JP2009116573A - Stock transaction order processing system, method and program - Google Patents

Abstract

<P>PROBLEM TO BE SOLVED: To provide a stock transaction order processing system and method, capable of placing an order for a cut to stop decrease in profits or increase in loss in an optimum condition at an optimum time. <P>SOLUTION: The stock transaction order processing system 10 repetitively acquires current price data by a current price data acquisition processing means 27, and performs, when a cut after buying order is set, update processing to raise cut price data according to a rise of current price data by a reference price/cut price update processing means 30, while maintaining the cut price data even if the current price data declines. When a cut after selling order is set, the system performs update processing to decline the cut price data according to a drop of current price data while maintaining the cut price data even if the current price data rises. <P>COPYRIGHT: (C)2009,JPO&INPIT

Description

  The present invention relates to a stock buying and selling order processing system comprising a computer for executing processing for accepting a stock buying and selling order by a customer, and a method thereof, and a program. When setting the cut price when selling for the purpose of stopping the cut, or when setting the cut price when performing the sell order and repurchasing the shares sold by the sell order for the purpose of cutting the profit decrease or loss increase Available to:

  Generally, there are market orders and limit orders as stock order formats, and these order formats are order formats that can be accepted at a stock exchange. On the other hand, as an order form that cannot be accepted on the stock exchange, a stop order (an order to buy if it rises above a certain price (referred to as a conditional price) or an order to sell if it falls below a certain price (referred to as a conditional price)) , Relay order (order form that automatically orders the next order when the first order is executed, such as placing a buy order for another brand when one brand is sold), U-turn order (for one brand It is an order form that reserves a sell order for the brand at the same time as a buy order. For example, it can be set to buy for 1000 yen and sell for 1050 yen.), W limit order (also called twin limit order, buy and sell) When placing an order, it is an order format that allows you to place a limit and stop price above and below the market price. For example, when selling a stock holding with a market price of 1500 yen, While placing a limit order, you can set the limit price to be corrected to 1380 yen if the stock price drops to 1400 yen. This is realized by controlling the timing of ordering to a place.

  And in the latter case of conditional orders, the condition price that becomes the ordering condition must be specified by the investor, but in order to place an order at the timing that seems to be optimal, the market price that changes from day to day is used. It may need to be monitored and may not be able to meet the original purpose of a conditional order to reduce the burden of investor market monitoring. For example, suppose that a limit order is set for placing a sell order with a limit price of 470 yen when the stock price of a certain stock falls below 480 yen for the purpose of cutting losses. At this time, the upward trend continues at the market price after setting, and if it rises to 510 yen, if the contribution on the day suddenly dropped to 490 yen due to bad materials, sell orders will not be placed until below 480 yen Miss the optimal timing for selling orders and miss the opportunity to reduce losses. Therefore, in order to solve such a problem, there is known a trading order processing system that can specify a conditional price as an ordering condition and a limit price of an order placed under that condition in a state including an uncertain variable. (See Patent Document 1).

  In this buying and selling order processing system, for example, if the X stock reaches the opening price +10 yen, buy the 100 shares at the opening price +20 yen limit price. “Open price + 10 yen” or the like can be specified, and the limit price of an order placed under the condition can be specified as “open price + 20 yen” including uncertain variables. Similarly, “If the Y stock reaches the closing price of −10 yen, sell 100 shares at the closing price of −20 yen.” You can place a conditional order such as “Selling 100 shares at a limit price of + ¥ 50”.

Japanese Patent No. 3734168 (paragraphs [0009] to [0012], [0041], [0048], [0068], [0070])

  However, in the buying and selling order processing system described in Patent Document 1 described above, an investor can specify a condition price as an ordering condition in a state including an indeterminate variable. Even if not specified, there is an advantage that the system automatically sets the ordering conditions that match the market conditions at that time, but once the ordering conditions are set automatically, Same as processing. That is, in the above-described example, once uncertain variables such as “open price”, “close price”, “contract price” are automatically set, the order timing is set based on the set order conditions. Control is performed. Therefore, compared to the case where ordering conditions are specified without including uncertain variables, the chances of placing orders under good conditions are less likely to be missed, but the pursuit of opportunities for placing orders under good conditions is limited to one time. It can be said that it has not yet reached the point of pursuing ordering timing under better conditions and realizing ordering at the optimal timing.

  An object of the present invention is to provide a stock buy / sell order processing system, a method thereof, and a program capable of placing an order for a cut to stop a decrease in profit or an increase in loss at an optimal condition and timing.

  << Stock trading order processing system >>

  In the stock buy / sell order processing system of the present invention, when a buy order is placed and a cut price is set for selling the stock purchased by the buy order for the purpose of cutting the profit decrease or the loss increase, and the sell order is placed. At the same time, there is a case where a cut price is set for repurchasing shares sold in a sell order for the purpose of cutting profits or increasing losses.

  <When a cut price is set when a stock is purchased with a buy order and sold for the purpose of cutting the stock to reduce profits or increase losses>

  The present invention is a stock trading order processing system comprising a computer that executes processing for accepting a stock trading order by a customer, which is input by a customer or its input agent and transmitted from a terminal device via a communication line. Order data including stock identification information and the number of shares for a buy order, as well as a buy order for setting the cut price when selling the stock purchased in the buy order for the purpose of cutting to reduce profits or increase loss Order acceptance processing means for executing processing for accepting, together with customer identification information, cut difference data indicating a difference between a contract price and a cut difference data indicating a ratio of a minus difference with respect to a contract price , Order data about the buy order accepted by this order acceptance processing means, and cut Order data storage means for storing difference data or cutting difference ratio data in association with customer identification information, and order identification information and brand identification information using order data for a buy order stored in the order data storage means And first order data creation processing means for creating a purchase order data including the number of shares, and delivering the created purchase order data to an ordering system that performs an ordering process to the market system, and an ordering system Receives contract data including order identification information, stock identification information, number of shares, and contract price data for a buy order executed in the market system, and uses the received contract data as an order for a buy order with the same order identification information. Execution data receiving processing means for executing processing to be stored in the order data storage means in association with data; The same value as the contract price data included in the contract data received by the contract data receiving processing means is stored in the order data storage means as the initial value of the reference price data indicating the stock price used as a reference when setting the cut price. Cut price data by executing the reference price initial value setting process to be executed and subtracting the cut difference data received by the order reception processing means and stored in the order data storage means from the execution price data included in the execution data The cut price data is stored in the order data storage means as the initial value of the cut price data, or the contract price data included in the contract data is received by the order reception processing means. Multiplying the cut difference ratio data stored in the order data storage means By calculating the cut difference data, storing the calculated cut difference data in the order data storage means, and subtracting the calculated cut difference data from the contract price data included in the contract data, the cut The reference price / cut price initial value setting processing means for executing the cut price initial value setting processing for calculating the price data and storing the calculated cut price data in the order data storage means as the initial value of the cut price data, and the market The market price data acquisition processing means for executing the process of repeatedly acquiring the market price data from the system or other market price information providing system, and the market price data acquired by the market price data acquisition processing means, The cut price data stored in the data storage means is compared, and the market price data is the cut price data. Cut determination processing means for executing a process for determining whether or not the cut condition of less than or less than is satisfied, and when the cut determination processing means determines that the cut condition is satisfied, the cut data is stored in the order data storage means. The sales order data including the order identification information, the brand identification information, and the number of shares is created using the contract data, and a process of delivering the created sales order data to the ordering system is executed. When it is determined by the order data creation processing means and the cut determination processing means that the cutting condition is not satisfied, the market price data is compared with the reference price data stored in the order data storage means. If the price exceeds the standard price data stored in the order data storage means, replace the standard price data with the same value as the market price data. Cut price update processing for executing the process and replacing the cut price data stored in the order data storage means with new cut price data obtained by subtracting the difference data for cutting stored in the order data storage means from the market price data And a reference price / cut price update processing means for executing.

  Here, the original “buy order” may be a market order or a limit order. The “sell order” made for the purpose of cutting may be a market order or a limit order. In addition, when a “sale order” made for the purpose of cutting is a limit order, a buy order is established to specify a limit along with “cut difference data” or “cut difference percentage data” Cut limit / price difference data indicating the difference from the contract price for the cut, or Cut limit / cut price difference data indicating the difference from the cut price (these are different from the cut difference data) May be configured to be input by the customer or its input agent or automatically set by the system. For example, it is assumed that the cut difference is set to 50 yen or the cut difference ratio is set to 5%, the contract price of the purchase order is 1,000 yen, and the cut price is 950 yen. At this time, the customer or the input agent inputs or designates the cut limit / contract price difference data 60 yen indicating the difference from the contract price 1,000 yen, or the system automatically sets (cut difference 50 If it is automatically calculated by adding a predetermined 10 yen to the yen), the limit price of the selling order can be set to 940 yen, and the limit price 940 is obtained when the acquisition market price is less than or less than 950 yen. Yen selling orders can be placed. Even if the customer or his / her input agent inputs or designates the cut limit / cut price difference data 10 yen indicating the difference from the cut price of 950 yen, or the system automatically sets the limit price of the sell order Can be set at 940 yen, and a selling order with a limit price of 940 yen can be placed when the acquisition market price is less than or less than 950 yen. Then, the limit price of 940 yen for “sell order” made for the purpose of cutting is the difference between the limit price for cut / cut price difference data of 10 yen (the limit price for cut / cut price difference data is , Stored in the order data storage means). In addition, when cut limit / contract price difference data 60 yen is input instead of cut limit / cut price difference data 10 yen, the cut difference data 50 from the cut limit / contract price difference data 60 yen is specified. By subtracting the yen, the cut limit / cut price difference data 10 yen can be calculated, and the calculated cut limit / cut price difference data may be stored in the order data storage means.

  In addition, the number of shares of the original “buy order” or its contracted number of shares and the number of shares of “sell order” made for the purpose of cutting need not necessarily match. It is good also as a structure which performs this setting. In such a configuration, the “sell order” stock number or “cut difference ratio data” and the “sell order” stock number are entered and specified in advance, or the “buy order” stock number or its contract is entered. It is only necessary to input and specify cut quantity ratio data indicating how much of the number of shares is to be sold.

  In such a stock buy / sell order processing system of the present invention (invention that performs a buy order and a sell order for the purpose of cut), the market price data is repeatedly acquired, and the cut price data is increased in accordance with the rise in the market price data While processing, the cut price data is maintained even if the market price data falls, so depending on the market situation, it is possible to place a sell order for the cut with the optimal conditions and timing to the market. It becomes possible. Also, set the reference price data indicating the stock price that will serve as the basis for setting the cut price data. Update processing is not performed, that is, update processing is performed to increase the base price data and cut price data for the first time when the market price data exceeds the base price data. Even if the market price data fluctuates finely, such as falling and rising again, the cut price data can be set to an appropriate value, thereby achieving the object.

  In addition, when the “order receiving processing means” is configured to accept not the difference data for cutting but the difference amount data for cutting, the process of updating the cut price data while keeping the above difference for cutting constant. (For example, in the case of FIG. 6) The process of updating the cut price data while updating the cut difference with the cut difference ratio kept constant as follows (for example, FIG. 6) 7 may be used.

  That is, in the above-described stock trading order processing system (invention that performs a buy order and a sell order for the purpose of cut), the reference price / cut price update processing means is determined not to satisfy the cutting condition by the cut determination processing means When the market price data is compared with the reference price data stored in the order data storage means, and the market price data exceeds the reference price data, the reference price data stored in the order data storage means is set to the same value as the market price data. New price difference data is calculated by multiplying the market price data by the price difference data received by the order reception processing means and stored in the order data storage means. The calculated cutting difference data stored in the order data storage means is calculated as a new cutting difference. The difference data for cutting after the difference update processing for cutting stored in the order data storage means from the market price data is executed, and the cutting price data stored in the order data storage means is executed. It is also possible to perform a cut price update process for replacing with new cut price data obtained by subtracting.

  In the case where the processing for updating the cut price data (for example, in the case of FIG. 7) is performed while updating the cut difference while keeping the cut difference ratio constant, the reference price data is used. When the value becomes a large value, a setting for increasing the difference data for cutting indicating the difference between the reference price data and the cut price data (widening the difference) is realized. Accordingly, as the value of the market price data increases, the fluctuation range of the market price data generally tends to increase. Therefore, it is possible to set the difference data for cutting corresponding to the value. In other words, there is a case where the market price data that once started to decline starts to rise again before reaching the cut price data, and the reference price data is updated. If it becomes larger, it means that the permissible range in this case (the range in which the market price may decrease) may be increased, so that such processing becomes possible. For example, if the market price data (the base price data is the same value) is 1,000 yen and the cut difference ratio data is 5%, the cut difference data is 50 yen and the cut price data is 950 yen. However, even if the cut difference percentage data is the same 5%, if the market value data (the base price data is the same value) is doubled to 2,000 yen, the cut difference data is 50 yen. The cut price data is not 1,950 yen but 1,900 yen. Therefore, even if the market price data drops from 2,000 yen to 70 yen to 1,930 yen, the order for cutting is not executed.

  Further, in the above-described stock trading order processing system (invention for performing a buy order and a sell order for the purpose of cut), a cut price for placing a “buy order” and placing a “sell order” for the purpose of cut. As the data setting data, “Cut difference data” or “Cut difference percentage data” was input and specified, but “Cut price data” is directly input and specified as follows: Also good.

  That is, the present invention is a stock trading order processing system comprising a computer that executes processing for accepting a stock trading order by a customer, which is input by a customer or its input agent and transmitted from a terminal device via a communication line. Order receiving processing means for executing processing for receiving the order identification information including the brand identification information and the number of shares for the buying order together with the customer identification information, and the order data for the buying order received by the order receiving processing means for the customer Order data storage means stored in association with identification information, and order data for purchase orders stored in the order data storage means are used to create purchase order data including order identification information, brand identification information, and the number of shares The ordering system that processes the ordering data for the created purchase to the market system The first order data creation processing means for executing the delivery process and the contract data including the order identification information, the brand identification information, the number of shares, and the contract price data about the buy order executed by the market system from the ordering system are received and received. Contract data receiving processing means for executing processing for storing the contract data in the order data storage means in association with the order data for the buy order with the same order identification information, and the contract received by the contract data receiving processing means. Base price indicating the stock price used as the basis for setting the cut price when selling the same value as the contract price data included in the data for the purpose of cutting the stock that was purchased in the buy order for the purpose of cutting the profit decrease or loss increase When a reference price initial value setting process to be stored in the order data storage means as an initial value of data is executed In addition, the display data of the contract price data included in the contract data is transmitted to the terminal device via the communication line, and is input by the customer or its input agent and transmitted from the terminal device via the communication line. A reference price / cut price initial value setting processing means for executing cut price initial value setting processing for receiving the received cut price data, and storing the received cut price data as an initial value of the cut price data in the order data storage means; By subtracting the cut price data received by the standard price / cut price initial value setting processing means from the contract price data included in the contract data received by the contract data receiving processing means, the contract price when the buy order is established is obtained. Calculate the difference data for cutting, which shows the difference of the minus part of the, and order the calculated difference data for cutting Cut difference calculation processing means for executing processing to be stored in the data storage means, market price data acquisition processing means for executing processing for repeatedly acquiring the market price data of the stock from the market system or other market price information providing system, and the market price data Each time the market price data is acquired by the acquisition processing means, the acquired market price data is compared with the cut price data stored in the order data storage means, and the cut condition that the market price data is less than or less than the cut price data is satisfied. A cut determination processing unit that executes a process for determining whether or not the cut order is satisfied by using the execution data stored in the order data storage unit when the cut determination processing unit determines that the cut condition is satisfied. Created and created selling order data including order identification information, stock identification information, and number of shares Second order data creation processing means for executing processing to deliver the order data to the ordering system, and when the cut determination processing means determines that the cutting condition is not satisfied, the market price data and the order data storage means are stored. When the market price data exceeds the standard price data, the standard price data stored in the order data storage means is replaced with the same value as the market price data. A reference price for executing cut price update processing to replace the cut price data stored in the order data storage means with new cut price data obtained by subtracting the difference data for cutting stored in the order data storage means from the market price data. And a cut price update processing means.

  Here, the original “buy order” may be a market order or a limit order. The “sell order” made for the purpose of cutting may be a market order or a limit order. In addition, when the “sale order” performed for the purpose of cutting is a limit order, the limit data of “sell order” is input or specified by the customer or its input agent together with “cut price data”, or the system The system can be configured to automatically set with For example, it is assumed that the contract price of a purchase order is 1,000 yen, the cut price is set to 950 yen, and the cut difference is calculated to be 50 yen. At this time, the limit data 940 yen for “sell order” is input by the customer or its input agent or automatically set by the system (automatically calculated by subtracting a predetermined 10 yen from the cut price of 950 yen). For example, a selling order with a limit price of 940 yen can be placed when the acquisition market price is less than or less than 950 yen. Then, the limit price of 940 yen for “sell order” made for the purpose of cutting is the difference between the limit price for cut / cut price difference data of 10 yen (the limit price for cut / cut price difference data is , Stored in the order data storage means). When limit data 940 yen is input and specified, the cut limit data 940 yen that is input and specified is subtracted from the input and specified cut price data 950 yen, so that the cut limit / cut price difference data 10 yen is obtained. The calculated cut limit / cut price difference data may be stored in the order data storage means.

  In addition, the number of shares of the original “buy order” or its contracted number of shares and the number of shares of “sell order” made for the purpose of cutting need not necessarily match. It is good also as a structure which performs this setting. In such a configuration, it is necessary to input and specify the number of shares of “Sell Order” in advance together with “Cut Price Data”, or the ratio of the number of shares of “Buy Order” or its contracted shares. It is only necessary to input and specify cut quantity ratio data indicating whether to sell.

  In such a stock buy / sell order processing system of the present invention (in the case of a configuration in which “cut price data” is directly input and specified among the inventions for performing a buy order and a cut order for the purpose of cut), the “cut” described above is used. As with the configuration in which “Difference Data” or “Difference Ratio Data” is specified, the market price data is repeatedly acquired and the update process is performed to increase the cut price data following the increase in the market price data. Since the cut price data is maintained even if the market price data falls, it becomes possible to place a sell order for the purpose of cut into the market under the optimum conditions and timing according to the market situation. Also, set the reference price data indicating the stock price that will serve as the basis for setting the cut price data. Update processing is not performed, that is, update processing is performed to increase the base price data and cut price data for the first time when the market price data exceeds the base price data. Even if the market price data fluctuates finely, such as falling and rising again, the cut price data can be set to an appropriate value, thereby achieving the object.

  Even in a case where “cut price data” is directly input and designated, the process of updating cut price data (for example, in the case of FIG. 6) is performed while keeping the cutting difference constant as described above. Instead of the configuration, it may be configured to perform the process of updating the cut price data (for example, in the case of FIG. 7) while updating the cut difference with the cut difference ratio kept constant as follows. .

  That is, in the stock trading order processing system described above (invention for performing a buy order and a selling order for the purpose of cutting), the contract data received by the contract data receiving processing means is the difference data for cutting calculated by the cutting difference calculation processing means. By dividing by the contract price data included in the data, the cut difference ratio data indicating the ratio of the negative difference to the contract price when the buy order is established is calculated, and the calculated cut difference ratio data is converted into the order data. A cutting difference ratio calculation processing unit that executes processing to be stored in the storage unit, and the reference price / cut price update processing unit determines that the cut price determination unit determines that the cut condition is not satisfied, and the market price data and the order Compare with the reference price data stored in the data storage means, When the order price data is stored, the reference price update process for replacing the reference price data stored in the order data storage means with the same value as the market price data is executed, and the order data calculated by the cut difference ratio calculation process means is added to the market price data. By multiplying the cutting difference ratio data stored in the storage means, new cutting difference data is calculated, and the cutting difference data stored in the order data storage means is replaced with the calculated new cutting difference data. The cut difference update process is executed, and the cut price data stored in the order data storage means is obtained by subtracting the cut difference data after the cut difference update process stored in the order data storage means from the market price data. It is also possible to perform a cut price update process for replacing with new cut price data.

