JP2008233989A - Security trading order management device and security trading order management method - Google Patents

Abstract

<P>PROBLEM TO BE SOLVED: To provide a security trading order management device capable of reducing loss of purchase opportunity of an investor, and allowing input of a sell order by easy and convenient technique. <P>SOLUTION: A plurality of pieces of order information are received as one group, it is decided whether a value of a security shown by the order information included in the group accords with a condition imparted to the order information or not, and it is decided whether information showing a money amount or the number calculated by one or both of the already ordered order information and the order information newly according with the condition according to new accordance of the condition imparted to the order information included in the group reaches order restriction information or not. When the information calculated by one or both of the already ordered order information and the order information newly according with the condition reaches the order restriction information, transmission about one of the non-transmitted order information of the group is stopped. <P>COPYRIGHT: (C)2009,JPO&INPIT

Description

  The present invention is a securities trading order management apparatus and securities trading order management that accepts order information indicating either a selling order or a buying order of securities and transmits the order information of the selling order or buying order to a stock exchange system. Regarding the method.

  In an online trading system in which a securities company's computer system accepts buying and selling orders via a communication network such as the Internet, in the case of cash transactions, if there is no deposit of more than the approximate purchase price in the case of cash transactions If the purchase cannot be made, and if the margin deposit does not meet the required amount specified by the securities company in the case of margin transactions and the margin in the case of futures / options, the purchase is also impossible. This is a process performed for risk management of securities firms, and its main purpose is to prevent the occurrence of advance payments and the lack of margin and guarantee money.

Usually, in the online trading system for securities, the maximum purchaseable amount (the maximum amount that can be built) is managed in real time, and whether the approximate purchase price exceeds the maximum purchaseable amount at the time of order entry. In many cases, it is determined whether or not an order is not accepted if this check is met. Here, Patent Document 1 discloses a technique for receiving an order for buying and selling securities via a communication network.
JP 2002-41798 A

By the way, an investor who places an order to buy or sell securities does not wish to purchase only one specific brand of securities. For example, investors
・ I would like to buy 1000 shares when A stock is less than 1000 yen.
・ I want to buy 2000 shares when the B stock is less than 800 yen.
・ I want to buy 2,000 shares when C stock is less than 500 yen.
May be willing to place orders with multiple conditions. However, in such a situation, for example, if the deposit of the investor at the securities company (the maximum amount that can be purchased) is only 1 million yen, the investor must enter the actual order among the above orders. Only one of these can be done. In other words, with the current online trading system, it is impossible to purchase orders that do not satisfy cash deposits, margins and guarantees at securities companies.

However, the above three conditional buy orders are transmitted to the stock exchange system unless the market value of the securities' stocks (A stock, B stock or C stock) is always in that condition. There is nothing.
Therefore, in a system that allows only a specific number of orders to be entered out of multiple conditional orders, the entered order is entered even though the conditions for the order that could not be entered due to a limit on the maximum purchase limit are satisfied. This condition may not be satisfied, and as a result, it may become impossible to place an order, which may result in a loss of purchase opportunities for investors. In addition, in the case of conditional selling orders, for example, it is required to provide investors with input of selling orders by a simple and convenient method.

  Therefore, the present invention provides a securities trading order management apparatus and a securities trading order management method that can reduce the loss of purchase opportunities for investors and can input selling orders by a simple and convenient method. It is an object.

  In order to achieve the above object, the present invention receives order information indicating either a sell order or a buy order of securities, and sends the sell order or buy order to the exchange or broker's computer system of each order. This is a securities trading order management device that transmits order information, and accepts input of a plurality of order information each assigned a condition relating to at least the value of securities, and identifies the plurality of order information as a group. Group registration means for registering in the storage unit in association with information, and order restriction for restricting order information to be transmitted to the exchange or broker computer system among the order information included in the group in accordance with transmission of the order information Accepts the input of information and registers the order restriction information registered in the storage unit in association with the group identification information. Means for determining whether or not the value of the security indicated by the order information included in the group matches the condition assigned to the order information, and the order information included in the group. The number or amount of money calculated by either or both of the newly matched order information and the order information already ordered to the exchange or broker's computer system One of restriction determination means for determining whether or not the information shown reaches the order restriction information, the newly matched order information, and the order information that has already been ordered to the exchange or broker's computer system When the information calculated by one or both reaches the order restriction information, the exchange or broker's computer in the group. For any of the order information not yet sent to the data system, the order deterring means for canceling or invalidating the order, and the value of the securities indicated by the order information included in the group matches the condition given to the order information. The securities trading order management apparatus comprising: ordering means for transmitting order information that is determined and whose transmission is not stopped to the computer system of the exchange or broker.

  In the securities trading order management apparatus described above, when the order restriction information is the number of orders, and the order information indicates a buy order, the restriction determination unit is configured to select an order that satisfies the condition in the group. The number of information is calculated, and it is determined whether or not the number reaches the number indicated by the order restriction information. If the number reaches the number indicated by the order restriction information, the new condition is met. The order deterring means cancels or invalidates an order indicated by unsent order information included in the group including the ordered information or unsent order information included in the group other than the newly matched order information. It is characterized by instructing.

  Further, the present invention is the above-described securities trading order management apparatus, wherein when the order restriction information is a purchaseable amount, and the order information indicates a buy order, the restriction determination unit is configured to satisfy the condition of the group. From all the matched order information, an approximate purchase price is calculated for orders that have not been executed, and a contract price is calculated for orders that have been executed, and the total is shown in the order restriction information. It is determined whether or not the purchaseable amount is reached, and if the total reaches the purchaseable amount, the unsent order information included in the group including the newly matched order information or the group The order deterring means is instructed to cancel or invalidate an order indicated by unsent order information included in the group other than the order information that newly satisfies the condition.

  Further, the present invention is the above-described securities trading order management apparatus, wherein when the order restriction information is the number of orders, and the order information indicates a sell order, the restriction determination means is an order that satisfies the condition in the group. The number of information is calculated, and it is determined whether or not the number reaches the number indicated by the order restriction information. If the number reaches the number indicated by the order restriction information, the new condition is met. The order deterring means cancels or invalidates an order indicated by unsent order information included in the group including the ordered information or unsent order information included in the group other than the newly matched order information. It is characterized by instructing.

  In the securities trading order management apparatus described above, when the order restriction information is a sale price target amount and the order information indicates a selling order, the restriction determination unit is configured to satisfy the condition of the group. From all the matched order information, the approximate sale price is calculated for orders that have not been executed, and the contract price is calculated for orders that have been executed, and the total is shown in the order restriction information. It is determined whether or not the price target amount is reached, and whether or not the total reaches the sales price target amount. When the total reaches the sales price target amount, the new condition is met. Cancellation or invalidity of orders indicated by unsent order information included in the group including the ordered information or unsent order information included in the group other than the newly matched order information Characterized by instruction to the order deterrent.

  In the securities trading order management apparatus described above, when the order restriction information is a sale price target amount and the order information indicates a selling order, the restriction determination unit is configured to satisfy the condition of the group. From all the matched order information, calculate the total of the promised price for each fulfilled order, and determine whether the total reaches the sale price target amount indicated by the order restriction information. When the total of the contract price reaches the sales price target for the first time, cancel or invalidate the order indicated by the unsent order information included in the group other than the newly matched order information. An instruction is given to the order inhibiting means.

  The present invention also accepts order information indicating either a selling order or a buying order for securities, and transmits the selling order or buying order order information to the exchange or broker's computer system for each order. A securities trading order management method of an order management device, wherein the group registration means of the securities trading order management device accepts input of a plurality of order information each given a condition related to at least the value of a security stock, A plurality of order information is registered as a group in a storage unit in association with group identification information, and the order restriction information registering means of the securities trading order management device is configured to include the exchange or broker among the order information included in the group. Order restriction information that restricts the order information sent to other computer systems along with the transmission of the order information Accepting and registering in the storage unit in association with the group identification information, the condition match determination means of the securities trading order management device, the value of the securities indicated by the order information included in the group is given to the order information The restriction determination means of the securities trading order management apparatus determines whether the new condition is met when the new condition of the condition given to the order information included in the group is met. It is determined whether or not information indicating the number or the amount of money calculated by one or both of the order information and the order information already ordered from the exchange or the broker computer system reaches the order restriction information. , The order deterring means of the securities trading order management device orders the newly matched order information and the computer system of the exchange or broker. If the information calculated by either or both of the order information reaches the order restriction information, the order information that has not been transmitted to the exchange or broker's computer system in the group The order is canceled or invalidated, and the ordering unit of the securities trading order management apparatus determines that the value of the securities indicated by the order information included in the group matches the condition given to the order information, and further stops transmission. A securities trading order management method, characterized in that order information not to be sent is transmitted to the exchange or broker's computer system.

