JP2008135013A5 - - Google Patents

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JP2008135013A5
JP2008135013A5 JP2007274588A JP2007274588A JP2008135013A5 JP 2008135013 A5 JP2008135013 A5 JP 2008135013A5 JP 2007274588 A JP2007274588 A JP 2007274588A JP 2007274588 A JP2007274588 A JP 2007274588A JP 2008135013 A5 JP2008135013 A5 JP 2008135013A5
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order
request
queue
processing
trade
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JP2007274588A
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JP5216299B2 (en
JP2008135013A (en
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Priority claimed from JP2007274588A external-priority patent/JP5216299B2/en
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Publication of JP2008135013A5 publication Critical patent/JP2008135013A5/ja
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Claims (6)

それぞれが複数のグループのいずれかに属する複数の営業店端末であって、注文要求を送信する営業店端末と接続され、
前記グループごとに、注文銘柄を含む注文要求を受付け、受付けられた注文要求を正常に受信したか否かを確認して、正常な受信の場合、当該注文要求を送信した営業店端末に受信結果を送信して、前記注文要求を注文受付キューに格納する手段と、注文要求を受付けたことを注文処理装置へ連絡する手段とを有する受付装置と、
前記注文要求を受付けたことの連絡を受け、前記注文受付キューから自身の注文銘柄に対応する注文要求を抽出する手段と、抽出した前記注文要求を、取引受付可能な状態として取引注文キューに登録する手段と、前記注文受付キュー内で注文要求が目標処理時間を超過するような滞留時間となった場合、予め設定された1注文処理において一括処理最大数の範囲内で前記注文受付キューに滞留している次に処理すべき注文要求を処理する手段と、取引注文要求を受付けたことを取引所直結装置へ連絡する手段とを有する複数の注文処理装置と、
それぞれが証券取引所の注文銘柄に対応している複数の取引所直結装置であって、前記取引注文要求を受付けたことの連絡を受け、前記取引注文キューに登録された注文要求のうち、自身の注文銘柄に応じた取引注文要求について取引所に注文を出す手段と、前記取引注文キュー内で取引注文要求が目標処理時間を超過するような滞留時間となった場合、前記一括処理最大数の範囲内で前記取引注文キューに滞留している次に処理すべき取引注文要求を連続して処理する手段と、前記取引注文処理結果を反映した注文要求を前記取引注文キューに登録する手段とを有する複数の取引所直結装置とを備え、
複数の証券株式注文処理を並行して実行可能な注文システム。
Multiple branch office devices, each belonging to one of multiple groups, connected to the branch terminal that sends the order request,
For each of the groups, an order request including an order issue is received, whether or not the received order request is received normally, and if received normally, the reception result is sent to the branch office terminal that has transmitted the order request. A receiving device having means for storing the order request in an order receiving queue, and means for notifying the order processing device that the order request has been received;
In response to the notification that the order request has been accepted, means for extracting an order request corresponding to its own brand from the order reception queue, and the extracted order request is registered in the transaction order queue as a state in which the transaction can be accepted. And when the order request has reached a dwell time that exceeds the target processing time in the order reception queue, it stays in the order reception queue within the range of the maximum number of batch processes in a preset one order process. A plurality of order processing devices having means for processing the next order request to be processed and means for notifying the exchange direct connection device that the transaction order request has been accepted;
A plurality of exchange-directly connected devices each corresponding to a stock exchange order issue, receiving notification that the trade order request has been accepted, and among the order requests registered in the trade order queue, Means for placing an order to the exchange for a trade order request according to the order brand, and if the residence time is such that the trade order request exceeds the target processing time in the trade order queue, the maximum number of batch processes Means for continuously processing a trade order request to be processed next, which is retained in the trade order queue within a range, and means for registering an order request reflecting the result of the trade order processing in the trade order queue. A plurality of exchange direct connection devices,
An order system that can execute multiple securities stock order processing in parallel.
請求項1に記載の注文システムにおいて、The order system according to claim 1,
前記注文受付キュー内で注文要求が目標処理時間を超過するような滞留時間となった場合、予め設定された1注文処理において一括処理最大数の範囲内で前記注文受付キューに滞留している次に処理すべき注文要求を処理する手段と、When the stay time is such that the order request exceeds the target processing time in the order reception queue, the next one that is staying in the order reception queue within the range of the maximum number of batch processes in a preset one order process Means for processing an order request to be processed;
前記取引注文キュー内で取引注文要求が目標処理時間を超過するような滞留時間となった場合、前記一括処理最大数の範囲内で前記取引注文キューに滞留している次に処理すべき取引注文要求を連続して処理する手段とを備え、When the dwell time of the trade order request exceeds the target processing time in the trade order queue, the next trade order to be processed that is staying in the trade order queue within the maximum number of batch processing Means for continuously processing requests,
複数の証券株式注文処理を並行して実行可能な注文システム。  An order system that can execute multiple securities stock order processing in parallel.
請求項1または請求項2に記載の注文システムにおいて、  In the order system according to claim 1 or 2,
さらに、所定の時間内での取引要求量が予め定められた閾値以上の取引要求量を検知した場合、当該検知された取引状況における平均取引処理時間を算出する手段と、  Furthermore, when a transaction request amount within a predetermined time is detected more than a predetermined threshold, a means for calculating an average transaction processing time in the detected transaction status;
算出された前記平均処理時間と予め定められている取引時間とから、取引可能な件数を算出する手段と、  Means for calculating the number of transactions that can be made from the calculated average processing time and a predetermined transaction time;
算出された取引可能な件数に基づいた取引制御を実行する要求情報を、前記注文処理装置および前記取引所直結装置に対して送信する手段を有すること管理装置を有することを特徴とする注文システム。  An order system comprising: a management device; and means for transmitting request information for executing transaction control based on the calculated number of transactions that can be made to the order processing device and the exchange direct connection device.
請求項3に記載の注文システムにおいて、  The order system according to claim 3,
前記管理装置は、前記要求情報として、前記取引可能な件数を前記一括処理最大数とする要求が含まれることを特徴とする注文システム。  The order management system, wherein the management device includes, as the request information, a request for the maximum number of batch processes to be the number of transactions that can be made.
請求項4に記載の注文システムにおいて、  The order system according to claim 4,
前記管理装置は、前記取引可能な件数を前記一括処理最大数と比較し、比較の結果前記取引可能な件数が、前記一括処理最大数未満の場合、前記要求情報を送信することを特徴とする注文システム。  The management device compares the number of transactions that can be traded with the maximum number of batch processes, and transmits the request information when the number of transactions that can be traded is less than the maximum number of batch processes as a result of the comparison. Order system.
請求項2乃至5のいずれかに記載の注文システムにおいて、  The order system according to any one of claims 2 to 5,
前記管理装置は、前記閾値以上の取引要求量があるか否かを、予め定められた期間内での取引要求量が前記閾値と比較することで判定する手段をさらに有することを特徴とする注文システム。  The management device further comprises means for determining whether or not there is a transaction request amount equal to or greater than the threshold value by comparing the transaction request amount within a predetermined period with the threshold value. system.
JP2007274588A 2006-10-30 2007-10-23 Order system Expired - Fee Related JP5216299B2 (en)