  In the case where the processing for updating the cut price data (for example, in the case of FIG. 7) is performed while updating the cut difference while keeping the cut difference ratio constant, the reference price data is used. When the value becomes a large value, a setting for increasing the difference data for cutting indicating the difference between the reference price data and the cut price data (widening the difference) is realized. Accordingly, as the value of the market price data increases, the fluctuation range of the market price data generally tends to increase. Therefore, it is possible to set the difference data for cutting corresponding to the value. This is the same operation and effect as the configuration in which “cutting difference data” or “cutting difference ratio data” described above is input.

  <When a cut price is set when a buy order is made and the shares sold by the sell order are bought back for the purpose of cutting profits or reducing losses>

  Further, the present invention is a stock trading order processing system comprising a computer that executes processing for accepting a stock trading order by a customer, which is input by a customer or its input agent and transmitted from a terminal device via a communication line. Order information including stock identification information and the number of shares for a sell order, and a sell order for setting a cut price when repurchasing shares sold in a sell order for the purpose of cutting to reduce profits or increase loss Order acceptance processing means for executing processing for accepting, together with customer identification information, cut difference data indicating a positive difference from the contract price when established or cut difference ratio data indicating a ratio of the positive difference to the contract price Order data about the sales order received by the order reception processing means, and Order data storage means for storing the difference data or cut difference ratio data in association with the customer identification information, and using the order data for the sell order stored in the order data storage means, the order identification information, the brand First order data creation processing means for creating ordering data for selling including identification information and the number of shares, and executing processing for delivering the created ordering data to the ordering system that performs ordering processing to the market system; Receives contract data including order identification information, brand identification information, number of shares, and contract price data for the sell order executed in the market system from the system. The received contract data is received for the sell order with the same order identification information. A contract data receiving processor for executing a process of storing in the order data storage means in association with the order data And the order data storage means using the same value as the contract price data included in the contract data received by the contract data reception processing means as the initial value of the reference price data indicating the stock price used as a reference when setting the cut price By executing the reference price initial value setting process to be stored in the contract data, adding the difference data for cut received by the order reception processing means and stored in the order data storage means to the contract price data included in the contract data, Cut price data is calculated, and the cut price data is stored in the order data storage means as the initial value of the cut price data, or the order acceptance processing is performed on the contract price data included in the contract data. Multiply by the cut difference ratio data received by the means and stored in the order data storage means By calculating the cut difference data, the calculated cut difference data is stored in the order data storage means, and the calculated cut difference data is added to the contract price data included in the contract data. A reference price / cut price initial value setting processing means for executing cut price initial value setting processing for calculating cut price data, and storing the calculated cut price data in the order data storage means as an initial value of cut price data; The market price data acquisition processing means for executing the process of repeatedly acquiring the market price data from the market system or other market price information providing system, and the market price data acquired every time the market price data is acquired by the market price data acquisition processing means, Compare with the cut price data stored in the order data storage means, Cut determination processing means for executing a process for determining whether or not a cut condition of more than or exceeding data is satisfied, and when the cut determination processing means determines that the cut condition is satisfied, stored in the order data storage means A second order that executes processing for creating purchase order data including order identification information, brand identification information, and the number of shares using the contract data, and delivering the created purchase order data to the ordering system. When it is determined by the data creation processing means and the cut determination processing means that the cutting condition is not satisfied, the market price data is compared with the reference price data stored in the order data storage means, and the market price data is less than the reference price data. In some cases, the base price that replaces the base price data stored in the order data storage means with the same value as the market price data Cut price that replaces the cut price data stored in the order data storage means with new cut price data obtained by adding the difference data for cutting stored in the order data storage means to the market price data while executing the new process The apparatus includes a reference price / cut price update processing means for executing update processing.

  Here, the original “sell order” is a short sale (a sale that is borrowed from others without having a stock certificate, or even if it is held, and using it, for example, a stock price expected in the near future In preparation for a fall, this is done with the intention of selling at the current stock price and paying back the stock certificates borrowed from others when the price drops. The same applies to the following inventions.

  The original “sell order” may be a market order or a limit order. The “buy order” made for the purpose of cutting may be a market order or a limit order. When a “buy order” made for the purpose of cutting is a limit order, a sell order is established to specify a limit along with “cut difference data” or “cut difference percentage data” Cut limit / contract price difference data indicating the difference from the contract price of the cut, or cut limit / cut price difference data indicating the difference of the plus part from the cut price (these are different from the cut difference data) May be configured to be input by the customer or its input agent or automatically set by the system. For example, suppose that the cutting difference is set to 50 yen or the cutting difference ratio is set to 5%, the contract price of the selling order is 1,000 yen, and the cut price is 1,050 yen. At this time, the customer or his / her input agent inputs or designates the cut limit / contract price difference data 60 yen indicating the plus difference from the contract price 1,000 yen, or is automatically set by the system (cut difference 50 By automatically adding a predetermined 10 yen to the yen, the limit of the buy order can be set to 1,060 yen, and when the acquisition market price exceeds the cut price of 1,050 yen or exceeds In addition, a buy order with a limit price of 1,060 yen can be placed. In addition, even if the customer or his / her input agent inputs or specifies the limit price / cut price difference data of 10 yen, which indicates the difference from the cut price of 1,050 yen, or is automatically set by the system, a buy order The limit price can be set at 1,060 yen, and when the acquisition market price exceeds 1,050 yen or exceeds the cut price, a buy order with a limit price of 1,060 yen can be placed. Then, the limit of 1,060 yen for “buy order” made for the purpose of cutting is the difference between the limit price for cut / cut price difference data of 10 yen (cut limit / cut price) The price difference data is stored in the order data storage means) and updated. In addition, when cut limit / contract price difference data 60 yen is input instead of cut limit / cut price difference data 10 yen, the cut difference data 50 from the cut limit / contract price difference data 60 yen is specified. By subtracting the yen, the cut limit / cut price difference data 10 yen can be calculated, and the calculated cut limit / cut price difference data may be stored in the order data storage means.

  Furthermore, the number of shares of the original “Sell Order” or its contracted shares and the number of shares of “Buy Order” made for the purpose of cutting need not necessarily match. For example, for some of the sold shares, It is good also as a structure which performs this setting. In such a configuration, the number of “buy order” shares must be entered in advance together with “cut difference data” or “cut difference percentage data”, or the number of “sell order” shares or their contracts. It is only necessary to input and specify cut quantity ratio data indicating how much of the number of shares to buy back.

  In such a stock buy / sell order processing system of the present invention (invention for performing a sell order and a cut order for the purpose of cut), the market price data is repeatedly acquired, and the cut price data is lowered by following the fall of the market price data. While processing, the cut price data is maintained even if the market price data rises, so it is possible to place a buy order for the purpose of cutting on the market with optimal conditions and timing according to the market situation. It becomes possible. Also, set the reference price data indicating the stock price that will serve as the basis for setting the cut price data, and lower the cut price data as long as the market price data does not fall below the reference price data even if the market price data has dropped. Update processing is not performed, that is, update processing that lowers the base price data and cut price data is performed for the first time when the market price data becomes less than the base price data, so once the market price data does not meet the cut conditions Even if the market price data fluctuates finely, such as when the market price data rises and falls again, the cut price data can be set to an appropriate value, thereby achieving the object.

  In addition, when the “order reception processing means” is configured to accept not the difference data for cutting but the difference amount data for cutting, the process of updating the cut price data while keeping the above difference for cutting constant. (For example, in the case of FIG. 8, etc.) The process of updating the cut price data while updating the cut difference with the cut difference ratio kept constant as follows (for example, FIG. 8) 9 may be used.

  That is, in the above-described stock trading order processing system (invention for performing a selling order and a buying order for the purpose of cutting), when the reference price / cut price update processing means determines that the cutting condition is not satisfied by the cut determination processing means The market price data is compared with the reference price data stored in the order data storage means. When the market price data is less than the reference price data, the reference price data stored in the order data storage means is the same as the market price data. Executes the base price update process to replace the value, and calculates new cut difference data by multiplying the market price data by the cut difference ratio data received by the order reception processing means and stored in the order data storage means The cut difference data stored in the order data storage means is used as the calculated new cut difference. The cut difference update processing to be replaced with the data is executed, and the cut price data stored in the order data storage means is replaced with the cut difference data after the cut difference update processing stored in the order data storage means in the market price data. A configuration may be adopted in which cut price update processing for replacing with new cut price data obtained by addition is performed.

  In the case where the processing for updating the cut price data (for example, in the case of FIG. 9) is performed while the cut difference is updated in a state where the cut difference ratio is kept constant, the reference price data When the value becomes a small value, the setting is made to reduce the difference data for cut indicating the difference between the reference price data and the cut price data (to narrow the difference). Accordingly, if the value of the market price data decreases, the fluctuation range of the market price data generally tends to decrease, so that it is possible to set cut difference data corresponding to the value. In other words, there is a case where the market price data that has started to rise once again falls before it reaches the cut price data and updates the base price data, but the value of the market price data becomes smaller and the fluctuation range of the market price data becomes smaller. If it becomes smaller, the permissible range in this case (the range in which the market price may rise) may be reduced, so that such processing becomes possible. For example, if the market price data (the base price data is the same value) is 1,000 yen and the cut difference ratio data is 5%, the cut difference data is 50 yen, the cut price data is 1, Although it is 050 yen, even if the cut difference ratio data is the same 5%, if the market price data (the base price data is the same value) is half of 500 yen, the cut difference data is not 50 yen. The cut price data is 525 yen, not 550 yen. Therefore, when the market price data rises by 30 yen from 500 yen to 530 yen, an order for cutting is executed.

  Further, in the above-described stock trading order processing system (invention for performing a buy order for a sell order and a cut), a cut price for placing a “sell order” and placing a “buy order” for the purpose of cut. As the data setting data, “Cut difference data” or “Cut difference percentage data” was input and specified. However, as shown below, “Cut price data” is directly input and specified. Also good.

  That is, the present invention is a stock trading order processing system comprising a computer that executes processing for accepting a stock trading order by a customer, which is input by a customer or its input agent and transmitted from a terminal device via a communication line. Order receiving processing means for executing processing for receiving the order identification information including the brand identification information and the number of shares for the selling order together with the customer identification information, and the order data for the selling order received by the order receiving processing means for the customer Order data storage means stored in association with identification information, and order data for sell orders stored in the order data storage means are used to create selling order data including order identification information, brand identification information, and the number of shares An ordering system that processes the order data of the created sales to the market system Received and received the first order data creation processing means for executing the delivery process and the contract data including the order identification information, the brand identification information, the number of shares, and the contract price data for the sell order executed in the market system from the ordering system Contract data receiving processing means for executing processing for storing the contract data in the order data storage means in association with the order data for the sell order with the same order identification information, and the contract data received by the contract data receiving processing means. Base price data that indicates the stock price that is the basis for setting the cut price when buying back shares sold in sell orders with the same value as the contract price data included in the data for the purpose of cutting to reduce profits or increase losses When the reference price initial value setting process to be stored in the order data storage means is executed as the initial value of In addition, the display data of the contract price data included in the contract data is transmitted to the terminal device via the communication line, and is input by the customer or its input agent and transmitted from the terminal device via the communication line. A reference price / cut price initial value setting processing means for executing cut price initial value setting processing for receiving the received cut price data, and storing the received cut price data as an initial value of the cut price data in the order data storage means; The contract price when the sell order is established by subtracting the contract price data included in the contract data received by the contract data receiving processing means from the cut price data received by the standard price / cut price initial value setting processing means Calculate the difference data for cutting that shows the difference from the plus amount from the Cut difference calculation processing means for executing processing to be stored in the sentence data storage means, market price data acquisition processing means for executing processing for repeatedly acquiring the market price data from the market system or other market price information providing system, and the current price Whenever the market price data is acquired by the data acquisition processing means, the acquired market price data is compared with the cut price data stored in the order data storage means. A cut determination processing means for executing a process for determining whether or not, and when the cut determination processing means determines that the cut condition is satisfied, the contract data stored in the order data storage means is used to Create purchase order data including order identification information, brand identification information, and the number of shares. Second order data creation processing means for executing processing for delivering the order data to the ordering system, and when the cut determination processing means determines that the cutting condition is not satisfied, the market price data and the order data storage means are stored. When the market price data is less than the standard price data, the standard price data stored in the order data storage means is replaced with the same value as the market price data. Reference price for executing cut price update processing for replacing the cut price data stored in the data storage means with new cut price data obtained by adding the difference data for cutting stored in the order data storage means to the current price data And a cut price update processing means.

  Here, the original “sell order” may be a market order or a limit order. The “buy order” made for the purpose of cutting may be a market order or a limit order. In addition, when the “buy order” made for the purpose of cutting is a limit order, the limit data of “buy order” is input or specified by the customer or its input agent together with the “cut price data”, or the system It is sufficient to use a configuration in which the automatic setting is performed. For example, assume that the contract price of a sell order is 1,000 yen, the cut price is set to 1,050 yen, and the cut difference is calculated to be 50 yen. At this time, the limit data of “Buying Order” is 1,060 yen entered by the customer or its input agent, or automatically set by the system (cut price of 1,050 yen is added with a predetermined 10 yen) (Automatic calculation), it is possible to place a buy order with a limit price of 1,060 yen when the acquisition market price exceeds 1,050 yen or exceeds the cut price. Then, the limit of 1,060 yen for “buy order” made for the purpose of cutting is the difference between the limit price for cut / cut price difference data of 10 yen (cut limit / cut price) The price difference data is stored in the order data storage means) and updated. In addition, when limit data 1,060 yen is input specified, the cut limit data / cut is cut by subtracting the input specified cut price data 1,050 yen from the input specified limit data 1,060 yen. Price difference data 10 yen can be calculated, and the calculated cut limit / cut price difference data may be stored in the order data storage means.

  In addition, the number of shares of the original “sell order” or its contracted shares and the number of shares of “buy order” made for the purpose of cutting need not necessarily match. It is good also as a structure which performs this setting. In such a configuration, the “cut price data” and the “buy order” number of shares must be entered in advance, or the “sell order” number of shares or the percentage of the contracted shares It is only necessary to input and specify cut quantity ratio data indicating whether or not to purchase.

  In such a stock buy / sell order processing system of the present invention (in the case of a configuration in which “cut price data” is directly input and specified among the inventions for performing a buy order for a sell order and a cut), the “cut” described above is used. Similar to the case where “Difference data” or “Difference ratio data for cut” is input and specified, the market price data is repeatedly acquired, and the update process is performed to lower the cut price data by following the decline in the market price data. Thus, since the cut price data is maintained even if the market price data rises, it is possible to place a buy order for the purpose of cutting on the market with optimum conditions and timing according to the market situation. Also, set the reference price data indicating the stock price that will serve as the basis for setting the cut price data, and lower the cut price data as long as the market price data does not fall below the reference price data even if the market price data has dropped. Update processing is not performed, that is, update processing that lowers the base price data and cut price data is performed for the first time when the market price data becomes less than the base price data, so once the market price data does not meet the cut conditions Even if the market price data fluctuates finely, such as when the market price data rises and falls again, the cut price data can be set to an appropriate value, thereby achieving the object.

  Even in the case where “cut price data” is directly input and specified, the process of updating the cut price data (for example, in the case of FIG. 8) is performed while keeping the cut difference constant as described above. Instead of the configuration, it may be configured to perform the process of updating the cut price data (for example, in the case of FIG. 9) while updating the cut difference in a state where the cut difference ratio is kept constant as follows. .

  That is, in the stock trading order processing system described above (invention for performing a sell order and a buy order for the purpose of cutting), the contract data received by the contract data receiving processing means is calculated by the cutting difference calculation processing means. By dividing by the contract price data included in, the difference percentage data for cutting that indicates the percentage of the difference for the plus amount relative to the contract price when the sell order is established is calculated, and the calculated percentage difference data for cutting is calculated as the order data A cutting difference ratio calculation processing unit that executes processing to be stored in the storage unit, and the reference price / cut price update processing unit determines that the cut price determination unit determines that the cut condition is not satisfied, and the market price data and the order Compare with the reference price data stored in the data storage means, the market price data is less than the reference price data In some cases, the base price data stored in the order data storage means is replaced with the same value as the market price data, and the reference price update process is executed. By multiplying the cutting difference ratio data stored in the storage means, new cutting difference data is calculated, and the cutting difference data stored in the order data storage means is replaced with the calculated new cutting difference data. The cut difference update process is executed, the cut price data stored in the order data storage means is added, and the cut difference data after the cut difference update process stored in the order data storage means is added to the market price data. It is good also as a structure which performs the cut price update process replaced with the new cut price data obtained.

  In the case where the processing for updating the cut price data (for example, in the case of FIG. 9) is performed while the cut difference is updated in a state where the cut difference ratio is kept constant, the reference price data When the value becomes a small value, the setting is made to reduce the difference data for cut indicating the difference between the reference price data and the cut price data (to narrow the difference). Accordingly, if the value of the market price data decreases, the fluctuation range of the market price data generally tends to decrease, so that it is possible to set cut difference data corresponding to the value. This is the same operation and effect as the configuration in which “cutting difference data” or “cutting difference ratio data” described above is input.

  << Stock trading order processing method >>

  Further, as the stock trading order processing method realized by the stock trading order processing system of the present invention described above, the following stock trading order processing method of the present invention can be cited. In the stock trading order processing method of the present invention, as in the case of the stock trading order processing system of the present invention, a buy order is made and the stock purchased by the buy order is sold for the purpose of cutting profits or increasing losses. There is a case where a cut price is set, and a case where a cut price is set when a sell order is made and a stock sold by the sell order is bought back for the purpose of cutting the profit decrease or the loss increase is stopped. In the stock buying and selling order processing method, the operations and effects obtained by the corresponding stock buying and selling order processing system of the present invention can be obtained as they are, thereby achieving the object.

