JP2009129059A - Order processor and program - Google Patents

Abstract

<P>PROBLEM TO BE SOLVED: To provide an ordering processor capable of reducing an orderer's labor to designate the quantity of division ordering of the first buying/selling order in order to set the total as the quantity of order reception of the first buying/selling order in the case of successively division-ordering the first and second buying/selling orders whose brands, buying/selling divisions and order prices are the same. <P>SOLUTION: When the total quantity of the quantity of division ordering designated by an orderer and the quantity of ordering of the first buying/selling orders are equal or less than the quantity of the order reception of the first buying/selling order, an ordering processing part 230 performs ordering processing based on the quantity of orders configured of the quantity of division ordering, the brands, buying/selling division and order price of the first buying/selling orders, and when the total quantity is larger than the quantity of order reception, and the quantity of the ordering completion is smaller than the quantity of order reception, performs ordering processing based on the quantity of orders calculated by subtracting the quantity of ordering completion from the quantity of order reception and the brands, buying/selling divisions and order prices of the first buying/selling orders, and performs ordering processing based on the quantity of orders calculated by subtracting the quantity of order reception from the total quantity and the brands, buying/selling divisions and order prices of the first buying/selling orders. <P>COPYRIGHT: (C)2009,JPO&INPIT

Description

  The present invention relates to an order processing apparatus and program for placing a purchase order for securities. In particular, the present invention relates to an order processing apparatus and program for split ordering of a plurality of trade orders having the same brand and trade classification.

  A broker of a securities company may receive a large order from an institutional investor who is an asset management company. When a large order is received, a trader may divide a trade order into small trade orders in order to reduce market impact. An example of a system that automatically performs such ordering processing is described in, for example, Non-Patent Document 1. For an algorithm transaction related to Non-Patent Document 1, a securities company specifies an order from an institutional investor or the like. Non-Patent Document 2 describes that the system automatically performs processing according to logic and rules. Further, Patent Document 1 discloses a system for performing a split order using market information and a market impact model.

JP 2000-353196 A Takahiro Tanaka, “Expanding Algorithmic Transactions: Development Competition to Become Full-scale for TSE's Next Generation System Operation”, Weekly Financial and Financial Situation, Financial and Financial Situation Study Group, June 4, 2007, Vol. 58, No. 21 , P. 38-46 "Algorithm trading system June, also operates in Tokyo", Nikkan Kogyo Shimbun, April 25, 2007

An institutional investor places a first valuation order for a given issue with a securities company, and then a second valuation order that has the same issue and trading category as the first valuation order (for example, the issue, sale category and order price are A second measurement order that is the same may be added to the securities company.
As a broker of a brokerage firm that has received the first metric order and an additional second metric order, the first metric order received is split and the execution of the first metric order is completed. When the second plan order is split and the execution of the second plan order is completed, when the first plan order is split, the total order quantity is the order quantity of the first plan order. Each split order quantity is specified so that when the second plan order is split, the total order quantity is the order quantity of the second plan order. The designation is troublesome for a trader facing a trading market (market) whose market conditions change from moment to moment, and it is desirable to reduce the effort.

  The present invention has been made in consideration of the above-described circumstances, and the purpose of the present invention is to perform the first buying and selling when the first and second buying and selling orders having the same brand and buying and selling order are sequentially divided. It is an object of the present invention to provide an order processing apparatus and program capable of reducing the effort for designating the divided order quantity of an order so that the sum thereof becomes the order quantity of a first trade order.

The first form of the present invention is an original order data which is order data indicating a trading order of securities, and includes original order data including order identification information indicating order brands, information indicating order contents such as trading category and order quantity. In order processing equipment that performs split order processing based on data,
First original order data indicating a first trading order; second original order data indicating a second trading order in which the first trading order and the brand identification information and the trading classification are the same; An original order data storage unit for storing first and second ordered quantities indicating zero, and a divided order for receiving a divided order quantity and a divided order request for a division order for the trading order of the securities designated by the orderer Based on the split order quantity received by the request receiving unit and the split order request receiving unit and the split order request, the order quantity out of the information indicating the order quantity of the split order quantity and the order contents of the original order data An order processing unit that performs split order processing by transmitting split order data including information such as brand identification information other than the above, information on trading divisions, etc., to the securities trading market system,
The order processing unit includes:
The total quantity obtained by adding the divided order quantity received by the split order request receiving unit and the first ordered quantity stored in the original order data storage unit is stored in the original order data storage unit. In the first case where the order quantity is less than or equal to the order quantity of one original order data, brand identification information other than the order quantity among the order quantity consisting of the divided order quantity and the order contents of the first original order data , Split order processing for transmitting first split order data including information such as trading category to the market system for securities, and the first ordered quantity stored in the original order data storage unit An update process is performed to update the transmitted first divided order data to a value obtained by adding the order quantity,
The total quantity obtained by adding the divided order quantity received by the split order request receiving unit and the first ordered quantity stored in the original order data storage unit is stored in the original order data storage unit. In the second case where the first ordered quantity of the original order data of 1 is larger than the ordered quantity and the first ordered quantity is smaller than the ordered quantity, the remainder obtained by subtracting the first ordered quantity from the ordered quantity From the total quantity, second divided order data including order quantity consisting of quantity and information indicating order contents of the first original order data, such as brand identification information other than the ordered quantity, information such as trade classification, and the like A third divided order including an order quantity composed of an excess quantity obtained by subtracting the received order quantity, and information indicating the order contents of the second original order data, such as brand identification information other than the received order quantity, and information such as a trade classification. Data before A split order process for transmitting to the market system for securities in the order of the second split order data and the third split order data; and the first ordered quantity stored in the original order data storage unit. An update process for updating the transmitted second divided order data to a value obtained by adding the order quantity and the second ordered quantity stored in the original order data storage unit. Update processing to update the value of the order quantity of 3 divided order data to the value added,
The total quantity obtained by totaling the divided order quantity received by the split order request receiving part and the second ordered quantity stored in the original order data storage part is stored in the original order data storage part. A third case in which the order quantity of the second original order data is equal to or less than the order quantity and the first ordered quantity stored in the original order data storage unit is equal to the order quantity of the first original order data 4th divided order data including the order quantity composed of the divided order quantity and the information indicating the order contents of the second original order data, such as brand identification information other than the received order quantity, and information such as trading category. The split order processing to be transmitted to the securities trading market system, the second ordered quantity stored in the original order data storage unit is the order quantity of the transmitted fourth split order data. added An order processing system and performs an update process for updating the.