  In the securities trading order management method described above, when the order restriction information is the number of cases and the order information indicates a buy order, the restriction determination unit is configured to select an order that satisfies the condition in the group. The number of information is calculated, and it is determined whether or not the number reaches the number indicated by the order restriction information. If the number reaches the number indicated by the order restriction information, the new condition is met. The order deterring means cancels or invalidates an order indicated by unsent order information included in the group including the ordered information or unsent order information included in the group other than the newly matched order information. It is characterized by instructing.

  In the securities trading order management method described above, when the order restriction information is a purchaseable amount, and the order information indicates a buy order, the restriction determination means includes the condition of the group. From all the matched order information, an approximate purchase price is calculated for orders that have not been executed, and a contract price is calculated for orders that have been executed, and the total is shown in the order restriction information. It is determined whether or not the purchaseable amount is reached, and if the total reaches the purchaseable amount, the unsent order information included in the group including the newly matched order information or the group The order deterring means is instructed to cancel or invalidate an order indicated by unsent order information included in the group other than the order information that newly satisfies the condition.

  In the securities trading order management method, when the order restriction information is the number of orders, and the order information indicates a sell order, the restriction determination means is the order that satisfies the condition in the group. The number of information is calculated, and it is determined whether or not the number reaches the number indicated by the order restriction information. If the number reaches the number indicated by the order restriction information, the new condition is met. The order deterring means cancels or invalidates an order indicated by unsent order information included in the group including the ordered information or unsent order information included in the group other than the newly matched order information. It is characterized by instructing.

  In the securities trading order management method described above, when the order restriction information is a sale price target amount and the order information indicates a selling order, the restriction determination unit is configured to satisfy the condition of the group. From all the matched order information, the approximate sale price is calculated for orders that have not been executed, and the contract price is calculated for orders that have been executed, and the total is shown in the order restriction information. It is determined whether or not the price target amount is reached, and whether or not the total reaches the sales price target amount. When the total reaches the sales price target amount, the new condition is met. Cancellation or invalidity of orders indicated by unsent order information included in the group including the ordered information or unsent order information included in the group other than the newly matched order information Characterized by instruction to the order deterrent.

  In the securities trading order management method described above, when the order restriction information is a sale price target amount and the order information indicates a selling order, the restriction determination unit is configured to satisfy the condition of the group. From all the matched order information, calculate the total of the promised price for each fulfilled order, and determine whether the total reaches the sale price target amount indicated by the order restriction information. When the total of the contract price reaches the sales price target for the first time, cancel or invalidate the order indicated by the unsent order information included in the group other than the newly matched order information. An instruction is given to the order inhibiting means.

  According to the present invention, a plurality of orders can be registered in a group of purchase order upper limit designated group buy orders, and orders of the number designated in the order number upper limit of the registered orders are automatically processed. Can place a buy order without missing the opportunity. In addition, for a plurality of orders registered as a group, the purchase price can be restrained to the minimum required amount, thereby improving the service. Further, when the order number upper limit is reached, the ordering of other orders in the group can be stopped, so that automatic purchase processing based on the order number upper limit designated by the user can be performed.

  Further, according to the present invention, a plurality of orders can be registered in the group of the total amount upper limit designated group buying order, and orders up to the amount specified by the upper limit of the group purchaseable amount among the registered orders are automatically processed for ordering. Therefore, the investor can place a purchase order without missing an opportunity until the upper limit of the group purchase price is reached, thereby improving the service. In addition, when the group purchase limit is reached, other orders in the group can be stopped, so automatic purchase processing is performed based on the group purchase limit specified by the user. be able to.

  In addition, according to the present invention, a plurality of orders can be registered in the group of the number upper limit designated group selling order, and the order of the number designated by the order number upper limit of the registered orders is automatically processed for ordering, An investor can place a sell order without missing an opportunity, thereby improving the service. Further, when the order number upper limit is reached, the ordering of other orders in the group can be stopped, so that the sale can be automatically processed based on the order number upper limit designated by the user.

  Further, according to the present invention, a plurality of orders can be registered in the group of the total amount upper limit designated group selling order, and orders up to the total amount designated by the sales price target amount among the registered orders are automatically processed for ordering. Thus, the investor can place a sell order without missing an opportunity, thereby improving the service. In addition, when the sales price target amount is reached, the ordering of other orders in the group can be stopped, so that the sale can be automatically processed based on the sales price target amount designated by the user.

  Hereinafter, a securities trading order management apparatus according to an embodiment of the present invention will be described with reference to the drawings. FIG. 1 is a block diagram showing the configuration of the securities trading order management apparatus according to the embodiment. In this figure, reference numeral 1 denotes a securities trading order management device. Reference numeral 2 denotes an investor terminal that transmits order information of securities selling or buying orders to the securities trading order management apparatus 1. Reference numeral 3 denotes a securities company terminal that transmits order information to the securities trading order management apparatus 1 based on a request from an investor. Reference numeral 4 is a computer system of a securities exchange or a securities information vendor that transmits information such as the current value, quote price, trading volume, and quoted quantity of each stock of the securities to the securities trading apparatus 1. Reference numeral 5 denotes a computer system of a stock exchange or a securities broker that receives order information of sell orders and buy orders transmitted by the securities trading order management apparatus 1. Investor terminal 2, securities company terminal 3, stock exchange, information vendor computer system 4, stock exchange, broker computer system 5 each manage securities trading orders via a communication network (for example, the Internet network or a dedicated line). It is connected to the device 1.

  The securities trading order management apparatus 1 also includes an order processing unit 11 (group registration means, order restriction information registration means) for receiving securities order information from the investor terminal 2 and the securities company terminal 3, and the order information indicates a buy order. Credit management unit 12 that determines whether or not the deposit of cash, margin or guarantee is satisfied, and whether or not the market price of the brand indicated in the order information matches the conditions given to the order information A condition match determination unit 14 (condition match determination means, order transmission restriction means) for determining whether or not order information determined to match the conditions given to the order information is put on the market, that is, a stock exchange or Order management unit 15 (limitation determination means, order transmission restriction means) for determining whether or not to transmit to the broker computer system 5, and order information as stock exchange or broker computer system It includes a purchase order processing unit 16 (order unit), a to be transmitted to. The securities trading order management apparatus 1 also stores an order information storage unit 17 for storing order information, and an order for storing a plurality of order information in association with group identification information (order group number) indicating a single group. The group management data storage unit 18, the order condition management data storage unit 19 for storing the ordering conditions given to each order information, and the number of shares designated in the order when the selling order is placed Balance management unit 20 that determines whether the number of shares of the same brand that is already held minus the number of shares that are already in the order of sale has been exceeded, and a deposit balance that stores the deposit balance of securities held by each investor And a storage unit 21.

  In addition, although it demonstrated that the securities trading order management apparatus 1 was provided with each process part of the codes | symbols 11-16 and 20 in FIG. 1, one or some of the functions of each process part are provided in a some server or apparatus. By separately providing functions and connecting via a communication network, the same processing as the securities trading order management apparatus 1 may be performed using a plurality of servers and apparatuses.

  The securities trading order management apparatus 1 is an apparatus that receives order information indicating either a selling order or a buying order of securities and transmits the order information of the selling order or the buying order to a stock exchange system. First, an order group management data storage unit 18 accepts an input of a plurality of order information to which at least a condition relating to the value of securities is assigned and associates the order information as a group with group identification information. Register with Also, the securities trading order management apparatus 1 inputs the order restriction information for restricting the order information to be transmitted to the stock exchange system among the order information included in the group in accordance with the transmission of the order information. Accepted from the terminal 3 and registered in the order condition management data storage unit 19 in association with the group identification information.

  Also, the securities trading order management apparatus 1 determines whether the value of the securities indicated by the order information included in the group matches the condition given to the order information, and indicates the order information included in the group. The order information determined that the value of the securities matches the condition given to the order information is sequentially transmitted to the stock exchange system. In addition, with the transmission of the order information included in the group to the stock exchange system, it is determined whether or not the information calculated by the transmitted order information reaches the order restriction information, and the transmitted order information When the information calculated by (1) reaches the order restriction information, the order is canceled or invalidated for any order information not transmitted to the stock exchange system in the group. As a result, the securities trading order management apparatus 1 can reduce the loss of the purchase opportunity of the investor and can accept the input of the selling order by a simple and convenient method.

Next, information stored in the database will be described.
FIG. 2 is a diagram showing an order information table stored in the order information storage unit.
As shown in this figure, the order information table includes an order ID, a securities company ID, an investor ID, information indicating a sell order or a buy order (sell or buy), information for specifying a brand of securities (brand code, etc.), A market for placing an order (such as a stock exchange), the number of trading shares, information indicating the limit or market price, limit price, etc. are stored in association with each other. Various information registered in the order information table is stored in the order information received by the order processing unit 11 from the investor terminal 2 or the securities company terminal 3, and when the order processing unit 11 receives the order information, the order information is received. Register the information stored in the order information table.

