers when performing ifdan orders. It is an object to provide a management device.

  In order to achieve such an object, the invention described in claim 1 is a financial product transaction management apparatus for managing a financial product trading transaction in which a market price fluctuates, and is a trading product for placing a trading order for the financial product. Order input receiving means for receiving order application information, and order information generating means for generating order information of the financial product based on the buy / sell order application information received by the order input receiving means, the order information generating means The order information for placing a buy order on the first price set as a reference price for executing the first order for the same type of the financial product based on the buy / sell order application information; and An order information group including the order information for placing a sell order at a second price set as a reference price for executing a second order is generated, and the generated order information group is The sentence information is recorded in the sentence information recording means, and the market price is contracted after the market price drops or rises above the first price and then again matches the first price. And / or after the first order is executed, the second order is executed after the market price rises or falls above the second price and then again matches the second price. It is comprised so that it may carry out.

  The invention according to claim 2 is a financial product transaction management apparatus for managing a financial product transaction transaction whose market price fluctuates, and accepts an order input for receiving a purchase order application information for performing a purchase order of the financial product And order information generating means for generating order information of the financial product based on the buy / sell order application information received by the order input accepting means, wherein the order information generating means comprises one of the buy / sell order application Based on the information, the order information for placing a sell order at a first price set as a reference price for closing the first order of the same type of financial product, and a reference for closing the second order; Generating an order information group composed of the order information for placing a buy order at a second price set as a price, and causing the order information recording means to record the generated order information group The first order is configured to fill after the market price rises or falls above the first price and then again matches the first price, and / or the first order After the order is filled, the second order is configured to be filled after the market price falls below or rises above the second price and then matches the second price again. To do.

  The invention according to claim 3 is a financial product transaction management device for managing a transaction for a financial product whose market price fluctuates, and accepts an order input for receiving a purchase order application information for performing a purchase order for the financial product. And order information generating means for generating order information of the financial product based on the buy / sell order application information received by the order input accepting means, wherein the order information generating means comprises one of the buy / sell order application Based on the information, the order information for placing a buy order at the first price set as a reference price for filling the same type of the financial product, and a basis for filling the second order; The order information for placing a sell order at a second price set as a price, and a third price set as a reference price for executing the first order for the same type of financial product The order information group is generated by generating the order information for placing a sell order at a price and the order information group including the order information for placing a buy order at a fourth price set as a reference price for executing a second order. After the order information group is recorded in the order information recording means, after the market price of the first order falls below or rises above the first price and then again matches the first price. Configuring to execute and / or after the first order is executed, for the second order, the market price rises or falls above the second price and then the second order again. Configure to execute after matching the price, and / or for the first order, the market price again matches the third price after it rises or falls above the third price And / or after the first order is executed at the third price, for the second order, the market price falls below the fourth price or It is characterized in that after reaching the fourth price again after the rise, the contract is executed.

  According to a fourth aspect of the present invention, in addition to the configuration according to any one of the first to third aspects, the first order and / or an ifdan order based on the execution of the first order is performed. Trail width information is provided for changing a price serving as a basis for execution in response to a change in the market price of the second order, and the order information generating means is configured to change the trail according to the change in the market price. Based on width information, the price which serves as a standard for the contract of the first order and / or the second order is varied.

  According to a fifth aspect of the present invention, in addition to the configuration according to any one of the first to fourth aspects, the order information generating means is configured to operate the IF order based on the first order and the execution of the first order. The generation of the order information for placing the second order for placing an order is repeated a plurality of times.

  According to a sixth aspect of the present invention, in addition to the configuration according to any one of the first to fifth aspects, the order information recording means for recording the order information generated by the order information generating means and the market price of the financial product Market price information management means for acquiring and managing price information, and contract information generating means for executing a contract for the financial product based on the order information, the contract information generating means being recorded in the order information recording means Of the order information group, the first order is a valid order and the second order is an invalid order. Based on the first order among the individual order information forming the order information group The contract for the financial product is executed, and the second order is changed from an invalid order to a valid order together with the execution, and the current market price becomes a reference price for executing the second order. Sometimes said first And carrying out the commitments of the financial product based on the order.

  According to a seventh aspect of the present invention, in addition to the configuration according to the sixth aspect, the contract information generating means includes the slippage even when a slippage occurs when the first order and the second order are executed. The first order and the second order are executed.

  The invention according to claim 8 is a financial product transaction management system for managing a trading transaction of a financial product whose market price fluctuates, and accepts an order input for receiving trading order application information for performing a trading order of the financial product. And order information generating means for generating order information of the financial product based on the buy / sell order application information received by the order input accepting means, wherein the order information generating means comprises one of the buy / sell order application Based on the information, the order information for placing a buy order at the first price set as a reference price for filling the same type of the financial product, and a basis for filling the second order; An order information group including the order information for placing a sell order at a second price set as a price is generated, and the generated order information group is recorded in the order information recording unit. The first order is configured to execute after the market price falls below or rises above the first price and then again matches the first price, and / or After the first order is filled, the second order is configured to be filled after the market price rises or falls above the second price and then again matches the second price. Features.

  The invention according to claim 9 is a financial product transaction management system for managing a trading transaction of a financial product whose market price fluctuates, and accepts an order input for receiving trading order application information for performing a trading order of the financial product. And order information generating means for generating order information of the financial product based on the buy / sell order application information received by the order input accepting means, wherein the order information generating means comprises one of the buy / sell order application Based on the information, the order information for placing a sell order at a first price set as a reference price for closing the first order of the same type of financial product, and a reference for closing the second order; An order information group composed of the order information for placing a buy order at a second price set as a price is generated, and the generated order information group is recorded in the order information recording means. The first order is configured to execute after the market price rises or falls above the first price and then again matches the first price, and / or After the first order is filled, the second order is configured to be filled after the market price falls below or rises above the second price and then again matches the second price. Features.

  The invention according to claim 10 is a financial product transaction management system for managing a trading transaction of a financial product whose market price fluctuates, and accepts an order input for receiving trading order application information for performing a trading order of the financial product. And order information generating means for generating order information of the financial product based on the buy / sell order application information received by the order input accepting means, wherein the order information generating means comprises one of the buy / sell order application Based on the information, the order information for placing a buy order at the first price set as a reference price for filling the same type of the financial product, and a basis for filling the second order; The order information for placing a sell order at a second price set as a price, the same type of the financial product, set as a price serving as a reference for closing the first order Generating the order information for placing a sell order at a third price, and the order information group including the order information for placing a buy order at a fourth price set as a reference price for executing a second order. The generated order information group is recorded in the order information recording means, and the market price of the first order is reduced to the first price after the price has dropped or increased beyond the first price. Configure to execute after matching and / or after execution of the first order, the market price for the second order again increases or decreases after the second price is exceeded Configuring to fill after matching the second price, and / or for the first order, the market price rises or falls above the third price and then the third price again. price Configuring to be executed after matching and / or, after the first order is executed at the third price, the market price falls below the fourth price for the second order. Alternatively, after the price rises, the price is again agreed with the fourth price, and the contract is made.

  The invention described in claim 11 is a program that causes a computer to function as the financial product transaction management device described in any one of claims 1 to 7.

  According to the inventions of claim 1, claim 2, claim 8, and claim 9, based on one buy / sell order application information, the same type of financial product is bought or sold at a first price. Order information group consisting of order information for ordering and order information for selling order or buying order at the second price, and generating the order information group in the order information recording means for the first order. The market price falls or rises above the first price, or rises or falls and then re-matches the first price, and / or is filled in the first order. Later, for the second order, the client terminal can be configured so that the quote price rises or falls above the second price, or after it falls or rises and then matches the second price again. One order hand on the side Can by performing, for the same type of financial instruments, we is possible to perform the stop order by using the computer system. In the futures trading of financial products, IFDAN can always minimize the amount of damage without requiring complicated ordering procedures by customers using the system and even if the future market situation changes unfavorably to users. It becomes possible to place an order. As a result, it is possible to increase the convenience of customers who use the system in the transaction of financial products and to reduce the risk to the customers when performing ifdan orders.

  According to the third and tenth aspects of the present invention, the order information for placing a buy order for the same type of the financial product at the first price based on the one buy / sell order application information, and the second Order information generated by generating order information for placing a sell order at a third price, order information for placing a sell order at a third price, and order information group comprising order information for placing a buy order at a fourth price Having the group recorded in the order information recording means and configuring the first order to be executed after the market price falls below or rises above the first price and then again matches the first price; And / or, after the first order is filled, the second order is configured to fill after the price price rises or falls above the second price and then again matches the second price, And / or first note The market price rises or falls above the third price and then re-matches with the third price and / or the first order is filled at the third price. After that, the second order is configured so that the market price is contracted after the price price drops or rises above the fourth price and then matches the fourth price again. By performing the procedure, it is possible to repeat the ifdan order using the stop order and the reservation trail order for the same type of financial product using the computer system. In the futures trading of financial products, IFDAN can always minimize the amount of damage without requiring complicated ordering procedures by customers using the system and even if the future market situation changes unfavorably to users. It becomes possible to place an order. As a result, it is possible to increase the convenience of customers who use the system in the transaction of financial products and to reduce the risk to the customers when performing ifdan orders.

  According to the fourth aspect of the present invention, based on the trail width information, it is possible to vary the price serving as a reference for executing the first order and / or the second order.

According to the invention described in claim 5, by repeating the generation of the order information for performing the second order for performing the first order and the second order for performing the ifdan order based on the execution of the first order, respectively, Customer convenience can be improved.
According to the sixth aspect of the present invention, the contract price information management means for acquiring and managing the information of the market price of the financial product and the contract information generating means for executing the contract of the financial product based on the order information are provided. The information generating means sets the first order information out of the order information group recorded in the order information recording means as valid order information and the second order information as invalid order information. The execution of the financial product is executed based on the first order information among the individual order information forming the order information group, and the second order information is changed from the invalid order information to the valid order information together with the execution. In the futures trading of financial products, the system executes the contract for the financial product based on the order information of the second rank when the current market price becomes the reference price for executing the second order. Profit IF Dan order to be kept customers without performing a complicated order procedure, and the always damages even if the change disadvantageous to the situation by the user of the future of the market to a minimum that can be realized. As a result, the convenience of the customer who uses the system can be improved and the risk to the customer when performing the ifdan order can be reduced.