  <When a cut price is set when a stock is purchased with a buy order and sold for the purpose of cutting the stock to reduce profits or increase losses>

  That is, the present invention is a stock trading order processing method executed by a stock trading order processing system comprising a computer for executing processing for receiving a stock trading order by a customer, wherein the order reception processing means is a customer or its input agent Order data including brand identification information and number of shares of a buy order, which is input by a user and transmitted via a communication line from a terminal device, and the purpose of cuts to stop a decrease in profits or an increase in loss of shares purchased in a buy order The difference data for cutting that shows the difference of the minus amount from the contract price when the buy order is established or the ratio of the difference for cutting that shows the ratio of the difference of the minus amount to the contract price for setting the cut price when selling at Executes the process of receiving data together with customer identification information, and the purchase received by the order reception processing means The order data for the sentence and the cutting difference data or the cutting difference ratio data are stored in the order data storage means in association with the customer identification information, and the first order data creation processing means is stored in the order data storage means. Creates ordering data for purchase including order identification information, brand identification information, and the number of shares using the order data for the purchased order, and the created purchase order data is sent to the ordering system that performs ordering processing to the market system. The contract data receiving processing means receives the contract data including the order identification information, the brand identification information, the number of shares, and the contract price data about the buy order executed in the market system from the ordering system. Is associated with the order data for the buy order with the same order identification information. The base price / cut price initial value setting processing means sets the cut price to the same value as the contract price data included in the contract data received by the contract data receiving processing means. The reference price initial value setting process to be stored in the order data storage means is executed as the initial value of the reference price data indicating the stock price to be used as a reference, and the order acceptance processing means accepts the contract price data included in the contract data. The cut price data is calculated by subtracting the cut difference data stored in the order data storage means and the calculated cut price data is stored in the order data storage means as the initial value of the cut price data. The initial value setting process or the contract price data included in the contract data is received by the order reception processing means. The cut difference data is calculated by multiplying the cut difference ratio data attached and stored in the order data storage means, the calculated cut difference data is stored in the order data storage means, and the contract data The cut price data is calculated by subtracting the calculated cut difference data from the contract price data included, and the cut price data is stored in the order data storage means as the initial value of the cut price data. The value setting process is executed, the market price data acquisition processing means executes the process of repeatedly acquiring the market price data of the stock from the market system or other market price information providing system, and the cut determination processing means performs the market price by the market price data acquisition processing means. Each time data is acquired, the acquired market price data and the data stored in the order data storage means are displayed. And the second order data creation processing means is executed by the cut determination processing means, and the second order data creation processing means executes a process for judging whether or not the cut price condition that the market price data is less than or less than the cut price data is satisfied. When it is determined that the cut condition is satisfied, the sales order data including the order identification information, the brand identification information, and the number of shares for the sales order is created and created using the contract data stored in the order data storage means. Processing to deliver the sold order data to the ordering system, and when the reference price / cut price update processing means determines that the cut condition does not satisfy the cutting condition, the market price data and the order data storage means When the market price data exceeds the reference price data, it is stored in the order data storage means. The reference price update process is executed to replace the reference price data with the same value as the market price data, and the cut price data stored in the order data storage means is changed from the market price data to the cut difference data stored in the order data storage means. A cut price update process for replacing with new cut price data obtained by subtracting is performed.

  The present invention also relates to a stock trading order processing method executed by a stock trading order processing system comprising a computer for executing processing for receiving a stock trading order by a customer, wherein the order reception processing means is a customer or its input agent Executed by the order acceptance processing means to receive the order data including the brand identification information and the number of shares of the purchase order, which is input by the user and transmitted from the terminal device via the communication line, together with the customer identification information. Order data for the purchase order is stored in the order data storage means in association with the customer identification information, and the first order data creation processing means uses the order data for the buy order stored in the order data storage means, Create purchase order data including order identification information, brand identification information, and number of shares, and create purchase order Data is transferred to the ordering system that performs the ordering process to the market system, and the contract data receiving processing means executes the order identification information, the brand identification information, the number of shares, And executing the process of storing the received contract data in the order data storage means in association with the order data for the buy order with the same order identification information, and receiving the contract data including the contract price data. The cut price initial value setting processing means sells the same value as the contract price data included in the contract data received by the contract data receiving processing means for the purpose of cutting to reduce the profit or increase the loss of the stock purchased by the buy order As the initial value of the reference price data indicating the stock price that is the reference for setting the cut price when The reference price initial value setting process to be stored in the data storage means is executed, the display data of the contract price data included in the contract data is transmitted to the terminal device via the communication line, and the customer or its input agent Cut price initial value setting processing for receiving cut price data input by the terminal device and transmitted from the terminal device via the communication line, and storing the received cut price data in the order data storage means as the initial value of the cut price data And the cutting difference calculation processing means subtracts the cut price data received by the reference price / cut price initial value setting processing means from the contract price data included in the contract data received by the contract data receiving processing means. , Cut difference data indicating the difference from the contract price when a buy order is made The processing for storing the calculated cutting difference data in the order data storage means is executed, and the market price data acquisition processing means repeatedly acquires the market price data of the stock from the market system or other market price information providing system. The cut determination processing unit compares the acquired market price data with the cut price data stored in the order data storage unit every time the market price data acquisition unit acquires the market price data, and the market price data is cut. If the second order data creation processing means determines that the cut condition is satisfied by the cut determination processing means, it executes the process of determining whether the cut condition that the price data is less than or less than the price data is satisfied. Using the contract data stored in the data storage means, order identification information, stock identification information, and number of shares for sell orders The sales order data included is created, the created sales order data is transferred to the ordering system, and the reference price / cut price update processing means is determined not to satisfy the cutting condition by the cut determination processing means. If the market price data is compared with the reference price data stored in the order data storage means, and the market price data exceeds the reference price data, the reference price data stored in the order data storage means is the same as the market price data. New cut price data obtained by subtracting the difference data for cutting stored in the order data storage means from the market price data, while executing the reference price update processing to replace with the value. The cut price update process to be replaced with is executed.

  <When a cut price is set when a buy order is made and the shares sold by the sell order are bought back for the purpose of cutting profits or reducing losses>

  Furthermore, the present invention is a stock trading order processing method executed by a stock trading order processing system comprising a computer for executing processing for receiving a stock trading order by a customer, wherein the order reception processing means is a customer or its input agent Order data including stock identification information and the number of shares of a sell order, which is input by a user and transmitted from a terminal device via a communication line, and the purpose of a cut to stop a decrease in profits or an increase in loss of shares sold in a sell order The difference data for cutting that shows the difference of the plus amount from the contract price when the sell order is established or the ratio of the difference amount for cutting that shows the ratio of the difference of the plus amount to the contract price when setting the cut price when buying back at To the selling order received by the order receiving processing means. The order data and the cutting difference data or the cutting difference ratio data are stored in the order data storage means in association with the customer identification information, and the first order data creation processing means is stored in the order data storage means. Using the order data for a sell order, create order information for sales including order identification information, brand identification information, and the number of shares, and deliver the created sales order data to the order system that performs order processing to the market system. The processing is executed, and the contract data receiving processing means receives the contract data including the order identification information, the brand identification information, the number of shares, and the contract price data about the sell order executed in the market system from the ordering system, and the received contract data is received. The order data storage unit is associated with the order data for the sell order with the same order identification information. The standard price / cut price initial value setting processing means sets the cut price to the same value as the contract price data included in the contract data received by the contract data reception processing means. The reference price initial value setting process to be stored in the order data storage means is executed as the initial value of the reference price data indicating the stock price, and the order price processing included in the contract data is accepted by the order acceptance processing means and the order is received. Cut price data is calculated by adding the cut difference data stored in the data storage means, and the calculated cut price data is stored in the order data storage means as the initial value of the cut price data. The setting process or the contract price data included in the contract data is received by the order reception processing means. The cutting difference data is calculated by multiplying the cutting difference ratio data stored in the order data storage means, the calculated cutting difference data is stored in the order data storage means, and the contract included in the contract data Cut price data is calculated by adding the calculated cut difference data to the price data, and the cut price data is stored in the order data storage means as the initial value of the cut price data. The market price data acquisition processing means executes a process of repeatedly acquiring the market price data of the stock from the market system or other market price information providing system, and the cut determination processing means executes the process of acquiring the market price data by the market price data acquisition processing means. For each acquisition, the acquired market price data and the cut price data stored in the order data storage means And the second order data creation processing means performs the process of determining whether or not the cut price data is greater than or equal to the cut price data and satisfies the cut condition. If it is determined that the purchase order data including the order identification information, the brand identification information, and the number of shares of the purchase order is created using the contract data stored in the order data storage means, the created purchase order The data is transferred to the ordering system, and the reference price / cut price update processing means is stored in the market price data and the order data storage means when the cut determination processing means determines that the cut condition is not satisfied. When the market price data is less than the standard price data, the standard price data stored in the order data storage means is compared with the standard price data. Is updated with the same value as the market price data, and the cut price data stored in the order data storage means is added to the cut price data stored in the order data storage means. The cut price update process is performed to replace the new cut price data obtained in this way.

  The present invention is a stock trading order processing method executed by a stock trading order processing system comprising a computer for executing processing for receiving a stock trading order by a customer, wherein the order reception processing means is a customer or its input agent Executed by the order acceptance processing means to receive the order identification data including the brand identification information and the number of shares of the selling order, which is input by the user and transmitted from the terminal device via the communication line, together with the customer identification information. Order data for the sell order is stored in the order data storage means in association with the customer identification information, and the first order data creation processing means uses the order data for the sell order stored in the order data storage means, Create sales order data including order identification information, brand identification information, and the number of shares. The data is transferred to the ordering system that performs the ordering process to the market system, and the contract data receiving processing means executes the order identification information, the brand identification information, the number of shares, Receives contract data including contract price data, executes a process of storing the received contract data in the order data storage means in association with the order data for the sell order with the same order identification information, and the reference price / cut When the price initial value setting processing means buys back the same value as the contract price data included in the contract data received by the contract data receiving processing means for the purpose of cutting profits or increasing losses by cutting the shares sold in the sell order As an initial value of the reference price data indicating the stock price that is the reference for setting the cut price of The reference price initial value setting process to be stored in the data storage means is executed, the display data of the contract price data included in the contract data is transmitted to the terminal device via the communication line, and the customer or its input agency Cut price initial value setting that accepts cut price data input by the user and transmitted from the terminal device via the communication line, and stores the received cut price data in the order data storage means as the initial value of the cut price data The processing is executed, and the cut difference calculation processing means subtracts the contract price data included in the contract data received by the contract data receiving processing means from the cut price data received by the base price / cut price initial value setting processing means. The difference data for cutting that indicates the difference from the contract price when the sell order is established The processing for storing the calculated cutting difference data in the order data storage means is executed, and the market price data acquisition processing means repeatedly acquires the market price data of the stock from the market system or other market price information providing system. The cut determination processing unit compares the acquired market price data with the cut price data stored in the order data storage unit every time the market price data acquisition unit acquires the market price data, and the market price data is cut. Processing for determining whether or not the cut condition that the price data is greater than or exceeded is executed, and when the second order data creation processing means determines that the cut condition is satisfied by the cut determination processing means, the order data is stored. Using order data stored in the instrument, including order identification information, stock identification information, and number of shares for buy orders The purchase order data is created, the created purchase order data is transferred to the ordering system, and the base price / cut price update processing means determines that the cut judgment processing means does not satisfy the cutting conditions. The market price data is compared with the reference price data stored in the order data storage means. When the market price data is less than the reference price data, the reference price data stored in the order data storage means is the same as the market price data. A new cut price obtained by executing the reference price update process to be replaced with a value and adding the cut price data stored in the order data storage means to the market price data and the difference data for cutting stored in the order data storage means It is characterized by executing cut price update processing to be replaced with data.

  << Program >>

  The program of the present invention is for causing a computer to function as the stock trading order processing system described above.

  The above-mentioned program or a part thereof is, for example, a magneto-optical disk (MO), a read-only memory (CD-ROM) using a compact disk (CD), a CD recordable (CD-R), a CD rewritable (CD -RW), read-only memory (DVD-ROM) using digital versatile disk (DVD), random access memory (DVD-RAM) using DVD, flexible disk (FD), magnetic tape, hard disk, It can be recorded on storage media such as read-only memory (ROM), electrically erasable and rewritable read-only memory (EEPROM), flash memory, and random access memory (RAM) for storage and distribution. And, for example, a local area network (LA ), A metropolitan area network (MAN), a wide area network (WAN), a wired network such as the Internet, an intranet, or an extranet, or a wireless communication network, or a combination thereof. It is also possible to carry it on a carrier wave. Furthermore, the above program may be a part of another program, or may be recorded on a recording medium together with a separate program.

  As described above, according to the present invention, when acquiring market price data and setting a cut price for a buy order and a sell order for a cut purpose, the cut price data is made to follow the rise in the market price data. If the cut price data is maintained even if the market price data falls and the cut price is set for the selling order and the buy order for the purpose of the cut, the market price data will drop. While performing the update process to lower the cut price data following, the cut price data is maintained even if the market price data rises, so depending on the market situation, sell or buy orders for the purpose of cutting, There is an effect that it is possible to place an order on the market under optimum conditions and timing.

  An embodiment of the present invention will be described below with reference to the drawings. FIG. 1 shows the overall configuration of a stock trading order processing system 10 of the present embodiment. FIG. 2 shows the configuration of the order data storage means 40, and FIG. 3 shows the flow of processing by the stock trading order processing system 10 in a flowchart. FIG. 4 shows an example of a screen when placing a buy order, and FIG. 5 shows an example of a screen when placing a sell order. Further, FIGS. 6 to 9 show examples of updating the cut price data.

  In FIG. 1, a stock trading order processing system 10 executes stock trading orders processing server 20 for executing various processes related to stock trading orders and storing data necessary for various processes, and a network 1 which is a communication line. The customer terminal device 50 connected to the order processing server 20 and the input agent (person in charge such as a salesperson of a financial institution) connected to the stock trading order processing server 20 via the internal network 2 which is a communication line. And a terminal device 60.

  The stock trading order processing server 20 is connected to an ordering system 70 via a communication line 3, and this ordering system 70 is connected to a market system 80 such as an exchange system via the communication line 4. Further, a market price information providing system 90 is connected to the stock trading order processing server 20 via the communication line 5.

  The network 1 is mainly the Internet in the present embodiment, but may be a combination of the Internet and an intranet, a LAN, or the like. Whether the network 1 is wired or wireless, and whether it is a mixed type of wired and wireless. It doesn't matter. The internal network 2 is an intranet or LAN provided in a financial institution such as a securities company, and is a terminal for a stock trading order processing server 20 and an input agent (a person in charge such as a sales person of a financial institution). The connection with the device 60 may be made through the network 1. Further, the communication line 3 is a dedicated line provided inside a financial institution such as a securities company, and the communication lines 4 and 5 are also dedicated lines, but these may be the network 1 or the internal network 2.

  The stock trading order processing server 20 is constituted by one or a plurality of computers, and stores processing means 20A for executing various processes relating to stock trading orders and data necessary for various processes executed by the processing means 20A. The order data storage means 40 is provided.

  The processing means 20A includes an order reception processing means 21, a first order data creation processing means 22, a contract data reception processing means 23, a reference price / cut price initial value setting processing means 24, and a cutting difference calculation processing means. 25, cutting difference ratio calculation processing means 26, market price data acquisition processing means 27, cut determination processing means 28, second order data creation processing means 29, and reference price / cut price update processing means 30. It is configured to include.

  The order reception processing means 21 is for displaying a screen (see FIGS. 4 and 5) for making a purchase order or a sell order based on a customer request from the terminal device 50 or an input agent request from the terminal device 60. The data is transmitted to the terminal devices 50 and 60 via the network 1 or the internal network 2, and is input by the customer or an input agent and transmitted from the terminal devices 50 and 60 via the network 1 or the internal network 2. Order data and cut price setting data are received together with customer identification information (for example, customer account number), order identification information (for example, order number) is automatically added to the received order data, and the received order data And the cut price setting data in association with the order identification information and the customer identification information, the order data storage means 40 (see FIG. 2). And it executes a process of storing in).

  More specifically, the order reception processing means 21 includes, as order data, brand identification information (for example, brand code), market identification information (for example, market code, etc.), buy / sell classification data indicating whether to sell or buy, Receive quantity data (stock data), limit data for limit orders (in the case of market orders, receive with NULL and convert to 0 yen) along with customer identification information (for example, customer account number) .

  Further, the order reception processing means 21 cuts the cut price when selling the stock purchased in the buy order for the purpose of cutting to reduce the profit decrease or loss increase, or the cut to stop the profit decrease or loss increase of the stock sold by the sell order. As the cut price setting data for setting the cut price when buying back for the purpose of cut, the cut difference data or the cut difference ratio data, and the cut difference constant / update category indicating whether the cut difference is fixed or updated Data is received along with order data. The terms “cut” and “cut price” in the present specification also include the concept of “loss cut” and “loss cut price”. The buying and selling process for the purpose of the

  Here, the cut difference data received by the order reception processing means 21 is cut difference data (in the case of FIG. 4) indicating a difference (amount) of a minus amount from the contract price when a buy order is established, or selling. It is cut difference data (in the case of FIG. 5) indicating a difference (amount) of a plus amount from the contract price when an order is established. When the order reception processing means 21 receives the cutting difference data, when the cutting difference data is input and designated in “1. Specify the minus amount from the contract price” in FIG. Price designation method type = 1) and “1. Designate a positive amount from the contract price” in FIG. 5 when cut difference data is designated (cut price designation method type = 6). However, in these cases, the cut difference data received by the order reception processing means 21 is not updated and is treated as a constant value.

  Further, the cut difference ratio data received by the order reception processing means 21 is the cut difference ratio data indicating the ratio (percentage) of the minus difference (amount) to the contract price when the buy order is established (in FIG. 4). In the case of FIG. 5), or a cut difference ratio data indicating a ratio (percentage) of a plus difference (amount) to the contract price when a sell order is established. When the order reception processing means 21 receives the cutting difference ratio data, in “2. Specify the minus ratio with respect to the contract price” in FIG. 4, the cutting difference ratio data is input and specified, and When “Cut difference for cut is fixed” is selected (cut price designation method type = 2), and “2. Specify the percentage of minus for the contract price” in FIG. 4 is entered. When “Specify and update update for cut” is selected (cut price designation method type = 3), and “2. Specify the percentage of plus for contract price” in FIG. 5 When the percentage data is input and “Set the cutting difference constant” is selected (cut price designation method type = 7), “2. In, type specifies the cutting difference ratio data, and, and a case (cut price specifying type = 8) to select "update the difference for cut". Of these, in the cut price designation method type = 2, 7, the cut difference data is calculated by the reference price / cut price initial value setting processing means 24 as described later, using the input cut difference ratio data, The calculated cut difference data is not updated and is treated as a constant value. On the other hand, in the case of the cut price designation method type = 3, 8, the initial value of the cut difference data is calculated by the reference price / cut price initial value setting processing unit 24 as will be described later using the input cut difference ratio data. However, after that, the cutting difference data is updated in a state where the input specified cutting difference ratio data is kept constant.

  4 and 5, when the “Acquire contract price” buttons 141 and 241 are clicked in “3. Directly specify cut price”, the contract price of the original order is displayed in the contract price display sections 142 and 242. The cut price data is input and specified by the customer or the input agent confirming the contract price by looking at this display (cut price specifying method type = 4, 5, 9, 10). The price data is received not by the order reception processing means 21 but by the reference price / cut price initial value setting processing means 24, and details will be described later as an explanation of the reference price / cut price initial value setting processing means 24.

  Further, in the present embodiment, the order for the purpose of cutting is configured to perform an order process in a market order. However, in the case of a limit order, the order acceptance processing means 21 uses the purchase in FIG. Cut limit / contract price difference data (cut price designation method type = 1) indicating the difference from the contract price when a buy order is made in order to specify the cut limit on the order screen 100, or Accepts cut limit / cut price difference data (cut price designation method type = 1, 2, 3) indicating the difference from the cut price, and associates the data with order identification information and customer identification information The order data storage means 40 (see FIG. 2) may be stored, and a sell order is established in order to specify a cut limit on the sell order screen 200 of FIG. Cut limit / contract price difference data (cut price designation method type = 6) indicating the difference from the contract price in the case or cut limit / cut price difference data indicating the plus difference from the cut price ( The cut price designation method type = 6, 7, 8) may be received, and the data may be stored in the order data storage means 40 (see FIG. 2) in association with the order identification information and the customer identification information.

