JP2003178189A - Chart for displaying stock trading order data - Google Patents

Abstract

<P>PROBLEM TO BE SOLVED: To provide a method for preparing a chart capable of presenting a distribution of trading indicating prices based upon stock trading orders during the day regarding a certain brand in a visually easy-to-recognize form. <P>SOLUTION: In regard to stock of one brand, by using a present price at a certain time during the day, prices of sell (buy) orders not yet achieving trading made by a bid from an investor and data of the number of stocks at the price, the chart comprising a price range part 10 comprising a line segment 4 connecting one present price plot 1 representing the present price with one or a plurality of bid plots 2a, etc., representing prices of the sell (buy) orders in an ordinate direction, and a number of stocks displaying part 20 having line segments extending in a negative (positive) direction of an abscissa in cases of sell (buy) orders with lengths responding to the number of stocks at the prices from the bid plots 2a, etc., on the price range part 10 and oblique lines connecting end points of the line segments extending in the negative (positive) direction in the cases of sell (buy) orders and an uppermost (lowermost) point of the price range part 10 is prepared on a screen with the ordinate direction as prices and an abscissa direction as numbers of stocks. <P>COPYRIGHT: (C)2003,JPO

Description

Detailed Description of the Invention

[0001]

BACKGROUND OF THE INVENTION 1. Field of the Invention The present invention relates to a chart for displaying stock trading order data, and in particular, presents a distribution of trading quotes based on intraday stock trading orders relating to a certain issue in a form that is easy to visually recognize. The present invention relates to a chart for displaying stock buy / sell order data.

[0002]

[Prior Art] When the price of a stock transaction is agreed between an investor who wants to sell the stock (hereinafter, "seller") and an investor who wants to buy the stock (hereinafter, "buyer"). Holds. As is well known, when an investor places an order to buy or sell a stock of a certain brand, whether to sell (stock sale) or buy (stock purchase), the number of ordered stock (order quantity), and the price are designated. An order made by an investor by designating a selling (or buying) price is called a “limit order”. On the other hand, an order that an investor places when he / she wants to prioritize the establishment of a sale without specifying a price is called a “market order”.

For example, it is assumed that the price of the brand "A Electric Co., Ltd." that has recently been established is 400 yen (this price is called "current price (genzaine)" or "market price"). Here, the stock of this brand is quoted 402
When there is a seller who wants to sell in yen, this 402 yen is referred to as a "sell price". On the other hand, when there is a buyer who wants to buy at the limit price of 397 yen, this 397 yen is referred to as a "bought price". In the stock market, the number of shares for each price is published as data at the same time as these trading quotes. For example, the number of shares in a sell order that you want to sell for 402 yen is "8000 shares", 3
The number of shares in a buy order that you want to buy for 97 yen is "12000.
Stock ”. Now, "A Electric Co., Ltd."
Considering the case of placing a buy order for the stocks of up to 8000 stocks, you can immediately buy it for a price of 402 yen. On the other hand, in order to buy it for 401 yen or less, you have to wait for the seller to appear at that price. In actual securities trading, there are a plurality of sell (or buy) orders with different limit prices, and the number of shares for each limit price is wide, ranging from 1,000 shares to 100,000 shares or more. . Such stock sales order data is called a "board", and it was previously published only on the computer system inside the stock exchange or the securities company that is a member of the stock exchange. It is being made public for investors.

[0004]

As shown in FIG. 4, according to the conventional display method of “board”, the price is divided into the right and left of the number of sell order shares and the number of buy order shares that have not been traded for a certain stock. There was only a method of arranging them in order and displaying them together with the current value on one screen.

FIG. 5 shows a plurality of brands A, B, C and D to be viewed.
And the boards for those brands are time T1, T2, T3.
The plate 52 displayed on the screen 51 shows how it changes with
It was explained by. In the conventional display system, 1
Since only the current board of one issue can be displayed on one screen, it is possible to immediately read the change in the time-series distribution of the buy / sell quotes for one issue, or to view the buy / sell quotes for multiple issues one after another. It was quite difficult to intuitively read the atmosphere of the place.