  According to the seventh aspect of the present invention, the contract information generating means generates the first order information even when a slippage occurs when the first order information and the second order information are executed. By executing the order information of the second order and the order information of the second order, it is easy to close the limit order as the order information of the first order and the second order, and further reduce the risk to the customer when performing the ifdan order. Can be made.

  According to the invention described in claim 11, the financial product transaction management device of the present invention can be programmed and realized on various computer hardware.

It is the system block diagram in the financial product transaction management system of this Embodiment 1, and the functional block diagram of a financial product transaction management apparatus. It is a schematic diagram of the field definition of the order table of a financial product transaction management apparatus same as the above. It is a flowchart which shows the execution procedure at the time of accepting a stop limit order in a financial product transaction management apparatus same as the above. (A) A customer buys the same type of financial product for the “first price”, places a limit order, and sells back for the “second price”. Image of input screen where various selections / inputs are made when wishing to place a limit order. (B) For the same type of financial product, sell limit order for “first price” and “second” It is an image figure of the input screen which performs a buy stop limit order about "price". It is the figure which showed typically the order information group recorded on the order table in a financial product transaction management apparatus same as the above. It is a flowchart which shows the execution procedure of the buy limit order after acceptance of a stop limit order in a financial product transaction management apparatus same as the above. It is a flowchart which shows the execution procedure of the sell limit order after acceptance of a stop limit order in a financial product transaction management apparatus same as the above. It is a time chart which shows the relationship between a market price and the processing of a stop order in a financial product transaction management apparatus same as the above. It is a time chart which shows the relationship between a market price and the processing of a stop order in a financial product transaction management apparatus same as the above. It is a time chart which shows the relationship between a market price and the processing of a stop order in a financial product transaction management apparatus same as the above. It is the figure which showed typically the order information group recorded on the order table in a financial product transaction management apparatus same as the above. It is a flowchart which shows the execution procedure after reception of a stop limit order in a financial product transaction management apparatus same as the above. It is a flowchart which shows the execution procedure after acceptance of a stop limit order in a financial product transaction management apparatus same as the above. It is a time chart which shows the relationship between a market price and the processing of a stop order in a financial product transaction management apparatus same as the above. It is a time chart which shows the relationship between a market price and the processing of a stop order in a financial product transaction management apparatus same as the above. It is a time chart which shows the relationship between a market price and the processing of a stop order in a financial product transaction management apparatus same as the above. It is an image figure of the input screen which the financial product transaction management apparatus of Embodiment 2 of this invention displays on the display part of a client terminal. It is the figure which showed typically the order information group recorded on the order table in a financial product transaction management apparatus same as the above. It is a flowchart which shows the execution procedure after acceptance of a stop limit order in a financial product transaction management apparatus same as the above. It is a flowchart which shows the execution procedure after acceptance of a stop limit order in a financial product transaction management apparatus same as the above. It is a time chart which shows the relationship between the market price of the process procedure shown to the flowchart of FIG. 19, and the processing of a stop order in the financial product transaction management apparatus same as the above. FIG. 20 is a time chart showing the relationship between the market price and the stop order processing in the processing procedure shown in the flowchart of FIG. 19 in the financial product transaction management apparatus.

Embodiment 1 of the Invention
A first embodiment of the present invention will be described below with reference to the drawings.

FIG. 1 is a system configuration diagram and functional block diagram of the financial product transaction management system according to the first embodiment. As shown in the figure, a financial product transaction management system 1A includes a financial product transaction management device 1 and n (n ≧ 1) client terminals 2 ₁ to 2 _n. 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 the first embodiment handles foreign exchange as a financial product.

The financial product transaction management apparatus 1 is a server computer that is managed and operated by a financial product dealer, and has a Web server function and a database function for storing a large amount of data. The client terminals 2 ₁ ,..., 2 _n are communication terminals having data communication functions that are owned and used by individuals or corporations who buy and sell financial products, such as personal computers and mobile phone terminals. To do. The client terminals 2 ₁ ,..., 2 _n are composed of operation units 21 ₁ ,..., 21 _n used for inputting various instructions such as a mouse and a keyboard, an LCD (Liquid Crystal Display), and the like. _1, ..., a display unit ₂₂ 1 for displaying various instructions and the like or various image input from 21 _n, ..., and a 22 _n. Incidentally, the client terminal ₂ 1, ..., _{2 n,} the operation unit ₂₁ 1, ..., 21 _n, the display unit ₂₂ 1, ..., so 22 _n has the same configuration, hereinafter, it is necessary to distinguish The client terminal 2, the operation unit 21, and the display unit 22 are used unless otherwise specified.

Although not shown in FIG. 1, the financial product transaction management apparatus 1 includes at least one CPU (Central Processing Unit), a RAM (Random Access Memory) functioning as a work area of the CPU, a boot program for activation, and the like. Read ROM (Read
Only Memory), an auxiliary storage device such as a hard disk in which various programs and data are recorded, a communication interface used for data transmission / reception, and the like. The auxiliary storage device stores an OS (Operating System) program, various application programs, data recorded in a database, and the like, and these programs and data cooperate with hardware resources by CPU arithmetic processing. To realize various functions.

  As shown in FIG. 1, the financial product transaction management apparatus 1 includes a data processing unit 10 as functional means realized based on the above-described 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 apparatus 1. Further, the front page distribution unit 11 as a functional unit and an order as an “order information receiving unit”. Input receiving unit 12, deposit / withdrawal information generating unit 13, contract information generating unit 14 as "contract information generating unit", account information generating unit 15, order information generating unit 16 as "order information generating unit", database (DB) The connection base unit 17 and the price information reception management unit 19 as “market price information management means” are provided.

  The order input receiving unit 12 receives data related to various orders input from the client terminal 2 and performs various processes necessary for establishing an order for the 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 generating unit 16 generates information related to the order of the established financial product based on the information processed by the order input receiving unit 12. The orders here include not only so-called market orders and limit orders but also ifdan 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 related to the completed contract process to the client terminal 2 of the customer. Here, “contract” refers to various procedures and processes for establishing the purchase and sale of financial products based on customer orders. As will be described later, when the contract is established in the first embodiment, the foreign exchange is bought and sold, and as a result, the account information generating unit 15 performs the margin according to the trading amount based on the instruction of the contract information generating unit 14. The information (described later) is converted, and the deposit / withdrawal information generation unit 13 writes the status of deposit / withdrawal in the deposit / withdrawal list. Further, when the contract is established, the contract information generation unit 14 displays character information or the like indicating that the contract is established on the display unit 22 of the client terminal 2, and also withdraws / withdraws the bank account of the client terminal based on the selling / buying price. Process.

  The account information generation unit 15 has a function of generating customer deposit balance information and managing the deposit balance information as margin information (that is, information for supporting that the order can be executed). Note that the information on the deposit balance generated by the account information generation unit 15 is periodically updated with 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. Matched.

  The database connection base unit 17 performs conversion between data generated and processed in the data processing unit 10 and data recorded in the database 18 (for example, mutual conversion between a logical data structure and a physical data structure). The processing necessary for exchanging data between the data processing unit 10 and the database 18 is performed.

  The database 18 records data used in the financial product transaction management apparatus 1. The database 18 in the first embodiment is formed by a relational database, but any format may be used as long as it is suitable for recording and rewriting a large amount of data, such as an object database. In the database 18, an order table 181 as "order information recording means", a customer account information table 182 as "customer account information recording means", a currency pair order condition table 183, and a sequence number table 184 are recorded. In the sequence number table 184, a sequence number uniquely assigned for each order information (described later) is recorded. Details of the order table 181, customer table 182, and 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 reception management unit 19 acquires information about the price of the financial product handled by the financial product transaction management apparatus 1, and performs processing and management necessary for use by the data processing unit 10 for the acquired information. . In the first embodiment, the price information reception management unit 19 periodically acquires, records and manages the information of the exchange rate price.

  Although not shown in the drawing, the financial product transaction management apparatus 1 acquires a date and time information and manages it, and based on the date and time information obtained from this timer, the first order information and the first selling limit order information And deadline management means for managing the order deadline of the second selling limit order information (both described later).

  FIG. 2 is a schematic diagram of the field definition of the order table 181. As shown in the figure, the order table 181 has fields for the number of items, and includes field names (field names), data types (types) such as characters, numerical values, and dates / times, and data lengths (lengths) such as bit lengths. , Blank not allowed specification (Not Null), presence / absence of default value (default value), data item name (remarks), etc. are specified.

  In the above-described financial product transaction management apparatus 1, it is possible to realize an ifdan order transaction using a plurality of limit orders for the same type of financial product with one reservation order.

  Next, the execution procedure of the ifdan order using the stop order in the financial product transaction management system 1A of the first embodiment will be described.

  FIG. 3 shows a buy limit order (new buy limit order) for one currency as a “first price” and a “second price” in the financial product transaction management apparatus 1 of the first embodiment. It is a flowchart which shows the execution procedure at the time of accepting the selling stop order (new selling stop order) of other currencies as. Hereinafter, the execution procedure at the time of reception will be described with reference to FIG.

  A customer using the financial product transaction management system 1A accesses the financial product transaction management apparatus 1 using the client terminal 2, and uses the transaction selection screen (not shown) displayed on the display unit 22 to display the same type of financial product. Buy (for example, a combination of US dollars and Japanese yen) for a “first price”, place a stop limit order for “second price”, and select a deal for a sell limit order for “second price”. The front page distribution unit 11 of the financial product transaction management apparatus 1 causes the display unit 22 of the accessed client terminal 2 to display an input screen for inputting the trading conditions.

  (A) of FIG. 4 is about the "second price" while performing a buy limit order about "first price" about the same kind of financial product in the financial product transaction management apparatus 1 of this Embodiment 1. FIG. It is an image figure of the input screen which performs a sell limit order. The figure shows a state where various inputs and selections are made when the order is placed.

  On this input screen 40, a trade desired currency pair selection button 401 as a “purchase desired input means” for displaying a tradeable currency pair on the screen, and a trade type selection button 402 for displaying the type of buy / sell of the limit order to be executed first. , An order type selection button 403 for displaying selectable order types, a buy limit order (new buy limit order) or a sell limit order (new sell) as the “first price” in the currency to be traded The first stop order price input field 404 as the “first order price input field”, the buy stop order or the sell limit order as the “first price” in which the first price of the (limit order) is input The first trail width input field 405 in which the amount of the trail width is input, the first trail input the trail start price of the buy limit order or the sell limit order as “first price” Starting price input field 406, “Price range input field” in which the price of the stop loss width of the selling limit order or the buying limit order as “the price range when sold or purchased at the second price” is input Stop loss width input field 407, order amount input field 408 in which the amount of currency traded by the execution of each limit order and stop order is input, and an expiration date selection button 409 for displaying the expiration date of each stop order Is displayed. As will be described later, the price entered in the first stop order price input field 404 forms the first price of the first order of the ifdan order.