In the order processing device according to the first aspect of the present invention, the original order data indicating the trading order of the securities includes information indicating brand identification information indicating the order brand, trading category, order quantity and order price. The original order data storage unit includes the first original order data indicating the first buy / sell order, the first buy / sell order, the brand identification information, the buy / sell category, and the order price. Storing the second original order data indicating the second buy and sell order and the first and second ordered quantities indicating zero;
The order processing unit includes:
The total quantity obtained by adding the divided order quantity received by the split order request receiving unit and the first ordered quantity stored in the original order data storage unit is stored in the original order data storage unit. In the first case where the order quantity is less than or equal to the order quantity of one original order data, the order quantity including the divided order quantity and the brand identification information of the first original order data, information on the trading category and the order price are included. The split order processing is performed by sending the split order data of 1 to the securities trading market system,
The total quantity obtained by adding the divided order quantity received by the split order request receiving unit and the first ordered quantity stored in the original order data storage unit is stored in the original order data storage unit. In the second case where the first ordered quantity of the original order data of 1 is larger than the ordered quantity and the first ordered quantity is smaller than the ordered quantity, the remainder obtained by subtracting the first ordered quantity from the ordered quantity A second split order data including order quantity consisting of quantity and brand identification information of the first original order data, information on trading category and order price, and an excess quantity obtained by subtracting the order quantity from the total quantity. The third divided order data including order quantity and brand identification information of the first original order data, information on the trade classification and the order price, the second divided order data, and the third divided order data in this order. Said securities It performs a split ordering process by sending of the trading market system,
The total quantity obtained by totaling the divided order quantity received by the split order request receiving part and the second ordered quantity stored in the original order data storage part is stored in the original order data storage part. A third case in which the order quantity of the second original order data is equal to or less than the order quantity and the first ordered quantity stored in the original order data storage unit is equal to the order quantity of the first original order data In addition, fourth divided order data including the order quantity composed of the divided order quantity and the brand identification information of the first original order data, information on the trading category and the order price is transmitted to the market system for securities. It is good also as a structure which performs division order processing by this.
The original order data storage unit stores the first original order data indicating the first trading order and the first ordered quantity indicating zero in association with each other, and stores the first trading order. And the second original order indicating the second trading order which is a trading order in which the brand identification information, the trading category and the order price are the same and which is an additional trading order of the first trading order Data and the second ordered quantity indicating zero may be stored in association with each other.

In the order processing apparatus according to the first aspect of the present invention, the order processing unit includes the split order quantity received by the split order request receiving unit and the second ordered quantity stored in the original order data storage unit. Is larger than the received order quantity of the second original order data stored in the original order data storage unit, the second ordered quantity is smaller than the received order quantity, and the In the fourth case where the first ordered quantity stored in the original order data storage unit is equal to the order quantity of the first original order data, the second ordered quantity is subtracted from the total quantity. Of the information indicating the order quantity consisting of the remaining quantity and the order contents of the second original order data, the fifth divided order data including information such as brand identification information other than the received order quantity, and information such as trading category is included in the securities. To the trading market system And the update processing for updating the second ordered quantity stored in the original order data storage unit to a value obtained by adding the order quantity of the transmitted fifth divided order data. It is good also as composition which performs.
As an example, the order processing unit is configured such that a total quantity obtained by totaling the divided order quantity received by the split order request receiving unit and the second ordered quantity stored in the original order data storage unit is the original order. The order quantity larger than the received order quantity of the second original order data stored in the data storage section, the second ordered quantity smaller than the received order quantity, and the stored in the original order data storage section In the fourth case where the first ordered quantity is equal to the order quantity of the first original order data, the ordered quantity consisting of the remaining quantity obtained by subtracting the second ordered quantity from the total quantity, and the first A split order processing for transmitting fifth split order data including stock identification information, trading classification and order price information of the original order data to the securities trading market system, and stored in the original order data storage unit ing Serial second order Quantity may be used as the structure for performing the update processing for updating the transmitted said fifth the order quantity a value obtained by adding the divided order data.

  The split order request receiving unit is configured to receive the brand identification information, the trading category and the order price of the first original order data stored in the original order data storage unit, and the order quantities of the first and second original order data. And a display field indicating the total ordered quantity obtained by summing up the first and second ordered quantities, and a divided order quantity input field for inputting a divided order quantity of the trading order of the securities; Ordering screen display data for displaying an ordering screen having a split ordering request input field for inputting a split ordering request is generated, and the ordering screen display data is displayed on the terminal device of the orderer connected through a communication line. To display the ordering screen, and the split order quantity entered in the split order quantity input field and the split order request input field of the ordering screen by the orderer. The determined may be configured to receive via a communication line from the terminal device.