[0006] Therefore, an object of the present invention is to solve the above problems, and to present the distribution of trading quotes based on intraday trading orders of stocks relating to a certain stock in a manner that makes it easy to visually recognize the stocks. It is to provide a chart for displaying trade order data. Another object of the present invention is to present a change in the distribution of trading quotes in a time series for one issue at a time, or to present a distribution of trading quotes for a plurality of issues at a time. To provide a chart for displaying stock trading order data.

[0007]

[Means for Solving the Problems] In order to achieve the above-mentioned object, a stock trade order data display chart according to the present invention relates to a stock of one stock and present value at a certain time during the day and investment. Using the price of a sell or buy order and the number of shares at that price that has been placed at the limit price from the house and the sale has not been completed yet, visually analyze the distribution of the trading quote based on the intraday stock trading order for the issue. Is a chart presented in Fig. 1, which is configured to display the price on the vertical axis and the number of shares on the horizontal axis, and one current price plot showing the current price and one or more current price plots of sell or buy orders. In the case of a sell order with a price range part consisting of a line segment that connects the limit price plot in the vertical axis direction, and a length corresponding to the number of shares at that price starting from the limit price plot on the price range part, in the negative direction of the horizontal axis Extension, purchase note In the case of, the line segment extending in the positive direction of the horizontal axis, the diagonal line connecting the end point of the line segment extending in the negative direction and the highest point of the price range in the case of a sell order, and the positive line in the case of a buy order. And a slant line connecting the end point of a line segment extending in the direction of and the lowest point of the price range portion.

According to another embodiment of the present invention, a plurality of the above-mentioned stock trade order data display charts are created in time series for one issue and are displayed side by side on one screen or sheet. Further, according to another embodiment of the present invention, the stock trade order data display chart of claim 1 is created for each of a plurality of issues and displayed side by side on one screen or sheet.

The stock trading order data chart according to the present invention can be obtained by, for example, installing software programmed to cause a computer to execute a desired chart creation process on the computer and obtaining it via a communication line or the like. Enter the current price at a certain time in the market, the price of the sell or buy order that has not been traded by the limit price issued by the investor, and the number of shares at that price, and execute the program to display it on the computer screen. Can be displayed on the screen or output as a sheet.

[0010]

BEST MODE FOR CARRYING OUT THE INVENTION Preferred embodiments of the present invention will be described below with reference to the drawings. Needless to say, the present invention is not limited to the following embodiments, and various modifications can be made within the scope of the technical idea described in the claims.

FIG. 1 is an explanatory diagram of a stock trade order data display chart according to an embodiment of the present invention. For a stock of a certain stock, it displays the current price at a certain time during the day, the price of a sell or buy order that has been placed by the investor at the limit price and has not been traded, and the number of shares at that price. . In FIG. 1, the vertical axis represents price and the horizontal axis represents the number of shares.

This chart has a current price plot 1, a price range section 10, and a plurality of stock number display sections 20. Present value plot 1 represents the present value at a certain time during the day. The price range portion 10 includes the present price plot 1 and a plurality of limit price plots 2a, 2b, 2c, 2d representing the price of the sell order according to the limit price at that time and a plurality of limit price plots 3a representing the price of the buy order according to the limit price. 3b, 3c, 3d
Is connected to the vertical axis (vertical direction).
Here, the current price plot 1 is displayed as a white circle clearly distinguishable from the line segment 4, while the limit price plot 2 is displayed.
The a, 2b, 2c, 2d, 3a, 3b, 3c, 3d are completely contained in the line segment 4 and are not represented as independent "dots".

The stock number display section 20 is represented as follows. Referring to one limit price plot 2a on the price range portion 10, one line segment 5a extending from the limit price plot 2a as a starting point and extending in the negative horizontal axis direction by a length corresponding to the number of sell-order stocks at that price, and a line segment 5a. End point of 9 and the highest point of price range 10
One oblique line 7a connecting a is provided. Similarly, line segments 5b, 5c, 5d and diagonal lines 7b, 7c, 7d are also provided for the other limit price plots 2b, 2c, 2d representing the price of the sell order by the limit price. This allows
For each limit plot, the stock number display section 2 consisting of a right triangle that changes its shape depending on the price and the number of stocks sold and sold
Forming 0.