  If the customer wishes to buy the same type of financial instrument for the first price, place a stop order for the second price, and place a sell limit order for the second price, the customer operates the operation unit 21 to execute the transaction. The user inputs desired information, and further selects and inputs order content data on the input screen 40 (step S1). FIG. 4 (a) shows various selections when the customer wishes to buy and place a stop limit order for the second price while buying the same type of financial product for the first price. It is an image figure of the input screen 40 in which the input was performed. In (a) of FIG. 4, US dollar / Japanese yen (buy and sell US dollars in Japanese yen) is selected with the buying / selling currency pair selection button 401, “buy” is selected with the buying / selling type selection button 402, The order type selection button 403 is used to select “trend ifdan” (ifdan order using a plurality of limit orders for the same type of financial product in the first embodiment. ”),“ 103.00 yen in the first stop order price entry field 404, 1.00 yen in the first trail width entry field 405, and 102.50 in the first trail start price entry field 406. Yen, $ 2.00 in the stop loss width input field 407, $ 100,000 in the order amount input field 408, and “Weekend” is selected by the expiration date selection button 409. State is being displayed was.

  When the selection button 410 is clicked in this state and the data input / selected on the input screen 40 is supplied to the financial product transaction management apparatus 1, the order input reception unit 12 of the financial product transaction management apparatus 1 is input. Check the contents of the order. That is, the expiration date selected by the expiration date selection button 409 and the order type selected by the order type selection button 403 are confirmed, and each order price is inspected (step S2). Specifically, the order input receiving unit 12 includes the price of the buy limit order entered in the first stop price order price input field 404 and the price information of the currency pair selected by the trade desired currency pair selection button 401. A comparison with the current exchange rate price received by the reception management unit 19 is performed. The order input receiving unit 12 determines that the price is appropriate only when the customer can make a profit, that is, only when the price of the buy limit order is lower than the current exchange rate price.

  When it is determined that the price of the buy limit order is an appropriate price (“No” in step S3), the account information generation unit 15 acquires the margin information of the customer in the customer account information table 182.

  The order input receiving unit 12 inputs the margin information and the total order amount of the customer (that is, the price of the buy limit order input in the first stop order price input field 404 to the order amount input field 408) The total amount of the order calculated by multiplying the amount) is compared, and it is confirmed whether the margin amount is equal to or larger than the order allowable amount.

  Here, the “order allowable amount” is an amount necessary for ordering (the same applies in this specification). That is, the order allowable amount may be the amount input in the order amount input field 408 (in this embodiment, 10 (10,000 yen)), or a value of a predetermined ratio (for example, 10 ( 10,000 yen) × 0.1 = 1 (10,000 yen)), or a predetermined amount (for example, uniformly 10,000 yen).

  The order information generation unit 16 generates an “order information group” to be described later only when the margin amount is equal to or larger than the order allowable amount (“No” in step S5). Thereby, the limit order by the trend if-done order can be received only when the customer can surely pay.

  If the margin amount is equal to or greater than the order allowance (“No” in step S5), the order input receiving unit 12 uses the data recorded in the currency pair order condition table 183 and the order conditions described above. It is confirmed whether or not the various conditions of the trend ifdan order other than are satisfied (step S6).

  When the various conditions of the trend if-done order are not satisfied (“Yes” in step S7), the order input reception unit 12 treats the input order as an error and rejects the reception of the order (step S10).

  When it is determined that the various conditions of the trend if-done order are satisfied (“No” in step S7) and the order conditions are determined to satisfy all the conditions necessary for the limit order by the above-mentioned trend if-done order, The front page distribution unit 11 displays a confirmation screen (not shown) on the display unit 22 of the client terminal 2. The confirmation screen (not shown) lists the order conditions entered and selected by the customer on the input screen 40, and is provided with an approval button (not shown) that is clicked when there is no mistake in the listed contents. ing.

  When the customer clicks an approval button (not shown) by operating the operation unit 21, the order information generating unit 16 of the financial product transaction management apparatus 1 generates order information based on the data input in step S1 (step S1). S8). Specifically, a plurality of pieces of data input in the above procedure are grouped in units of order prices, and each order information is assigned to each information unit by assigning a sequence number to the order recorded in the sequence number table 184. Form. At this time, the sequence number table 184 is provided with information for identifying the sequence number used for the order information as an unused number. The plurality of order information generated in one step S8 includes order information for ordering a limit order for the first price of the same type of financial product and order information for ordering a limit order for the second price. A group (hereinafter simply referred to as “order information group”) is formed.

  The order information generation unit 16 records the generated order information group in the order table 181 (step S9). The order information group is recorded in the order table based on the definition of each field shown in FIG. For example, the “ord_seq” field 181b is a definition of the sequence number given in step S8. The “cust_seq” field 181c is a customer number uniquely determined for each customer, and the “style_id” field 181d is a definition of a product name. The “ccy_pair_id” field 181e is a definition of an ID number uniquely determined for each currency pair. The combination of the ID number and the currency pair is recorded in an ID table (not shown) separately provided in the database. The “ord_amnt” field 181f is a definition of the amount input in the order amount input field 408. The “buy_sell_id” field 181g defines whether it is a sell order or a buy order input with the trade type selection button 402, and the “ord_rate” field 181h is input with the first stop order price input field 404 The price is defined, and the order limit selected by the expiration date selection button 409 is defined in the “limit_time” field 181i. The “ord_cond” field 181j defines the order type selected by the order type selection button 403. The “new_close” field 181k defines whether it is a new order or a settlement order. The “trail_rate” field 181m defines the trail width input in the first trail width input field 405, and the “repeat_flag” field 181n defines whether or not the ifdan order is repeated. Although not shown in FIG. 2, in the order table 181, other data input on the input screen 40, that is, a first trail start price input field 406, a stop loss width input in which the price of the stop loss width is input. A field defining column 407 is also provided. With these fields, all data input to the input screen 40 is recorded in the order table 181. From the above procedure, the limit order acceptance process by the ifdan order in the first embodiment is completed.

  FIG. 5 is a diagram schematically showing an order information group generated by the order information generating unit 16 and recorded in the order table 181. The table in the form shown in the figure is also displayed on the display unit 22 of the client terminal 2 by the front page distribution unit 11.

  As shown in FIG. 5, the order information group 1810 </ b> A includes first order information 1811 for placing a stop order for the first price and “second order information” for placing a stop order for the second price. It consists of first settlement order information 1812 and second settlement order information 1813 to be formed. The first order information 1811 is order information with a high priority as a contract order, and the “second order information” is order information with a low priority as a contract order.

  As shown in FIG. 5, the first order information 1811, the first settlement order information 1812, and the second settlement order information 1813 are the order information 181A as an order serial number, and a customer uniquely assigned to each customer. Number 181B, currency pair information 181C for identifying a combination of currencies to be bought and sold (mainly a combination of Japanese yen and foreign currency), a position as a foreign currency position in one order (hereinafter simply referred to as “position”). This is the same in this specification.) Order amount information 181D as price information, order time information 181E as time information when an order is placed, and whether the order is “sell order” or “buy order” Trading direction information 181F as flag information, order price information 181G as "contract price information", and presence of each order information 1811, 1812, 1813 Order expiration date information 181H as information indicating the deadline, for example, order type information 181I as flag information for identifying the type of order such as “market order” and “ifdan order”, whether each order information is “new order” or “settlement” New / settlement information 181J as flag information for identifying whether it is “order”, “limit order” or “limit order”, as a price difference between the exchange rate and the limit order price Trail width information 181K as information on the trail width (hereinafter simply referred to as “trailing width”), trail start price information 181L as information on the market price for starting the trail order, first settlement order information 1812, and second information Stop loss width information 181M that defines the price difference with the settlement order information 1813, and each order information 1811, 1812, and 1813 are the stop price that has been ordered. Flag information for identifying valid order information as order information for (or limit order) or invalid order information as order information for a reverse limit order (or limit order) before placing an order. Valid / invalid information 181N as "invalid identification information", and rank information 181P as flag information for identifying whether the respective order information 1811, 1812, 1813 is the first rank order information or the second rank order information Further, the presence / absence information 181Q as the flag information for identifying the “present” or “non-existent” of the order information is included as attribute information. The second settlement order information 1813 includes order information 181A, customer number 181B, currency pair information 181C, order amount information 181D, order time information 181E, trading direction information 181F, order price information 181G, order expiration date information 181H, order type. It has information 181I, new / settlement information 181J, stop loss width information 181M, valid / invalid information 181N, and contract presence / absence information 181Q as attribute information. The attribute information is based on information input from the input screen 40 and is recorded in the order table 181 based on the above field definition.

  As shown in FIG. 5, each order information 1811, 1812, 1813 is provided with information on the contract price as the order amount information 181 D. As will be described later, the contract price specified in the order amount information 181D fluctuates with the fluctuation of the market price by the trail width information 181K, the trail start price information 181L, and the stop loss width information 181M.

  As shown in the valid / invalid information 181N of FIG. 5, all the order information 1811, 1812, and 1813 that are initially generated are invalid order information that is invalid (hereinafter simply referred to as “invalid”) as a stop order. ing.

  As shown in the new / settlement information 181J in FIG. 5, the first order information 1811 is generated as order information for a new stop order, and the first settlement order information 1812 and the second settlement order information 1813 are used for settlement. It is generated as order information for stop order.

  If it is determined in step S3 that at least one of the price of the buy limit order and the price of the sell limit order is determined to be an inappropriate price (“Yes” in step S3), or evidence in step S5 If the amount of money is less than the total order amount (“Yes” in step S5), the order input receiving unit 12 treats the input order as an error and rejects the acceptance of the order (step S10). That is, the order information 1811, 1812, 1813 shown in FIG. 5 is not generated, and character information indicating that the acceptance of the order is rejected is displayed on the display unit 22 of the client terminal 2.

  FIG. 6 is a flowchart showing the execution procedure of the buy limit order after accepting the stop order in the financial product transaction management apparatus 1 of the first embodiment, and FIG. 8 is the financial product transaction management of the first embodiment. It is a time chart which shows the relationship between the market price in the apparatus 1, and the processing of a stop order. Hereinafter, the execution procedure will be described with reference to these drawings.