  FIG. 3 is a diagram showing an order group management table stored in the order group management storage unit. As shown in this figure, the order group management table A is recorded with the order group number (No.), the order ID, and the priority order associated with each other.

FIG. 4 is a diagram showing an order group restriction information management table stored in the order group management storage unit.
As shown in this figure, the order group restriction information management table records an order group number (No.), a condition type, and an upper limit value in association with each other.

FIG. 5 is a diagram showing an order condition management table stored in the order group management storage unit.
As shown in this figure, in the ordering condition management table, order IDs, condition values, and above / below information are associated and recorded.

  The information registered in each table in FIG. 3 to FIG. 5 is that the order processing unit 11 receives the number upper limit specified group buy (sell) order, the total upper limit specified group buy order, and the total upper limit specified group sell order. Registered. Note that a group buy (sell) order with an upper limit on the number of orders means that multiple buy (sell) orders are registered within the group, and the order number limit is reached in the order in which the ordering conditions assigned to each order within the group are satisfied. This is an order for sending order information to the stock exchange or broker's computer system 5 (that is, placing an order). When the order number limit is reached, unordered order information in the group is automatically canceled.

  In addition, a group purchase order with an upper limit of total amount is a group purchase order in which a plurality of purchase orders are registered and orders placed in the order in which each order condition assigned to each order in the group is satisfied. Calculate the total purchase price of completed orders, determine whether the total reaches the upper limit for group purchases, and if the total reaches the upper limit for group purchases, Among orders included in the order, the transmission of orders not yet transmitted to the stock exchange system is stopped (automatic cancellation of the order). That is, orders within the group are placed in the order in which the conditions given to the order are satisfied until the total of the approximate purchase price reaches the upper limit of the group purchase possible amount.

  In addition, the total amount upper limit designated group selling order is an order placed in the order in which a plurality of selling orders are registered in the group and each ordering condition given to each order in the group is satisfied, , Out of all the order information that matches the conditions of the group, calculate the approximate sale price for orders that have not been executed, and the contract price for orders that have been executed, Judge whether the sales price target amount indicated in the restriction information will be reached, determine whether the total reaches the sales price target amount, and if the total reaches the sales price target amount, Stop sending unsent order information included in groups that contain order information that matches the conditions or unsent order information that is included in groups other than newly matched order information (automatically pick up orders) Tooth) is an order to perform.

  Further, as another process in the total amount upper limit designated group selling order, a plurality of selling orders are registered in the group, and the order is placed in the order in which each ordering condition assigned to each order in the group is satisfied, Also, from all the order information that matches the conditions in the group, the total of the contract price for each of the orders that have been executed is calculated, and the total of the contract price is shown in the order restriction information Judgment whether or not the price target amount is reached, whether or not the total of the contracted price reaches the target price for sale, and if the total of the contracted price reaches the target price for sale for the first time, The order may be an order for which transmission of unsent order information included in the group other than the order information that satisfies the condition is stopped (automatic cancellation of the order).

  Next, each process of the securities trading order management apparatus in the four orders of the number upper limit designated group buying order, the total amount upper limit designated group buying order, the number upper limit designated group selling order, and the total amount upper limit designated group selling order will be described below.

<Group purchase order with maximum number of cases>
FIG. 6 is an example of a screen displayed on the terminal when registering a purchase order with a maximum number of cases specified.
FIG. 7 is a diagram showing a processing flow of the securities trading order management apparatus in the group upper limit designation group buying order.
When registering a purchase order with a maximum number of groups specified, an investor or a person in charge of a securities company (a person in charge of registering an order received by telephone from the investor) uses the investor terminal 2 or the securities company terminal 3 Then, the securities trading order management apparatus 1 connected to the terminal via the communication network is accessed, and the screen of FIG. 6 is displayed on the terminal. A plurality of orders are registered as one number upper limit designation group using the screen of FIG. 6 displayed on the terminal. In the present embodiment, the group No. And the maximum number of orders (the maximum number of orders in a group), multiple order issues, trading markets, ordering conditions, number of shares purchased, market / limit price, limit price, Order information including the priority order of each assigned order is registered.

  In the example of FIG. 6, the order of the brand “AAA”, the market “a”, the ordering condition “buy 10000 shares when satisfying 1400 yen or more”, “limit”, “limit unit price 1400 yen” is the highest priority order 01 Also, the brand “BBB”, the market “a”, the ordering condition “buy 1000 shares when satisfying 6000 yen or more”, “marketing” order is the 02nd priority, the brand “CCC”, the market “a” , Order condition “Buy 5000 shares if 4900 yen or less is satisfied”, “Limit price”, “Limit price 4890 yen” order is the 03rd priority, Brand “DDD”, Market “b”, Order condition “2600 Orders for 7000 shares if you meet below Yen, “Seisei” are ranked 04th in order, brand “EEE”, market “c”, ordering conditions “Buy 1000 shares if you meet more than 8200 Yen”, “ Order of “community” is in priority order 05 position, an example in which each order is entered.

  In addition, as for the registration method of the number limit specified group buy order, each order is first registered and stored separately in the securities trading order management device 1, and these multiple orders can be added to the number limit specified group buy order at an arbitrary time. It is also possible to register as a plurality of orders, or to input information of a plurality of orders included in the group at the time of registering the purchase order for the upper limit number of cases. When an order registration instruction is input at the investor terminal 2 or the securities company terminal 3, the information on the number upper limit group purchase order is transmitted to the securities trading order management apparatus 1 via the communication network. Then, the order processing unit 11 receives the information on the number upper limit designated group buying order (step S101). Various information registered on the screen of FIG. 6 is stored in the information on the number upper limit designated group buying order.

  Next, the order processing unit 11 transfers the information on the number upper limit designated group purchase order to the credit management unit 12 and requests credit processing. In the credit management unit 12, as a credit processing, a plurality of orders assigned to the group of purchase orders with the maximum number of cases specified are calculated based on the approximate purchase price of the securities indicated by each order (a calculation method determined for each securities company). The order of the maximum purchase price, and the total purchase price of each order with the maximum number of orders specified on the registration screen in order from the largest purchase price. The limit amount (stored for each investor) is compared (step S102). And, as a result of the comparison, if the total of the approximate purchase price of each order of the maximum number of orders specified on the registration screen in order from the largest of the approximate purchase price does not exceed the maximum purchase price Then, the credit OK is notified to the order processing unit 11.

  When receiving the credit OK from the credit management unit 12, the order processing unit 11 registers information on the number upper limit specified group purchase order in the order information table of the order information storage unit 17. In addition, the order processing unit 11 determines the order group No. based on the information on the number upper limit designated group buy order. And the order ID (identification number for each order assigned by the order processing unit 11 for each order) and the priority order are associated with each other and registered in the order group management table of the order group management data storage unit 18.

  In addition, the order processing unit 11 receives an order group number. And the condition type and the upper limit value are associated with each other and registered in the order group restriction information management table. That is, here, the condition type designated by the group of the number upper limit designated group buying order and the upper limit value thereof are registered. The order processing unit 11 registers the condition value (amount) of the order and information indicating above / below in the order condition management table for each order ID.

  The order processing unit 11 notifies the group ID of the group ID, for example, so that each order is based on the ordering condition of each order included in the group ID and the current value of the brand of each order. The condition match determination unit 14 is instructed to determine whether or not the current value of the brand name matches the ordering condition (condition match determination). When the condition match determination unit 14 receives a condition match determination instruction, the order ID of each order included in the notified group ID and the order condition (condition value, above / The following information) is read from the order condition management table. Further, the current value of the brand indicated by the read order ID is read from the market price detection processing unit 13. The market price detection processing unit 13 constantly receives data such as stock prices of securities from stock exchanges and information vendor computer systems via a communication network. The condition match determination unit 14 reads the information and stores it in a storage area such as a memory or a hard disk drive, and compares this data with the ordering conditions of each order. Then, the condition match determination unit 14 determines whether or not the ordering condition for each order included in the group of the number upper limit designation group buying order is satisfied (step S103). For example, if the order information is priority number 01, it is determined whether or not the current value of the “AAA” brand is 1400 yen or more. The condition match determination unit 14 then determines the order ID of the order for which the ordering condition is satisfied and the order group number including the order. To the order management unit 15.

  Next, the order management unit 15 selects an order group No. including an order that satisfies the ordering conditions. The number of orders placed in the group and the number of orders placed in the group are obtained from the order information table and the order group control information management table and compared. It is determined whether or not it has been reached (step S104). This determination can be made, for example, based on whether (order upper limit number-ordered number) has become 0 (zero). If the number of orders that have been ordered has not reached the upper limit of the number of orders, the order processing unit 16 is notified of the order ID of the order that satisfies the ordering conditions, and the order processing for the order indicated by the order ID is performed. Instruct the start of. Then, the order processing unit 16 reads the order information from the order information table based on the order ID, and transmits the order information to the stock exchange / broker computer system 5 (step S105). Thereby, order processing is performed. Then, the order processing unit 16 transmits the order ID of the order for which the order information has been transmitted and the order group number of the order. The unordered information recorded in the order information table in association with is updated to the ordered information.