  The first order data creation processing means 22 is for the original buy order or the original sell order (the order that is the original of the cut, not the order for the cut purpose) stored in the order data storage means 40 (see FIG. 2). Order data (order number, etc.), customer identification information (account number, etc.), brand identification information (brand code, etc.), trading data, quantity data (stock data), limit orders Creates order data for the original buy order or original sell order including limit data (in the case of market order, 0 yen), etc., and executes the process of delivering the created order data to the ordering system 70 To do.

  The contract data receiving processing means 23 receives the original buy order or the original sell order (cut) that was executed by the market system 80 for the order based on the order data created by the first order data creation processing means 22 from the ordering system 70. Execution data (order identification information (order number, etc.), customer identification information (account number, etc.), brand identification information (brand code, etc.), trade classification data, and contracts for not the target order but the order from which the cut is made Receives quantity data (contracted stock data), contract price data (contract price data), contract date / contract time data, etc.) and receives the contract data from the original buy order with the same order identification information Alternatively, a process of storing in the order data storage means 40 (see FIG. 2) in association with the order data for the original selling order is executed.

  Further, the contract data receiving processing means 23 receives a cut order selling order or a cutting purpose executed by the market system 80 for an order based on the order data created by the second order data creation processing means 29 from the ordering system 70. Order identification information (such as order number), customer identification information (account number, etc.), brand identification information (brand code, etc.), trade classification data, contract data (committed stock data), contract price data (contract price) Data), contract data including contract date / time data, etc., and the received contract data is related to the order data for the original buy order or the original sell order with the same order identification information. Processing to be stored in the storage means 40 (see FIG. 2) is also executed. In the present embodiment, the order identification information (order number or the like) for the original buy order or the original sell order, the order identification information (order number or the like) for the cut order sell order or the cut order buy order, and However, the order identification information (order number or the like) different from the original order may be automatically given for the order to be cut.

  The reference price / cut price initial value setting processing unit 24 is the same value as the contract price data (contract unit price data) included in the contract data about the original buy order or the original sell order received by the contract data reception processing unit 23. Is stored in the order data storage means 40 (see FIG. 2) in association with the order identification information (order number, etc.) as the initial value of the reference price data indicating the stock price serving as a reference for setting the cut price. A value setting process is executed.

  The reference price / cut price initial value setting processing means 24 receives the order difference storage means 40 (FIG. 2) when the order acceptance processing means 21 accepts the input of the difference data for cutting for the selling order for the cutting purpose together with the buy order. (Cut price designation method type = 1) is stored in the order data storage means 40 from the contract price data (contract price data) included in the contract data for the original buy order. Cut price data is calculated by subtracting the cut difference data. On the other hand, when the order acceptance processing means 21 accepts the input of the difference data for cutting for the buying order for the cutting purpose together with the selling order and stores it in the order data storage means 40 (see FIG. 2) (cut price designation method) For type = 6), the cut price data stored in the order data storage means 40 is added to the contract price data (contract price data) included in the contract data for the original sell order, thereby obtaining the cut price. Calculate the data. Then, the cut price initial value setting process is executed in which the calculated cut price data is stored in the order data storage means 40 (see FIG. 2) in association with the order identification information (order number or the like) as the initial value of the cut price data. .

  Further, the reference price / cut price initial value setting processing means 24 accepts the input of the difference ratio data for cutting for the selling order for the cutting purpose together with the buy order by the order receiving processing means 21, and the order data storage means 40 (FIG. 2) (cut price designation method type = 2, 3), the contract price data (contract price data) included in the contract data for the original buy order is stored in the order data storage means 40. The cut difference data is calculated by multiplying the stored cut difference ratio data, and the calculated cut difference data is associated with the order identification information (order number, etc.) and the order data storage means 40 (see FIG. 2). ) And the cut difference calculated from the contract price data (contract unit price data) included in the contract data for the original buy order. By subtracting the data, to calculate the cut-price data. On the other hand, when the order acceptance processing means 21 accepts the input of the difference ratio data for cutting for the buying order for the cutting purpose together with the selling order and stores it in the order data storage means 40 (see FIG. 2) (cut price designation) Method type = 7,8) is obtained by multiplying the contract price data (contract price data) included in the contract data for the original sell order by the cut difference ratio data stored in the order data storage means 40. The difference data for cutting is calculated, the calculated difference data for cutting is stored in the order data storage means 40 (see FIG. 2) in association with the order identification information (order number etc.), and the original selling order Cut price data is calculated by adding the calculated cut difference data to the contract price data (contract price data) included in the contract data. To. Then, the cut price initial value setting process is executed in which the calculated cut price data is stored in the order data storage means 40 (see FIG. 2) in association with the order identification information (order number or the like) as the initial value of the cut price data. .

  Further, the reference price / cut price initial value setting processing means 24 clicks the “Acquire Contract Price” buttons 141 and 241 provided on the buy order screen 100 in FIG. 4 or the sell order screen 200 in FIG. 5. When receiving the contract price acquisition request signal of the customer or the input agent transmitted from the terminal devices 50 and 60 via the network 1 or the internal network 2, the order data storage means 40 (FIG. 2) display data of contract price data (contract price data) included in the contract data about the original buy order or the original sell order stored in the terminal device 50 via the network 1 or the internal network 2. , 60 and input from the terminal device 50, 60 from the terminal device 50, 60 by the customer or input agent. The cut price data transmitted via the internal network 2 is received (cut price designation method type = 4, 5, 9, 10), and the received cut price data is used as the initial value of the cut price data. A cut price initial value setting process to be stored in the order data storage means 40 (see FIG. 2) in association with (order number or the like) is executed. In this embodiment, the customer or the input agent clicks the “Acquire Contract Price” buttons 141 and 241 provided on the buy order screen 100 in FIG. 4 or the sell order screen 200 in FIG. Although the contract price data is displayed on the screen, the contract data receiving processing means 23 does not transmit the display data of the contract price data after receiving the contract price acquisition request signal in this way. The configuration may be such that when the data is received, the display data of the contract price data is actively transmitted from the stock trading order processing server 20 side. Also, if it takes time to place the original order after the original order is placed, the buy order screen 100 in FIG. 4 or the sell order screen 200 in FIG. Re-access the order processing server 20, and enter the order identification information (order number, etc.), customer identification information (account number, etc.), brand identification information (brand code, etc.), order date / order time, etc. The contract price acquisition request signal is transmitted, the contract price data is displayed, and the cut price data is input / transmitted on another screen.

  Further, in the present embodiment, the order for cutting is configured to perform order processing by market order. However, in the case of limit order, the reference price / cut price initial value setting processing means 24 is used. Thus, cut price data (condition price as an ordering condition) and cut limit data input and designated by the customer or its input agent are received, and the order data storage means 40 ( It is good also as a structure memorize | stored in FIG. In this case, the reference price / cut price initial value setting processing means 24 calculates cut limit / cut price difference data indicating the difference between the input limit data for cutting and the input specified cut price data. Then, the calculated cut limit / cut price difference data is stored in the order data storage means 40. The cut limit / cut price difference data is used to update the cut limit along with the update of the cut price.

  The cut difference calculation processing means 25 performs the following processing when the cut price data is received by the reference price / cut price initial value setting processing means 24 (cut price designation method type = 4, 5, 9, 10). Is what you do. That is, when the cut price designation method type = 4, 5, the cut difference calculation processing means 25 executes the contract price data (stored in the order data storage means 40) included in the contract data received by the contract data reception processing means 23. The purchase order is established by subtracting the cut price data (the cut price data stored in the order data storage means 40) received by the reference price / cut price initial value setting processing means 24 from the contracted price data). Cut difference data indicating the difference from the contract price in the case of the cut price is calculated, and when the cut price designation method type = 9, 10, the cut received by the reference price / cut price initial value setting processing means 24 Contract data receiving processing means from price data (cut price data stored in order data storage means 40) 3 is a cut showing the difference from the contract price when the sell order is established by subtracting the contract price data (the contract price data stored in the order data storage means 40) included in the contract data received in 3 Calculate the difference data. Then, a process of storing the calculated cut difference data in the order data storage unit 40 (see FIG. 2) in association with the order identification information (order number or the like) is executed.

  The cutting difference ratio calculation processing means 26 receives the cut price data by the reference price / cut price initial value setting processing means 24 and the process for updating the cutting difference data is selected (cut price designation method type = 5 and 10), the following processing is performed. That is, the contract price data (the contract price data stored in the order data storage means 40) included in the contract data received by the contract data reception processing means 23 is the cut difference data calculated by the cut difference calculation processing means 25. By dividing by, we calculate the difference ratio data for cutting that indicates the ratio of the negative difference to the contract price when the buy order is established, or the ratio of the positive difference to the contract price when the sell order is established. Then, the calculated cut difference ratio data is stored in the order data storage means 40 (see FIG. 2) in association with the order identification information (order number or the like).

  The market price data acquisition processing means 27 performs a process of repeatedly acquiring, in real time, the latest market price data of the stock of each brand together with the brand identification information (brand code etc.) from the market price information providing system 90 (including the market system 80). It is something to execute. For example, the acquisition timing can be regular at regular time intervals. At this time, the market price data acquisition processing means 27 may directly acquire market price data as primary information from the market system 80, or from an information vendor system that provides the market price data acquired from the market system 80 as secondary information. You may acquire market price data as secondary information, or you may acquire market price data from other systems inside financial institutions such as securities firms that store market price data acquired from the market system 80 or information vendor system. Good.

  Each time the market price data is acquired by the market price data acquisition processing unit 27, the cut determination processing unit 28 stores the acquired market price data and the order data storage unit 40 (see FIG. 2) for each order of each customer. Compare with cut price data (compare for the same brand). If the original order is a buy order, determine whether the cut condition that the market price data is less than or less than the cut price data is met. When the original order is a sell order, a process for determining whether or not the cut condition that the market price data is equal to or more than the cut price data is satisfied is executed.

  The second order data creation processing means 29, when it is determined by the cut determination processing means 28 that the cutting condition is satisfied, the order data on the original order stored in the order data storage means 40 (see FIG. 2) and Using the contract data, order identification information (order number, etc.), customer identification information (account number, etc.), brand identification information (brand code, etc.), trade classification data, quantity data (stock data), limit orders Order data for cut orders including limit data (in the case of market orders, 0 yen) is created, and the created order data is delivered to the order system 70.

  More specifically, the second order data creation processing unit 29 uses the order identification information (order number) for the original order in the present embodiment for the order identification information (order number, etc.) for the order to be cut. Etc.), but new order identification information (order number, etc.) may be added. In addition, customer identification information (account number, etc.) and brand identification information (brand code, etc.) for the cut order are the same as the original order. The trading category data for the cut order is the trading category opposite to the original order. In this embodiment, the quantity data (stock data) for the cut order is the same as the contract data (original stock data) for the original order, but a part thereof (for example, 50% stock) In some cases, the order acceptance processing means 21 or the reference price / cut price initial value setting processing means 24 accepts input designation of quantity data (stock data) for an order to be cut, Alternatively, it is only necessary to accept an input designation of cut quantity ratio data indicating how much of the number of stocks in the original order or the number of contracted shares is the target of the order for cutting.

  In the present embodiment, the order for cutting is a market order, but it may be a limit order. In the case of a limit order, the second order data creation processing unit 29 uses the order reception processing unit 21. The cut limit / contract price difference data received and stored in the order data storage means 40 (see FIG. 2) and the contract price data for the original order stored in the order data storage means 40 are used for cutting. The limit price data is calculated or received by the order reception processing means 21 and stored in the order limit data / cut price difference data stored in the order data storage means 40 (see FIG. 2) and the order data storage means 40. The cut limit data is calculated using the cut price data, or the cut limit / cut price difference data predetermined by the system, Then, the cut limit data is calculated using the cut price data stored in the order data storage means 40 or received by the reference price / cut price initial value setting processing means 24 (see FIG. 2). The order data for the order to be cut is created using the cut limit data stored in (1).

  The reference price / cut price update processing means 30 and the market price data acquired by the market price data acquisition processing means 27 and the order data storage means 40 (FIG. 2) when the cut determination processing means 28 determines that the cutting condition is not satisfied. If the original order is a buy order (cut price designation method type = 1, 2, 3, 4, 5), the market price data is the reference price data. When exceeding, the reference price data stored in the order data storage means 40 is replaced with the same value as the market price data, and when the original order is a sell order (cut price designation method type = 6, 7, 8, 9, 10), when the market price data is less than the standard price data, the standard price for replacing the standard price data stored in the order data storage means 40 with the same value as the market price data. And executes the update processing.

  Further, the reference price / cut price update processing means 30 obtains the market price data acquired by the market price data acquisition processing means 27 when the cut price designation method type = 3, 8 in accordance with the execution of the reference price update process. (That is, the reference price data after the above-described reference price update process) is multiplied by the cut difference ratio data received by the order reception processing means 21 and stored in the order data storage means 40 (see FIG. 2). When new cut difference data is calculated, the cut difference data stored in the order data storage means 40 is replaced with the calculated new cut difference data, and the cut price designation method type = 5, 10 Is the market price data acquired by the market price data acquisition processing means 27 (that is, the base price data after the above base price update process) By multiplying the cutting difference ratio data calculated by the calculation processing means 26 and stored in the order data storage means 40 (see FIG. 2), new cutting difference data is calculated and stored in the order data storage means 40. The cut difference update process is executed to replace the cut difference data that has been used with the calculated new cut difference data.

  Further, the reference price / cut price update processing means 30 is configured so that the original order is a buy order in accordance with the execution of the reference price update process or the execution of the reference price update process and the cut difference update process. In the case of (cut price designation method type = 1, 2, 3, 4, 5), from the market price data acquired by the market price data acquisition processing means 27 (that is, the standard price data after the above-described standard price update process), By subtracting the difference data for cutting stored in the order data storage means 40 (in the case of the cut price designation method type = 3, 5, the difference data for cutting after the above-mentioned cutting difference update process), a new difference is obtained. Cut price data is calculated, the cut price data stored in the order data storage means 40 (see FIG. 2) is replaced with the calculated new cut price data, and the original order is In the case of ordering (cut price designation method type = 6, 7, 8, 9, 10), the market price data acquired by the market price data acquisition processing means 27 (that is, the standard price data after the standard price update process) By adding the cut difference data stored in the order data storage means 40 (in the case of the cut price designation method type = 8, 10, the cut difference data after the above cut difference update processing) is added. Then, new cut price data is calculated, and cut price update processing is executed to replace the cut price data stored in the order data storage means 40 (see FIG. 2) with the calculated new cut price data.

  In this embodiment, the order for cutting is placed as a market order. However, in the case of a limit order, the reference price / cut price update processing means 30 performs the above cut price update processing. Accordingly, when the original order is a buy order (cut price designation method type = 1, 2, 3, 4, 5), the cut limit data stored in the order data storage means 40 (see FIG. 2). Is stored in the order data storage means 40 from the cut price data stored in the order data storage means 40 (the cut price data after the above cut price update process), or the cut limit predetermined by the system・ Replace the cut price difference data with new cut limit data obtained by subtracting the cut price difference data, and if the original order is a sell order (cut price designation method type = 6, 7, 8, 9, 10) The cut limit data stored in the data storage unit 40 (see FIG. 2) is added to the cut price data stored in the order data storage unit 40 (the cut price data after the above cut price update process). A cut limit update process is executed to replace with new cut limit data obtained by adding the cut limit / cut price difference data stored in the storage means 40 or predetermined by the system.

  As shown in FIG. 2, the order data storage means 40 includes order identification information (for example, an order number), customer identification information (for example, a customer account number), brand identification information (for example, as order data of an original order). For example, stock code, etc.), market identification information (eg, market code, etc.), buy / sell classification data indicating whether to sell or buy, quantity data (stock data), limit data for limit orders (for market orders, Received by NULL and converted to 0 yen.) In addition, order date / order time data (not shown) and the like are stored. Further, the order data storage means 40 includes, as the contract data of the original order, contract constant amount data (stock data), contract price data (contract price data), contract date / contract time data (not shown), etc. Store in association with the order data of the original order (in association with the order identification information).

  Further, the order data storage means 40 sets the data indicating the cut price designation method type, the process status data indicating the progress of the process, and the cut difference as the cut price setting data for the order for the cut purpose. Associate the cut difference constant / update category data, base price data, cut price data, cut difference data, cut difference ratio data, etc., indicating whether to update (order identification information) Remember). Here, in the state where it is not yet necessary to determine whether or not the cutting condition is satisfied, the processing state data is processing state data = 1 (before cutting condition monitoring), and whether or not the cutting condition is satisfied. In the state where it is necessary to determine whether or not the processing state data = 2 (cut condition monitoring is in progress), it is no longer necessary to determine whether or not the cut condition is satisfied. Is processing state data = 3 (cut condition monitoring end). In this embodiment, the order for cutting is placed as a market order. However, in the case of a limit order, the order data storage means 40 stores the cut limit / contract price difference data, the cut limit / cut. Price difference data and cut limit data are also stored.

  The order data storage means 40 includes contract amount data (stock data), contract price data (contract unit price data), contract date / contract time data (not shown), etc. And associated with the order data of the original order (associated with the order identification information). In the present embodiment, the order for cutting is placed as a market order, but in the case of a limit order, the order data storage means 40 uses the limit data for cutting as order data for the order for cutting. Remember. Further, in this embodiment, the quantity (number of shares) of the order to be cut is the same as the contracted quantity (the number of contracts) of the original order. The means 40 stores quantity data (stock number data) of orders for cutting purposes.

  In the above, each processing means 21-30 included in the processing means 20A of the stock trading order processing server 20 includes a central processing unit (CPU) provided inside the computer main body constituting the stock trading order processing server 20, and This is realized by one or a plurality of programs that define the operation procedure of the CPU.

  The stock trading order processing server 20 is not limited to one realized by one computer or one CPU, and is realized by performing distributed processing with a plurality of computers or a plurality of CPUs. Also good.

  Further, the order data storage means 40 provided in the stock trading order processing server 20 is preferably realized by, for example, a hard disk or the like. However, as long as there is no problem in storage capacity or access speed, ROM, EEPROM, A flash memory, RAM, MO, CD-ROM, CD-R, CD-RW, DVD-ROM, DVD-RAM, FD, magnetic tape, or a combination thereof may be employed.

  In the present embodiment, as shown in FIG. 2, the order data storage means 40 is shown as being constituted by one database for convenience of explanation, but is divided into a plurality of databases. In short, each data may be associated with each other by order identification information (or customer identification information if the order can be identified by the customer identification information).

  The terminal devices 50 and 60 are configured by a computer, but may be mobile devices such as a mobile phone (including PHS) and a personal digital assistant (PDA). The terminal device 50 is a terminal device operated by a customer, and the terminal device 60 is a terminal device operated by an input agent who receives a request from the customer, for example, a securities company salesperson or an operator.

  The ordering system 70 is constituted by a computer and transmits ordering data to the market system 80 via the communication line 4 in a telegram form determined for each market, and is also transmitted from the market system 80 via the communication line 4. This is a process for receiving the contract data, and is another system (existing system) provided inside the securities company. However, when an emerging market is formed, a system to which a function for performing transmission / reception processing with a trading system in the emerging market is added is also included.

  The market system 80 is a trading system for securities, which is configured by a computer and provided in a stock exchange or the like. In addition, when an emerging market is formed, a trading system for the emerging market is also included.

  The market price information providing system 90 is configured by a computer and provides market price data of stocks of each brand. Specifically, the market system 80 itself, which is the primary information source, the information vendor system which is the secondary information source from which the market price data is obtained from the market system 80, or the market price data from the market system 80 or the information vendor system. Other systems inside a securities company.