  After the acceptance is completed, the price information reception management unit 19 of the financial product transaction management apparatus 1 continues to acquire information on the exchange market price (step S11). For example, as shown in FIG. 8 (a), when the market price at the completion of acceptance is 1 dollar = 103.50 yen, the market price falls and the buy stop order price (first stop order price input) 1 dollar = 103.00 yen, which is the price entered in the field 404), and 1 dollar = 102.50 of the buy stop limit order trail start price (the price entered in the first trail start price entry field 406). (Step S12a), the contract information generator 14 converts the flag information of the valid / invalid information 181N of the order information 1811 of the first rank from “invalid” to “valid”, thereby obtaining the buy limit order price. A certain buy stop limit order of 1 dollar = 103.00 yen is placed (step S13). On the other hand, when the market price does not drop to the buy stop order trail start price after reaching the buy stop order price (step S12b), the execution information generation unit 14 determines whether the first order information 1811 is valid / The invalid information 181N flag information is not converted, and no buy stop order is placed (step S14).

  As shown in FIG. 8 (b), after the step S13, when the market price further drops and reaches 1 dollar = 101.50 yen (step S15a), the contract information generation unit 14 makes the buy stop order. The price is 1 dollar obtained by subtracting 1.00 yen, which is the trail width of the buy limit order (the price entered in the first trail width input field 405) from 1 dollar = 103.00 yen ordered in step S13. = 102.00 yen (Step S16). That is, the order price information 181G of the first order information 1811 is changed from 1 dollar = 103.00 yen to 1 dollar = 102.00 yen.

  On the other hand, when the market price reaches 1 dollar = 103.00 yen without dropping to 1 dollar = 101.50 yen after step S13 (step S15b), the contract information generating unit 14 steps the buy limit order. The contract is executed at the buy limit order price of 1 dollar = 103.00 yen ordered in S13 (step S17). That is, the contract information generation unit 14 converts the flag information of the contract presence / absence information 181Q of the order information 1811 of the first rank together with the contract from “No” to “Yes”, and the account information generation unit 15 according to the instruction of the contract information generation unit 14 Converts the margin information (described later) according to the transaction amount, and the deposit / withdrawal information generation unit 13 writes the deposit / withdrawal status in the deposit / withdrawal list. Further, when the contract is established, the contract information generation unit 14 displays text information or the like indicating that the contract is established on the display unit 22 of the client terminal 2, and also withdraws / withdraws the bank account of the client terminal based on the sales price. Processing is performed (when “contract” is performed in the first embodiment, the financial product transaction management apparatus 1 performs the same processing).

  Note that in step S17, the contract information generation unit 14 does not receive a slippage (a price difference between the ordered price and the contracted price) when the first order information 1811 is contracted. The first order information 1811 is executed. Specifically, for example, the contract information generation unit 14 is not only in the case where the market price is exactly 1 dollar = 103.00 yen ordered in step S13, but above 1 dollar = 103.00 yen (for example, If the price range is 1 dollar = 103.00 and 1 dollar = 103.50 yen or less), the order information 1811 of the first rank is set to be executed. As a result, the contract is executed even when the slippage occurs (the same applies to step S19 described later).

  Similarly, after step S16, when the market price further drops and reaches 1 dollar = 100.50 yen (step S18a), the contract information generation unit 14 performs the buying stop order price in the same procedure as step S16. Is changed to 1 dollar = 101.00 yen (not shown). That is, the order price information 181G of the first order information 1811 is changed from 1 dollar = 103.00 yen to 1 dollar = 102.00 yen (not shown).

  On the other hand, as shown in FIG. 8C, when the market price reaches 1 dollar = 102.00 yen after step S16 without dropping to 1 dollar = 100.50 yen (step S18b), the contract information The generation unit 14 executes the buy limit order with the buy limit order price of 1 dollar = 102.00 yen ordered in step S16 (step S19).

  The above procedure continues until the buy limit order is closed.

  FIG. 7 is a flowchart showing the execution procedure of the selling limit order after accepting the stop order in the financial product transaction management apparatus 1 of the first embodiment, and FIG. 9 is the financial product transaction of the first embodiment. It is a time chart which shows the relationship between the market price in the management apparatus 1, and processing of a stop order. Hereinafter, the execution procedure will be described with reference to these drawings and FIG. 8 described above.

  When the buy limit order is executed at a specific price, for example, 1 dollar = 102.00 yen as shown in FIG. 8C by the procedure from step S11 to S19 (step S19), the execution information generating unit 14 By converting the flag information of the valid / invalid information 181N of the first settlement order information 1812 and the second settlement order information 1813 from “invalid” to “valid”, 1 dollar which is the contract price of the buy limit order = $ 10.00 which is the amount obtained by subtracting 2.00 yen, which is the stop loss width (price entered in the stop loss width input field 407 and recorded as stop loss width information 181M) from 102.00 yen The selling limit order is placed (step S20).

  After the process of step S20, the market price rises and the market price is sold to 1 dollar = 102.00 yen which is the order price of step S20, and is input to the stop limit order trail width (first trail width input field 405, When 1 dollar = 103.00 yen, which is an amount obtained by adding 1.00 yen that is the price recorded in the width information 181K (step S21a), the contract information generation unit 14 determines the price of the selling limit order. 1 dollar = 101.00, which is the sum of $ 10.00 = 100.00 yen, which is the price of the selling limit order placed in step S20, and 1.00 yen, which is the selling limit order trail width. Change (step S22). That is, the order price information 181G of the second settlement order information 1813 is changed from 1 dollar = 100.00 yen to 1 dollar = 101.00 yen. On the other hand, if the market price does not increase to 1 dollar = 103.00 yen but drops to 1 dollar = 100.00 yen after step S20 (step S21b), the contract information generation unit 14 receives the second settlement order information. 1813 is executed at the selling limit order price of 1 dollar = 100.00 yen ordered in step S20 (step S23).

  In step S23, the contract information generation unit 14 executes the contracts of the first settlement order information 1812 and the second settlement order information 1813 even when a slippage occurs when the second settlement order information 1813 is contracted. I do. Specifically, for example, the contract information generation unit 14 not only has the market price of 1 dollar = 100.00 yen ordered in step S20, but is less than 1 dollar = 100.00 yen (for example, 1 dollar = less than 100.00 1 dollar = price range between 99.90 yen and higher), the second settlement order information 1813 is set to be executed. Thus, the contract is executed even when the slippage is generated (the same applies to steps S25, S26, S29, and S31 described later).

  As shown in FIG. 9 (d), after the step S20, when the market price further increases to 1 dollar = 104.00 yen (step S24a), the contract information generation unit 14 performs the same procedure as in step S22. The selling limit order price is changed to 1 dollar = 102.00 yen (step S25). On the other hand, when the market price does not rise to 1 dollar = 104.00 yen and drops to 11.00 = 101.00 yen after step S22 (step S24b), the contract information generation unit 14 places the sell limit order in step S22. The contract is executed at the selling limit order price of 1 dollar = 101.00 yen ordered in step S26.

  The same procedure as that from step S20 to S26 is repeated until the sell limit order is executed (steps S27a to S31). For example, as shown in FIG. 9 (e), the market price rises to 1 dollar = 105.00 yen (step S27a), and the contract information generation unit 14 sets the price of the selling limit order from 1 dollar = 102.00 yen. After changing to 1 dollar = 103.00 yen (step S28), as shown in FIG. 9 (f), the market price does not increase to 1 dollar = 106.00 yen, but 1 dollar = 103.00 yen When the price falls (step S30b), the contract information generation unit 14 executes the sell stop limit order for 1 dollar = 103.00 yen (step S31). When the sell limit order is executed, the execution information generating unit 14 converts the flag information of the execution presence / absence information 181Q of the first payment order information 1812 and the second payment order information 1813 from “No” to “Yes”, respectively. .

  Thus, for example, as shown in the time chart of (g1) in FIG. 10, after the market price falls below the buy limit order price at the time of ordering (1 dollar = 103.00 yen in (g1) of FIG. 10) In addition, the stop price range (2.00 yen in (g1) in FIG. 10) and the selling price at the contract price (1 dollar = 102.00 yen in (g1) in FIG. 10) and the selling price Price higher than the sum of the stop limit order trail width (1.00 yen in (g1) in FIG. 10) ($ 1 = 105.00 yen in (g1) in FIG. 10) ((g1 in FIG. 10) ) For 1 dollar = 106.00 yen), and the market price declined again, and it was executed at the specific selling limit order price (1 dollar = 104.00 yen for (g1) in Fig. 10). If the customer reverts the scheduled sale It is possible to obtain the benefits of the amount obtained by subtracting the reverse limit order price to buy at the time of order from the value order price.

  On the other hand, for example, as shown in the time chart of (g2) in FIG. 10, after the market price falls below the buy limit order price at the time of execution ($ 1 = 102.00 yen in (g2) of FIG. 10) In addition, a price obtained by subtracting the stop loss width (2.00 yen in (g2) in FIG. 10) from the buy limit order price at the time of execution ($ 1 = 100 in (g2) in FIG. 10) If the price drops to .00 yen, the customer will be able to stop the loss due to the transaction by subtracting the buy stop order price at the time of ordering from the sell stop order price at the time of execution. The situation can be avoided.

  In the first embodiment, the first settlement order information that forms the first order information 1811 after receiving the stop order and the second order information that places the stop order for the second price. When there is a cancel request as a request for canceling an order by operating the operation unit 21 of the client terminal 2 with respect to either the 1812 or the second settlement order information 1813, the contract information generating unit 14 selects the order information 1811. , 1812, 1813, the order information group 1810 </ b> A (and the order information group 1810 </ b> B described later) is deleted from the order table 181. Accordingly, it is possible to prevent the complexity of information processing in the system configuration and system of the financial product transaction management system 1A while further improving the convenience of customers using the financial product transaction management system 1A.

  On the other hand, when the customer wishes to sell the same type of financial product for the first price and place a stop limit order for the second price, he / she wants to place a stop limit order for the second price on the display unit 22 of the client terminal 2. Using the displayed transaction selection screen (not shown), sell the same type of financial product (for example, a combination of US dollars and Japanese yen) for the “first price”, place a stop limit order, and set the “second price” Select a deal to place a buy limit order for. Then, the customer selects and inputs order content data on the input screen 40 (step S1).