  Further, in the processing of the order management unit 15, it is determined whether or not the number of orders that have been ordered has reached the upper limit of the number of orders (step S106), and the condition match determination unit 14 is determined until it is determined that the order has been reached. Determines whether the ordering condition for each order included in the group of the number upper limit designated group buying order is satisfied. If it is determined in the processing of the order management unit 15 that the number of orders that have been ordered has reached the upper limit of the number of orders, the order management unit 15 discards the processing of the order that newly satisfies the ordering conditions. The order group No. in which the number of orders that have been ordered has reached the upper limit of the number of orders. Is sent to the condition match determination unit 14. Then, the condition match determination unit 14 receives the notified order group number. The condition matching judgment for each order included in is stopped. As a result, each unordered order included in the group of the order number specified group buying order in which the number of ordered orders has reached the order number upper limit is automatically canceled (step S107).

  Further, the order management unit 15 has already started order information transmission processing by the processing of the order processing unit 16 even when the number of orders that have been ordered has not reached the upper limit of the number of orders. When it is predicted that the number of orders that have been placed on order based on the completion of transmission will reach the upper limit of the number of orders (for example, is the order processing process managed by the same order group number operating? If it is operating and the order is processed by the order processing by the process, and the number of orders already ordered in the same group and the number of orders already ordered in the same group, It is possible to predict whether or not the value has been reached.), The order of the order in which the ordering process is currently running, and the order in which the ordering condition is newly established (that is, notified from the condition match determination unit 14) Compared read from the order group management table A, it determines which priorities are or higher.

 If the priority of the order in which the ordering process is currently running is higher than the priority of the order for which the ordering condition is newly established, the order for which the ordering condition is newly established is discarded. Further, if the priority of the order for which the ordering condition is newly established is higher than the priority of the order in which the current ordering process is running, the ordering process currently being processed is stopped. By such processing, when the ordering condition is satisfied almost simultaneously for a plurality of orders, an order having a high priority can be preferentially placed. In other words, it is possible to answer the request for the priority of each order registered by the investor.

  Thus, the processing of the securities trading order management apparatus 1 in one number upper limit designated group buying order is completed. The securities trading order management apparatus 1 can simultaneously perform the above-described processing for a plurality of number upper limit designated group buying orders. Then, in the processing of the above-mentioned number upper limit designated group buying order, the securities trading order management device 1 calculates the number of order information that satisfies the condition among the groups set in the number upper limit designated group buying order, It is determined whether the number of cases reaches the number indicated by the order restriction information. If the number reaches the number indicated by the order restriction information, the unsent information included in the group including the order information that newly meets the conditions The transmission of unsent order information included in a group other than the order information or the order information that newly satisfies the condition is stopped. As a result, multiple orders can be registered in the group with the maximum number of groups specified for purchase orders, and the number of orders specified with the maximum number of orders among the registered orders are automatically processed. Buy orders can be placed without missing. In addition, for a plurality of orders registered as a group, the purchase price can be restrained to the minimum required amount, thereby improving the service. Further, when the order number upper limit is reached, the ordering of other orders in the group can be stopped, so that automatic purchase processing based on the order number upper limit designated by the user can be performed.

<Total limit specified group buy order>
Next, processing of the total amount upper limit specified group purchase order will be described.
FIG. 8 is an example of a screen displayed on the terminal when registering the total amount upper limit designated group buying order.
FIG. 9 is a diagram showing a processing flow of the securities trading order management apparatus in the total amount upper limit designated group buying order.
When registering the total amount upper limit designated group purchase order, an investor or a person in charge of a securities company (a person in charge of registering an order received by telephone from the investor) uses the investor terminal 2 or the securities company terminal 3 The terminal accesses the securities trading order management apparatus 1 connected via the communication network. Thereby, the screen of FIG. 8 is displayed on the terminal, and a plurality of orders are registered as one total amount upper limit designation group using the screen. In the present embodiment, in the screen of FIG. And the upper limit of the maximum group purchase price (the upper limit of the total purchase price when each order assigned to a group is executed), the multiple order brands, trading markets, ordering conditions, Order information including the number of shares, market / limit price, limit unit price, priority order of each order assigned to one group, etc. is registered.

  In the example of FIG. 8, the order of the brand “AAA”, the market “a”, the order condition “buy 10000 shares when satisfying 1400 yen or more”, “limit”, “limit unit price 1400 yen” is the priority 01st. Also, the brand “BBB”, the market “a”, the ordering condition “buy 1000 shares when satisfying 6000 yen or more”, “marketing” order is the 02nd priority, the brand “CCC”, the market “a” , Order condition “Buy 5000 shares if 4900 yen or less is satisfied”, “Limit price”, “Limit price 4890 yen” order is the 03rd priority, Brand “DDD”, Market “b”, Order condition “2600 Orders for 7000 shares if you meet below Yen, “Seisei” are ranked 04th in order, brand “EEE”, market “c”, ordering conditions “Buy 1000 shares if you meet more than 8200 Yen”, “ Order of “community” is in priority order 05 position, an example in which each order is entered.

  In addition, the method of registering the total amount upper limit specified group buy order is to first register and save each order separately in the securities trading order management device 1, and then order those multiple orders at the total time upper limit specified group buy order. It is also possible to register as a plurality of order information included in the group at the time of registering the purchase order for the total amount upper limit designation group. Then, when an order registration instruction is input at the investor terminal 2 or the securities company terminal 3, the information on the total upper limit designated group purchase order is transmitted to the securities trading order management apparatus 1 via the communication network. Then, the order processing unit 11 receives information on the total amount upper limit designated group buying order (step S201). Various information registered on the screen of FIG. 8 is stored in the information on the total amount upper limit designated group purchase order.

  Next, the order processing unit 11 transfers information on the total amount upper limit designated group purchase order to the credit management unit 12 and requests credit processing. In the credit management unit 12, as the credit processing, the value of the upper limit of the group purchaseable amount is determined by the investor purchaseable amount (the deposit amount of the investor, the deposit or the deposit, the deposit amount, It is determined whether or not the upper limit of the new purchase (the upper limit of the new purchase calculated from the order or the delivery price of the contract) is exceeded, and the credit management unit 12 is registered in the group of the total upper limit designated group purchase order. It is then determined whether the approximate purchase price of each individual order exceeds the group purchase maximum limit (step S202). The upper limit of the group maximum purchase amount does not exceed the maximum purchase limit of the investor who registered the total amount specified group purchase order, and each individual registered within the group of the total amount specified group purchase order. If the approximate purchase price of the order does not exceed the upper limit of the group purchase possible amount, the credit management unit 12 notifies the order acceptance processing unit 11 of credit OK. It should be noted that there is no problem even if the total purchase price of individual orders registered in the group of the total upper limit designated group purchase order exceeds the upper limit of the group purchase possible amount.

  When receiving the credit OK from the credit management unit 12, the order processing unit 11 registers the information on the total amount upper limit designated group purchase order in the order information table of the order information storage unit 17. Further, the order processing unit 11 determines the order group No. based on the information on the total amount upper limit designated group buying order. And the order ID (identification number for each order assigned by the order processing unit 11 for each order) and the priority order are associated with each other and registered in the order group management table. That is, here, the information of each order included in the group of the total amount upper limit designated group buying order is registered.

  In addition, the order processing unit 11 receives an order group number. And the condition type and the upper limit value are associated with each other and registered in the order group restriction information management table. That is, here, the condition type designated in the group of the total amount upper limit designated group buying order and the upper limit value thereof are registered. The order processing unit 11 registers the condition value (amount) of the order and information indicating above / below in the order condition management table for each order ID.

  The order processing unit 11 notifies the group ID of the group ID, for example, so that each order is based on the ordering condition of each order included in the group ID and the current value of the brand of each order. The condition match determination unit 14 is instructed to determine whether or not the current value of the brand name matches the ordering condition (condition match determination). When the condition match determination unit 14 receives a condition match determination instruction, the order ID of each order included in the notified group ID and the order condition (condition value, above / The following information) is read from the order condition management table. Further, the current value of the brand indicated by the read order ID is read from the market price detection processing unit 13. Then, the condition match determination unit 14 determines whether or not an order condition for each order included in the group of the total amount upper limit designated group purchase order is satisfied (step S203). For example, if the order information is priority number 01, it is determined whether or not the current value of the “AAA” brand is 1400 yen or more. The condition match determination unit 14 then determines the order ID of the order for which the ordering condition is satisfied and the order group number including the order. To the order management unit 15.