As for the limit price plots 3a, 3b, 3c and 3d showing the price of the buy order based on the limit price, the line segment 6a extending in the horizontal direction by the length corresponding to the number of stocks in the purchase order at that price, similarly to the above case. , 6b, 6c, 6d are provided. However, the line segments 6a, 6b, 6c, 6
d extends in the positive horizontal axis direction, and the diagonal lines 8a, 8
b, 8c, and 8d are the end points of each line segment and the lowest point 9 of the price range portion 10.
It connects with b. As a result, it can be seen that the stock number display section related to the buy order and the stock number display section related to the sell order are placed in a positional relationship similar to a point-symmetrical positional relationship centered on the current value.

According to the chart of the present embodiment, the price of a sell (buy) order based on the limit price, that is, the ask price (buy price) is determined by the level (position on the vertical axis) extending from the limit price plot. Also, the difference in the length of the line segment and the direction in which it extends is the number of shares ordered and the "sell" and "buy"
Represents another. Therefore, the ask price (buy price)
Also, it is possible to intuitively read the distribution status of the number of shares at that price with a single cohesive figure.

The chart according to the present embodiment can display the stock trading order data corresponding to the conventional "board" in a visually easily recognizable manner by adopting the display form as described above. It has the following advantages. FIG. 2 shows the result of chart processing according to the present embodiment on a single screen for a plurality of stocks A, B, C, D, E, F, G, H based on stock trading order data at a certain time. It is an example of displaying side by side. Brands with strong “selling” power (C, D,
It can be seen that the characteristics of the quotes for each brand, such as G) and the brand (E, F) with a strong "buying" influence, can be presented to the viewer in a simple manner on one screen.

FIG. 3 is a chart showing the transition of the stock trading order data and the current value from time T1 to time T4 for one stock A according to the present embodiment, and the results are displayed on one screen. It is an example displayed. According to this example, the viewer can visually grasp the supply and demand situation of “sale” and “buy” that change in time series. This example will be described below.

[Time T1] At time T1, the current price (market price) is J1, and there is a sell order whose limit prices are U1, U2 and U3 and a buy order whose limit prices are K1 and K2, which have not been traded yet. ing.

[From time T1 to time T2] The selling order of U1 is exhausted (trading is completed), and the stock prices are changed from J1 to J.
You can see that the price has risen to 2. At the same time, a new sell order for U4 and U5 entered, and a buy order for K1 was canceled.
It can be seen that the number of shares in 2 increased slightly and a new buy order called K3 was placed.

[From time T2 to time T3] U2
Selling orders for U3 and U4 were exhausted one after another, and the stock price rose to J3. J3 is still in the state of buying orders for K5, but new selling orders for U6, U7, and U8 are also coming in (also called "state with high upside").

[From time T3 to time T4] Here, an investor who thinks that he / she may sell at the stock price of J3 comes out,
K5 disappeared, but it seems that the number of shares sold was higher, and U9 remained undigested. I do not know whether it is a market order or a limit order for K4, but the buy price for K4 is about J4 because half of the stocks have been consumed.

According to FIG. 3, it is possible to present the change in the distribution of trading quotes in time series for one issue at a time.

In addition, in FIG. 1, FIG. 2, and FIG. 3, the current value plot 1 is represented by two types of white circles and black circles.
This is indicated by displaying a white circle when the current price rises from the immediately preceding stock price and a black circle when the current price drops, so that the current price has changed to "up" in relation to the previous stock price. It has been made easy to distinguish.

Further, the price range portion 10 has an uppermost point at a position corresponding to a price higher by a predetermined price from the highest bid price desired to be displayed, and corresponds to a price lower by a predetermined price than the lowest bid price. It is preferable to select the length so that the lowest point is at the position, but it is not limited to this. For example, the number of sell-order shares and the number of buy-order shares are fixed to a fixed price range centered around the current price (this price range can be arbitrarily set such as 10% above and below the current price), which is set based on the so-called “limit price range”. It is optional to extend vertically within the limit price range until the balance is reached, or set according to the magnitude of the stock price fluctuation during the day up to the display time.

The number-of-shares display section for one issue may not only be displayed in large numbers corresponding to all the trading quote data provided by securities companies, but the number may be limited by a certain standard. For example, it is also possible to limit the display of the sell quote and the buy quote (which can be referred to as a quote that facilitates trading) to three, respectively, in the vicinity of the current price.