  In the present embodiment, stock trading order processing is performed by the stock trading order processing system 10 as follows.

  In FIG. 3, processing by the stock trading order processing system 10 is started (step S1), and an order from the terminal device 50 by a customer or an order from the terminal device 60 by an input agent requested by the customer is accepted (step S2). ). Specifically, the order reception processing means 21 performs a purchase order or a sell order on the basis of a customer request from the terminal device 50 or an input agent request from the terminal device 60 (FIGS. 4 and 5). Display data) is transmitted to the terminal devices 50 and 60 via the network 1 or the internal network 2 (step S2). Then, a purchase order screen 100 as shown in FIG. 4 or a sell order screen 200 as shown in FIG. 5 is displayed on the screen of the display means of the terminal devices 50 and 60.

  In FIG. 4, a purchase order screen 100 includes a customer name display unit 101, an account number display unit 102, and a date display unit 103. In addition, on the buy order screen 100, as part for inputting the order data of the original buy order, the brand input unit 111 for inputting the brand name or the brand code, the market input unit 112 for inputting the market, the order quantity (number of shares) ) Is input, a market selection unit 114, a limit price selection unit 115, and a limit data input unit 116 are provided.

  Further, in the purchase order screen 100, when selecting a method of specifying a cut price by “1. Specifying a minus amount from the contract price”, the contract price data (initial value of the reference price data) A cut difference data input unit 121 for inputting cut difference data indicating a difference between the cut price data and the cut price data is provided. Since the cut difference data input to the cut difference data input unit 121 is kept constant, the difference between the reference price data and the cut price data is always kept constant when the reference price data rises. Then, the cut price data is determined (see FIG. 6). This is the cut price designation method type = 1.

  Then, on the purchase order screen 100, when selecting a method of designating a cut price by “2. Designating a minus part of the contract price”, the contract price data (initial value of the reference price data) is selected. A cut difference ratio data input unit 131 for inputting a cut difference ratio data indicating a ratio (percentage) of a minus difference (difference between contract price data and cut price data), and keeping the cut difference data constant. A constant cutting difference selecting unit 132 for selecting the cutting difference and a cutting difference update selecting unit 133 for selecting to update the cutting difference data are provided.

  When the constant cutting difference selection unit 132 is selected, the contract price data (initial value of the reference price data) is multiplied by the cutting difference ratio data input to the cutting difference ratio data input unit 131. Since the cut difference data to be cut is kept constant, the cut price data is determined so that the difference between the reference price data and the cut price data is always kept constant when the reference price data rises (FIG. 6). reference). This is the cut price designation method type = 2.

  On the other hand, when the cutting difference update selection unit 133 is selected, the contract price data (initial value of the reference price data) is multiplied by the cutting difference ratio data input to the cutting difference ratio data input unit 131. Although an initial value of the cutting difference data is obtained, the cutting difference data is updated. At this time, the cutting difference ratio data input to the cutting difference ratio data input unit 131 is kept constant. That is, when the reference price data rises, a new difference is obtained by multiplying the raised reference price data by the cut difference ratio data (this is a constant value) input to the cut difference ratio data input unit 131. Cut difference data (value is increased) is obtained, and the cut price data is determined by subtracting the new cut difference data from the increased reference price data (see FIG. 7). This is the cut price designation method type = 3.

  The purchase order screen 100 also includes a “contract price acquisition” button 141 for requesting display of contract price data when the “3. Directly specify cut price” method is selected, and the “contract price”. A contract price display unit 142 for displaying the contract price data acquired by clicking the “acquire” button 141, a cut price input unit 143 for inputting cut price data, and a cut for selecting to keep constant the difference data for cutting A constant difference selection unit 144 and a cut difference update selection unit 145 that selects to update the cut difference data are provided.

  When the constant cut difference selection unit 144 is selected, the cut difference data obtained by subtracting the cut price data input to the cut price input unit 143 from the contract price data (initial value of the reference price data). Therefore, when the reference price data rises, the cut price data is determined so that the difference between the reference price data and the cut price data is always kept constant (see FIG. 6). This is cut price designation method type = 4.

  On the other hand, when the cut difference update selection unit 145 is selected, the cut price data input to the cut price input unit 143 is subtracted from the contract price data (the initial value of the reference price data) to obtain the cut difference data. Although an initial value is obtained, this cutting difference data is updated. At this time, the cut difference ratio data obtained by dividing the initial value of the cut difference data by the contract price data (initial value of the reference price data) is kept constant. That is, when the reference price data rises, the cut difference ratio data (this is obtained by dividing the initial value of the cut difference data by the contract price data (initial value of the reference price data) to the increased reference price data. Is a constant value) to obtain new cut difference data (the value is larger), and by subtracting this new cut difference data from the increased base price data, Cut price data is determined (see FIG. 7). This is cut price designation method type = 5.

  In FIG. 5, a sell order screen 200 includes a customer name display unit 201, an account number display unit 202, and a date display unit 203. Further, on the sell order screen 200, as a part for inputting the order data of the original sell order, a brand input unit 211 for inputting a brand name or a brand code, a market input unit 212 for inputting a market, an order quantity (number of shares) ) Is input, a market selection unit 214, a limit selection unit 215, and a limit data input unit 216 are provided.

  Further, in the sales order screen 200, when selecting a method for specifying a cut price by “1. Specifying a plus amount from the contract price”, the contract price data (initial value of the reference price data) is selected. A cut difference data input unit 221 for inputting cut difference data indicating a difference between the cut price data and the cut price data is provided. Since the cut difference data input to the cut difference data input unit 221 is kept constant, the difference between the reference price data and the cut price data is always kept constant when the reference price data falls. Then, the cut price data is determined (see FIG. 8). This is the cut price designation method type = 6.

  Then, when selecting a method for designating a cut price by “2. Designating a plus percentage relative to the contract price” on the sell order screen 200, the contract price data (initial value of the reference price data) is selected. A cut difference ratio data input unit 231 for inputting cut difference ratio data indicating a ratio (percentage) of a difference for plus (difference between contract price data and cut price data), and keeping the difference data for cutting constant A constant cutting difference selection unit 232 that selects the cutting difference and a cutting difference update selection unit 233 that selects to update the cutting difference data are provided.

  When the constant cutting difference selection unit 232 is selected, the contract price data (initial value of the reference price data) is multiplied by the cutting difference ratio data input to the cutting difference ratio data input unit 231. Since the cut difference data to be cut is kept constant, when the reference price data falls, the cut price data is determined so that the difference between the reference price data and the cut price data is always kept constant (FIG. 8). reference). This is cut price designation method type = 7.

  On the other hand, when the cut difference update selection unit 233 is selected, by multiplying the contract price data (initial value of the reference price data) by the cut difference ratio data input to the cut difference ratio data input unit 231, Although an initial value of the cutting difference data is obtained, the cutting difference data is updated. At this time, the cutting difference ratio data input to the cutting difference ratio data input unit 231 is kept constant. That is, when the reference price data falls, the new reference price data is multiplied by the cutting difference ratio data (this is a constant value) input to the cutting difference ratio data input unit 231 to obtain a new value. Cut difference data (value is small) is obtained, and the cut price data is determined by adding the new cut difference data to the lowered reference price data (see FIG. 9). This is cut price designation method type = 8.

  Further, on the sales order screen 200, when the “3. Directly specify cut price” method is selected, an “Acquire contract price” button 241 for requesting display of contract price data, and this “contract price” are displayed. The contract price display unit 242 for displaying the contract price data acquired by clicking the “acquire” button 241; the cut price input unit 243 for inputting cut price data; and for cutting to select to keep the difference data for cutting constant A constant difference selection unit 244 and a cut difference update selection unit 245 for selecting to update the cut difference data are provided.

  When the constant cutting difference selection unit 244 is selected, the cutting difference data obtained by subtracting the contract price data (initial value of the reference price data) from the cut price data input to the cut price input unit 243. Therefore, when the reference price data falls, the cut price data is determined so that the difference between the reference price data and the cut price data is always kept constant (see FIG. 8). This is cut price designation method type = 9.

  On the other hand, when the cut difference update selection unit 245 is selected, the contract price data (the initial value of the reference price data) is subtracted from the cut price data input to the cut price input unit 243, so that the cut difference data Although an initial value is obtained, the cutting difference data is updated. At this time, the cut difference ratio data obtained by dividing the initial value of the cut difference data by the contract price data (initial value of the reference price data) is kept constant. That is, when the base price data falls, the cut difference percentage data (this is obtained by dividing the initial value of the cut difference data by the contract price data (initial value of the base price data) to the fallen base price data. Is a constant value) to obtain new cut difference data (the value is smaller), and add this new cut difference data to the base price data that has fallen. Thus, cut price data is determined (see FIG. 9). This is cut price designation method type = 10.

  The customer or the input agent inputs data to the brand input unit 111, the market input unit 112, and the quantity input unit 113 and selects the market selection unit 114 on the purchase order screen 100 of FIG. By selecting the selection unit 115 and inputting data to the limit data input unit 116, the order data of the original buy order is input.

  When the cut price designation method type = 1 is selected, data is input to the cut difference data input unit 121 and the “Send” button 151 is clicked. When selecting the cut price designation method type = 2, data is input to the cut difference ratio data input unit 131, the constant cut difference selection unit 132 is selected, and the “Send” button 151 is clicked. When selecting the cut price designation method type = 3, data is input to the cut difference ratio data input unit 131, the cut difference update selection unit 133 is selected, and the “Send” button 151 is clicked. When the cut price designation method type = 4, 5 is selected, the “send” button 151 is clicked with the order data of the original buy order being input (the cut price to the cut price input unit 143). (The data is not entered at this stage since it is after the execution price data is determined.)

  Further, the customer or the input agent inputs data to the brand input unit 211, the market input unit 212, and the quantity input unit 213 on the selling order screen 200 of FIG. Alternatively, the order data of the original sell order is input by selecting the limit selection unit 215 and inputting the data to the limit data input unit 216.

  When the cut price designation method type = 6 is selected, data is input to the cut difference data input unit 221 and the “Send” button 251 is clicked. When selecting the cut price designation method type = 7, data is input to the cut difference ratio data input unit 231, the constant cut difference selection unit 232 is selected, and the “Send” button 251 is clicked. When selecting the cut price designation method type = 8, data is input to the cut difference ratio data input unit 231, the cut difference update selection unit 233 is selected, and the “Send” button 251 is clicked. When the cut price designation method type = 9, 10 is selected, the “send” button 251 is clicked with the order data of the original sell order being inputted (cut price to the cut price input unit 243). (The data is not entered at this stage since it is after the execution price data is determined.)

  Then, the original buy order or original sell order order data and cut price setting data are transmitted from the terminal devices 50 and 60 to the stock trading order processing server 20 via the network 1 or the internal network 2. In the stock trading order processing server 20, the order reception processing means 21 inputs order data and cut prices set by a customer or an input agent and transmitted from the terminal devices 50 and 60 via the network 1 or the internal network 2. Data is received together with customer identification information (for example, customer account number), order identification information (for example, order number) is automatically assigned to the received order data, and the received order data and cut price setting data are provided. Then, it is stored in the order data storage means 40 (see FIG. 2) in association with the order identification information and customer identification information (step S2). The data indicating the cut price designation method type is also determined by the screen input state at the terminal devices 50 and 60, and is transmitted from the terminal devices 50 and 60 to the stock trading order processing server 20 as cut price setting data. However, the cut price designation method type may be determined on the stock trading order processing server 20 side from the state of the received data.

  For example, as in the example of FIG. 4, the order data of the original buy order is “customer: Taro Yamato (account number = XXXX), brand: A company stock (brand code = AAAAA), market: TSE, trading category: "Buy, quantity: 1,000 shares, market", and the cut price setting data is "cut price designation method type = 1, constant cut difference / update category: constant, cut differential data = 150 yen" Sometimes, data is stored as in the order number = T01 in the example of the order data storage means 40 of FIG. Further, the order data of the original buy order is the same as in the example of FIG. 4, and the cut price setting data is “cut price designation method type = 2, constant cut difference / update category: constant, differential ratio data for cut When “= 13%”, the data is stored as the order number = T02 in the example of the order data storage means 40 of FIG. Further, the order data of the original buy order is the same as in the example of FIG. 4, and the cut price setting data is “Cut Price Specification Method Type = 3, Constant Cut Difference / Update Category: Update, Cut Difference Ratio Data = 13% ", the data is stored as the order number = T03 in the example of the order data storage means 40 of FIG. When the cut price designation method type = 4, 5 is selected, at this stage, the cut price data is not yet input, and whether the cut difference is fixed or updated. Since the cut price designation method type is undecided in a state where no selection has been made, only “cut price designation method type = 0 (undecided)” is sent as cut price setting data together with the order data of the original buy order. Come.

  As shown in the example of FIG. 5, the order data of the original selling order is “customer: Hanako Yamato (account number = YYYY), brand: B company stock (brand code = BBBBB), market: TSE, trading category: Sell, quantity: 1,500 shares, limit: 1,150 yen, and the cut price setting data is “cut price designation method type = 6, constant cut difference / update category: constant, cut differential data = When it is “150 yen”, the data is stored as the order number = T06 in the example of the order data storage means 40 of FIG. Further, the order data of the original sell order is the same as in the example of FIG. 5 and the cut price setting data is “cut price designation method type = 7, constant cut difference / update category: constant, cut difference ratio data. When “= 13%”, the data is stored as the order number = T07 in the example of the order data storage means 40 of FIG. Further, the order data of the original sell order is the same as in the example of FIG. 5 and the cut price setting data is “cut price designation method type = 8, constant cut difference / update category: update, cut difference ratio data = 13% ", the data is stored as the order number = T08 in the example of the order data storage means 40 of FIG. When the cut price designation method type = 9, 10 is selected, at this stage, the cut price data is not yet input, and whether the cut difference is fixed or updated. Since the cut price designation method type is undecided with no selection made, only “cut price designation method type = 0 (undecided)” is sent as the cut price setting data together with the order data of the original sell order. Come.

  In addition, in any case of the cut price designation method type = 0 (undecided), 1 to 3, and 6 to 8, it is not necessary to determine whether or not the cut condition is satisfied at this stage. Status data = 1 (before cutting condition monitoring) is stored.

  Subsequently, the first order data creation processing means 22 uses the order data for the original buy order or the original sell order stored in the order data storage means 40 (see FIG. 2) to determine the order identification information (order Number, etc.), customer identification information (account number, etc.), brand identification information (brand code, etc.), trade classification data, quantity data (stock data), limit data for limit orders (0 yen for market orders) The order data for the original buy order or the original sell order including the above is created, and the created order data is delivered to the order system 70 via the communication line 3 (step S3).

  In the ordering system 70, the ordering data received from the first ordering data creation processing unit 22 is transmitted to the market system 80 via the communication line 4. Thereafter, the ordering system 70 receives the contract data transmitted from the market system 80 via the communication line 4.

  Then, the contract data receiving processing means 23 executes contract data (order identification information (order number, etc.), customer identification information (account number) about the original buy order or original sell order executed by the market system 80 from the ordering system 70. Etc.), stock identification information (stock code, etc.), trading classification data, contracted amount data (contracted stock data), contract price data (contracted unit price data), contract date and contract time data, etc.). The contract data is stored in the order data storage means 40 (see FIG. 2) in association with the order data for the original buy order or the original sell order to which the same order identification information is attached (in association with the order identification information). (Step S4).

  Subsequently, a reference price initial value setting process is performed by the reference price / cut price initial value setting processing means 24 (step S5). Specifically, the contract price data for the original buy order or the original sell order stored in the order data storage means 40 (see FIG. 2), that is, the contract data received by the contract data receiving processing means 23 in step S3. Orders associated with the order identification information (order number, etc.) as the initial value of the reference price data indicating the stock price used as the basis for setting the cut price, using the same value as the contract price data (contract unit price data) included in The data is stored in the data storage means 40 (see FIG. 2) (step S5).

  Further, the cut price initial value setting process is performed by the reference price / cut price initial value setting processing means 24 (step S5). Specifically, when the cut price designation method type data = 1 is stored in the order data storage means 40 (see FIG. 2), the order reception processing means 21 uses the cut difference for the selling order for the cut purpose. Since the input of data is accepted and stored in the order data storage means 40, the contract price for the original buy order stored in the order data storage means 40 by the reference price / cut price initial value setting processing means 24 Cut price data is calculated by subtracting the cut difference data stored in the order data storage means 40 from the data (contracted unit price data) (step S5). For example, as in the case of order number = T01 in FIG. 2, if the contract price data = 1150 yen and the cut difference data = 150 yen, the cut price data = 1150 yen-150 yen = 1,000 yen. Become. On the other hand, when the cut price designation method type data = 6 is stored in the order data storage means 40 (see FIG. 2), the order reception processing means 21 inputs the cut difference data for the purchase order for the cut purpose. Is received and stored in the order data storage means 40, so that the reference price / cut price initial value setting processing means 24 executes the contract price data (contract) for the original sell order stored in the order data storage means 40. Cut price data is calculated by adding the cut difference data stored in the order data storage means 40 to the unit price data) (step S5). For example, if the contract price data = 1150 yen and the cut difference data = 150 yen as in the order number = T06 in FIG. 2, the cut price data = 1150 yen + 150 yen = 1300 yen. . Then, the reference price / cut price initial value setting processing means 24 stores the calculated cut price data in the order data storage means 40 as the initial value of the cut price data in association with the order identification information (order number or the like) ( Step S5).

  Further, when the cut price designation method type data = 2, 3 is stored in the order data storage means 40 (see FIG. 2), the order reception processing means 21 makes the cut difference ratio for the selling order for the cut purpose. Since the input of data is accepted and stored in the order data storage means 40, the contract price for the original buy order stored in the order data storage means 40 by the reference price / cut price initial value setting processing means 24 The difference data for cutting is calculated by multiplying the data (contracted unit price data) by the difference ratio data for cutting stored in the order data storage means 40, and the calculated difference data for cutting is obtained as the order identification information (order number). Etc.) and stored in the order data storage means 40 (see FIG. 2) and stored in the order data storage means 40. From execution price data for the order (contract unit price data), by subtracting the calculated cutting difference data, and calculates a cut price data (step S5). For example, if the contract price data = 1150 yen and the cut difference ratio data = 13% as in the order number = T02 or T03 in FIG. 2, the cut difference data = 1150 yen × 13% = 150 The cut price data = 1150 yen-150 yen = 1,000 yen. On the other hand, when the cut price designation method type data = 7, 8 is stored in the order data storage means 40 (see FIG. 2), the order difference processing ratio 21 for the cut order by the order reception processing means 21 Since the input of data is accepted and stored in the order data storage means 40, the contract price for the original sell order stored in the order data storage means 40 by the reference price / cut price initial value setting processing means 24 The difference data for cutting is calculated by multiplying the data (contracted unit price data) by the difference ratio data for cutting stored in the order data storage means 40, and the calculated difference data for cutting is obtained as the order identification information (order number). Etc.) and stored in the order data storage means 40 (see FIG. 2) and stored in the order data storage means 40. The agreed price data for the sentence (Contract unit price data), by adding the calculated cutting difference data, and calculates a cut price data (step S5). For example, if the contract price data = 1150 yen and the cut difference ratio data = 13%, such as the order number = T07 or T08 in FIG. 2, the cut difference data = 1150 yen × 13% = 150 The cut price data = 1150 yen + 150 yen = 1300 yen. Then, the reference price / cut price initial value setting processing means 24 stores the calculated cut price data in the order data storage means 40 as the initial value of the cut price data in association with the order identification information (order number or the like) ( Step S5).