  Next, the order management unit 15 selects an order group No. including an approximate purchase price related to the brand of the order for which the order condition is satisfied and an order for which the order condition is satisfied. The estimated purchase price related to the brands of orders already placed in the other orders included in. Then, the order group No. including the total of the approximate purchase price and the orders for which the ordering conditions are satisfied is included. Are compared with the value of the upper limit of the group purchaseable amount in step S204 to determine whether or not the total of the approximate purchase price has reached the value of the upper limit of the group purchaseable amount (step S204). If the total purchase price does not reach the upper limit of the group purchase amount, the order management unit 15 notifies the order processing unit 16 of the order ID of the order that satisfies the ordering condition, and the order ID The start of order processing for the order indicated by is instructed. Then, the order processing unit 16 reads the order information from the order information table based on the order ID, and transmits the order information to the stock exchange / broker computer system 5 (step S205). Thereby, order processing is performed. Then, the order processing unit 16 transmits the order ID of the order for which the order information has been transmitted and the order group number of the order. The unordered information recorded in association with and is updated to the ordered information.

  Then, in the processing of the order management unit 15, it is determined whether or not the total of the approximate purchase price has reached the upper limit of the group purchase possible amount (step S206), and the condition matching determination is made until it is determined that it has been reached. The unit 14 determines whether or not the ordering condition for each order included in the group of the total amount upper limit designated group buying order is satisfied. Further, when it is determined in the processing of the order management unit 15 that the total purchase price has reached the upper limit of the group purchase amount, the order management unit 15 can purchase the total purchase price in the group. Order group No. that has reached the upper limit value. Is sent to the condition match determination unit 14. Then, the condition match determination unit 14 receives the notified order group number. The condition matching judgment for each order included in is stopped. Thereby, each unordered order included in the group of the total upper limit designated group purchase order in which the total of the approximate purchase price has reached the upper limit of the group purchaseable amount is automatically canceled (step S207).

  Further, even when the order management unit 15 determines that the total approximate purchase price reaches the upper limit of the group purchaseable amount, the order information transmission process is started by the process of the current order processing unit 16, If the processing has not been completed yet (for example, it is determined whether or not the order processing process managed by the same order group number is operating, and if it is operating, The ordering process can be determined to be an ordering process that has not been completed yet.) An order for which the ordering process is currently in progress and a new ordering condition are satisfied (that is, a notification is received from the condition match determination unit 14). ) The order priority is read from the order group management table and compared to determine which priority is higher.

  If the priority of the order in which the ordering process is currently running is higher than the priority of the order for which the ordering condition is newly established, the order for which the ordering condition is newly established is discarded. Further, if the priority of the order for which the ordering condition is newly established is higher than the priority of the order in which the current ordering process is running, the ordering process currently being processed is stopped. By such processing, when the ordering condition is satisfied almost simultaneously for a plurality of orders, an order having a high priority can be preferentially placed. That is, it is possible to respond to a request for the priority order of each order registered by the investor.

  In addition, every time an order that has been placed in a group of one total upper limit designated group purchase order occurs, the order management unit 15 executes the order from the upper limit of the group purchase possible amount (order has been placed). Deduct (minus) the approximate purchase price of the order (this is called the group purchase balance). Then, among the individual orders that have not been ordered in the group, those orders whose estimated purchase price exceeds the group purchaseable amount balance are canceled at that time (for example, a cancellation flag is set in the database). In addition, it is determined that the condition matching determination is continued for each unordered order in the group whose estimated purchase price does not exceed the group purchaseable amount balance. This process is repeated each time an order that has already been placed in one total upper limit designated group buying order group is generated, and an order that can continue the condition matching judgment among unordered orders is identified.

  Thus, the processing of the securities trading order management apparatus 1 in one total upper limit designated group buying order is completed. The securities trading order management apparatus 1 can simultaneously perform the above-described processing for a plurality of total upper limit designated group buying orders. Then, in the processing of the above-mentioned total upper limit designated group buy order, the securities trading order management apparatus 1 executes a contract from all the order information that matches the conditions among the groups set in the total upper limit designated group buy order. Approximate purchase price is calculated for orders that have not been completed, and contracted price is calculated for orders that have been executed, and whether or not the total reaches the available purchase price indicated in the order restriction information. And if the total reaches the purchaseable amount, it is included in a group other than the unsent order information newly included in the group including the order information newly matched with the condition or the order information newly matched with the condition. Automatically cancels unsent order information. As a result, multiple orders can be registered in the group purchase order group specified by the total amount upper limit, and orders up to the amount specified by the upper limit of the group purchaseable amount among the registered orders are automatically processed. The house can place a purchase order without missing the opportunity until the upper limit of the group purchase amount is reached, thereby improving the service. In addition, when the group purchase limit is reached, other orders in the group are automatically canceled, so automatic purchase processing based on the group purchase limit specified by the user should be performed. Can do.

<Group sell order with specified upper limit>
FIG. 10 is a screen example showing a brand selection screen at the time of ordering.
FIG. 11 is an example of a screen displayed on the terminal when registering the number upper limit designated group selling order.
FIG. 12 is a diagram showing a processing flow of the securities trading order management apparatus in the group upper limit designation group selling order.
FIG. 10 and FIG. 11 show that the investor or the person in charge of the securities company (the person in charge of registering the order received from the investor by telephone or the like) when registering the group sale order with the maximum number of cases, The company terminal 3 is displayed on the terminal by accessing the securities trading order management apparatus 1 connected to the terminal via the communication network. First, the investor or the person in charge of the securities company uses the screen shown in FIG. 10 to select a stock to be registered in one group as a group upper limit designation group selling order among stocks of securities already owned by the investor. Select multiple. 10 is selected and a confirmation button is pressed, a confirmation screen (not shown) is output. When the registration button is further pressed on the confirmation screen, the securities trading order management apparatus 1 The screen of FIG. 11 is displayed on the investor terminal 2 or the securities company terminal 3 by the processing of the order processing unit 11. Then, the investor or the person in charge of the securities company displays the group number of the number upper limit designated group selling order on the screen of FIG. 11 displayed on the investor terminal 2 or the securities company terminal 3. And the upper limit of the number of orders (upper limit of how many orders will be placed in the group), the market for selling orders for each of the multiple brands selected in the screen of FIG. 10, and the ordering conditions for making those orders The order information including the number of shares to be sold, the market price / limit price, and the desired sale price (unit price) and the priority order of the plurality of orders within the group are input and the confirmation button is pressed. Thereby, registration of the number upper limit designation group selling order can be performed.

  In the example of FIG. 11, the order of the brand “III”, the market “a”, the ordering condition “sell 1000 shares if 1500 yen or more is met”, and “marketing” is the priority 01st place, the brand “EEE”, the market “A”, ordering conditions “Sell 5000 stocks when satisfying 4900 yen or less”, “Limit price”, “Selling price 4900 yen” is the order of priority 02, Brand “AAA”, Market “b”, The order of “sale of 1000 shares when satisfying 2600 yen or more”, “limit price”, “desired sale price of 2600 yen” is the third place priority, brand “FFF”, market “a”, order condition “6000” 7000 shares sold if less than Yen ”,“ Seisei ”orders ranked 04th, brand“ DDD ”, market“ c ”, order condition“ sell 1000 shares if more than 8200 Yen ”,“ Order of “community” has priority 0 Position, the respective orders shows an example input.

  When an order registration instruction is input at the investor terminal 2 or the securities company terminal 3, the information on the number upper limit designated group selling order is transmitted to the securities trading order management apparatus 1 via the communication network. Then, the order processing unit 11 receives information on the number upper limit designated group selling order (step S301). Various types of information registered on the screen of FIG. 11 are stored in the information on the number upper limit designated group selling order.

  Next, the order processing unit 11 transfers information on the number upper limit designated group selling order to the balance management unit 20 and requests an order validity determination process. The balance management unit 20 reads the number of shares sold for each order included in the group from the information on the number upper limit specified group selling order as the order validity determination process, and the number of shares sold for each order is the number of shares sold for the order. It is determined whether or not the number of shares held by the investor for the brand is exceeded (step S302). Note that the number of shares that can be sold is the remaining number obtained by subtracting the number of shares in sale order from the number of shares held in the issue. If the number of shares sold for each order brand does not exceed the number of shares held by the investor for the order brand, the balance management unit 20 notifies the order processing unit 11 of the order validity OK.

  When the order processing unit 11 receives the order validity OK from the balance management unit 12, the order processing unit 11 registers information on the number upper limit designated group selling order in the order information table of the order information storage unit 17. Further, the order processing unit 11 determines the order group No. based on the information on the number upper limit designated group selling order. And the order ID (identification number for each order assigned by the order processing unit 11 for each order) and the priority order are associated and registered in the order group management table. That is, here, the information on each order included in the group of the number upper limit designated group selling order is registered.

  In addition, the order processing unit 11 receives an order group number. And the condition type and the upper limit value (number of cases) are registered in the order group restriction information management table in association with each other. That is, here, the condition type designated in the group of the number upper limit designated group selling order and the upper limit value thereof are registered. The order processing unit 11 registers the condition value (amount) of the order and information indicating above / below in the order condition management table for each order ID.