The split order request receiving unit includes a display column indicating brand identification information and trading classification and order price of the first original order data stored in the original order data storage unit, and a split order quantity of the trading order of the securities. Generating order screen display data for displaying an order screen having a split order input field for inputting an order price for split order and a split order request input field for inputting a split order request, and a communication line The ordering screen display data is transmitted to the orderer's terminal device connected through the display unit to display the ordering screen, and the divided order quantity input to the split order input field of the ordering screen by the orderer and An order price for split order and the split order request input in the split order request input field are received from the terminal device via a communication line, and the split order quantity received and Feed the divided order request and order price for the split order in the order processing unit,
The order processing unit includes:
The total quantity obtained by adding the divided order quantity received by the split order request receiving unit and the first ordered quantity stored in the original order data storage unit is stored in the original order data storage unit. In the first case where the order quantity is less than or equal to the order quantity of one original order data, the order quantity consisting of the split order quantity, the order price for the split order, the brand identification information of the first original order data, and the trading classification A split order processing by sending first split order data including information to the securities trading market system;
The total quantity obtained by adding the divided order quantity received by the split order request receiving unit and the first ordered quantity stored in the original order data storage unit is stored in the original order data storage unit. In the second case where the first ordered quantity of the original order data of 1 is larger than the ordered quantity and the first ordered quantity is smaller than the ordered quantity, the remainder obtained by subtracting the first ordered quantity from the ordered quantity Subtracting the order quantity from the total quantity, second divided order data including order quantity consisting of quantity, order price for the divided order, brand identification information of the first original order data and information of trade classification The third divided order data including the order quantity including the excess quantity, the order price for the divided order, and the brand identification information and the trading classification information of the first original order data. The third It performs a split ordering process by sending in the order of the split order data to trading market system of the securities,
The total quantity obtained by totaling the divided order quantity received by the split order request receiving part and the second ordered quantity stored in the original order data storage part is stored in the original order data storage part. A third case in which the order quantity of the second original order data is equal to or less than the order quantity and the first ordered quantity stored in the original order data storage unit is equal to the order quantity of the first original order data In addition, fourth divided order data including the order quantity composed of the divided order quantity, the order price for the divided order, the brand identification information of the first original order data and the information of the trading category is used as the transaction of the securities. A configuration may be adopted in which split order processing is performed by transmitting to the market system.
The split order request receiving unit receives the brand identification information, the trading category and the order price of the first original order data stored in the original order data storage unit, and each of the first and second original order data. Enter the total order quantity that is the sum of the order quantity, the display column that shows the total order quantity that is the sum of the first and second order quantities, and the split order quantity and order price for the split order for the securities. Ordering screen display data for displaying an ordering screen having a split order input field for input and a split order request input field for inputting a split order request may be generated. The split order request input field may be an input button for a split order request. For example, an order button or a send button may be used.

  A second aspect of the present invention is a program for causing a computer to function as the order processing apparatus according to the first aspect of the present invention.

  According to the present invention, when the first and second trade orders having the same brand and the same trade division are sequentially placed in order, the total order quantity of the first trade order is the order received for the first trade order. It is possible to provide an order processing apparatus and a program that can reduce the time and effort for specifying the quantity.

  Embodiments of the present invention will be described below with reference to the drawings. FIG. 1 is a schematic diagram for explaining an example of a usage environment of an order processing apparatus 20 according to an embodiment of the present invention. This order processing apparatus 20 is installed in a financial institution, and hereinafter, a securities company will be described as an example of the financial institution. The order processing device 20 is connected to a terminal device 10 operated by a trader of a securities company via an in-house communication line, and is a securities transaction system that is an example of a transaction market system that performs a transaction transaction processing of securities such as stocks. The communication system 30 is connected to the trading system 30 through a communication line, and the communication line to the trading system 30 may be a dedicated line or a dedicated line. A broker of a securities company receives an order for buying and selling securities from an investor such as an institutional investor. For example, institutional investors may be asset management companies that manage multiple funds. The terminal device 10 is connected to a terminal device of an institutional investor through a communication line, and can receive information indicating the contents of a sales order from the institutional investor.

  The trader receives a trading order (for example, stock trading order) of securities constituting a fund managed by the institutional investor, which is a customer, at the terminal device 10 through the communication line or verbally by telephone. Receive trading orders. The trader then converts the original order data, which is the order data indicating the sales order received by the terminal device 10 or the telephone, into the customer identification information (customer ID) for identifying the customer and the fund identification information (for identifying the fund). In association with the fund ID), the data is input to the terminal device 10 in a predetermined format. The original order data indicating trading order includes stock identification information indicating the order stock that is the securities to be traded, trading category, order quantity and order price. In the following, stocks are used as securities as an example, A description will be given using a brand code as an example of brand identification information.

The terminal device 10 transmits the original order data, the customer ID, and the fund ID input by the trader to the order processing device 20, and further, the split order quantity and the split order to be placed in order for the purchase order from the customer input by the trader. The request is transmitted to the order processing device 20. The order processing device 20 receives the original order data, the customer ID, and the fund ID from the terminal device 10, and further receives the divided order quantity and the divided order request from the terminal device 10, and receives the received original order data and the divided order quantity. A split order process is performed in which split order data is generated based on the information and transmitted to the trading system 30.
As the divided order data, contents other than the ordered quantity among the information indicating the order contents of the original order data together with the divided order quantity from the terminal apparatus 10 may be used. In response to the order price and the split order request, information other than the order quantity and the order price may be used in the information indicating the order contents of the original order data together with the split order quantity and the order price for the split order.

  An institutional investor may manage assets by managing multiple funds, and the institutional investor may place a plurality of unsuccessful orders for the same investment fund of the institutional investor on a securities company. For example, when the first valuation order is placed and then the second valuation order is added, the first and second valuation orders are related to the same brand and trading category, and in particular, the first and This is the case where the two measurement orders are related to the same brand, trading category and order price, that is, the buying and selling order has the same conditions. As a broker of a brokerage firm that has received the first metric order and an additional second metric order, the first metric order received is split and the execution of the first metric order is completed. When the second plan order is split and the execution of the second plan order is completed, when the first plan order is split, the total order quantity is the order quantity of the first plan order. Each split order quantity is specified so that when the second plan order is split, the total order quantity is the order quantity of the second plan order. Specifying is annoying for traders facing a market where the market conditions change from moment to moment. In the order processing apparatus 20 of the present embodiment, a trader sequentially divides and orders first and second trading orders (that is, first and second trading orders under the same conditions) having the same brand, trading category and order price. At this time, it is possible to reduce the time and effort for designating the divided order quantity of the first trading order so that the total amount is the order quantity of the first trading order, and the divided order of the second trading order. It is possible to reduce the trouble of specifying the quantity so that the total is the order quantity of the second sales order.

  FIG. 2 is a block diagram illustrating an example of the configuration of the order processing apparatus 20. The order processing apparatus 20 includes a communication control unit 210, an order receiving unit 220, an order processing unit 230, an original order data database (original order data DB) 250, which is an example of an original order data storage unit, and divided order data. A division order data database (divided order data DB) 260, a market information reception unit 280, and a contract establishment notification reception unit 290, which are examples of a storage unit, are included. The order receiving unit 220 receives an order data receiving unit that receives the first and second original order data, and a split order that receives a split order quantity and a split order request for split order of a trade order designated by a trader who is an orderer. It has a function as a request receiving unit.