  Further, when cut price designation method type data = 0 (undecided) is stored in the order data storage means 40 (see FIG. 2), the reference price / cut price initial value setting processing means 24 performs the purchase in FIG. When the “contract price acquisition” buttons 141 and 241 provided on the order screen 100 or the sell order screen 200 in FIG. 5 are clicked, the terminal devices 50 and 60 transmit the data via the network 1 or the internal network 2. The contract price data on the original buy order or the original sell order stored in the order data storage means 40 (see FIG. 2) is received in response to the contract price acquisition request signal of the customer or the input agent. (Contract unit price data) display data is transmitted to the terminal devices 50 and 60 via the network 1 or the internal network 2 (steps). 5).

  Then, in the terminal devices 50 and 60, the contract price data is displayed on the contract price display unit 142 of the purchase order screen 100 in FIG. 4 or the contract price display unit 152 of the sell order screen 200 in FIG. The customer or the input representative determines the cut price with reference to the contract price data, and selects the cut price designation method type = 4 on the purchase order screen 100 in FIG. The cut price data is input, the constant cut difference selection unit 144 is selected, and the “Send” button 152 is clicked. When selecting the cut price designation method type = 5, cut price data is input to the cut price input unit 143, the cut difference update selection unit 145 is selected, and the “Send” button 152 is clicked. When the customer or the input representative selects the cut price designation method type = 9 on the selling order screen 200 of FIG. 5, the customer or the input representative inputs the cut price data to the cut price input unit 243 and The constant difference selection section 244 is selected and the “Send” button 252 is clicked. When selecting the cut price designation method type = 10, the cut price data is input to the cut price input unit 243, the cut difference update selection unit 245 is selected, and the “Send” button 252 is clicked.

  Then, the cut price data, the cut price designation method type data (cut price designation method type = any one of 4, 5, 9, 10), and the cut difference constant are set as the cut price setting data from the terminal devices 50 and 60. Update category data is transmitted to the stock trading order processing server 20 via the network 1 or the internal network 2. In the stock trading order processing server 20, cut price data and cut price designation method type data transmitted from the terminal devices 50 and 60 via the network 1 or the internal network 2 by the reference price / cut price initial value setting processing means 24. , And the cut difference constant / update classification data is received. Then, the received cut price data is stored in the order data storage means 40 (see FIG. 2) in association with the order identification information (order number or the like) as the initial value of the cut price data, and stored in the order data storage means 40. The cut price designation method type data = 0 (undecided) is replaced with the received cut price designation method type data = 4, 5, 9, or 10, and the received cut difference constant constant / update classification data Are also stored in the order data storage means 40 (see FIG. 2) in association with the order identification information (order number or the like) (step S5). For example, when the cut price setting data from the terminal devices 50 and 60 is “cut price designation method type = 4, constant cut difference / update category: constant, cut price data = 1,000 yen”, FIG. In the example of the order data storage means 40, data is stored as order number = T04.

  Then, when the cut price designation method type data = 4, 5 is stored in the order data storage means 40 (see FIG. 2), it is received by the contract data receiving processing means 23 by the cutting difference calculation processing means 25. Cut price data (stored in the order data storage means 40) received by the reference price / cut price initial value setting processing means 24 from the contract price data (contract price data stored in the order data storage means 40) included in the contract data. The cut difference data indicating the difference from the contract price when the buy order is established is calculated by subtracting the cut price data) (step S5). For example, if the contract price data = 1,150 yen and the cut price data = 1,000 yen as in the order number = T04 in FIG. 2, the difference data for cutting = 1150 yen-1,000 yen = 150 Yen. On the other hand, when the cut price designation method type data = 9, 10 is stored in the order data storage means 40 (see FIG. 2), the cut price calculation processing means 25 performs the reference price / cut price initial value setting process. Contract price data (stored in the order data storage means 40) included in the contract data received by the contract data reception processing means 23 from the cut price data received by the means 24 (cut price data stored in the order data storage means 40). By subtracting the contracted price data), the difference data for cut indicating the plus difference from the contract price when the selling order is established is calculated (step S5). For example, if the contract price data = 1150 yen and the cut price data = 1300 yen as in the order number = T09 in FIG. 2, the difference data for cut = 1300 yen-1,150 yen = 150 Yen. Then, the cutting difference calculation processing means 25 stores the calculated cutting difference data in the order data storage means 40 (see FIG. 2) in association with the order identification information (order number or the like) (step S5).

  Further, when the cut price designation method type data = 5, 10 is stored in the order data storage unit 40 (see FIG. 2), the cut difference ratio calculation processing unit 26 performs the cut difference calculation processing unit 25. The calculated cut difference data (cut difference data stored in the order data storage means 40) is contract price data (stored in the order data storage means 40) included in the contract data received by the contract data reception processing means 23. For the cut that indicates the ratio of the difference of the minus amount to the contract price when the buy order is established or the ratio of the plus difference to the contract price when the sell order is established Difference ratio data is calculated (step S5). For example, as in the case of order number = T05 in FIG. 2, if the difference data for cut = 150 yen and the contract price data = 1,150 yen, the difference ratio data for cut = 150 yen ÷ 1,150 yen = 13% Become. Then, the cut difference ratio calculation processing unit 26 stores the calculated cut difference ratio data in the order data storage unit 40 (see FIG. 2) in association with the order identification information (order number or the like) (step S5).

  The order data storage means for the order for which the processing by the reference price / cut price initial value setting processing means 24 or the processing by the cutting difference calculation processing means 25 or the cutting difference ratio calculation processing means 26 in addition to this processing is completed. 40 (see FIG. 2), the processing state data = 1 (before cutting condition monitoring) is updated to processing state data = 2 (cutting condition monitoring).

  Thereafter, the market price data acquisition processing means 27 acquires the latest market price data of the stocks of each brand from the market price information providing system 90 (including the market system 80) together with the brand identification information (brand code etc.) (step S6). ).

  Subsequently, among the orders of each customer stored in the order data storage unit 40 (see FIG. 2) by the cut determination processing unit 28, for the orders with processing state data = 2 (cut condition monitoring) Market price data acquired by the market price data acquisition processing means 27 (market price data stored in a market price data storage means (not shown) in association with the brand identification information) and cut price data stored in the order data storage means 40 If the original order is a buy order, it is determined whether or not the cut condition that the market price data is less than or less than the cut price data is satisfied. In the case of a sell order, it is determined whether or not the cut condition that the market price data is greater than or equal to the cut price data is satisfied (step S7).

  When it is determined by the cut determination processing means 28 that the cutting condition is not satisfied (step S8), the market price data (not shown) acquired by the market price data acquisition processing means 27 by the reference price / cut price update processing means 30. The market price data stored in the market price data storage means in association with the brand identification information) is compared with the reference price data stored in the order data storage means 40 (see FIG. 2) (the same brand is compared). .) When the original order is a buy order (cut price designation method type = 1, 2, 3, 4, 5), it is determined whether the market price data exceeds the reference price data, and the original order is sold. When ordering (cut price designation method type = 6, 7, 8, 9, 10), it is determined whether or not the market price data is less than the reference price data (step S). ).

  In the process of step S9, when the original order is a buy order (cut price designation method type = 1, 2, 3, 4, 5), the market price data is converted to the reference price data by the reference price / cut price update processing means 30. If the original order is a sell order (cut price designation method type = 6, 7, 8, 9, 10), it is determined that the market price data is less than the reference price data. If so (step S10), a reference price update process is performed to replace the reference price data stored in the order data storage means 40 with the same value as the market price data (step S11).

  Further, the market price data acquired by the market price data acquisition processing means 27 when the cut price designation method type = 3, 8 by the reference price / cut price update processing means 30 when the above-described reference price update processing is executed. (That is, the reference price data after the above-described reference price update process) is multiplied by the cut difference ratio data received by the order reception processing means 21 and stored in the order data storage means 40 (see FIG. 2). Then, new cut difference data is calculated, and a cut difference update process is performed to replace the cut difference data stored in the order data storage means 40 with the calculated new cut difference data (step S11). When the cut price designation method type = 5, 10, the cut difference ratio calculation process is added to the market price data acquired by the market price data acquisition processing unit 27 (that is, the standard price data after the standard price update process). Multiplying the cutting difference ratio data calculated by the means 26 and stored in the order data storage means 40 (see FIG. 2), new cutting difference data is calculated and stored in the order data storage means 40. A cutting difference update process is performed to replace the cutting difference data with the calculated new cutting difference data (step S11).

  Further, the base price / cut price update processing means 30 causes the original order to be purchased in accordance with the execution of the base price update process or the execution of the base price update process and the cut difference update process. When (cut price designation method type = 1, 2, 3, 4, 5), the order data is obtained from the market price data acquired by the market price data acquisition processing means 27 (that is, the standard price data after the standard price update process). A new cut price is obtained by subtracting the cut difference data stored in the storage means 40 (if the cut price designation method type is 3 or 5, the cut difference data after the above cut difference update process). Cut that calculates data and replaces the cut price data stored in the order data storage means 40 (see FIG. 2) with the calculated new cut price data Performing rank updating processing (step S11). When the original order is a sell order (cut price designation method type = 6, 7, 8, 9, 10), the market price data acquired by the market price data acquisition processing means 27 (that is, after the above-described reference price update process) In the reference price data), the cut difference data stored in the order data storage means 40 (the cut difference data after the above cut difference update process in the case of the cut price designation method type = 8, 10) By adding, new cut price data is calculated, and cut price update processing is performed to replace the cut price data stored in the order data storage means 40 (see FIG. 2) with the calculated new cut price data ( Step S11).

  Then, after updating the reference price, the cut difference and the cut price (step S11) by the reference price / cut price update processing unit 30 as described above (step S11), the process returns to the process of acquiring the market price data in step S6.

  On the other hand, when the original order is a buy order (cut price designation method type = 1, 2, 3, 4, 5) in step S9, the reference price / cut price update processing means 30 converts the market price data into the reference price. If it is determined that the data does not exceed, or the original order is a sell order (cut price designation method type = 6, 7, 8, 9, 10), and the market price data is not less than the reference price data When the determination is made (step S10), the current price data acquisition process of step S6 is performed without performing the update process (step S11) of the reference price, the cut difference and the cut price by the reference price / cut price update processing means 30. Return to.

  If it is determined in the determination process by the cut determination processing unit 28 in step S7 that the cut condition is satisfied (step S8), the second order data creation processing unit 29 causes the order data storage unit 40 (FIG. 2). Order identification information (order number, etc.), customer identification information (account number, etc.), brand identification information (brand code, etc.), trade classification, using the order data and contract data for the original order stored in Create ordering data for cut orders including data, quantity data (stock data), limit data for limit orders (0 yen for market orders), etc. Then, it is delivered to the ordering system 70 (step S12).

  Then, for the order for which processing by the second order data creation processing unit 29 has been completed, processing state data = 2 (cut condition monitoring) stored in the order data storage unit 40 (see FIG. 2) is changed to processing state data. = 3 (cut condition monitoring end).

  The ordering system 70 transmits the ordering data received from the second ordering data creation processing means 29 to the market system 80 via the communication line 4. Thereafter, the ordering system 70 receives the contract data transmitted from the market system 80 via the communication line 4.

  Then, the contract data receiving processing means 23 executes contract data (order identification information (order number, etc.), customer identification information (account number, etc.), brand identification about the order for the cut purpose executed by the market system 80 from the ordering system 70. Information (stock code, etc.), trade classification data, contracted amount data (contracted stock data), contract price data (contracted unit price data), contract date and contract time data, etc.), and the received contract data is the same Are stored in the order data storage means 40 (see FIG. 2) in association with the order data of the original buy order or original sell order to which the order identification information is attached (see FIG. 2) (step S13).

  Thus, the processing by the stock trading order processing system 10 is completed (step S14). Note that the flowchart in FIG. 3 shows the flow of processing for one arbitrary order for convenience, in order to describe a series of processing performed for one arbitrary order. Therefore, the processing (steps S2 to S4) from the reception of a new order to the reception of the contract data for the order is executed even when another order is in the loop processing of steps S6 to S11.

  FIG. 6 shows specific numerical examples when the original order is a buy order, the cut order is a sell order, and the cut difference is constant (cut price designation method type = 1, 2, 4). It is shown. It is assumed that the contract price data = 1150 yen is set as the initial value of the reference price data, and the cut difference data = 150 yen (fixed) is input or calculated.

  Basically, (A) when the current acquisition price is increasing, (E) the cut price is also increased, and the following rules are used in detail. Note that (B) the previous acquisition market price is not used for processing, but is provided for reference.

  In the first rule, when “(A) current acquisition market price ≦ (E) cut price” or “(A) current acquisition market price <(E) cut price”, a selling order for cutting purpose is placed.

  In the second rule, “(A) current acquisition market price> (E) cut price” or “(A) current acquisition market price ≧ (E) cut price” and “(A) current acquisition market price> (C (C) Base price is updated (increased) to the same value as (A) current acquisition price, and (E) Cut price is also “(A) Current acquisition price− (D It is updated (increased) with the value of “).

  In the third rule, “(A) current acquisition market price> (E) cut price” or “(A) current acquisition market price ≧ (E) cut price” and “(A) current acquisition market price ≦ (C (C) Base price and (E) Cut price are maintained. Therefore, (A) when the current acquisition market price is falling, (E) the cut price is maintained instead of being lowered, and (A) even if the current acquisition market price increases, C) Unless the reference price is exceeded, (E) the cut price is maintained.

  As shown in FIG. 6, when the market price data rises from 1,430 yen to 1,500 yen, the reference price data stored in the order data storage means 40 is 1,430 yen, the cut price data = 1, It is 280 yen. At this time, the market price data acquired by the market price data acquisition processing means 27 is 1,500 yen, which exceeds the standard price data = 1430 yen, so the reference price stored in the order data storage means 40 The data is updated from 1,430 yen to 1,500 yen, and the cut price data stored in the order data storage means 40 is updated from 1,280 yen to 1,350 yen.

  In contrast, when the market price data drops from 1,500 yen to 1,450 yen, the standard price data stored in the order data storage means 40 is 1,500 yen, and the cut price data is 1,350 yen. It has become. At this time, the market price data acquired by the market price data acquisition processing unit 27 is 1,450 yen, which is smaller than the standard price data = 1500 yen, so the standard price data stored in the order data storage unit 40 Will remain at 1,500 yen. The cut price data stored in the order data storage means 40 is also maintained at 1,350 yen.

  Further, when the market price data rises again from 1,450 yen to 1,470 yen, the reference price data stored in the order data storage means 40 is 1,500 yen, and the cut price data = 1,350. It is a circle. At this time, the market price data acquired by the market price data acquisition processing unit 27 is 1,470 yen, which is smaller than the standard price data = 1500 yen, so the standard price data stored in the order data storage unit 40 Will remain at 1,500 yen. The cut price data stored in the order data storage means 40 is also maintained at 1,350 yen. Therefore, even if the market price data rises, unless the market price data exceeds the reference price data, the reference price data is not updated and the cut price data is not updated.

  In addition, since the market price data has fallen again from 1,470 yen, market price data = 1470 yen is the latest high, but as mentioned above, it does not exceed 1,500 yen. Therefore, this 1470 yen is not the reference price data. Therefore, the latest high price does not become the reference price data.

  Thereafter, when the market price data rises to 1,540 yen, the standard price data stored in the order data storage means 40 is 1,500 yen, and the cut price data is 1,350 yen. At this time, the market price data acquired by the market price data acquisition processing means 27 is 1,540 yen, which exceeds the reference price data = 1500 yen, so the reference price stored in the order data storage means 40 The data is updated from 1,500 yen to 1,540 yen, and the cut price data stored in the order data storage means 40 is updated from 1,350 yen to 1,390 yen.

  Further, when the market price data rises to 1,560 yen, the reference price data stored in the order data storage means 40 is 1,540 yen, and the cut price data is 1,390 yen. At this time, the market price data acquired by the market price data acquisition processing unit 27 is 1,560 yen, which exceeds the standard price data = 1,540 yen, so the standard price stored in the order data storage unit 40 The data is updated from 1,540 yen to 1,560 yen, and the cut price data stored in the order data storage means 40 is updated from 1,390 yen to 1,410 yen.

  Then, when the market price data drops to 1,400 yen, the standard price data stored in the order data storage means 40 is 1,560 yen, and the cut price data is 1,410 yen. At this time, the market price data acquired by the market price data acquisition processing unit 27 is 1,400 yen, which is lower than the cut price data = 1410 yen.

  In FIG. 7, the original order is a buy order, the cut order is a sell order (similar to FIG. 6), and a specific case of updating the cut difference (cut price designation method type = 3, 5) is shown. Numerical examples are shown. Although the first to third rules in the case of FIG. 6 described above (cut price designation method type = 1, 2, 4) are applied as they are, (D) the difference for cut is not a constant value but is updated. The point is different. It is assumed that the initial value of the cutting difference data is 150 yen, and that the cutting difference ratio data = 13% is input or calculated.

  In FIG. 7, when the market price data rises from 1,430 yen to 1,500 yen, the base price data stored in the order data storage means 40 is 1,430 yen, the difference data for cutting is 186 yen, the cut Price data = 1,244 yen. At this time, the market price data acquired by the market price data acquisition processing means 27 is 1,500 yen, which exceeds the standard price data = 1430 yen, so the reference price stored in the order data storage means 40 Data is updated from 1,430 yen to 1,500 yen. Also, by multiplying the market price data (updated base price data) = 1,500 yen by the cut difference ratio data = 13%, the new cut difference data = 1,500 yen x 13% = 195 yen. The cut difference data calculated and stored in the order data storage means 40 is updated from 186 yen to 195 yen. Further, the new cut price data = 1500 yen-195 yen = 1 is obtained by subtracting the calculated new cut difference data = 195 yen from the market price data (updated reference price data) = 1500 yen. , 305 yen is calculated, and the cut price data stored in the order data storage means 40 is updated from 1,244 yen to 1,305 yen.

  FIG. 8 shows specific numerical examples in the case where the original order is a sell order, the order for cutting is a buy order, and the difference for cutting is constant (cut price designation method type = 6, 7, 9). It is shown. It is assumed that the contract price data = 1150 yen is set as the initial value of the reference price data, and the cut difference data = 150 yen (fixed) is input or calculated.

  Basically, (A) when the current acquisition price is falling, (E) the cut price is also made to follow, but in detail, the following rules are applied. Note that (B) the previous acquisition market price is not used for processing, but is provided for reference.

  According to the first rule, when “(A) current acquisition market price ≧ (E) cut price” or “(A) current acquisition market price> (E) cut price”, a buy order for cutting purpose is placed.

  According to the second rule, “(A) current acquisition market price <(E) cut price” or “(A) current acquisition market price ≦ (E) cut price” and “(A) current acquisition market price <(C (C) Base price is updated (decreased) to the same value as (A) current acquisition price, and (E) cut price is also "(A) current acquisition price + (D ) Update (decrease) with the value of “cut difference”.

  In the third rule, “(A) current acquisition market price <(E) cut price” or “(A) current acquisition market price ≦ (E) cut price” and “(A) current acquisition market price ≧ (C (C) Base price and (E) Cut price are maintained. Therefore, (A) when the current acquisition market price is rising, (E) the cut price is maintained rather than being raised, and (A) even if the current acquisition market price is decreased, C) Unless it falls below the base price, (E) the cut price is maintained.