  The order processing unit 11 notifies the group ID of the group ID, for example, so that each order is based on the ordering condition of each order included in the group ID and the current value of the brand of each order. The condition match determination unit 14 is instructed to determine whether or not the current value of the brand name matches the ordering condition (condition match determination). When the condition match determination unit 14 receives a condition match determination instruction, the order ID of each order included in the notified group ID and the order condition (condition value, above / The following information) is read from the order condition management table. Further, the current value of the brand indicated by the read order ID is read from the market price detection processing unit 13. The market price detection processing unit 13 constantly receives data such as stock prices of securities from stock exchanges and information vendor computer systems via a communication network. The condition match determination unit 14 reads the information and stores it in a storage area such as a memory or a hard disk drive, and compares this data with the ordering conditions of each order. Then, the condition match determination unit 14 determines whether or not an ordering condition for each order included in the group of the number upper limit designated group selling order is satisfied (step S303). For example, if the order information is priority number 01, it is determined whether or not the current value of the brand of “III” is 1500 yen or more. The condition match determination unit 14 then determines the order ID of the order for which the ordering condition is satisfied and the order group number including the order. To the order management unit 15.

  Next, the order management unit 15 selects an order group No. including an order that satisfies the ordering conditions. The number of orders placed in the group and the number of orders placed in the group are obtained and compared from the order information table and the order group control information management table. It is determined whether or not it has been reached (step S304). This determination can be made, for example, based on whether (order upper limit number-ordered number) has become 0 (zero). If the number of orders that have been ordered has not reached the upper limit of the number of orders, the order processing unit 16 is notified of the order ID of the order that satisfies the ordering conditions, and the order processing for the order indicated by the order ID is performed. Instruct the start of. Then, the order processing unit 16 reads the order information from the order information table based on the order ID, and transmits the order information to the stock exchange / broker computer system 5 (step S305). Thereby, order processing is performed. Then, the order processing unit 16 transmits the order ID of the order for which the order information has been transmitted and the order group number of the order. The unordered information recorded in association with and is updated to the ordered information.

  Further, in the process of the order management unit 15, it is determined whether or not the number of orders that have been ordered has reached the upper limit of the number of orders (step S306), and the condition match determination unit 14 is determined until it is determined that the order has been reached. Determines whether or not the ordering condition for each order included in the group of the number upper limit designated group selling order is satisfied. If it is determined in the processing of the order management unit 15 that the number of orders that have been ordered has reached the upper limit of the number of orders, the order management unit 15 discards the processing of the order that newly satisfies the ordering conditions. The order group No. in which the number of orders that have been ordered has reached the upper limit of the number of orders. Is sent to the condition match determination unit 14. Then, the condition match determination unit 14 receives the notified order group number. The condition matching judgment for each order included in is stopped. As a result, each unordered order included in the group of the number upper limit designated group selling order in which the number of ordered orders has reached the order number upper limit is automatically canceled (step S307).

  Further, the order management unit 15 has already started order information transmission processing by the processing of the order processing unit 16 even when the number of orders that have been ordered has not reached the upper limit of the number of orders. When it is predicted that the number of orders that have been placed on order based on the completion of transmission will reach the upper limit of the number of orders (for example, is the order processing process managed by the same order group number operating? If it is operating and the order is processed by the order processing by the process, and the number of orders already ordered in the same group and the number of orders already ordered in the same group, It is possible to predict whether or not the value has been reached.), The order of the order in which the ordering process is currently running, and the order in which the ordering condition is newly established (that is, notified from the condition match determination unit 14) Compared by reading from the order group management table, and determines which priority is how high.

 If the priority of the order in which the ordering process is currently running is higher than the priority of the order for which the ordering condition is newly established, the order for which the ordering condition is newly established is discarded. Further, if the priority of the order for which the ordering condition is newly established is higher than the priority of the order in which the current ordering process is running, the ordering process currently being processed is stopped. By such processing, when the ordering condition is satisfied almost simultaneously for a plurality of orders, an order having a high priority can be preferentially placed. In other words, it is possible to answer the request for the priority of each order registered by the investor.

  Thus, the processing of the securities trading order management apparatus 1 in one number upper limit designated group selling order is completed. The securities trading order management apparatus 1 can simultaneously perform the above-described processing for a plurality of number upper limit designated group selling orders. Then, in the processing of the above-mentioned number upper limit designated group selling order, the securities trading order management apparatus 1 calculates the number of pieces of order information satisfying the conditions among the groups set in the number upper limit designated group selling order, It is determined whether the number of cases reaches the number indicated by the order restriction information. If the number reaches the number indicated by the order restriction information, the unsent information included in the group including the order information that newly meets the conditions The transmission of unsent order information included in the group other than the order information or the newly matched order information is stopped. As a result, multiple orders can be registered in the group with the maximum number of groups specified, and the number of orders specified with the maximum number of orders among the registered orders will be automatically processed. It is possible to place a sales order without missing out, thereby improving the service. Further, when the order number upper limit is reached, the ordering of other orders in the group can be stopped, so that the sale can be automatically processed based on the order number upper limit designated by the user.

<Group selling order with maximum amount specified>
Next, processing of the total amount upper limit designated group selling order will be described.
FIG. 13 is an example of a screen displayed on the terminal when registering the total amount upper limit designated group selling order.
FIG. 14 is a first diagram illustrating a processing flow of the securities trading order management apparatus in the total upper limit designated group selling order.
FIG. 15 is a second diagram showing a processing flow of the securities trading order management device in the total upper limit designated group selling order.
First, the investor or the person in charge of the securities company uses the investor terminal 2 or the securities company terminal 3 to access the securities trading order management apparatus 1 to display the screen of FIG. 10 on the terminal. Then, using the screen of FIG. 10, a plurality of stocks to be registered in one group as a total amount upper limit designated group selling order are selected from stocks of securities already owned by investors. Further, when a target amount designation button is selected on the screen of FIG. 10 and the confirmation button is pressed, a confirmation screen (not shown) is output, and when the registration button is further pressed on the confirmation screen, the securities trading order management apparatus 1 The screen shown in FIG. 13 is displayed on the investor terminal 2 or the securities company terminal 3 by the processing of the order processing unit 11.

  Then, the investor or the person in charge of the securities company displays the group number of the total upper limit designated group selling order on the screen of FIG. 13 displayed on the investor terminal 2 or the securities company terminal 3. And the value of the sales price target (how much the sales price will be terminated when the sales price of a plurality of orders included in the group of the total amount upper limit designated group selling order is reached) and the multiple brands selected on the screen of FIG. The market for placing sell orders for each, the ordering conditions for placing those orders, the number of shares sold, the market price / limit price, the desired sale price (unit price), and the order of priority within the group of those orders. Enter and press the confirm button. Then, a confirmation screen (not shown) is output, and the registration button is pressed on the confirmation screen. This makes it possible to register the total amount upper limit designated group selling order.

  In the example of FIG. 13, the order of the brand “III”, the market “a”, the ordering condition “sell 1000 shares if 1500 yen or more is satisfied”, and “marketing” is the priority 01st place, the brand “EEE”, the market “A”, ordering conditions “Sell 5000 stocks when satisfying 4900 yen or less”, “Limit price”, “Selling price 4900 yen” is the order of priority 02, Brand “AAA”, Market “b”, The order of “sale of 1000 shares when satisfying 2600 yen or more”, “limit price”, “desired sale price of 2600 yen” is the third place priority, brand “FFF”, market “a”, order condition “6000” 7000 shares sold if less than Yen ”,“ Seisei ”orders ranked 04th, brand“ DDD ”, market“ c ”, order condition“ sell 1000 shares if more than 8200 Yen ”,“ Order of “community” has priority 0 Position, the respective orders shows an example input.

  When an order registration instruction is input at the investor terminal 2 or the securities company terminal 3, the information on the total upper limit designated group selling order is transmitted to the securities trading order management apparatus 1 via the communication network. Then, the order processing unit 11 receives information on the total amount upper limit designated group selling order (step S401). Various information registered on the screen of FIG. 13 is stored in the information on the total amount upper limit designated group selling order.

  Next, the order processing unit 11 transfers information on the total upper limit designated group selling order to the balance management unit 20 and requests an order validity determination process. The balance management unit 20 reads the number of sold stocks included in the group from the information on the total amount upper limit designated group selling order as the order validity determination process, and the number of sold stocks of each order invests in the brand of the order. It is determined whether the number of shares held by the house has been exceeded (step S402). If the number of shares sold for each order brand does not exceed the number of shares held by the investor for the order brand, the balance management unit 20 notifies the order processing unit 11 of the order validity OK.

  When receiving the order validity OK from the balance management unit 12, the order processing unit 11 registers information on the total amount upper limit designated group selling order in the order information table of the order information storage unit 17. Further, the order processing unit 11 determines the order group No. based on the information on the total upper limit designated group selling order. And the order ID (identification number for each order assigned by the order processing unit 11 for each order) and the priority order are associated and registered in the order group management table. That is, here, the information on each order included in the group of the total upper limit designated group selling order and the sales price target amount are registered.