  The communication control unit 210 transmits and receives data to and from the terminal device 10 through an in-house communication line. The data received from the terminal device 10 by the communication control unit 210 includes original order data, customer ID, and fund ID input to the terminal device 10, split order request, split order code and trade classification, split order. There are quantity, order price for split order, order screen display request (data indicating display request), display switching request (data indicating display switching request), order screen update request (data indicating update request), etc. These data are sent to the order receiving unit 220. The data transmitted from the communication control unit 210 to the terminal device 10 includes original order data stored in the original order data DB 250, divided order data stored in the divided order data DB 260, screen display data, and the like. Is received by the terminal device 10 and displayed on the display 12 so that the trader can confirm the execution status of the sales order by looking at the data displayed on the display 12 of the terminal device 10. It has become.

  The order receiving unit 220 receives, from the terminal device 10, the first original order data indicating the first purchase order from the customer, the customer ID for identifying the customer, and the fund ID from the terminal device 10. , Customer ID and fund ID, an original order identification number (first original order ID) which is order identification information for identifying the first original order data, and a first situation (“unordered” as an example) It is stored in the original order data DB 250 in association with the original order status flag which is the status flag shown. Also, the second original order data, the customer ID and the fund ID indicating the second trading order under the same conditions as the first trading order from the same customer are received from the terminal device 10, and the received second original order data and the customer are received. An original indicating an original order identification number (second original order ID), which is order identification information for identifying the second original order data, and a first situation (for example, “unordered” as an example) It is stored in the original order data DB 250 in association with the order status flag. As the original order ID, a counter that is updated every time the original order data is received from the terminal device 10 is provided in the order receiving unit 220, and the count value of the counter is used as the original order ID for identifying the original order data. Alternatively, different predetermined order identification numbers may be used as the first and second original order IDs. For example, “001” is used as the first original order ID and the second “002” may be used as the original order ID. Further, the order receiving unit 220 receives the split order request, split order brand code and trading category, split order quantity, split order price, etc. from the terminal device 10, and receives the split order request and split order brand received. The code, the sales division, the divided order quantity, the order price for the divided order, etc. are sent to the order processing unit 230.

  As an example, the order receiving unit 220 receives first original order data indicating a first buy / sell order from a predetermined institutional investor and the institutional investment in response to a display request for a first order input screen from the terminal device 10. The screen display data of the first order input screen for inputting the customer ID for identifying the house and the fund ID is transmitted, and the first order input screen is displayed on the terminal device 10. The first input data input to the first order input screen is transmitted to the order receiving unit 220. The order receiving unit 220 receives the first input data from the terminal device 10 through the communication control unit 210 and receives the received first input data. The first original order data, the customer ID, and the fund ID included in the input data, the first original order ID for identifying the first original order data and the first situation (“unordered” as an example) The Is stored in the original order data DB 250 in association with the original order status flag, and is a second trade order from an institutional investor in response to a display request for the second order input screen from the terminal device 10. Screen display data for a second order input screen for inputting second original order data indicating a second trading order under the same conditions as one trading order, a customer ID for identifying the institutional investor, and a fund ID And the second order input screen is displayed on the terminal device 10, and the terminal device 10 transmits the second input data input to the second order input screen by the trader to the order receiving unit 220, and receives the order. The unit 220 receives the second input data from the terminal device 10 through the communication control unit 210, and receives the second original order data, the customer ID, and the fund ID included in the received second input data in the second original order. It may be configured to store in association with the original order status flag to the original order data DB250 showing the ( "not-order" as an example) the second original order ID and the first status to identify over data.

  Also, as an example, the order receiving unit 220 is a split order input field for displaying the brand code of the first original order data and the trade classification, and the split order input for inputting the split order quantity and the order price for the split order. The display screen is displayed on the terminal device 10 by transmitting screen display data of an order screen having an order button (for example, a send button) that is an input button for a column and a split order request. The terminal device 10 displays the order screen on the order screen by the trader. The order processing unit 20 receives an order by clicking the order button with the order quantity entered in the split order input field, the order price for the split order, the brand code displayed in the split order input field, the trading category, and the split order request. The order receiving unit 220 transmits the divided order quantity, the order price for the divided order, the issue code for the divided order, the trading category, and the divided order request. It may be configured to send the received divided order quantity, the order price for the divided order, the issue code for the divided order, the trading category, and the divided order and the divided order request to the order processing unit 230, and input the divided order on the ordering screen. The order price of the first original order data may be input in advance and displayed in the order price input field of the field. The order receiving unit 220 includes a brand table in which a brand code and a brand name are associated with each other, and can obtain the brand name of the brand code from the brand code. "And its brand name" XX Co., Ltd. "

  The original order data DB 250 includes first original order data indicating the order contents of the first buy / sell order from a customer, a first original order ID for identifying the first original order data, a customer ID, a fund The ID, the original order status flag that is the status flag indicating the status of the first trade order indicated by the first original order data, the first ordered quantity, and the first completed quantity are stored in association with each other. . In addition, the second original order data indicating the order contents of the second trade order from the customer, the second original order ID for identifying the second original order data, the customer ID, the fund ID, the relevant The original order status flag, which is a status flag indicating the status of the second trade order indicated by the second original order data, the second ordered quantity, and the second completed quantity are stored in association with each other. In the original order data DB 250, the initial values (default values) of the first and second ordered quantities and the first and second completed quantities are set to zero, and the initial value of the original order status flag is set to the first status (an example). It may be a flag indicating “unordered”).

  The split order data DB 260 includes split order data including order quantity consisting of split order quantity specified by the trader and information such as stock codes other than the received order quantity, information on sales order, etc. among the information indicating the order contents of the original order data; Split order identification number (split order ID) which is order identification information for identifying the split order data, original order ID of the original order data of the split source, and status indicating the status of the split order indicated by the split order data A divided order status flag, which is a flag, is stored in association with each other. The initial value of the split order status flag may be a flag indicating “unordered”. The divided order data stored in the divided order data DB 260 includes the order quantity composed of the divided order quantity and the information on the order code of the original order data, the brand code other than the ordered quantity, the information on the sales division and the order price. You may make it have a division order quantity from the terminal device 10, an order price for division orders, a brand code for division orders, and a trade classification.