  FIG. 4B shows a sell limit order for the “first price” and the “second price” for the same type of financial product in the financial product transaction management apparatus 1 of the first embodiment. It is an image figure of the input screen which performs buying stop limit order. The figure shows a state where various inputs and selections are made when the order is placed.

  In (b) of FIG. 4, US dollar / Japanese yen (buy and sell US dollars in Japanese yen) is selected with the buying / selling currency pair selection button 401, “Sell” is selected with the buying and selling type selection button 402, Use the order type selection button 403 to select “trend if order”, 104.00 yen in the first stop order price entry field 404, 1.00 yen in the first trail width entry field 405, first trail start price entry field 104.50 yen is input to 406, 2.00 yen is input to the stop loss width input field 407, and $ 100,000 is input to the order amount input field 408, and the state where “weekend” is selected by the expiration date selection button 409 is displayed. ing.

  In this state, when the selection button 410 is clicked in this state and the data input / selected on the input screen 40 is supplied to the financial product transaction management apparatus 1, the procedure from step S2 to step S10 shown in FIG. Is called. Thereby, the order information group 1810B shown in FIG. 11 is generated. As shown in the figure, the order information group 1810B has the same data structure as the order information group 1810A.

  FIG. 12 is a flowchart showing the execution procedure of the selling limit order after accepting the stop order in the financial product transaction management apparatus 1 of the first embodiment, and FIG. 14 is the financial product transaction management of the first embodiment. It is a time chart which shows the relationship between the market price in the apparatus 1, and the processing of a stop order. Hereinafter, the execution procedure will be described with reference to these drawings.

  After the acceptance is completed, the price information reception management unit 19 of the financial product transaction management apparatus 1 continues to acquire the exchange price information (step S41). For example, as shown in FIG. 14A, when the market price at the time of acceptance is 1 dollar = 103.50 yen, the market price increases and the selling limit order price (first stop price order price input field) 1 price = 104.00 yen, which is the price entered in 404), and the selling stop order trail start price (the price entered in the first trail start price input field 406) is 1 dollar = 104.50 When it rises (step S42a), the contract information generation unit 14 converts the flag information of the valid / invalid information 181N of the order information 1811 of the first rank from “invalid” to “valid”, thereby obtaining the selling limit order price. A selling limit order of 1 dollar = 104.00 yen is placed (step S43). On the other hand, when the market price does not increase to the selling limit order trail start price after reaching the selling limit order price (step S42b), the execution information generation unit 14 determines whether the order information 1811 of the first rank is valid / The flag information of the invalid information 181N is not converted, and the selling limit order is not placed (step S44).

  As shown in FIG. 14 (b), after step S43, when the market price further increases and reaches 1 dollar = 105.50 yen (step S45a), the contract information generation unit 14 receives the sell limit order. The price is 1 dollar obtained by adding 1.00 yen which is the trail width of the sell limit order (the price entered in the first trail width input field 405) to 1 dollar = 104.00 yen ordered in step S43. = 105.00 yen (step S46) That is, the order price information 181G of the first order information 1811 is changed from 1 dollar = 104.00 yen to 1 dollar = 105.00 yen.

  On the other hand, when the market price reaches 1 dollar = 104.00 yen without increasing to 15.5 dollars = 105.50 yen after step S43 (step S45b), the contract information generation unit 14 steps the selling limit order. It is executed at the selling limit order price of 1 dollar = 104.00 yen ordered in S43 (step S47). Specifically, the same processing as step S17 is performed. That is, the contract information generation unit 14 converts the flag information of the contract presence / absence information 181Q of the order information 1811 of the first rank together with the contract from “No” to “Yes”, and the account information generation unit 15 according to the instruction of the contract information generation unit 14 Converts the deposit information according to the transaction amount, and the deposit / withdrawal information generation unit 13 describes the deposit / withdrawal status in the deposit / withdrawal list. Further, when the contract is established, the contract information generation unit 14 displays text information or the like indicating that the contract is established on the display unit 22 of the client terminal 2, and also withdraws / withdraws the bank account of the client terminal based on the sales price. Process.

  In step S47, the contract information generating unit 14 executes the contract for the first order information 1811 even if a slippage occurs when the first order information 1811 is contracted. Specifically, for example, the contract information generation unit 14 not only has the market price of 1 dollar = 104.00 yen ordered in step S43, but also falls below 1 dollar = 104.00 yen (for example, 1 dollar = less than 104.00 1 dollar = 103.50 yen or more), the first order information 1811 is set to be executed. As a result, the contract is executed even when the slippage occurs (the same applies to step S49 described later).

  Similarly, after step S46, when the market price further increases and reaches 1 dollar = 106.50 yen (step S48a), the contract information generation unit 14 performs the selling limit order price in the same procedure as step S46. To 1 dollar = 106.00 yen (not shown). That is, the order price information 181G of the first order information 1811 is changed from 1 dollar = 105.00 yen to 1 dollar = 106.00 yen (not shown).

  On the other hand, as shown in FIG. 14 (c), when the market price reaches 1 dollar = 105.00 yen after step S46 without increasing to 1 dollar = 106.50 yen (step S48b), the contract information The generating unit 14 executes the sell limit order with the sell limit order price of 1 dollar = 105.00 yen ordered in step S46 (step S49).

  The above procedure continues until the sell limit order is closed.

  FIG. 13 is a flowchart showing the execution procedure of the selling limit order after accepting a stop order in the financial product transaction management apparatus 1 of the first embodiment, and FIG. 15 is a financial product transaction of the first embodiment. It is a time chart which shows the relationship between the market price in the management apparatus 1, and processing of a stop order. Hereinafter, the execution procedure will be described based on these drawings and FIG. 14 described above.

  When the selling limit order is executed at a specific price, for example, 1 dollar = 105.00 yen as shown in FIG. 14 (c) by the procedure from step S41 to S49 (step S49), the execution information generating unit 14 By converting the flag information of the valid / invalid information 181N of the first settlement order information 1812 and the second settlement order information 1813 from “invalid” to “valid”, 1 dollar which is the contract price of the sell limit order A buy limit order of 1 dollar = 107.00 yen, which is an amount obtained by adding 2.00 yen that is a stop loss width from 102.00 yen, is placed (step S50).

  After the processing of step S50, the market price drops, and the market price is input to the stop price order trail width (first trail width input field 405 from the dollar 1 = 107.00 which is the order price of step S50. When 1 dollar = 106.00 yen, which is an amount obtained by subtracting 1.00 yen (the price recorded in the width information 181K) (step S51a), the contract information generation unit 14 determines the price of the buy limit order. To 1 dollar = 106.00 yen, which is an amount obtained by subtracting 1.00 yen which is the buy limit order trail width from 1 dollar = 107.00 yen which is the price of the buy limit order placed in step S50. Change (step S52). That is, the order price information 181G of the second settlement order information 1813 is changed from 1 dollar = 107.00 yen to 1 dollar = 106.00 yen. On the other hand, when the market price has risen to 1 dollar = 107.00 yen without dropping to 1 dollar = 104.00 yen after step S50 (step S51b), the contract information generation unit 14 receives the second settlement order information. 1813 is executed at the buy limit order price of 1 dollar = 107.00 yen ordered in step S50 (step S53).

  In step S53, the contract information generation unit 14 executes the contract of the first settlement order information 1812 and the second settlement order information 1813 even when a slippage occurs when the second settlement order information 1813 is contracted. I do. More specifically, for example, the contract information generation unit 14 is not only when the market price is exactly 1 dollar = 107.00 yen ordered in step S50, but above 1 dollar = 107.00 yen (for example, If the price range is between 1 dollar = 107.00 yen and 1 dollar = 107.10 yen or less), the second settlement order information 1813 is set to be executed. Thus, the contract is executed even when the slippage is generated (the same applies to steps S55, S66, S59, and S61 described later).

  As shown in (d) of FIG. 15, after the step S50, when the market price further drops to 1 dollar = 103.00 yen (step S54a), the contract information generation unit 14 follows the same procedure as step S52. The buy limit order price is changed to 1 dollar = 105.00 yen (step S55). On the other hand, when the market price does not drop to 1 dollar = 103.00 yen and rises to 1 dollar = 106.00 yen after step S52 (step S54b), the contract information generation unit 14 places a buy stop order in step S52. The contract is executed at the buy limit order price of 1 dollar = 106.00 yen ordered in (Step S56).

  The procedure similar to the procedure from step S50 to S56 is repeated until the buy stop limit order is executed (step S57a to step S61). For example, as shown in FIG. 14 (e), the market price drops to 1 dollar = 102.00 yen (step S57a), and the contract information generation unit 14 changes the price of the buy limit order from 1 dollar = 105.00 yen. After changing to 1 dollar = 104.00 yen (step S58), as shown in FIG. 15 (f), the market price does not drop to 1 dollar = 101.00 yen but to 1 dollar = 104.00 yen. When it rises (step S60b), the contract information generation unit 14 executes a buy stop limit order for 1 dollar = 104.00 yen (step S61). When the buy limit order is executed, the execution information generation unit 14 converts the flag information of the execution presence / absence information 181Q of the first payment order information 1812 and the second payment order information 1813 from “No” to “Yes”, respectively. .

  As a result, for example, as shown in the time chart of (g1) in FIG. 16, after the market price rises higher than the selling limit order price at the time of ordering (1 dollar = 104.00 yen in (g1) of FIG. 10) In addition, the market price is determined from the selling limit order price at the contract time, the stop loss width (2.00 yen in (g1) of FIG. 10) and the buying limit order trail width (1 in (g1) of FIG. 10). .00 yen) lower than the price minus ($ 1 = 101.00 yen in (g1) in FIG. 10), and the market price rises again to increase the specific buy limit order price ( When the contract is executed at ($ 1 = 103.00 yen in (g1) in FIG. 10), the customer obtains a profit of the amount obtained by subtracting the buy stop order price at the contract time from the sell limit order price at the time of the order. Can do.

  On the other hand, for example, as shown in the time chart of (g2) in FIG. 16, after the market price rises above the selling limit order price at the time of execution ($ 1 = 105.00 in (g2) of FIG. 16) In addition, a price obtained by adding the stop loss width (2.00 yen in (g2) of FIG. 10) to the selling limit order price at the time of execution ($ 1 in the (g2) of FIG. 16) = 107 If the price rises to .00 yen, the customer will be able to stop the transaction loss by subtracting the selling stop order price at the time of ordering from the buying stop order price at the time of execution, and thus suffers a great deal of damage. The situation can be avoided.