  In addition, the order processing unit 11 receives an order group number. The condition type and the upper limit value (amount) are associated with each other and registered in the order group restriction information management table. That is, here, the condition type designated in the group of the total amount upper limit designated group selling order and the upper limit value thereof are registered. The order processing unit 11 registers the condition value (amount) of the order and information indicating above / below in the order condition management table for each order ID.

  The order processing unit 11 notifies the group ID of the group ID, for example, so that each order is based on the ordering condition of each order included in the group ID and the current value of the brand of each order. The condition match determination unit 14 is instructed to determine whether or not the current value of the brand name matches the ordering condition (condition match determination). When the condition match determination unit 14 receives a condition match determination instruction, the order ID of each order included in the notified group ID and the order condition (condition value, above / The following information) is read from the order condition management table. Further, the current value of the brand indicated by the read order ID is read from the market price detection processing unit 13. Then, the condition match determination unit 14 determines whether or not the ordering condition for each order included in the group of the total amount upper limit designated group selling order is satisfied (step S403). For example, if the order information is priority number 01, it is determined whether or not the current value of the brand of “III” is 1500 yen or more. The condition match determination unit 14 then determines the order ID of the order for which the ordering condition is satisfied and the order group number including the order. To the order management unit 15.

  Next, the order management unit 15 selects the order ID of the order for which the ordering condition is satisfied and the order group number including the order. When the order group No. is received. Of the orders included in the order information table, and the approximate sales price of the order for which the new ordering conditions are satisfied is calculated. Then, the order group No. including the total of the contract price and the approximate sale price and the order for which the order condition is satisfied is included. Are compared with the value of the sales price target amount set in the order price of the order group No. including the order for which the ordering condition is satisfied. It is determined whether or not the sales price target value set in step S404a has been reached (step S404a). The total of the contract price and the approximate sales price is the order group No. including the order for which the order condition is satisfied. If the sales price target value set in (2) is not reached, the order processing unit 16 is notified of the order ID of the order for which the ordering conditions are satisfied, and the start of the ordering process for the order indicated by the order ID is instructed. . Then, the order processing unit 16 reads the order information from the order information table based on the order ID, and transmits the order information to the stock exchange / broker computer system 5 (step S405a). Thereby, order processing is performed. Then, the order processing unit 16 transmits the order ID of the order for which the order information has been transmitted and the order group number of the order. The unordered information recorded in association with and is updated to the ordered information.

  In addition, the total of the contract price and the approximate sales price is the order group No. including the order that satisfies the ordering conditions. It is determined whether or not the sales price target amount set in step S406a has been reached (step S406a). If the sales price target value has been reached or exceeded, the order management unit 15 determines that the sum of the contract price and the approximate sales price is An order group No. including an order for which the ordering conditions are satisfied is included. Order group No. that has reached the sales price target value set in Is sent to the condition match determination unit 14. Then, the condition match determination unit 14 automatically cancels each unordered order included in the total upper limit designated group selling order group in which the sum of the contract price and the approximate sales price has reached the sales price target value (step S407). ). As a result, the order group no. The condition matching determination for each order included in is stopped.

  Alternatively, the order management unit 15 may, as another processing example, order group No. including an order that satisfies the ordering conditions. Among the orders included in the order information table, an order group No. including the total of the execution price of the orders that have been executed in the order information table and the orders that satisfy the ordering conditions are included. Is compared with the value of the sales price target amount set in step S404b to determine whether or not the total of the contracted price exceeds the value of the sales price target amount for the first time (step S404b). Alternatively, the order processing unit 16 may be instructed to start the order processing up to the order in which the order condition is satisfied.

  In this case, the total of the contract price is the order group No. including the order that satisfies the ordering conditions. When the sales price target amount set in is not exceeded or exceeded for the first time, the order processing unit 16 is notified of the order ID of the order for which the ordering condition is satisfied, and the order processing of the order indicated by the order ID is performed. Instruct the start. Then, the order processing unit 16 reads the order information from the order information table based on the order ID, and transmits the order information to the stock exchange / broker computer system 5 (step S405b). Thereby, order processing is performed. Then, the order processing unit 16 transmits the order ID of the order for which the order information has been transmitted and the order group number of the order. The unordered information recorded in association with and is updated to the ordered information.

  In addition, the total of the execution price of the ordered orders is the order group No. including the orders that satisfy the ordering conditions. It is determined whether or not the sales price target value set in step S406b has been exceeded (step S406b). If the sales price target value has been exceeded, the order management unit 15 determines that the total of the contracted price of the ordered orders is satisfied. Order group No. containing the ordered order. Order group No. that has reached the sales price target value set in Is sent to the condition match determination unit 14. Then, the condition match determination unit 14 automatically cancels each unordered order included in the group of the total upper limit designated group selling order in which the sum of the contracted price of the ordered orders has reached the value of the selling price target amount (step S407). As a result, the order group no. The condition matching determination for each order included in is stopped.

  Here, in the processing of the order management unit 15, until the condition match determination stop information is notified to the condition match determination unit 14, the condition match determination unit 14 determines the order for each order included in the total amount upper limit designated group selling order group. It is determined whether or not the ordering condition is satisfied. The order management unit 15 notifies the condition match determination stop information to the condition match determination unit 14 and then receives an order ID of an order for which a new order condition is satisfied. It is determined whether or not the order information transmission process for which the condition is satisfied is completed (for example, it is determined whether or not the order processing process managed by the same order group No. is operating) If so, it can be determined that the order processing by the process is the order processing that has not been completed yet.) The order that is currently in the process of order processing and the new order condition is satisfied (that is, the condition is met) Order priorities (notified from the determination unit 14) are read from the order group management table A and compared to determine which priority is higher.

  If the priority of the order in which the ordering process is currently running is higher than the priority of the order for which the ordering condition is newly established, the order for which the ordering condition is newly established is discarded. Further, if the priority of the order for which the ordering condition is newly established is higher than the priority of the order in which the current ordering process is running, the ordering process currently being processed is stopped. By such processing, when the ordering condition is satisfied almost simultaneously for a plurality of orders, an order having a high priority can be preferentially placed. That is, it is possible to respond to a request for the priority order of each order registered by the investor. The order processing unit 16 notifies the order processing unit 11 of the order ID updated in the order group management table A, and the order processing unit 11 notifies the order completion of the order ID via the communication network. It transmits to the terminal 2 and the securities company terminal 3.

  Thus, the processing of the securities trading order management apparatus 1 in one total upper limit designated group selling order is completed. The securities trading order management device 1 can simultaneously perform the above-described processing for a plurality of total upper limit designated group selling orders. Then, in the processing of the above-mentioned total upper limit designated group selling order, the securities trading order management apparatus 1 executes a contract from all the order information that matches the conditions among the groups set in the total upper limit designated group selling order. Calculate the approximate sale price for orders that have not been completed, and the execution price for orders that have been executed, and determine whether the total will reach the sales price target indicated in the order restriction information. It is determined whether or not the total reaches the sales price target amount, and when the total reaches the sales price target amount, the unsent order information included in the group including the order information that newly meets the condition or Transmission of unsent order information included in the group other than order information that newly meets the condition is stopped. As another process, the securities trading order management device 1 performs an approximate sale for an order that has not been executed from all the order information that matches the conditions in the group set in the total amount upper limit designated group selling order. For the orders that have been executed, calculate the contract price, determine whether the total reaches the sales price target indicated in the order restriction information, and whether the total reaches the sales price target If the total reaches the sales price target amount for the first time, transmission of unsent order information included in the group other than the order information that newly meets the condition may be stopped. . As a result, a plurality of orders can be automatically registered in the group for the total amount upper limit designated group selling order, and orders up to the total amount specified by the selling price target amount of the registered orders are automatically processed. Therefore, the investor can place a sell order without missing an opportunity, thereby improving the service. In addition, when the sales price target amount is reached, the ordering of other orders in the group can be stopped, so that the sale can be automatically processed based on the sales price target amount designated by the user.

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

  The “computer system” here includes an OS and hardware such as peripheral devices. The “computer system” includes a WWW system having a homepage providing environment (or display environment).

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

It is a block diagram which shows the structure of a securities trading order management apparatus. It is a figure which shows an order information table. It is a figure which shows an order group management table. It is a figure which shows an order group restriction | limiting information management table. It is a figure which shows an order condition management table. It is an example of a screen displayed when registering the number upper limit designation group buying order. It is a figure which shows the processing flow of the securities trading order management apparatus in a number upper limit designation | designated group buying order. It is an example of a screen displayed when registering a total amount upper limit designation group buying order. It is a figure which shows the processing flow of the securities trading order management apparatus in a total amount upper limit designation | designated group buying order. It is an example of a screen which shows the brand selection screen at the time of order. It is an example of a screen displayed when registering a number upper limit designation group selling order. It is a figure which shows the processing flow of the securities trading order management apparatus in a number upper limit designation | designated group selling order. It is an example of a screen displayed when registering a total amount upper limit designation group selling order. It is a 1st figure which shows the processing flow of the securities trading order management apparatus in a total amount upper limit designation | designated group selling order. It is a 2nd figure which shows the processing flow of the securities trading order management apparatus in a total amount upper limit designation | designated group selling order.