  The order processing unit 230, based on the divided order quantity and the divided order request received by the order receiving unit 220, among the order quantity composed of the divided order quantity and the information indicating the order contents of the original order data, the brand identification information other than the order quantity, Split order data including information such as trading category is generated, and the split order data generated and the split order ID for identifying the split order data and the split order status flag indicating “unordered” are associated with each other. The divided order data is stored in the data DB 260 and the divided order data and the divided order ID are transmitted to the trading system 30 to perform the divided order processing, and stored in the divided order data DB 260 in association with the divided order ID of the transmitted divided order data. The split order status flag is updated from “unordered” to a flag indicating “in order”. As an example, the order processing unit 230 receives an order quantity including the divided order quantity based on the divided order quantity received by the order receiving part 220, the order price for the divided order, the issue code for the divided order, the trading category, and the divided order request. , Generate split order data including the order price for split order, brand code for split order, and buy / sell classification, and generate split order data, split order ID for identifying the split order data, and “unordered” It is good also as a structure which performs division | segmentation order processing by matching the division | segmentation order status flag shown, storing in the division | segmentation order data DB260, and transmitting the said division | segmentation order data and its division | segmentation order ID to the trading system 30.

  The contract completion notification receiving unit 290 receives from the trading system 30 a contract completion notification indicating the execution result of the split order indicated by the split order data transmitted from the order processing unit 230 to the trading system 30 and receives the split order included in the contract completion notification. The contracted unit price and contract amount of the split order indicated by the contract establishment notification in association with the data split order ID are stored in the split order data DB 260 and stored in the split order data DB 260 in association with the split order ID of the split order data. The split order status flag is updated from “in order” to a flag indicating “confirmed”.

  The market information receiving unit 280 includes a market information storage unit that stores stock market information and a volume storage unit that stores a stock volume. The market information receiving unit 280 includes a stock exchange trading system 30 that is an example of a stock market system. Acquires market information including stock market price (current value), board information, volume, etc., and stores the market price, board information, volume, etc. of the acquired stock in association with the stock code of the stock in the market information storage means The stock volume indicated by the stock code of the first original order data stored in the original order data DB 250 out of the market information stored in the market information storage means is extracted and stored in the volume storage means. It is supposed to be updated. The stock market information may be received from a stock exchange or a trading system 30 of the stock exchange, or may be received from an information vendor that provides stock market information.

  FIG. 3 is an explanatory diagram showing an example of the data configuration of the original order data DB 250 in a table format. The original order data DB 250 is the original order data, the original order ID for identifying the original order data, the customer ID of the customer who is the orderer, the fund ID, and the status flag of the trade order indicated by the original order data. The original order status flag, the ordered quantity, the completed quantity, the average contract unit price, and the market share are stored in association with each other. The original order data includes a brand code, a trade classification, an order quantity and an order price. The original order data DB 250 is configured using a relational database (RDB) as an example, and stores an original order ID field for storing an original order ID, a customer ID field for storing a customer ID, and a fund ID. A fund ID field for storing, a brand code field for storing the brand code of the original order data, a trading category field for storing the trading category of the original order data, and an order quantity of the original order data Order quantity field, an order price field for storing the order price of the original order data, a flag field for storing the original order status flag, an ordered quantity field for storing the ordered quantity, The quantity field to store the quantity and the average unit to store the average contract price Field and, may be associated with these data together stored in the same record is provided market share field for storing the market share for each record. In each record of the original order data DB 250, the initial value of the ordered quantity, the completed quantity, and the average contracted unit price is zero, the initial value of the market share is 0%, and the initial value of the original order status flag Is a flag indicating the first situation ("unordered" as an example). As the market share, for example, a value obtained by dividing the volume by the volume stored in the volume storage means of the market information receiving unit 280 may be used as a percentage. The original order data DB 250 includes a total order quantity storage unit 250a for summing and storing the order quantity stored in each record, and a total order quantity storage unit for storing the order quantity stored in each record. 250b, a total quantity storage unit 250c for summing and storing the quantity stored in each record, and a total average contract price memory for storing the average contract price stored in each record by weighted averaging with the quantity obtained. Unit 250d and a total market share storage unit 250e that stores the total market share stored in each record.

  In the original order data DB 250 of FIG. 3, as an example, the customer ID “A”, the fund ID “A001”, and the first original order data (stock code “ 1000 ”, trading category“ buy ”, order quantity“ 400,000 ”stock, order price“ 890 ”yen), original order status flag“ in order ”, and first ordered quantity“ 300,000 ”stock , The first production quantity “300,000” shares, the first average contract unit price “880” yen, and the first market share “10%” are stored, and the first original order data indicates The first buy / sell order is a stock code 1000 with a limit price of 890 yen and a buy order of 400,000 shares, 300,000 shares have been ordered and 300,000 shares have been executed, and the order status is in order It has become the situation. It should be noted that “3,000,000” shares are stored in the volume storage means of the market information receiving unit 280, and the volume “3,000” of the volume storage means is set as the first market share “10%”. , 000 "shares, and the first production quantity of" 300,000 "shares.

  In addition, in correspondence with the second original order ID “002”, the customer ID “A”, the fund ID “A001”, the second original order data (brand code “1000”, trade classification “buy”, order received Quantity “300,000” shares, order price “890” yen), original order status flag “unordered”, second ordered quantity “0” shares, second production quantity “0” shares, The second average contract unit price “0” and the second market share “0%” are stored, and the second buy / sell order indicated by the second original order data is a stock code 1000 with a limit price of 890 yen. The purchase order is 300,000 shares, and the order status is not yet ordered. It should be noted that “3,000,000” shares are stored in the volume storage means of the market information receiving unit 280, and the volume “3,000” of the volume storage means is set as the second market share “0%”. , 000 "shares, and the second volume of" 0 "shares.

  Further, the total order quantity storage unit 250a of the original order data DB 250 totals the order quantity “400,000” shares of the first original order data and the order quantity “300,000” shares of the second original order data. The order quantity “700,000” shares are stored, and the total ordered quantity storage unit 250b is the total sum of the first ordered quantity “300,000” shares and the second ordered quantity “0” shares. The ordered quantity “300,000” shares are stored, and the total production quantity storage unit 250c sums up the first production quantity “300,000” shares and the second production quantity “0” shares. The “300,000” stocks are stored, and the total average contract unit price storage unit 250d includes the first average contract unit price “880” yen and the first product quantity “300,000” stock and the product quantity. 2 average contract unit price “0” yen and so on The total average contract price “880” (= (880 yen × 300,000 shares + 0 yen × 0 shares) / (300,000 shares + 0 shares) weighted average using the second production quantity “0” shares, which is the production quantity. ) "Is stored, and the total market share storage unit 250e adds the first market share" 10% "and the second market share" 0% "to the total market share" 10% " Is remembered.