Priority Applications (1)

Application Number Priority Date Filing Date Title
JP2007274588A JP5216299B2 (en) 2006-10-30 2007-10-23 Order system

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Application Number Priority Date Filing Date Title
JP2006293482 2006-10-30
JP2006293482 2006-10-30
JP2007274588A JP5216299B2 (en) 2006-10-30 2007-10-23 Order system

Publications (3)

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JP2008135013A JP2008135013A (en) 2008-06-12
JP2008135013A5 true JP2008135013A5 (en) 2010-07-08
JP5216299B2 JP5216299B2 (en) 2013-06-19

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* Cited by examiner, † Cited by third party
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JP5042918B2 (en) 2008-05-23 2012-10-03 株式会社日立ハイテクノロジーズ Method and apparatus for analyzing polychlorinated biphenyls in insulating oil
US9736034B2 (en) * 2012-09-19 2017-08-15 Oracle International Corporation System and method for small batching processing of usage requests
US10042787B2 (en) 2015-04-30 2018-08-07 International Business Machines Corporation Controlling data transfer for data processing
JP6558950B2 (en) * 2015-05-27 2019-08-14 富士通フロンテック株式会社 Order processing program, order processing apparatus and order processing method
JP7298145B2 (en) * 2018-12-04 2023-06-27 富士通株式会社 Securities trading device, securities trading method and securities trading program

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JPH08106501A (en) * 1994-10-06 1996-04-23 Hitachi Ltd Sales transaction processing system
US6081906A (en) * 1997-11-21 2000-06-27 Fuji Xerox Co., Ltd. Multi-thread processing with queuing and recovery

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