As described above, in the first embodiment, the financial product transaction management apparatus 1 includes the order input receiving unit 12 that receives the trading order application information transmitted from the client terminal 2 for performing the trading order of the financial product, and the order. The order information generating unit 16 that generates each order information 1811, 1812, 1813 of the financial product based on the sales order application information received by the input receiving unit 12, and each order information 1811, 1812 generated by the order information generating unit 16 An order table 181 for recording 1813, and the order information generation unit 16 places first order order information for placing a stop order for the first price on the same type of financial product based on one buy / sell order application information. 1811 and order information group 1 including first settlement order information 1812 and second settlement order information 1813 for placing a stop order for the second price. 10A and 1810B are generated, and the order information 1811, 1812, and 1813 of the stop order is assigned the first rank and the second rank, respectively, and the order information valid and invalid for each individual order information 1811, 1812, and 1813. Valid / invalid information 181N for discriminating order information from each other, order price information 181G that fluctuates with fluctuations in the market price is provided in each order information 1811, 1812, 1813, and first settlement order information 1812 Is provided with stop width information 181M as information of a certain price difference between the market price and the second settlement order information 1813, and the order table 181 includes trail width information 181K. The order information group 1810A, 1810B is recorded, and one order procedure is performed on the client terminal 2 side. , It can be carried out using a computer system awe Dan orders using the reservation trail order the same type of financial instruments and the stop order two. In the futures trading of financial products, IFDAN can always minimize the amount of damage without requiring complicated ordering procedures by customers using the system and even if the future market situation changes unfavorably to users. It becomes possible to place an order. As a result, the convenience of the customer who uses the system can be improved and the risk to the customer when performing the ifdan order can be reduced.
The first embodiment includes a price information reception management unit 19 that acquires and manages market price information from an exchange of financial products, and a contract information generation unit 14 that executes contracts for financial products based on order information. The contract information generating unit 14 sets the first order information 1811 among the order information groups 1810A and 1810B recorded in the order table 181 as valid order information, and the first settlement order information 1812 and the second settlement. The order information 1813 is regarded as invalid order information, and the contract information generating unit 14 determines the financial product based on the first order information 1811 among the individual order information 1811, 1812, 1813 forming the order information groups 1810 A, 1810 B. The contract is executed, and the first settlement order information 1812 and the second settlement order information 1813 are changed from invalid order information to valid order information together with the contract. When the current market price becomes the contract price of the order information of the second rank, by executing the contract of the financial product based on the second settlement order information 1813, If the customer who uses the financial product transaction management system 1A does not carry out complicated order procedures, and if the future market situation changes unfavorably to the user, it is possible to realize ifdan orders that can always minimize the amount of damage. . As a result, the convenience of the customer who uses the system can be improved and the risk to the customer when performing the ifdan order can be reduced.

  In the first embodiment, the contract information generation unit 14 orders the first order information even if a slippage occurs when the first order information 1811 and the second settlement order information 1813 are executed. By executing the contract of the 1811 and the second settlement order information 1813, it is possible to facilitate the execution of the order information of the first rank and the second rank, and to further reduce the risk to the customer when performing the ifdan order. it can.

  In the first embodiment, the order information generation unit 16 generates the order information 1811 of the first rank as the order information of the new stop order, thereby standardizing the order contents and performing the information processing in the system. It is possible to prevent complications and simplify the system configuration, prevent complication of ordering procedures, and further enhance the convenience of customers who use the system. Further, by generating the first settlement order information 1812 and the second settlement order information 1813 as the order information of the settlement limit order, the profit generated by the order generated by the first order information 1811 can be obtained as the first settlement. The order information 1812 and the second settlement order information 1813 are sequentially confirmed, so that it is possible to prevent complicated order procedures and information processing in the system.

  In the first embodiment, the first order information 1811 includes currency pair information 181C, trading direction information 181F, order amount information 181D, trail width information 181K, trail start price information 181L, valid / invalid information 181N. Information, and the first settlement order information 1812 is indispensable for specifying the limit order by the ifdan order by having the order price information 181G, the trail width information 181K, and the trail start price information 181L as attribute information. Based on such information, first order information 1811 and first settlement order information 1812 can be formed.

  In the first embodiment, a customer account information table 182 that records deposit balance information of a specific customer is provided, and the order information generation unit 16 compares the deposit balance information with order price information 181G as attribute information of the order information. However, if the value of the deposit balance information is equal to or greater than the value of the order price information, by generating the order information groups 1810A and 1810B, the limit order by the ifdan order is accepted only when the payment can be ensured, and The system can be operated without causing any trouble in commercial transactions.

  In the first embodiment, the contract information generation unit 14 includes first order information 1811, first settlement order information 1812, and first settlement order information 1811A and 1810B in the order of financial products once established. When there is a cancel request as a request to cancel an order for any one of the two settlement order information 1813, a cancel process for deleting all the order information groups including the order information for which the cancel request has been made from the order table 181 By doing the above, it is possible to prevent the handling of the stop limit order by the ifdan order from becoming complicated. As a result, it is possible to prevent the complexity of information processing in the system configuration and the system while further improving the convenience of customers who use the system.

In the first embodiment, since the financial product is a foreign exchange, the present invention is applied to a financial product with a high demand for placing a stop order by an ifdan order, thereby further improving the convenience of customers using the system. Can do.
[Embodiment 2 of the Invention]
17 to 22 show a second embodiment of the present invention.

  The second embodiment of the present invention is realized by a financial product transaction management system 1A (see FIG. 1) similar to the first embodiment. The order information generation unit 16 of the financial product transaction management apparatus 1 purchases the same type of financial product for the first price based on one buy / sell order application information, and orders information for the stop price order and the second price. From order information group consisting of order information to place sell limit order, order information to sell sell order for the third price of the same kind of financial products, and order information to buy limit order for the fourth price This is different from the first embodiment in that an order information group is generated. Other configurations are the same as those in the first embodiment.

  Next, the execution procedure of the ifdan order using the stop order in the financial product transaction management system 1A of the second embodiment will be described.

  Also in the second embodiment, steps S1 to S10 shown in FIG. 3 are performed.

  A customer using the financial product transaction management system 1A accesses the financial product transaction management apparatus 1 using the client terminal 2, and uses the transaction selection screen (not shown) displayed on the display unit 22 to display the same type of financial product. Buy (for example, a combination of US dollars and Japanese yen) for the "first price", place a stop limit order for the "second price", sell back for the "third price" Place a limit order and select a transaction to place a buy limit order for the “fourth price”. The front page distribution unit 11 of the financial product transaction management apparatus 1 causes the display unit 22 of the accessed client terminal 2 to display an input screen for inputting the trading conditions.

  FIG. 17 shows a buy limit order for the “first price” for the same type of financial product that the financial product transaction management apparatus 1 displays on the display unit 22 of the client terminal 2 in Embodiment 2 of the present invention. It is an image figure of the input screen which performs sell stop limit order about "2nd price", performs sell stop limit order about "3rd price", and performs buy stop order about "4th price". The figure shows a state where various inputs and selections are made when the order is placed.

  As shown in FIG. 17, the input screen 40 has the same desired currency pair selection button 401, order type selection button 403, order amount input field 408, expiration date selection button 409, selection button as in the input screen of the first embodiment. 410 is displayed.

  In addition, the input screen 40 includes a first buy / sell type selection button 402a for displaying the type of buy / sell limit order to be initially contracted, and a buy stop limit order (new) as a “first price”. The first stop price order price input field 404a as the “first order price input field” in which the first price of “buy limit order” is input, the amount of the trail width of the buy limit order as the “first price” The first trail width input field 405a is input, and the initial sell settlement price, which is the first price of the second order of the Ifdan order, is input as the “first price range”, and the second stop order order start price input A column 411a, an order amount input column 408 for inputting an amount for placing a buy limit order as “first price”, and an expiration date selection button 409 are displayed.

  Further, the input screen 40 includes a second trading type selection button 402b for displaying the type of trading of the limit order to be executed first, and a selling limit order (new) for the currency to be traded as the “third price”. Third stop price order price input field 404b as the “first order price input field” in which the first price of “Sell limit order” is input, the amount of the trail width of the sell limit order as the “third price” 2nd trail width input field 405b in which is entered, 4th stop order order start price input for inputting the initial purchase settlement price, which is the first price of the second order of the Ifdan order, as the “second price range” A column 411b is displayed.

  The customer operates the operation unit 21 to select and input order content data on the input screen 40 (step S1). In FIG. 17, US dollar / Japanese yen (buy and sell US dollars in Japanese yen) is selected with the desired currency pair selection button 401, “Buy” is selected with the first trading type selection button 402 a, and an order is placed. The type selection button 403 is used to generate “trend ifdan OCO orders (in this second embodiment, two sets of order information groups of ifdan orders using a plurality of limit orders for the same type of financial product, and then the fluctuation of the market price. Of the order information group of the set of the order information group based on the above.) ”Is selected, and the first trail price input field 404a is 103.00 yen, and the first trail width is input. A state where 1.00 yen is input in the column 405a and 99.50 yen is input in the second stop limit order trail start price input column 411a is shown. In FIG. 17, “sale” is selected with the second trade type selection button 402b, 96.50 yen in the third stop order price input field 404b, and 1.00 yen in the second trail width input field 405b. A state in which 97.50 yen has been input is displayed in the fourth stop limit order trail start price input field 411b. FIG. 17 also shows a state in which $ 100,000 is entered in the order amount input field 408 and “weekend” is selected by the expiration date selection button 409.

  When the selection button 410 is clicked in this state and the data input / selected on the input screen 40 is supplied to the financial product transaction management apparatus 1, the procedure from step S2 to step S10 shown in FIG. 3 is performed. Note that in the inspection in step S2, the order input receiving unit 12 determines that the price of the buy limit order input in the first stop order price input field 404a is the current exchange rate only when the customer is disadvantaged. Only when the price is higher than the price and the price of the sell limit order input in the third stop order price input field 404b is lower than the current exchange rate price, it is determined as an appropriate price in step S3. The order information group is generated by the above procedure.