  FIG. 4 is an explanatory diagram showing an example of the data configuration of the divided order data DB 260 in a table format. The split order data DB 260 includes split order data, a split order ID for identifying the split order data, an original order ID of the original order data of the split source, and a split order status flag indicated by the split order data. The status flag is stored in association with the contract unit price and contract amount of the split order. The split order data DB 260 is configured using a relational database (RDB) as an example, and an original order ID field for storing an original order ID, a split order ID field for storing a split order ID, and a split order. The stock code field for storing the stock code of the data, the trade category field for storing the trade category of the split order data, the order quantity field for storing the order quantity of the split order data, and the split order data An order price field for storing an order price (order price for split order), a flag field for storing a split order status flag, a contract unit price field for storing a contract unit price, and a contract constant amount are stored. A constant amount field for each record is provided for each record stored in the same record. The chromatography data may be associated with each other. In each record of the split order data DB 260, the initial value of the contract unit price and the contract constant amount is zero, and the initial value of the split order status flag is a flag indicating “unordered”.

In the split order data DB 260 of FIG. 4, as an example, in association with the split order ID “001001”, the original order ID “001”, the split order data (brand code “1000”, trade category “buy”, order quantity “ 150,000 "stock, order price" 890 "yen), split order status flag" contracted ", contract unit price" 880 "yen, and a constant amount" 150,000 "stock are stored. The split order of the split order data with ID "001001" is a buy order for 150,000 shares with a stock code of 1000 and a limit of 890 yen, and 150,000 shares are filled out of the ordered quantity of 150,000 shares The order status has been closed.
Further, in association with the divided order ID “001002”, the original order ID “001”, the divided order data (brand code “1000”, trading category “buy”, order quantity “150,000” stock, order price “890”. ”), A split order status flag“ confirmed ”, a contract unit price“ 880 ”yen, and a constant amount“ 150,000 ”stock, and split of split order data with split order ID“ 001002 ” The order is a purchase order of 150,000 shares with a stock code of 1000 and a limit price of 890 yen, and 150,000 shares are filled out of the ordered quantity of 150,000 shares. It has become.

FIG. 5 is an explanatory diagram illustrating an example of a first ordering screen displayed on the display 12 of the terminal device 10. On this first ordering screen, an order execution status display field, a split order input field, a “display switch” button, an “update” button, and an “order” button are displayed.
In the order execution status display field, which is the first display item of the first ordering screen, information related to each trading order stored in the original order data DB 250 is displayed for each trading order. The display column of the order execution status on the ordering screen of 1 displays information on the first and second trading orders, and information on the individual order is displayed on the first ordering screen. Screen (individual order display) ".

  In the display column of information relating to the first buy / sell order in the order execution status display field in the first order screen shown in FIG. 5, the first original order ID corresponding to the first trade order is displayed in the order ID display field. The customer ID “001” of the first trading order is displayed in the customer ID display column, and the fund ID “A001” of the first trading order is displayed in the fund ID display column. ”Is displayed, the brand code“ 1000 ”of the first original order data is displayed in the brand code display column, and the brand name of the brand code“ 1000 ”of the first original order data is displayed in the brand name display column. “XX Co., Ltd.” is displayed, the trading column “buy” of the first original order data is displayed in the trading column display column, and the order quantity “1” of the first original order data is displayed in the order quantity display column. "400,000" shares are displayed, and the order quantity column is displayed Is the first ordered quantity “300,000” stock that is the ordered quantity of the first buy / sell order, and the first produced quantity that is the finished quantity of the first buy / sell order is displayed in the display column for the produced quantity. “300,000” stock is displayed, the order price “890” yen of the first original order data is displayed in the order price display field, and the contract price (1) of the first buy / sell order is displayed in the average price display field. (Average contract unit price) “880” yen is displayed, the market share display column displays the first market share “10%”, and is associated with the first original order ID “001”. Customer ID, fund ID, first original order data brand code, first original order data trading category, first original order data order quantity, first ordered quantity stored in the order data DB 250 First order quantity, first original order data order price, average execution The price and the first market share are used, and the stored data of the record in which the first original order ID is stored among the records of the original order data DB 250 is used. The brand name associated with the brand code of the first original order data is used.

  In the display column of information related to the second trading order in the order execution status display column in the first ordering screen shown in FIG. 5, the second original order ID corresponding to the second trading order is displayed in the order ID display column. , The customer ID “A” of the second trading order is displayed in the display column of the customer ID, and the fund ID “A001” of the second trading order is displayed in the display column of the fund ID. ”Is displayed, the brand code“ 1000 ”of the second original order data is displayed in the brand code display column, and the brand name of the brand code“ 1000 ”of the second original order data is displayed in the brand name display column. “XX Co., Ltd.” is displayed, the trading column “buy” of the second original order data is displayed in the trading column display column, and the order quantity “2” of the second original order data is displayed in the order quantity display column. "300,000" shares are displayed, and the display column for the ordered quantity The second ordered quantity “0” stock that is the ordered quantity of the second trading order is displayed, and the second produced quantity “0” that is the resulting quantity of the second trading order is displayed in the display column of the produced quantity. "Stock" is displayed, the order price "890" yen of the second original order data is displayed in the order price display column, and the contract price (average contract price) of the second buy and sell order in the average price display column “0” yen is displayed, and the second market share “0%” is displayed in the market share display column, and is associated with the second original order ID “002” in the original order data DB 250. Stored customer ID, fund ID, second original order data brand code, second original order data trading category, second original order data order quantity, second ordered quantity, second Used quantity, second original order data order price, average contract price, and second market share The stored data of the record in which the second original order ID is stored among the records of the original order data DB 250 is used, and the brand name corresponds to the brand code of the second original order data in the brand table. The assigned brand name is used.