  As shown in FIG. 8, when the market price data drops from 870 yen to 800 yen, the reference price data stored in the order data storage means 40 is 870 yen and the cut price data is 1,020 yen. . At this time, the market price data acquired by the market price data acquisition processing means 27 is 800 yen, which is lower than the standard price data = 870 yen. Therefore, the standard price data stored in the order data storage means 40 is changed to 870. While updating from Yen to 800 Yen, the cut price data stored in the order data storage means 40 is updated from 1,020 Yen to 950 Yen.

  On the other hand, when the market price data increases from 800 yen to 850 yen, the reference price data stored in the order data storage means 40 is 800 yen and the cut price data is 950 yen. At this time, the market price data acquired by the market price data acquisition processing unit 27 is 850 yen, which is larger than the standard price data = 800 yen. Therefore, the standard price data stored in the order data storage unit 40 is 800 yen. Keep it as it is. The cut price data stored in the order data storage means 40 is also maintained as it is at 950 yen.

  Further, when the market price data drops again from 850 yen to 830 yen, the reference price data stored in the order data storage means 40 is 800 yen and the cut price data is 950 yen. At this time, the market price data acquired by the market price data acquisition processing unit 27 is 830 yen, which is larger than the standard price data = 800 yen. Therefore, the standard price data stored in the order data storage unit 40 is 800 yen. Keep it as it is. The cut price data stored in the order data storage means 40 is also maintained as it is at 950 yen. Therefore, even if the market price data falls, the reference price data is not updated and the cut price data is not updated unless the market price data falls below the standard price data.

  Since the market price data has risen again from 830 yen, the market price data = 830 yen is the latest low, but as mentioned above, it is not below 800 yen. Yen is not base price data. Therefore, the latest low price is not the reference price data.

  Thereafter, when the market price data drops to 760 yen, the standard price data stored in the order data storage means 40 is 800 yen and the cut price data is 950 yen. At this time, the market price data acquired by the market price data acquisition processing unit 27 is 760 yen, which is lower than the standard price data = 800 yen, so the standard price data stored in the order data storage unit 40 is 800 The cut price data stored in the order data storage means 40 is updated from 950 yen to 910 yen while updating from yen to 760 yen.

  Furthermore, when the market price data drops to 740 yen, the reference price data stored in the order data storage means 40 is 760 yen and the cut price data is 910 yen. At this time, the market price data acquired by the market price data acquisition processing means 27 is 740 yen, which is lower than the standard price data = 760 yen. Therefore, the reference price data stored in the order data storage means 40 is changed to 760. The price is updated from Yen to 740 Yen, and the cut price data stored in the order data storage means 40 is updated from Yen 910 to Yen 890.

  Then, when the market price data rises to 900 yen, the standard price data stored in the order data storage means 40 is 740 yen and the cut price data is 890 yen. At this time, the market price data acquired by the market price data acquisition processing unit 27 is 900 yen, which exceeds the cut price data = 890 yen, and therefore, a purchase order for the cutting purpose is placed.

  In FIG. 9, the original order is a sell order, the order for cutting is a buy order (similar to FIG. 8), and the specific case of updating the cutting difference (cut price designation method type = 8, 10) is shown. Numerical examples are shown. Although the first to third rules in the case of FIG. 8 described above (cut price designation method type = 6, 7, 9) are applied as they are, (D) the difference for cut is not a constant value but is updated. The point is different. It is assumed that the initial value of the cutting difference data is 150 yen, and that the cutting difference ratio data = 13% is input or calculated.

  In FIG. 9, when the market price data drops from 870 yen to 800 yen, the standard price data stored in the order data storage means 40 is 870 yen, the cut difference data is 113 yen, and the cut price data is 983 yen. It has become. At this time, the market price data acquired by the market price data acquisition processing means 27 is 800 yen, which is lower than the standard price data = 870 yen. Therefore, the standard price data stored in the order data storage means 40 is changed to 870. Update from Yen to 800 Yen. Also, by multiplying the market price data (updated base price data) = 800 yen by the cut difference ratio data = 13%, a new cut difference data = 800 yen x 13% = 104 yen is calculated, and the order is made. The cutting difference data stored in the data storage means 40 is updated from 113 yen to 104 yen. Furthermore, the new cut price data = 800 yen + 104 yen = 904 yen is calculated by adding the calculated new difference data for cut = 104 yen to the market price data (updated reference price data) = 800 yen. Then, the cut price data stored in the order data storage means 40 is updated from 983 yen to 904 yen.

  According to this embodiment, there are the following effects. In other words, the stock trading order processing system 10 repeatedly acquires the market price data by the market price data acquisition processing means 27 and performs the increase in the market price data by the reference price / cut price update processing means 30 when performing cut setting after the purchase order. It is configured to maintain the cut price data even if the market price data declines, while performing the update process to increase the cut price data by following, so the purpose of the cut after the buy order according to the market situation Can be placed on the market with optimal conditions and timing.

  Similarly, the stock buy / sell order processing system 10 repeatedly acquires the market price data by the market price data acquisition processing means 27 when performing cut setting after the sell order, and the reference price / cut price update processing means 30 acquires the market price data. While it is configured to maintain the cut price data even if the market price data rises while performing the update process to lower the cut price data following the fall, the cut after the sell order according to the market situation A target buy order can be placed on the market with optimal conditions and timing.

  Further, the stock trading order processing system 10 sets reference price data indicating a stock price as a reference when setting cut price data, and performs reference price / cut price update processing means when performing cut setting after a buy order. 30. Even if the market price data has risen, unless the market price data exceeds the reference price data, the update process for increasing the cut price data is not performed, that is, the first time when the market price data exceeds the reference price data. Since it is configured to update the standard price data and cut price data, the market price data fluctuates finely, such as once the market price data falls slightly within the range that does not satisfy the cutting conditions, then rises again. Even in this case, the cut price data can be set to an appropriate value.

  Similarly, the stock buy / sell order processing system 10 sets reference price data indicating a stock price serving as a reference when setting cut price data, and performs reference price / cut price update processing when performing cut setting after a sell order. Even if the market price data has fallen by means 30, as long as the market price data does not become less than the reference price data, an update process for lowering the cut price data is not performed, that is, when the market price data becomes less than the reference price data. Since the update process is performed for the first time to lower the base price data and the cut price data, the market price data is once increased slightly within the range where the market price data does not satisfy the cutting conditions, and then the market price data drops again. Even if it fluctuates finely, the cut price data can be set to an appropriate value.

  Further, the stock buying / selling order processing system 10 performs the cut while updating the cut difference while keeping the cut difference ratio constant by the reference price / cut price update processing means 30 at the selection of the customer or the input agent. Since the processing for updating the price data (for example, in the case of FIG. 7 and the like) can be performed, when the cut price is set after the purchase order, when the reference price data becomes a large value, Accordingly, it is possible to realize a setting for increasing the difference data for cut indicating the difference between the reference price data and the cut price data (increasing the range of the difference). Accordingly, as the value of the market price data increases, the fluctuation range of the market price data generally tends to increase, so that it is possible to set cut difference data corresponding to the value. In other words, there is a case where the market price data that once started to decline starts to rise again before reaching the cut price data, and the reference price data is updated. If it becomes larger, the allowable range in this case (the range in which the market price may decrease) may be increased, so that such processing can be realized.

  Similarly, the stock buy / sell order processing system 10 updates the cut difference while keeping the cut difference ratio constant by the reference price / cut price update processing means 30 at the selection of the customer or the input agent. Since processing for updating cut price data (for example, in the case of FIG. 9 and the like) can be performed, when performing cut setting after selling order, when the reference price data becomes a small value, Accordingly, it is possible to realize a setting for reducing the difference data for cutting indicating the difference between the reference price data and the cut price data (narrowing the width of the difference). Accordingly, if the value of the market price data becomes smaller, the fluctuation range of the market price data usually tends to be smaller, so that it is possible to set the difference data for cutting corresponding thereto. In other words, there is a case where the market price data that has started to rise once again falls before it reaches the cut price data and updates the base price data, but the value of the market price data becomes smaller and the fluctuation range of the market price data becomes smaller. If it becomes smaller, the allowable range in this case (the range in which the market price may rise) may be reduced, so that such processing can be realized.

  In the stock trading order processing system 10, when the market price data once moves in the direction of generating profit, the base price data is changed and the profit of the market price data is decreased with reference to the changed reference price data. (The market price data may monitor the movement in the direction of increasing loss from the middle by crossing the contract price data.) When moving in the direction in which it occurs, the movement of the market value data in the direction of increasing loss will be monitored exclusively, so the transaction processing for the purpose of so-called loss cutting (loss cutting), which has been performed conventionally, is also realized. can do.

  Note that the present invention is not limited to the above-described embodiment, and modifications and the like within a scope where the object of the present invention can be achieved are included in the present invention.

  That is, in the above-described embodiment, the order for cutting is configured to be ordered by market order, but may be configured to be ordered by limit order.

  In the above embodiment, the number of shares in the original order or the number of contracted shares thereof is set to be the same as the number of shares in the order for cutting. However, the present invention is not limited to this. The number of shares may be part of the number of shares in the original order or its contracted number.

  As described above, the stock buy / sell order processing system and method, and the program according to the present invention perform a buy order and sell the stock purchased by the buy order for the purpose of cutting to reduce profit reduction or loss increase. It is suitable for use in setting a cut price when a buy order is made and a stock sold in a sell order is bought back for the purpose of cutting to reduce profits or increase losses.

1 is an overall configuration diagram of a stock trading order processing system according to an embodiment of the present invention. The block diagram of the order data storage means of the said embodiment. The figure of the flowchart which shows the flow of the process by the stock trading order processing system of the said embodiment. The figure which shows the example of a screen at the time of performing the purchase order in the said embodiment. The figure which shows the example of a screen at the time of performing the selling order in the said embodiment. An example of a case in which the cut difference is fixed during the cut price update process for the cut order selling order after the buy order in the embodiment (cut price designation method type = 1, 2, 4) is shown. Figure. The figure which shows the example in the case of updating the difference for cuts at the time of the update process of the cut price for the sell order for the cut purpose after the buy order in the said embodiment (cut price designation | designated method type = 3, 5). An example of a case in which the cut difference for the purchase order for the cut purpose after the sell order in the embodiment is made constant (cut price designation method type = 6, 7, 9) is shown. Figure. The figure which shows the example in the case of updating the difference for cuts at the time of the update process of the cut price for the buy order for the cut purpose after the sell order in the said embodiment (cut price designation | designated method type = 8,10).

Explanation of symbols

DESCRIPTION OF SYMBOLS 1 Network which is a communication line 2 Internal network which is a communication line 10 Stock trading order processing system 21 Order reception processing means 22 First order data creation processing means 23 Contract data reception processing means 24 Reference price / cut price initial value setting processing means 25 Cut difference calculation processing means 26 Cut difference ratio calculation processing means 27 Market value data acquisition processing means 28 Cut determination processing means 29 Second order data creation processing means 30 Reference price / cut price update processing means 40 Order data storage means 50 , 60 Terminal equipment 70 Ordering system 80 Market system 90 Market value information provision system

Claims (13)