  FIG. 18 is a diagram schematically showing order information groups 1810C and 1810D recorded in the order table 181 in the second embodiment. As shown in the figure, the order information group 1810C includes a trade desired currency pair selection button 401, a first trade type selection button 402a, an order type selection button 403, a first stop order price input field 404a, and a first trail width input. “First order order information” formed based on the data selected and input by the column 405a, the order amount input column 408, the expiration date selection button 409, and the second stop order order start price input column 411a. It consists of first new order information 1811a and first settlement order information 1812a which is “second order information”. The order information group 1810D includes a trade desired currency pair selection button 401, a first trade type selection button 402a, an order type selection button 403, a trade desired currency pair selection button 401, a second trade type selection button 402b, Order type selection button 403, third stop price order price input field 404b, second trail width input field 405b, order amount input field 408, expiration date selection button 409, fourth stop price order trail start price input field 411b It consists of second new order information 1811b as "first order information" and second settlement order information 1812b as "second order information" formed based on the input data. The first and second new order information 1811a and 1811b includes initial settlement price information 181R formed by input data in an initial selling settlement price input field 411a and a fourth stop order order start price input field 411b. Yes.

  The order acceptance is completed by the above procedure. In the second embodiment, the order information generation unit 16 completes the order of the first order information 1811a and 1811b when the acceptance of the order is completed. That is, as shown in FIG. 18, when the acceptance of the order is completed, the flag information of the valid / invalid information 181N of the first and second new order information 1811a and 1811b is “valid”.

  FIG. 19 is a flowchart showing an execution procedure after acceptance of a stop order in the financial product transaction management apparatus 1 according to the second embodiment. FIGS. 21 and 22 show the financial product transaction management according to the second embodiment. It is a time chart which shows the relationship between the market price of the process sequence shown in the flowchart of FIG. These show the handling when the market price drops after acceptance of the order information is completed. Hereinafter, the execution procedure will be described with reference to these drawings.

  As shown in FIG. 21 (a), the first new order information 1811b is ordered at the price (96.50 yen) entered in the second stop order price entry field 404b upon completion of acceptance (step S71). Thereafter, the price information reception management unit 19 of the financial product transaction management apparatus 1 continues to acquire information on the exchange market price. Then, as shown in FIG. 21 (b), when the acceptance is completed, the market price that was 1 dollar = 98.50 yen has dropped and the selling limit order price (the price entered in the second stop order price input field 404b) ), Which is 1 dollar = 96.50 yen (step S72a), the contract information generation unit 14 sells the sell limit order in the step S71, and the sell limit order price of 1 dollar = 96.50 yen. (Step S73). That is, the contract information generating unit 14 converts the flag information of the contract presence / absence information 181Q of the second new order information 1811b from “No” to “Yes” together with the contract, and the account information generating unit 15 is instructed by the contract information generating unit 14. Converts the margin information (described later) according to the transaction amount, and the deposit / withdrawal information generation unit 13 writes the deposit / withdrawal status in the deposit / withdrawal list. Further, when the contract is established, the contract information generation unit 14 displays text information or the like indicating that the contract is established on the display unit 22 of the client terminal 2, and also withdraws / withdraws the bank account of the client terminal based on the sales price. Processing is performed (when “contract” is performed in the second embodiment, the financial product transaction management apparatus 1 performs the same processing).

  Further, in step S73, the order information generation unit 16 converts the flag information of the valid / invalid information 181N of the second settlement order information 1812b from “invalid” to “valid”, and the result is shown in FIG. As described above, a buy stop order of 1 dollar = 97.50, which is the buy stop order price entered in the fourth stop order start price input field 411b, is ordered, and the order which is the other order information group 1810C A cancel process for deleting the information 1811a and 1812a from the order table is performed (step S73).

Furthermore, in step S73, even if the contract information generation unit 14 contracts the first order information 1811a, a slippage (a price difference between the ordered price and the contracted price) occurs. The second new order information 1811b is executed. Specifically, for example, the contract information generation unit 14 not only has the market price of 1 dollar = 96.50 yen ordered in step S71, but is below 1 dollar = 96.50 yen (for example, If 1 dollar = 96.50 falls further and the price range is 1 dollar = 95.50 yen or more), the second new order information 1811b is set to be executed. As a result, the contract is executed even when the slippage is generated (the same applies to step S77 and step S80 described later).
On the other hand, when the market price has not dropped to the selling limit order price (step S72b), the contract information generation unit 14 does not convert the flag information of the contract presence / absence information 181Q of the second new order information 1811b, The sell limit order is not executed (step S74). Also, the flag information of the valid / invalid information 181N of the second settlement order information 1812b is not converted, and the order of the second settlement order information 1812b is not performed.

  Then, after the procedure of step S73, when the market price does not increase to 1 dollar = 97.50 yen but falls to 1 dollar = 95.50 yen (step S75a), as shown in FIG. The information generation unit 14 is the trail width (the price entered in the second trail width input field 405b) of the sell limit order from 1 dollar = 97.50 yen ordered in step S73. Subtract 1.00 yen and change to 1 dollar = 96.50 yen (step S76). That is, the order price information 181G of the second settlement order information 1812b is changed from 1 dollar = 97.50 yen to 1 dollar = 96.50. Change to 50 yen.

  On the other hand, when the market price rises to 1 dollar = 97.50 yen without dropping to 1 dollar = 95.50 yen after the procedure of step S73 (step S75b), as shown in (c ') of FIG. The contract information generation unit 14 executes the sell limit order at the sell limit order price of 97.50 yen per dollar ordered in step S73 (step S77).

  Further, when the market price does not increase to 1 dollar = 96.50 yen after the procedure of step S76 but falls to 1 dollar = 94.50 yen (step S78a), the contract information generation unit 14 orders the sell limit order. The price is changed to 1 dollar = 95.50 yen obtained by subtracting 1.00 yen which is the trail width of the selling limit order from 1 dollar = 96.50 yen changed in step S76 (step S79). The order price information 181G of the second settlement order information 1812b is changed from 1 dollar = 96.50 yen to 1 dollar = 95.50 yen.

  On the other hand, when the market price has risen to 1 dollar = 96.50 yen without dropping to 1 dollar = 94.50 yen after the procedure of step S76 (step S78b), as shown in FIG. The information generation unit 14 executes the selling limit order at the selling limit order price of 1 dollar = 96.50 yen ordered in step S73 (step S80).

  The above processing procedure is continued until the market price matches the settlement price, that is, the order price information 181G of the second settlement order information 1812b (step S79).

  FIG. 20 is a flowchart showing an execution procedure after acceptance of a stop order in the financial product transaction management apparatus 1 according to the second embodiment. The procedure shown in the figure is different from the flowchart shown in the flowchart of FIG. 19 in that it shows the handling when the market price increases after acceptance of the stop order. The execution procedure will be described below based on this figure.

  As shown in FIG. 20, after the acceptance is completed, the first new order information 1811a is ordered at the price (100.50 yen) input in the first stop order price input field 404a (step S91), and When the acceptance is completed, the market price, which was 1 dollar = 98.50 yen, rises to 1% = 100.50 yen, which is the buy limit order price (the price entered in the first limit order price input field 404a). Processing after the case (steps 92a to S93, S95 to S100) and processing when 1 dollar = 100.50 yen is not reached (steps S92b and S94) are steps S72a to S73, steps S75 to S80, steps. This is performed in a form corresponding to the processing of S92b and S94. In step S93, the order information generation unit 16 converts the flag information of the valid / invalid information 181N of the second order information 1812a from “invalid” to “valid”, thereby starting the second stop order trail. The selling limit order of 1 dollar = 99.50 yen, which is the selling limit order price entered in the price input field 411a, is placed, and the other order information group 1810D, order information 1811b and 1812b, is deleted from the order table. Cancel processing is performed (step S93).

  In this way, the order information 1811a, 1812a, 1811b, 1812b can be adapted to the market trend after the order information is generated, regardless of whether the market price of the financial product rises or falls after the order information is generated. It is possible to trade with the trend ifdan order, and it is possible to surely prevent the occurrence of the trade with the trend ifdan order that is no longer necessary to improve the market price, and to further improve the convenience of trading. .

  As described above, in the second embodiment, the financial product transaction management apparatus 1 includes the order input receiving unit 12 that receives the trading order application information transmitted from the client terminal 2 for performing the trading order of the financial product, and the order. The order information generating unit 16 that generates each order information 1811a, 1812a, 1811b, 1812b of the financial product based on the sales order application information received by the input receiving unit 12, and each order information 1811a generated by the order information generating unit 16 An order table 181 for recording 1812a, 1811b, and 1812b, and the order information generation unit 16 buys the same type of financial product for the first price and places a stop order based on one buy / sell order application information. One new order information 1811a, and first settlement order information 1812a for placing a sell limit order for the second price, Order information group consisting of second new order information 1811b for selling and placing one kind of financial product at a third price and placing a stop limit order, and second settlement order information 1812b for buying and placing a stop order for a fourth price 1810C and 1810D are generated, and the first and second new order information 1811a and 1811b for placing a stop order for the first price and the third price are ranked in the first rank, and the second price, Also, the first and second settlement order information 1812a and 1812b for placing a stop order for the fourth price is given a second rank order, and valid order information and invalid order information are identified for each piece of order information. Valid / invalid information 181N for ordering, order price information 181G that fluctuates in accordance with fluctuations in the market price is provided in each order information, and first and second settlement order information 1812a, 1 12b is provided with trail width information, stop loss width information 181M as price difference information between the market price and the first and second settlement order information 1812a and 1812b, and the order table 181 includes an order information group 1810C, By recording 1810D, one order procedure is performed on the client terminal 2 side, so that the same kind of financial product can be sold in one sell limit order, one buy limit order, one buy limit order, One sell limit order and an ifdan order using a reserved trail order can be made using a computer system. In the futures trading of financial products, IFDAN can always minimize the amount of damage without requiring complicated ordering procedures by customers using the system and even if the future market situation changes unfavorably to users. It becomes possible to place an order. As a result, it is possible to increase the convenience of customers who use the system in the transaction of financial products and to reduce the risk to the customers when performing ifdan orders.

  In the second embodiment, when one of the first new order information 1811a included in the order information group 1810C and the second new order information 1811b included in the order information group 1810D is executed, the other Although the order information groups 1810D and 1810C are configured to be canceled, the present invention is not limited to this, and the first new order information 1811a included in the order information group 1810C and the second new order information included in the order information group 1810D. Even if any one of 1811b is executed, the other order information group is continued, and the processing by the individual order information 1811a, 1812a, 1811b, 1812b included in both order information groups 1810C, 1810D is continued. It can also be.