In the first order screen shown in FIG. 5, the split order input field that is the second display item is provided with an input field for inputting the order contents of the split order. A display column of a brand code and its brand name, a display column of a trade classification of the first original order data, an input column of split order quantity, and an input column of order price for split order are displayed. This order price input field has a radio button for designating a market (market order), a radio button for designating a limit (limit order), and a limit input field for inputting the limit. As illustrated in FIG. 5, it is desirable that the order price input field is displayed by inputting the order price of the first original order data in advance. As an example, the input field for the split order input and the limit price input field are When the order price of the first original order data indicates the limit price of the limit order, a dot is entered in the limit price radio button and the limit price is entered in the input box of the limit input field. When the order price of the first original order data indicates a market, a dot is entered in the market radio button and the limit input field is entered. Box may also be displayed in a blank state.
In the first order screen shown in FIG. 5, when a trader who is an operator inputs a divided order quantity in the divided order input field and operates it by clicking the “order” button with a mouse or the like, the display contents of the divided order input field And split order content information consisting of input contents (for example, split order brand code consisting of brand code of first original order data, split order trading category consisting of trading order of first original order data, split order The split order quantity input in the quantity input field and the order price for split order input in the order price input field) and the split order request are transmitted from the terminal device 10 to the order processing apparatus 20 and the split order. The content information and the divided order request are received by the order receiving unit 220.

Further, in the first order screen shown in FIG. 5, when the trader who is an operator operates the “update” button by clicking with the mouse or the like, an order screen update request is transmitted from the terminal device 10 to the order processing device 20. Information indicating the first display switching request stored in the display switching request storage means of the order receiving unit 220 and the data stored in the original order data DB 250 when the order receiving screen update request is received by the order receiving unit 220. The order receiving unit 220 generates screen display data for the first order screen based on the information and transmits it to the terminal device 10 to update and display the first order screen (individual order display) on the display 12 of the terminal device 10. It is like that.
In addition, on the first ordering screen shown in FIG. 5, when the trader who is the operator clicks the “display switching” button with a mouse or the like, the screen is switched from the first ordering screen to the second ordering screen. The requested second display switching request is transmitted from the terminal device 10 to the order processing device 20, the second display switching request is received by the order receiving unit 220, stored in the display switching request storage means, and the display switching request storage. Based on the information indicating the second display switching request stored in the means and the data stored in the original order data DB 250, the order receiving unit 220 creates screen display data for the second order screen and creates the terminal device 10. And the second ordering screen (batch order display) is displayed on the display 12 of the terminal device 10.

FIG. 6 is an explanatory diagram illustrating an example of a second ordering screen displayed on the display 12 of the terminal device 10. On this second ordering screen, an order execution status display field, a split order input field, a “display switch” button, an “update” button, and an “order” button are displayed.
In the display column of the order execution status, which is the first display item of the second ordering screen, information related to each trading order stored in the original order data DB 250 is displayed in a lump, and the second order shown in FIG. In the order execution status display field on the ordering screen, information relating to the first and second trading orders is displayed in a lump. In this second ordering screen, each trading order is regarded as a bulk order and information relating to the bulk order is displayed. Since it is displayed, the screen title is “Order Screen (Bulk Order Display)”.

  In the second ordering screen shown in FIG. 6, in the information display column regarding the order execution status batch order, the customer ID “A” is displayed in the customer ID display field, and the fund ID display field. The fund ID “A001” of the first trading order is displayed, the brand code “1000” of the first original order data is displayed in the brand code display column, and the brand name display column is the first brand name “1000”. The brand name “XX Co., Ltd.” of the brand code “1000” of the original order data is displayed, the trading category “buy” of the first original order data is displayed in the trading category display column, and the order quantity display column. The total order quantity “700,000” shares obtained by adding up the order quantities of the first and second original order data are displayed, and the first and second ordered quantities are totaled in the display column of the ordered quantity. Total ordered quantity “300,000” shares displayed The total volume “300,000” stock obtained by adding the first and second volume is displayed in the display column of the volume, and the order price “890” of the first original order data is displayed in the order price display field. "Yen" is displayed, and the average unit price "880" yen is displayed in the average unit price display column, which is a weighted average of the contracted unit prices of the first and second trading orders by their volume, and the market share display column The total market share “10%” obtained by adding the first and second market share is displayed in the original order data DB 250 in association with the first original order ID “001”. Customer ID, Fund ID, Brand code of first original order data, Trading classification of first original order data, Total order quantity in total order quantity storage section 250a, Total order quantity in total ordered quantity storage section 250b, Of the total quantity storage unit 250c The total number of contracts, the order price of the first original order data, the total average contract unit price of the total average contract unit price storage unit 250d, and the total market share rate of the total market share storage unit 250e are used. The brand name associated with the brand code of the first original order data in the brand table is used.

In the second order display screen shown in FIG. 6, the split order input field, which is the second display item, is provided with an input field for inputting the order details of the split order. A display column for a brand code and its brand name, a display column for a trade classification of the first original order data, an input column for a split order quantity, and an input column for an order price for split order are displayed. This order price input field has a radio button for designating a market (market order), a radio button for designating a limit (limit order), and a limit input field for inputting the limit. As illustrated in FIG. 6, it is desirable that the order price input field is displayed with the order price of the first original order data being input in advance. As an example, the input field for the split order input and the limit price input field are When the order price of the first original order data indicates the limit price of the limit order, a dot is entered in the limit price radio button and the limit price is entered in the input box of the limit input field. When the order price of the first original order data indicates a market, a dot is entered in the market radio button and the limit input field is entered. Box may also be displayed in a blank state.
In the second order screen shown in FIG. 6, when the trader who is the operator inputs the divided order quantity in the split order input field and clicks the “order” button with a mouse or the like, the display contents of the split order input field are displayed. And split order content information consisting of input contents (for example, split order brand code consisting of brand code of first original order data, split order trading category consisting of trading order of first original order data, split order The split order quantity input in the quantity input field and the order price for split order input in the order price input field) and the split order request are transmitted from the terminal device 10 to the order processing apparatus 20 and the split order. The content information and the divided order request are received by the order receiving unit 220.