A stock trading order processing system comprising a computer for executing processing for accepting a stock trading order by a customer,
Decrease in profits of order data including brand identification information and number of shares of buy order, which is input by the customer or its input agent and transmitted from the terminal device via a communication line, and the stock purchased in the buy order Alternatively, for the purpose of setting a cut price when selling for the purpose of cutting to stop increasing the loss, the difference data for cut indicating the difference from the contract price when the buy order is established or the minus with respect to the contract price Order acceptance processing means for executing processing for accepting the difference amount data for cut indicating the proportion of the difference of minutes together with the customer identification information;
Order data storage means for storing the order data for the buy order received by the order reception processing means, and the cutting difference data or the cutting difference ratio data in association with the customer identification information;
Using the order data for the buy order stored in the order data storage means, order purchase information including order identification information, the brand identification information, and the number of shares is created, and the created purchase order data A first order data creation processing means for executing a process of handing over to an ordering system that performs an ordering process to the market system;
Contract data including order identification information, brand identification information, number of shares, and contract price data for the buy order executed in the market system is received from the ordering system, and the received order data is attached with the same order identification information. Execution data receiving processing means for executing processing to be stored in the order data storage means in association with the order data for the purchased purchase order;
As the initial value of the reference price data indicating the stock price as a reference when setting the cut price, the order data is the same value as the contract price data included in the contract data received by the contract data receiving processing means. The reference price initial value setting process to be stored in the storage means is executed, and from the contract price data included in the contract data, the cut difference received by the order reception processing means and stored in the order data storage means The cut price data is calculated by subtracting the data, and the calculated cut price data is stored in the order price storage means as the initial value of the cut price data, or included in the contract data. The order received by the order acceptance processing means in the contract price data The cutting difference data is calculated by multiplying the cutting difference ratio data stored in the data storage means, the calculated cutting difference data is stored in the order data storage means, and the contract The cut price data is calculated by subtracting the calculated cut difference data from the contract price data included in the data, and the calculated cut price data is used as the initial value of the cut price data. Base price / cut price initial value setting processing means for executing cut price initial value setting processing to be stored in the means;
Market price data acquisition processing means for executing processing for repeatedly acquiring market price data of stock from the market system or other market price information providing system;
Each time the market price data is acquired by the market price data acquisition processing unit, the acquired market price data is compared with the cut price data stored in the order data storage unit, and the market price data is less than or equal to the cut price data. Or a cut determination processing means for executing a process of determining whether or not a cut condition of less than is satisfied,
When it is determined by the cut determination processing means that the cut condition is satisfied, the contract data stored in the order data storage means is used to include order identification information, brand identification information, and the number of shares for the sell order. Second order data creation processing means for creating order data for selling and executing processing for delivering the created order data to the ordering system;
When it is determined that the cut condition is not satisfied by the cut determination processing unit, the market price data is compared with the reference price data stored in the order data storage unit, and the market price data is used to calculate the reference price data. When exceeding, the base price data stored in the order data storage means is replaced with the same price value as the current price data, and the cut price data stored in the order data storage means is executed. A reference price / cut price update processing means for executing a cut price update process for replacing with the new cut price data obtained by subtracting the difference data for cut stored in the order data storage means from the market price data. A stock trading order processing system characterized by that. The reference price / cut price update processing means includes:
When it is determined that the cut condition is not satisfied by the cut determination processing unit, the market price data is compared with the reference price data stored in the order data storage unit, and the market price data is used to calculate the reference price data. When exceeding, while executing a reference price update process to replace the reference price data stored in the order data storage means with the same value as the market price data,
By multiplying the market price data by the cut difference ratio data received by the order reception processing means and stored in the order data storage means, new cut difference data is calculated and stored in the order data storage means. The cut difference update process is executed to replace the stored cut difference data with the calculated new cut difference data, and the cut price data stored in the order data storage means is replaced with the market price data. The cut price update process is executed to replace the cut difference data after the cut difference update process stored in the order data storage means with new cut price data obtained by subtracting the cut difference data. The stock trading order processing system according to claim 1. A stock trading order processing system comprising a computer for executing processing for accepting a stock trading order by a customer,
Order acceptance that executes processing for accepting order data including brand identification information and the number of shares of a purchase order, which is input by the customer or an input agent thereof and transmitted from a terminal device via a communication line, together with customer identification information Processing means;
Order data storage means for storing the order data for the buy order received by the order reception processing means in association with the customer identification information;
Using the order data for the buy order stored in the order data storage means, order purchase information including order identification information, the brand identification information, and the number of shares is created, and the created purchase order data A first order data creation processing means for executing a process of handing over to an ordering system that performs an ordering process to the market system;
Contract data including order identification information, brand identification information, number of shares, and contract price data for the buy order executed in the market system is received from the ordering system, and the received order data is attached with the same order identification information. Execution data receiving processing means for executing processing to be stored in the order data storage means in association with the order data for the purchased purchase order;
A cut when selling the same value as the contract price data included in the contract data received by the contract data receiving processing means for the purpose of cutting the stock purchased in the buy order for the purpose of cutting the profit decrease or the loss increase As an initial value of reference price data indicating a stock price serving as a reference for setting a price, a reference price initial value setting process to be stored in the order data storage means is executed, and the contract price data included in the contract data Display data is transmitted to the terminal device via the communication line, and cut price data input by the customer or its input agent and transmitted from the terminal device via the communication line is accepted. The received cut price data is stored in the order data storage means as an initial value of the cut price data. A reference price cut price initial value setting processing means for performing a cut price initial value setting processing,
The buy order is established by subtracting the cut price data received by the reference price / cut price initial value setting processing means from the contract price data included in the contract data received by the contract data receiving processing means. Cutting difference calculation processing means for calculating cutting difference data indicating a difference from the contract price in the case, and executing the process of storing the calculated cutting difference data in the order data storage means;
Market price data acquisition processing means for executing processing for repeatedly acquiring market price data of stock from the market system or other market price information providing system;
Each time the market price data is acquired by the market price data acquisition processing unit, the acquired market price data is compared with the cut price data stored in the order data storage unit, and the market price data is less than or equal to the cut price data. Or a cut determination processing means for executing a process of determining whether or not a cut condition of less than is satisfied,
When it is determined by the cut determination processing means that the cut condition is satisfied, the contract data stored in the order data storage means is used to include order identification information, brand identification information, and the number of shares for the sell order. Second order data creation processing means for creating order data for selling and executing processing for delivering the created order data to the ordering system;
When it is determined that the cut condition is not satisfied by the cut determination processing unit, the market price data is compared with the reference price data stored in the order data storage unit, and the market price data is used to calculate the reference price data. When exceeding, the base price data stored in the order data storage means is replaced with the same price value as the current price data, and the cut price data stored in the order data storage means is executed. A reference price / cut price update processing means for executing a cut price update process for replacing with the new cut price data obtained by subtracting the difference data for cut stored in the order data storage means from the market price data. A stock trading order processing system characterized by that. When the buy order is established by dividing the cut difference data calculated by the cut difference calculation processing means by the contract price data included in the contract data received by the contract data receiving processing means. Cutting difference ratio data processing means for calculating a cutting difference ratio data indicating a ratio of a minus difference with respect to the contract price, and storing the calculated cutting difference ratio data in the order data storage means; Prepared,
The reference price / cut price update processing means includes:
When it is determined that the cut condition is not satisfied by the cut determination processing unit, the market price data is compared with the reference price data stored in the order data storage unit, and the market price data is used to calculate the reference price data. When exceeding, while executing a reference price update process to replace the reference price data stored in the order data storage means with the same value as the market price data,
By multiplying the market price data by the cutting difference ratio data calculated by the cutting difference ratio calculation processing means and stored in the order data storage means, new cutting difference data is calculated, and the order data The cutting difference update process is executed to replace the cutting difference data stored in the storage means with the calculated new cutting difference data, and the cut price data stored in the order data storage means is It is configured to execute a cut price update process that replaces the current price data with new cut price data obtained by subtracting the cut difference data after the cut difference update process stored in the order data storage means. The stock buy / sell order processing system according to claim 3. A stock trading order processing system comprising a computer for executing processing for accepting a stock trading order by a customer,
Decrease in profits of order data including brand identification information and number of shares for sell order, which is input by the customer or its input agent and transmitted from the terminal device via a communication line, and the stock sold by the sell order Alternatively, the difference data for cut indicating the difference from the contract price when the sell order is established for setting the cut price when buying back for the purpose of cutting to stop the increase in loss, or the plus part relative to the contract price Order acceptance processing means for executing a process of accepting cut difference ratio data indicating the ratio of the difference together with customer identification information;
Order data storage means for storing the order data for the sell order received by the order reception processing means, and the cutting difference data or the cutting difference ratio data in association with the customer identification information;
Using the order data for the sell order stored in the order data storage means, create order data for sale including order identification information, the brand identification information, and the number of shares, and the created order data for the sale A first order data creation processing means for executing a process of handing over to an ordering system that performs an ordering process to the market system;
Contract data including order identification information, brand identification information, number of shares, and contract price data for the sell order executed in the market system is received from the order system, and the received contract data is attached with the same order identification information. Execution data receiving processing means for executing processing to be stored in the order data storage means in association with the order data for the sold order made;
As the initial value of the reference price data indicating the stock price as a reference when setting the cut price, the order data is the same value as the contract price data included in the contract data received by the contract data receiving processing means. The reference price initial value setting process to be stored in the storage means is executed, and the cut difference amount received by the order reception processing means and stored in the order data storage means in the execution price data included in the execution data The cut price data is calculated by adding data, and the calculated cut price data is stored in the order data storage means as the initial value of the cut price data, or in the contract data. The order received by the order reception processing means is included in the contract price data included The cutting difference data is calculated by multiplying the cutting difference ratio data stored in the data storage means, the calculated cutting difference data is stored in the order data storage means, and the contract The cut price data is calculated by adding the calculated cut difference data to the contract price data included in the data, and the calculated cut price data is used as the initial value of the cut price data. A reference price / cut price initial value setting processing means for executing a cut price initial value setting process to be stored in the storage means;
Market price data acquisition processing means for executing processing for repeatedly acquiring market price data of stock from the market system or other market price information providing system;
Each time the market price data is acquired by the market price data acquisition processing unit, the acquired market price data is compared with the cut price data stored in the order data storage unit, and the market price data is equal to or higher than the cut price data. Or cut determination processing means for executing processing for determining whether or not the cut condition of excess is satisfied,
When it is determined by the cut determination processing means that the cut condition is satisfied, the contract data stored in the order data storage means is used to include order identification information, brand identification information, and the number of shares for a buy order. Second order data creation processing means for creating purchase order data and executing processing for delivering the created purchase order data to the ordering system;
When it is determined by the cut determination processing means that the cut condition is not satisfied, the market price data is compared with the reference price data stored in the order data storage means, and the market price data is less than the reference price data. If so, the base price data stored in the order data storage means is replaced with the same price value as the current price data, and the cut price data stored in the order data storage means is executed. A reference price / cut price update processing means for executing a cut price update process to replace the market price data with new cut price data obtained by adding the cut difference data stored in the order data storage means to the market price data. A stock trading order processing system characterized by comprising. The reference price / cut price update processing means includes:
When it is determined by the cut determination processing means that the cut condition is not satisfied, the market price data is compared with the reference price data stored in the order data storage means, and the market price data is less than the reference price data. When the standard price data stored in the order data storage means is replaced with the same value as the market price data, a reference price update process is executed.
By multiplying the market price data by the cut difference ratio data received by the order reception processing means and stored in the order data storage means, new cut difference data is calculated and stored in the order data storage means. The cut difference update process is executed to replace the stored cut difference data with the calculated new cut difference data, and the cut price data stored in the order data storage means is replaced with the market price data. The cut price update process is executed to replace the cut difference data after the cut difference update process stored in the order data storage means with the new cut price data obtained by adding the cut difference data. 6. The stock buy / sell order processing system according to claim 5, A stock trading order processing system comprising a computer for executing processing for accepting a stock trading order by a customer,
Order acceptance that executes processing for accepting order data including brand identification information and the number of shares of a selling order, which is input by the customer or an input agent thereof and transmitted from a terminal device via a communication line, together with customer identification information Processing means;
Order data storage means for storing the order data for the sell order received by the order reception processing means in association with the customer identification information;
Using the order data for the sell order stored in the order data storage means, create order data for sale including order identification information, the brand identification information, and the number of shares, and the created order data for the sale A first order data creation processing means for executing a process of handing over to an ordering system that performs an ordering process to the market system;
Contract data including order identification information, brand identification information, number of shares, and contract price data for the sell order executed in the market system is received from the order system, and the received contract data is attached with the same order identification information. Execution data receiving processing means for executing processing to be stored in the order data storage means in association with the order data for the sold order made;
Cut price when repurchasing the same value as the contract price data included in the contract data received by the contract data receiving processing means for the purpose of cutting the stock sold by the selling order for the purpose of cutting profit reduction or loss increase The reference price initial value setting process to be stored in the order data storage means is executed as the initial value of the reference price data indicating the stock price serving as a reference when setting the contract price, and the contract price data included in the contract data is displayed. Data is sent to the terminal device via the communication line, and cut price data is received by the customer or its input agent and transmitted from the terminal device via the communication line, The received cut price data is stored in the order data storage means as an initial value of the cut price data. A reference price cut price initial value setting processing means for performing a cut price initial value setting processing,
The sell order is established by subtracting the contract price data included in the contract data received by the contract data reception processing means from the cut price data received by the reference price / cut price initial value setting processing means. A difference calculation processing means for cutting for calculating a difference data for cutting indicating a plus difference from the contract price in the case, and executing a process of storing the calculated difference data for cutting in the order data storage means;
Market price data acquisition processing means for executing processing for repeatedly acquiring market price data of stock from the market system or other market price information providing system;
Each time the market price data is acquired by the market price data acquisition processing unit, the acquired market price data is compared with the cut price data stored in the order data storage unit, and the market price data is equal to or higher than the cut price data. Or cut determination processing means for executing processing for determining whether or not the cut condition of excess is satisfied,
When it is determined by the cut determination processing means that the cut condition is satisfied, the contract data stored in the order data storage means is used to include order identification information, brand identification information, and the number of shares for a buy order. Second order data creation processing means for creating purchase order data and executing processing for delivering the created purchase order data to the ordering system;
When it is determined by the cut determination processing means that the cut condition is not satisfied, the market price data is compared with the reference price data stored in the order data storage means, and the market price data is less than the reference price data. If so, the base price data stored in the order data storage means is replaced with the same price value as the current price data, and the cut price data stored in the order data storage means is executed. A reference price / cut price update processing means for executing a cut price update process to replace the market price data with new cut price data obtained by adding the cut difference data stored in the order data storage means to the market price data. A stock trading order processing system characterized by comprising. When the selling order is established by dividing the cutting difference data calculated by the cutting difference calculation processing means by the contract price data included in the execution data received by the execution data receiving processing means. Cutting difference ratio data processing means for calculating a cutting difference ratio data indicating a ratio of a plus difference with respect to the contract price, and storing the calculated cutting difference ratio data in the order data storage means; Prepared,
The reference price / cut price update processing means includes:
When it is determined by the cut determination processing means that the cut condition is not satisfied, the market price data is compared with the reference price data stored in the order data storage means, and the market price data is less than the reference price data. When the standard price data stored in the order data storage means is replaced with the same value as the market price data, a reference price update process is executed.
By multiplying the market price data by the cutting difference ratio data calculated by the cutting difference ratio calculation processing means and stored in the order data storage means, new cutting difference data is calculated, and the order data The cutting difference update process is executed to replace the cutting difference data stored in the storage means with the calculated new cutting difference data, and the cut price data stored in the order data storage means is The cut price update process is performed to replace the new cut price data obtained by adding the cut difference data after the cut difference update process stored in the order data storage means to the current price data. The stock trading order processing system according to claim 7, wherein: A stock buy / sell order processing method executed by a stock buy / sell order processing system including a computer that executes processing for accepting a stock buy / sell order by a customer,
Order reception processing means is inputted by the customer or its input agent and transmitted from the terminal device via a communication line, order data including brand identification information and the number of shares of the buy order, and purchase by the buy order Cutting difference data indicating a difference from a contract price when the buy order is established for setting a cut price when selling the stock for the purpose of cutting to reduce profits or increase loss, or Executing a process of accepting cut difference ratio data indicating a ratio of the minus difference with respect to the contract price together with customer identification information;
The order data for the buy order received by the order reception processing means, and the cutting difference data or the cutting difference ratio data are stored in the order data storage means in association with the customer identification information,
The first order data creation processing means uses the order data for the buy order stored in the order data storage means to obtain purchase order data including order identification information, the brand identification information, and the number of shares. Create and execute the process of transferring the created purchase order data to the ordering system that performs the ordering process to the market system,
Contract data reception processing means receives contract data including order identification information, brand identification information, number of shares, and contract price data for the buy order contracted in the market system from the ordering system, and the received contract data is Executing the process of storing in the order data storage means in association with the order data for the buy order with the same order identification information;
The reference price / cut price initial value setting processing means sets a stock price serving as a reference for setting the cut price to the same value as the contract price data included in the contract data received by the contract data receiving processing means. The reference price initial value setting process to be stored in the order data storage unit is executed as the initial value of the reference price data to be displayed, and the order reception processing unit receives from the contract price data included in the contract data and A cut price data is calculated by subtracting the cut difference data stored in the order data storage means, and the calculated cut price data is stored in the order data storage means as an initial value of the cut price data. In the price initial value setting process or the contract price data included in the contract data, the The cutting difference data is calculated by multiplying the cutting difference ratio data received by the receiving processing means and stored in the order data storage means, and the calculated cutting difference data is used as the order data storage means. And the cut price data is calculated by subtracting the calculated cut difference data from the contract price data included in the contract data, and the calculated cut price data is stored in the cut price data. As an initial value, execute a cut price initial value setting process to be stored in the order data storage means,
The market price data acquisition processing means executes a process of repeatedly acquiring the market price data of the stock from the market system or other market price information providing system,
The cut determination processing unit compares the acquired market price data with the cut price data stored in the order data storage unit every time the market price data is acquired by the market price data acquisition processing unit, and the market price data Executes a process of determining whether or not a cut condition that is less than or less than the cut price data is satisfied,
When the second order data creation processing unit determines that the cut condition is satisfied by the cut determination processing unit, the order identification for the sell order is performed using the execution data stored in the order data storage unit. Create selling order data including information, brand identification information, and the number of shares, and execute processing to deliver the created selling order data to the ordering system,
When the reference price / cut price update processing means determines that the cut condition is not satisfied by the cut determination processing means, the current price data and the reference price data stored in the order data storage means are compared. When the market price data exceeds the standard price data, the standard price update process is executed to replace the standard price data stored in the order data storage means with the same value as the market price data, and the order data storage Performing a cut price update process in which the cut price data stored in the means is replaced with new cut price data obtained by subtracting the cut difference data stored in the order data storage means from the market price data. A stock trading order processing method. A stock buy / sell order processing method executed by a stock buy / sell order processing system including a computer that executes processing for accepting a stock buy / sell order by a customer,
The order reception processing means receives the order identification data including the brand identification information and the number of shares of the purchase order, which is input by the customer or its input agent and transmitted from the terminal device via the communication line, together with the customer identification information. Execute the process,
The order data for the buy order received by the order reception processing means is stored in the order data storage means in association with the customer identification information,
The first order data creation processing means uses the order data for the buy order stored in the order data storage means to obtain purchase order data including order identification information, the brand identification information, and the number of shares. Create and execute the process of transferring the created purchase order data to the ordering system that performs the ordering process to the market system,
Contract data reception processing means receives contract data including order identification information, brand identification information, number of shares, and contract price data for the buy order contracted in the market system from the ordering system, and the received contract data is Executing the process of storing in the order data storage means in association with the order data for the buy order with the same order identification information;
The reference price / cut price initial value setting processing means reduces or loses the stock purchased by the buy order with the same value as the contract price data included in the contract data received by the contract data reception processing means. While executing the reference price initial value setting process to be stored in the order data storage means as the initial value of the reference price data indicating the stock price as a reference when setting the cut price when selling for the purpose of cutting to stop the increase The display data of the contract price data included in the contract data is transmitted to the terminal device via the communication line, and is input by the customer or an input agent thereof from the terminal device to the communication line. The cut price data sent via is received, and the received cut price data is used as the initial cut price data. As executes a cut price initial value setting process to be stored in the order data memory means,
The cutting difference calculation processing means subtracts the cut price data received by the reference price / cut price initial value setting processing means from the contract price data included in the contract data received by the contract data receiving processing means. To calculate the difference data for cutting indicating the difference from the contract price when the buy order is established, and execute the process of storing the calculated difference data for cutting in the order data storage means,
The market price data acquisition processing means executes a process of repeatedly acquiring the market price data of the stock from the market system or other market price information providing system,
The cut determination processing unit compares the acquired market price data with the cut price data stored in the order data storage unit every time the market price data is acquired by the market price data acquisition processing unit, and the market price data Executes a process of determining whether or not a cut condition that is less than or less than the cut price data is satisfied,
When the second order data creation processing unit determines that the cut condition is satisfied by the cut determination processing unit, the order identification for the sell order is performed using the execution data stored in the order data storage unit. Create selling order data including information, brand identification information, and the number of shares, and execute processing to deliver the created selling order data to the ordering system,
When the reference price / cut price update processing means determines that the cut condition is not satisfied by the cut determination processing means, the current price data and the reference price data stored in the order data storage means are compared. When the market price data exceeds the standard price data, the standard price update process is executed to replace the standard price data stored in the order data storage means with the same value as the market price data, and the order data storage Performing a cut price update process in which the cut price data stored in the means is replaced with new cut price data obtained by subtracting the cut difference data stored in the order data storage means from the market price data. A stock trading order processing method. A stock buy / sell order processing method executed by a stock buy / sell order processing system including a computer that executes processing for accepting a stock buy / sell order by a customer,
Order reception processing means is input by the customer or its input agent and transmitted from the terminal device via a communication line, the order data including brand identification information about the sell order and the number of shares, and sold by the sell order For the purpose of setting a cut price when buying back the stock for the purpose of cutting to reduce profits or increase loss, the difference data for cut indicating the difference from the contract price when the sell order is established or the Execute a process of accepting the difference ratio data for cut indicating the ratio of the plus difference with respect to the contract price together with the customer identification information;
The order data for the sell order received by the order reception processing means, and the cutting difference data or the cutting difference ratio data are stored in the order data storage means in association with the customer identification information,
The first order data creation processing means uses the order data for the sell order stored in the order data storage means to obtain sell order data including order identification information, the brand identification information, and the number of shares. Create and execute the process of delivering the created order data to the ordering system that performs the ordering process to the market system,
Contract data reception processing means receives contract data including order identification information, brand identification information, number of shares, and contract price data for the sell order contracted in the market system from the ordering system, and receives the contract data received. Executing a process of storing in the order data storage means in association with the order data for the selling order with the same order identification information;
The reference price / cut price initial value setting processing means sets a stock price serving as a reference for setting the cut price to the same value as the contract price data included in the contract data received by the contract data receiving processing means. The reference price initial value setting process to be stored in the order data storage unit is executed as the initial value of the reference price data to be displayed, and the contract price data included in the contract data is received by the order reception processing unit and the The cut price data is calculated by adding the cut difference data stored in the order data storage means, and the calculated cut price data is stored in the order data storage means as an initial value of the cut price data. In the cut price initial value setting process or the contract price data included in the contract data, the The cutting difference data is calculated by multiplying the cutting difference ratio data received by the receiving processing means and stored in the order data storage means, and the calculated cutting difference data is used as the order data storage means. The cut price data is calculated by adding the calculated cut difference data to the contract price data included in the contract data, and the calculated cut price data is stored in the cut price data. As the initial value, execute the cut price initial value setting process to be stored in the order data storage means,
The market price data acquisition processing means executes a process of repeatedly acquiring the market price data of the stock from the market system or other market price information providing system,
The cut determination processing unit compares the acquired market price data with the cut price data stored in the order data storage unit every time the market price data is acquired by the market price data acquisition processing unit, and the market price data Executes a process for determining whether or not the cut condition satisfies the cut condition of more than or more than the cut price data,
When the second order data creation processing unit determines that the cut condition is satisfied by the cut determination processing unit, the order identification for the buy order is performed using the execution data stored in the order data storage unit. Create purchase order data including information, brand identification information, and the number of shares, and execute processing to deliver the created purchase order data to the ordering system,
When the reference price / cut price update processing means determines that the cut condition is not satisfied by the cut determination processing means, the current price data and the reference price data stored in the order data storage means are compared. When the market price data is less than the standard price data, the standard price update process is performed to replace the standard price data stored in the order data storage means with the same value as the market price data, and the order data A cut price update process is performed in which the cut price data stored in the storage unit is replaced with new cut price data obtained by adding the cut difference data stored in the order data storage unit to the market price data. A stock trading order processing method characterized by the above. A stock buy / sell order processing method executed by a stock buy / sell order processing system including a computer that executes processing for accepting a stock buy / sell order by a customer,
The order reception processing means receives the order identification data including the brand identification information about the sell order and the number of shares, which is input by the customer or the input agent and transmitted from the terminal device via the communication line, together with the customer identification information. Execute the process,
The order data for the sell order received by the order reception processing means is stored in the order data storage means in association with the customer identification information,
The first order data creation processing means uses the order data for the sell order stored in the order data storage means to obtain sell order data including order identification information, the brand identification information, and the number of shares. Create and execute the process of delivering the created order data to the ordering system that performs the ordering process to the market system,
Contract data reception processing means receives contract data including order identification information, brand identification information, number of shares, and contract price data for the sell order contracted in the market system from the ordering system, and receives the contract data received. Executing a process of storing in the order data storage means in association with the order data for the selling order with the same order identification information;
The reference price / cut price initial value setting processing means reduces or loses the stock sold by the sell order with the same value as the contract price data included in the contract data received by the contract data reception processing means. As an initial value of reference price data indicating a stock price serving as a reference when setting a cut price when repurchasing for the purpose of cutting to stop increasing, a reference price initial value setting process to be stored in the order data storage means is executed, The display data of the contract price data included in the contract data is transmitted to the terminal device via the communication line, and the communication line is input from the terminal device by being input by the customer or its input agent. The cut price data sent via is received, and the received cut price data is the initial value of the cut price data. As executes a cut price initial value setting process to be stored in the order data memory means,
The cutting difference calculation processing means subtracts the contract price data included in the contract data received by the contract data receiving processing means from the cut price data received by the base price / cut price initial value setting processing means. To calculate cut difference data indicating a positive difference from the contract price when the sell order is established, and execute the process of storing the calculated cut difference data in the order data storage unit,
The market price data acquisition processing means executes a process of repeatedly acquiring the market price data of the stock from the market system or other market price information providing system,
The cut determination processing unit compares the acquired market price data with the cut price data stored in the order data storage unit every time the market price data is acquired by the market price data acquisition processing unit, and the market price data Executes a process for determining whether or not the cut condition satisfies the cut condition of more than or more than the cut price data,
When the second order data creation processing unit determines that the cut condition is satisfied by the cut determination processing unit, the order identification for the buy order is performed using the execution data stored in the order data storage unit. Create purchase order data including information, brand identification information, and the number of shares, and execute processing to deliver the created purchase order data to the ordering system,
When the reference price / cut price update processing means determines that the cut condition is not satisfied by the cut determination processing means, the current price data and the reference price data stored in the order data storage means are compared. When the market price data is less than the standard price data, the standard price update process is performed to replace the standard price data stored in the order data storage means with the same value as the market price data, and the order data A cut price update process is performed in which the cut price data stored in the storage unit is replaced with new cut price data obtained by adding the cut difference data stored in the order data storage unit to the market price data. A stock trading order processing method characterized by the above.   The program for functioning a computer as a stock trading order processing system in any one of Claims 1-8.

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