  In the second embodiment, the order information generating unit 16 is configured to complete the ordering of the first and second new order information 1811a and 1811b when the order acceptance is completed. Alternatively, the first new order information 1811a and 1811b that have not been ordered when the acceptance of the order is completed may be ordered when the market price after the completion of the acceptance satisfies a predetermined condition. For example, as shown in FIG. 17, new order order price input fields 412a and 412b are provided on the input screen 40, and the data input in the input fields 412a and 412b are stored in the order table 181 as shown in FIG. Valid / invalid when the new order order price information 181S of the first and second settlement order information 1812a and 1812b is recorded and the market price after the completion of the order acceptance matches the price recorded in the new order order price information 181S The flag information of the information 181N is converted from “invalid” to “valid” and the first and second new order information 1811a and 1811b are ordered, and at the same time, the trail of the first and second new order information 1811a and 1811b is started. It can also be set as the structure to make. Note that, as in the second embodiment, when the market price after the completion of acceptance satisfies a predetermined condition, the first and second new order information 1811a and 1811b that have not been ordered are not ordered. The new order order price input fields 412a and 412b on the input screen 40 shown in FIG. 17 and the new order order price information 181S shown in FIG. 18 may not be provided.

  In each of the above-described embodiments, one order information group 1810A, 1810B, 1810C, 1810D is formed for each procedure (each time the selection button 410 is clicked) on the input screen 40. The order information group 1810 is provided with a column for inputting the number of order information groups (ie, the number of pairs of buy orders and sell orders), and the same order information 1811, 1812, 1813 as the order information group 1810 is provided for each of the above procedures. , 1811a, 1812a, 1811b, 1812b, a plurality of order information groups (for example, order information groups 1810a, 1810b, 1810c,..., Not shown) are formed, and transactions according to the procedures in steps S11 to S31 are performed. Processing based on the group 1810a, then processing based on the order information group 1810b, then processing based on the order information group 1810c, It is also possible to adopt a configuration that can be repeated as many times as the number of order information groups. Thereby, the convenience of the customer who performs the if-done order by the stop limit order can be further enhanced.

  Although the financial product transaction management system 1A of each of the above embodiments handles foreign exchange as a financial product, the present invention is not limited to this, and the financial product transaction management system handles other financial products such as stocks and bonds. The present invention can also be applied.

  Note that the contract information generation unit 14 in the financial product transaction management system 1A of each of the above embodiments may be provided as the same server system or the like together with other configurations, or in other server systems via the Internet 3 May be provided. Further, the financial product transaction management system 1A does not include at least one of the contract information generation unit 14 and the order table 181, and the contract information generation unit 14 and the order table 181 formed in an external system. It is good also as a structure which performs each function with respect to at least any one. As a result, the present invention can be applied to both so-called over-the-counter transactions and exchange transactions of financial products, and a variety of transaction forms can be realized.

  It is needless to say that each of the above embodiments is an exemplification of the present invention and does not mean that the present invention is limited to each of the above embodiments.

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)
16: Order information generating unit (order information generating means)
19 ... Price information reception management section (market price information management means)
1810A, 1810B, 1810C, 1810D ... Order information group 1811 ... First order order information 1812 ... First settlement order information (second order information)
1813 ... Second settlement order information (second order information)
1811a ... 1st new order information (1st order information)
1811b ... Second new order information (first order information)
1812a ... First settlement order information (second order information)
1812b ... Second settlement order information (second order information)
181 ... Order table (order information recording means)
182 ... Customer account information table (customer account information recording means)
181C: Currency pair information 181D: Order amount information 181F: Trading direction information 181G: Order price information (contract price information)
181H: Valid / Invalid Expiration Date Information 181K: Trail Width Information 181L ... Trail Start Price Information 181M ... Stop Loss Width Information 181N ... Valid / Invalid Information (Valid / Invalid Identification Information)

Claims (11)

A financial product transaction management device for managing a transaction of a financial product whose market price fluctuates,
Order input receiving means for receiving trading order application information for performing trading orders of the financial products;
Based on the purchase order application information received by the order input receiving means,
Order information generating means for generating order information of the financial product,
The order information generation means is based on the one buy / sell order application information,
The same type of financial product is set as the price that serves as a reference for the second order and the order information for placing a buy order at the first price set as the price that serves as the standard for filling the first order. Generating an order information group comprising the order information for placing a sell order at a second price;
The generated order information group is recorded in the order information recording means,
The first order is configured to execute after the market price drops or rises above the first price and then again matches the first price, and / or the first order After the execution of the order, the second order is configured to be executed after the market price rises or falls above the second price and then again matches the second price. A financial product transaction management device. A financial product transaction management device for managing a transaction of a financial product whose market price fluctuates,
Order input receiving means for receiving trading order application information for performing trading orders of the financial products;
Based on the purchase order application information received by the order input receiving means,
Order information generating means for generating order information of the financial product,
The order information generation means is based on the one buy / sell order application information,
The same type of financial product is set as a price that serves as a reference for the second order and the order information for placing a sell order at the first price set as a price that serves as a reference for the first order. Generating an order information group comprising the order information for placing a buy order at a second price;
The generated order information group is recorded in the order information recording means,
The first order is configured to fill after the market price rises or falls above the first price and then again matches the first price, and / or the first order After the order is filled, the second order is configured to be filled after the market price falls below or rises above the second price and then matches the second price again. A financial product transaction management device. A financial product transaction management device for managing a transaction of a financial product whose market price fluctuates,
Order input receiving means for receiving trading order application information for performing trading orders of the financial products;
Based on the purchase order application information received by the order input receiving means,
Order information generating means for generating order information of the financial product,
The order information generation means is based on the one buy / sell order application information,
The same type of financial product is set as the price that serves as a reference for the second order and the order information for placing a buy order at the first price set as the price that serves as the standard for filling the first order. The order information for placing a sell order at a second price, the order information for placing a sell order at a third price set as a reference price for executing the first order for the same type of financial product, and Generating an order information group including the order information for placing a buy order at a fourth price set as a reference price for executing the second order;
The generated order information group is recorded in the order information recording means,
The first order is configured to execute after the market price drops or rises above the first price and then again matches the first price, and / or the first order Configuring the second order for the second order after the order has been traded, after the quote price rises or falls above the second price and then again matches the second price; and / or Alternatively, the first order is configured to execute after the market price rises or falls above the third price and then again matches the third price, and / or After the first order is filled at a third price, the second order is filled after the market price drops or rises above the fourth price and then again matches the fourth price. Like The financial product transaction management apparatus which is characterized in that. The reference price to be executed is changed in accordance with the change in the market price of the second order for performing an ifdan order based on the execution of the first order and / or the execution of the first order. Trail width information is provided,
The order information generation means varies the price serving as a reference for the execution of the first order and / or the second order based on the trail width information according to the fluctuation of the market price. The financial product transaction management apparatus according to any one of claims 1 to 3.   The order information generating means repeats generation of the order information for performing the second order for performing an ifdan order based on the first order and the execution of the first order, respectively, a plurality of times. The financial product transaction management apparatus according to any one of claims 1 to 4. Order information recording means for recording the order information generated by the order information generating means; market price information management means for acquiring and managing information on the market price of the financial product;
A contract information generating means for executing a contract for the financial product based on the order information;
The execution information generating means sets the first order as a valid order and the second order as an invalid order among the order information group recorded in the order information recording means,
Of the individual pieces of order information forming the order information group, a contract for the financial product is performed based on the first order, and the second order is changed from an invalid order to a valid order together with the contract. 6. The contract of the financial product is executed based on the second order when the current market price becomes a reference price for executing the second order. The financial product transaction management apparatus according to one.   The contract information generating means executes the first order and the second order even when a slippage is generated when the first order and the second order are executed. 6. The financial product transaction management device according to 6. A financial product transaction management system for managing trading transactions of financial products whose market price fluctuates,
Order input receiving means for receiving trading order application information for performing trading orders of the financial products;
Based on the purchase order application information received by the order input receiving means,
Order information generating means for generating order information of the financial product,
The order information generation means is based on the one buy / sell order application information,
The same type of financial product is set as the price that serves as a reference for the second order and the order information for placing a buy order at the first price set as the price that serves as the standard for filling the first order. Generating an order information group comprising the order information for placing a sell order at a second price;
The generated order information group is recorded in the order information recording means,
The first order is configured to execute after the market price drops or rises above the first price and then again matches the first price, and / or the first order After the execution of the order, the second order is configured to be executed after the market price rises or falls above the second price and then again matches the second price. Financial product transaction management system. A financial product transaction management system for managing trading transactions of financial products whose market price fluctuates,
Order input receiving means for receiving trading order application information for performing trading orders of the financial products;
Based on the purchase order application information received by the order input receiving means,
Order information generating means for generating order information of the financial product,
The order information generation means is based on the one buy / sell order application information,
The same type of financial product is set as a price that serves as a reference for the second order and the order information for placing a sell order at the first price set as a price that serves as a reference for the first order. Generating an order information group comprising the order information for placing a buy order at a second price;
The generated order information group is recorded in the order information recording means,
The first order is configured to fill after the market price rises or falls above the first price and then again matches the first price, and / or the first order After the order is filled, the second order is configured to be filled after the market price falls below or rises above the second price and then matches the second price again. Financial product transaction management system. A financial product transaction management system for managing trading transactions of financial products whose market price fluctuates,
Order input receiving means for receiving trading order application information for performing trading orders of the financial products;
Based on the purchase order application information received by the order input receiving means,
Order information generating means for generating order information of the financial product,
The order information generation means is based on the one buy / sell order application information,
The same type of financial product is set as the price that serves as a reference for the second order and the order information for placing a buy order at the first price set as the price that serves as the standard for filling the first order. The order information for placing a sell order at a second price, the order information for placing a sell order at a third price set as a reference price for executing the first order for the same type of financial product, and Generating an order information group including the order information for placing a buy order at a fourth price set as a reference price for executing the second order;
The generated order information group is recorded in the order information recording means,
The first order is configured to execute after the market price drops or rises above the first price and then again matches the first price, and / or the first order Configuring the second order for the second order after the order has been traded, after the quote price rises or falls above the second price and then again matches the second price; and / or Alternatively, the first order is configured to execute after the market price rises or falls above the third price and then again matches the third price, and / or After the first order is filled at a third price, the second order is filled after the market price drops or rises above the fourth price and then again matches the fourth price. Like The financial product transaction management system which is characterized in that.   A program that causes a computer to function as the financial product transaction management device according to any one of claims 1 to 7.

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