There is a wide range in the number of shares to be ordered, and there is a problem in handling the number of shares in an order of magnitude, such as from 1,000 shares to 10,000 shares, 100,000 shares and 1 million shares. Become. Also, when trying to display a chart for a plurality of stocks, similarly, handling of orders of magnitude of stocks becomes a problem. In such a case, change the stock number display part of this chart to
Instead of simply extending in the horizontal direction in proportion to the number of shares, a horizontal scale scale of a large number of shares can be appropriately determined and displayed so that the relative size relationship of the number-of-shares display portion can be understood. Furthermore, if necessary, change the display color of the stock number display section,
Alternatively, by providing a pattern or other decoration, it is possible to identify that the number of shares is an order of magnitude.

In this chart, it is naturally conceivable to display the limit price, the number of ordered stocks, or both as numerical data near the stock number display section as auxiliary data.

[0028]

As described above, the chart for displaying stock trading order data according to the present invention shows, for a stock of one issue, the current price at a certain time during the day and the trading price which has been issued by the investor as the limit price. Is a chart that visually presents a distribution of trading quotes based on intraday stock trading orders for the issue using the price of the sell order or buy order and the data of the number of shares at the price, It is configured to display the price on the vertical axis and the number of shares on the horizontal axis, and one current price plot showing the current price and one or more limit price plots showing the price of the sell order or buy order are plotted in the vertical direction. Starting from the price range consisting of the combined line segments and the limit price plot on the price range, the length corresponding to the number of shares at that price extends in the negative direction of the horizontal axis in the case of a sell order, and horizontally in the case of a buy order. Positive axis And a diagonal line connecting the end point of the line segment extending in the negative direction and the highest point of the price range in the case of a sell order, and the end point of the line segment extending in the positive direction in the case of a buy order. Since it comprises a stock number display part having a diagonal line connecting the lowest point of the price range part, it is possible to present the distribution of trading quotes based on a stock trading order during the day relating to a certain stock in a manner that can be visually easily recognized. Is. In addition, since information based on stock trading data can be presented in one cohesive figure, changes in the distribution of time series of trading quotes for one issue can be presented at one time, or the trading quotes for multiple issues can be displayed. There is an advantage that it can be easily applied to presenting the distribution at once. Therefore, it is possible to provide a useful visual material to general investors who want to use stock buying and selling order data as one of the judgment factors of stock investment analysis, and its significance to the industrial world is extremely great.

[Brief description of drawings]

FIG. 1 is a diagram of a stock trade order data display chart according to an embodiment of the present invention.

FIG. 2 is an explanatory diagram showing an example in which charts relating to a plurality of brands are displayed side by side on one screen.

FIG. 3 is an explanatory diagram showing an example in which time-series charts for one issue are displayed side by side on one screen.

FIG. 4 is a diagram showing a conventional “plate” display method.

FIG. 5 is an explanatory diagram showing how plates for a plurality of brands change with time.

[Explanation of symbols]

1 Current value plots 2a, 2b, 2c, 2d, 3a, 3b, 3c, 3d
Limit price plot 10 Price range 20 Share count display

Claims (3)

[Claims] 1. Regarding a stock of one issue, the current price at a certain time during the day, the price of a sell order or buy order that has been placed by the investor at the limit price and has not been traded, and the number of stocks at that price It is a chart that visually presents the distribution of trading quotes based on intraday trading orders for stocks using the data, and is configured to display the price on the vertical axis and the number of shares on the horizontal axis, A price range portion including a line segment in which one current price plot representing the current price and one or more limit price plots representing the price of a sell order or a buy order are connected in the vertical axis direction, and the limit price plot on the price range portion. As a starting point, a line segment extending in the negative direction of the horizontal axis in the case of a sell order and a length in the positive direction of the horizontal axis in the case of a sell order and a negative line in the case of a sell order. End point of the line segment extending in the direction of and And a stock number display section having a diagonal line connecting the uppermost point of the width portion, and in the case of a buy order, a diagonal line connecting the end point of the line segment extending in the positive direction and the lowermost point of the price width portion. A chart for displaying stock trading order data. 2. A plurality of stock trade order data display charts according to claim 1 are created in chronological order for one issue, and
A chart for displaying stock trading order data, which is displayed side by side on one screen or sheet. 3. A stock trade order data display chart, wherein the stock trade order data display chart of claim 1 is created for each of a plurality of issues and displayed side by side on one screen or sheet. .