Explanation of symbols

DESCRIPTION OF SYMBOLS 1 ... Securities trading order management apparatus 2 ... Investor terminal 3 ... Securities company terminal 4 ... Exchange, information vendor computer system 5 ... Exchange, broker computer system 11 ... Order processing unit 12 ... Credit management unit 13 ... Current value detection processing unit 14 ... Condition match determination unit 15 ... Order management unit 16 ... Order processing unit 17 ... Order information storage unit 18. ..Order group management data storage unit 19... Order condition management data storage unit 20. Balance management unit 21.

Claims (12)

A securities trading order management device that accepts order information indicating either a sell order or a buy order of securities and transmits the order information of the sell order or buy order to the exchange or broker's computer system of each order. And
A group registration means for accepting input of a plurality of order information each having at least a condition relating to the value of a stock of securities, and registering the plurality of order information as a group in association with group identification information in a storage unit; ,
Accepting the input of order restriction information that restricts the order information to be transmitted to the exchange or broker computer system among the order information included in the group in accordance with the transmission of the order information, and associates it with the group identification information Order restriction information registration means to be registered in the storage unit;
Condition match determination means for determining whether the value of the securities indicated by the order information included in the group matches the condition given to the order information;
Along with a new match of the conditions given to the order information included in the group, either the newly matched order information or the order information already ordered to the exchange or broker's computer system Or a restriction determination means for determining whether information indicating the number or amount calculated by both reaches the order restriction information;
When the information calculated by one or both of the newly matched order information and the order information already ordered to the exchange or broker's computer system reaches the order restriction information, the group Order deterring means for canceling or invalidating the order of any order information that has not been sent to the exchange or broker's computer system,
Order means for determining that the value of the securities indicated by the order information included in the group matches the condition given to the order information and transmitting the order information whose transmission is not stopped to the computer system of the exchange or broker When,
A securities trading order management apparatus comprising: When the order restriction information is the number of cases and the order information indicates a buy order,
The restriction determination means calculates the number of order information that matches the condition in the group, determines whether the number reaches the number indicated by the order restriction information, and the number of the order restriction information In the case where the number of items is reached, the unsent order information included in the group including the newly matched order information or the unsent items included in the group other than the newly matched order information. 2. The securities trading order management apparatus according to claim 1, wherein the order deterring means is instructed to cancel or invalidate the order indicated by the order information. When the order restriction information is a purchaseable amount and the order information indicates a buy order,
The restriction determination means calculates an approximate purchase price for an order for which a contract has not been established, and a contract price for an order for which a contract has been established, from all the order information that satisfies the above conditions in the group. Then, it is determined whether or not the total reaches the purchaseable amount indicated by the order restriction information. If the total reaches the purchaseable amount, the newly matched order information is Instructing the order deterring means to cancel or invalidate an order indicated by unsent order information included in the group that is included or unsent order information included in the group other than the newly matched order information. The securities trading order management device according to claim 1. When the order restriction information is the number of cases and the order information indicates a sell order,
The restriction determination means calculates the number of order information that matches the condition in the group, determines whether the number reaches the number indicated by the order restriction information, and the number of the order restriction information In the case where the number of items is reached, the unsent order information included in the group including the newly matched order information or the unsent items included in the group other than the newly matched order information. 2. The securities trading order management apparatus according to claim 1, wherein the order deterring means is instructed to cancel or invalidate the order indicated by the order information. When the order restriction information is a sale price target amount and the order information indicates a sell order,
The restriction determination means calculates an approximate sale price for an order for which a contract has not been established, and a contract price for an order for which a contract has been established, from all the order information that satisfies the above conditions in the group. Determining whether or not the total reaches the sales price target amount indicated in the order restriction information, and when the total reaches the sales price target amount, the newly matched order information is displayed. Instructing the order deterring means to cancel or invalidate an order indicated by unsent order information included in the group that is included or unsent order information included in the group other than the newly matched order information. The securities trading order management device according to claim 1. When the order restriction information is a sale price target amount and the order information indicates a sell order,
The restriction determination means calculates a total of the contract price for each of the orders that have been fulfilled from all the order information that matches the conditions in the group, and the total is indicated by the order restriction information. When the sales price target amount is reached, and when the total of the contract price reaches the sales price target amount for the first time, it is not included in the group other than the newly matched order information. 2. The securities trading order management apparatus according to claim 1, wherein the order deterring means is instructed to cancel or invalidate the order indicated by the transmitted order information. Securities of a securities trading order management apparatus that accepts order information indicating either a sell order or a buy order of securities and transmits the order information of the sell order or buy order to the exchange or broker's computer system of each order A trading order management method,
The group registration means of the securities trading order management device accepts input of a plurality of order information to which at least conditions relating to the value of securities are assigned, and sets the plurality of order information as group identification information as group identification information. Register it in the storage unit in association with it,
Order restriction information that the order restriction information registration means of the securities trading order management device restricts the order information to be transmitted to the exchange or broker's computer system among the order information included in the group as the order information is transmitted. Is registered in the storage unit in association with the group identification information,
The condition matching determination unit of the securities trading order management device determines whether the value of the securities indicated by the order information included in the group matches the condition given to the order information,
When the restriction determination means of the securities trading order management apparatus newly matches the conditions given to the order information included in the group, the newly matched order information and the computer of the exchange or broker Determining whether or not information indicating the number or amount of money calculated by one or both of the order information already ordered to the system reaches the order restriction information;
Information calculated by the order deterring means of the securities trading order management apparatus by either or both of the newly matched order information and the order information already ordered from the exchange or broker's computer system. Canceling or invalidating the order for any of the order information not yet sent to the exchange or broker's computer system in the group when the order restriction information is reached,
The ordering unit of the securities trading order management apparatus determines that the value of the securities indicated by the order information included in the group matches the condition given to the order information, and further, orders information that is not stopped from transmission, A securities trading order management method, characterized by being transmitted to a computer system of a brokerage office or broker. When the order restriction information is the number of cases and the order information indicates a buy order,
The restriction determination means calculates the number of order information that matches the condition in the group, determines whether the number reaches the number indicated by the order restriction information, and the number of the order restriction information In the case where the number of items is reached, the unsent order information included in the group including the newly matched order information or the unsent items included in the group other than the newly matched order information. 8. The securities trading order management method according to claim 7, wherein the order deterring means is instructed to cancel or invalidate the order indicated by the order information. When the order restriction information is a purchaseable amount and the order information indicates a buy order,
The restriction determination means calculates an approximate purchase price for an order for which a contract has not been established, and a contract price for an order for which a contract has been established, from all the order information that satisfies the above conditions in the group. Then, it is determined whether or not the total reaches the purchaseable amount indicated by the order restriction information. If the total reaches the purchaseable amount, the newly matched order information is Instructing the order deterring means to cancel or invalidate an order indicated by unsent order information included in the group that is included or unsent order information included in the group other than the newly matched order information. The securities trading order management method according to claim 7. When the order restriction information is the number of cases and the order information indicates a sell order,
The restriction determination means calculates the number of order information that matches the condition in the group, determines whether the number reaches the number indicated by the order restriction information, and the number of the order restriction information In the case where the number of items is reached, the unsent order information included in the group including the newly matched order information or the unsent items included in the group other than the newly matched order information. 8. The securities trading order management method according to claim 7, wherein the order deterring means is instructed to cancel or invalidate the order indicated by the order information. When the order restriction information is a sale price target amount and the order information indicates a sell order,
The restriction determination means calculates an approximate sale price for an order for which a contract has not been established, and a contract price for an order for which a contract has been established, from all the order information that satisfies the above conditions in the group. Determining whether or not the total reaches the sales price target amount indicated in the order restriction information, and when the total reaches the sales price target amount, the newly matched order information is displayed. Instructing the order deterring means to cancel or invalidate an order indicated by unsent order information included in the group that is included or unsent order information included in the group other than the newly matched order information. The securities trading order management method according to claim 7. When the order restriction information is a sale price target amount and the order information indicates a sell order,
The restriction determination means calculates a total of the contract price for each of the orders that have been fulfilled from all the order information that matches the conditions in the group, and the total is indicated by the order restriction information. When the sales price target amount is reached, and when the total of the contract price reaches the sales price target amount for the first time, it is not included in the group other than the newly matched order information. 8. The securities trading order management method according to claim 7, wherein the order deterring means is instructed to cancel or invalidate the order indicated by the transmitted order information.

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