In addition, in the second order screen shown in FIG. 6, when the trader who is an operator operates the “update” button by clicking with the mouse or the like, an order screen update request is transmitted from the terminal device 10 to the order processing device 20. The order screen update request is received by the order receiving unit 220, the information indicating the second display switching request stored in the display switching request storage means of the order receiving unit 220, and the data stored in the original order data DB 250. The order receiving unit 220 creates screen display data for the second order screen and transmits it to the terminal device 10 to update and display the second order screen (batch order display) on the display 12 of the terminal device 10. It is like that.
Further, in the second ordering screen shown in FIG. 6, when the trader who is an operator operates the “display switching” button by clicking with the mouse or the like, the screen is switched from the second ordering screen to the first ordering screen. The requested first display switching request is transmitted from the terminal device 10 to the order processing device 20, the first display switching request is received by the order receiving unit 220, stored in the display switching request storage means, and the display switching request storage. Based on the information indicating the first display switching request stored in the means and the data stored in the original order data DB 250, the order receiving unit 220 creates screen display data for the first ordering screen and creates the terminal device 10. The first order screen (individual order display) is displayed on the display 12 of the terminal device 10.

FIG. 7 is an explanatory diagram for explaining the order processing status of the split order processing performed in the order processing apparatus 20. Note that the divided order quantities H1 to H5 shown in FIG. 7 are smaller than the order quantities of the first and second sales orders.
FIG. 7A shows a situation where the total order quantity of the first and second order orders is not yet ordered, and the order processing device 20 is designated by the trader in the split order entry field on the ordering screen. The figure shows the situation when split order processing is performed with the split order quantity H1 as the order quantity. At this time, the total quantity (first total quantity) H1 obtained by totaling the divided order quantity H1 received by the order receiving unit 220 and the first ordered quantity 0 is equal to or less than the order quantity of the first original order data. Yes. The split order with the split order quantity H1 as the order quantity is a split order of the first trading order, and the first original order ID is used as the original order ID of the split source.

  FIG. 7B shows a situation where the divided order quantity H1 in FIG. 7A is already ordered out of the total order quantity obtained by summing up the order quantities of the first and second trading orders. The quantity is the divided order quantity H1, and the order processing apparatus 20 shows a situation when the order processing is performed by the trader using the divided order quantity H2 specified in the split order input field on the ordering screen as the order quantity. Yes. At this time, the first total quantity (H1 + H2) obtained by adding the divided order quantity H2 received by the order receiving unit 220 and the first ordered quantity H1 is equal to or less than the order quantity of the first original order data. Yes. The split order with the split order quantity H2 as the order quantity is a split order of the first trading order, and the first original order ID is used as the original order ID of the split source.

  FIG. 7 (C) shows that the total order quantity (H1 + H2) of FIGS. 7 (A) to 7 (B) out of the total order quantity obtained by totaling the order quantities of the first and second trading orders is in the ordered state. Yes, that is, the first ordered quantity is the total of the divided order quantities (H1 + H2), and the order processing device 20 has the quantity c1 out of the divided order quantities H3 designated in the split order entry field of the ordering screen by the trader. The situation is shown when split order processing with order quantity as (= order quantity of first trading order-first ordered quantity) and split order processing with order quantity as c2 (= H3-c1) is performed. ing. At this time, the first total quantity (H1 + H2 + H3) obtained by summing the divided order quantity H3 received by the order receiving unit 220 and the first ordered quantity (H1 + H2) is larger than the order quantity of the first original order data, The first ordered quantity (H1 + H2) is smaller than the ordered quantity, and the first total quantity (H1 + H2 + H3) is smaller than the total ordered quantity of the first and second trading orders. The split order with the quantity c1 as the order quantity is a split order of the first trade order, and the first original order ID is used as the original order ID of the split source. Further, the split order with the quantity c2 as the order quantity is a split order of the second trading order, and the second original order ID is used as the original order ID of the split source.

  FIG. 7D shows a situation where the total order quantity (H1 + H2 + H3) in FIGS. 7A to 7C is already ordered out of the total order quantity obtained by adding up the order quantities of the first and second trading orders. Among them, the first ordered quantity (H1 + H2 + c1) is the order quantity of the first trading order, and the second ordered quantity is the divided order quantity c2 of the second trading order in FIG. 7C. The order processing apparatus 20 shows a situation when the ordering process is performed by the trader using the order quantity as the order quantity H4 specified in the order entry field on the order screen. At this time, the second total quantity (c2 + H4) obtained by adding the divided order quantity H4 received by the order receiving unit 220 and the second ordered quantity c2 is equal to or less than the order quantity of the second original order data, The ordered quantity (H1 + H2 + c1) is equal to the order quantity of the first original order data. The split order with the quantity H4 as the order quantity is a split order of the second trading order, and the second original order ID is used as the original order ID of the split source.

  FIG. 7E shows that the total order quantity (H1 + H2 + H3 + H4) of FIGS. 7A to 7D among the total order quantities obtained by summing the order quantities of the first and second trading orders is already ordered. Among them, the first ordered quantity (H1 + H2 + c1) is the order quantity of the first trading order and the second ordered quantity is the second trading order of FIGS. 7C to 7D. The total of the divided order quantities (c2 + H4) is obtained, and the order processing apparatus 20 receives the quantity e (= order quantity of the second trade order) out of the divided order quantities H5 specified by the trader in the split order entry field of the order screen. This shows the situation when split order processing is performed with the second order quantity) as the order quantity. At this time, the second total quantity (c2 + H4 + H5) obtained by adding the divided order quantity H5 received by the order receiving unit 220 and the second ordered quantity (c2 + H4) is larger than the order quantity of the second original order data, The second ordered quantity (c2 + H4) is smaller than the ordered quantity, and the first ordered quantity (H1 + H2 + c1) and the ordered quantity of the first original order data are equal. The split order with the quantity e as the order quantity is a split order of the second trading order, and the second original order ID is used as the original order ID of the split source.

  8 to 11 are flowcharts illustrating an example of processing performed by the order processing apparatus 20. The order receiving unit 220 has a display switching request storage unit for storing information indicating a display switching request from the terminal device 10, and the initial value (default value) of the display switching request storage unit is the first value. Is set to information indicating a display switching request. In addition, the order processing unit 230 includes first total quantity storage means for storing the first total quantity and second total quantity storage means for storing the second total quantity.

First, a trader receives a first buy / sell order for a constituent stock of one fund from a customer a who is an institutional investor operating a plurality of funds together with the fund ID of the one fund, and first trades in the terminal device 10. On the first order input screen for inputting the order, the first original order data indicating the first buy / sell order, the fund ID identifying the one fund of the first buy / sell order, and the customer a are identified. The customer ID to be input is input, and the first input data input to the first order input screen is transmitted from the terminal device 10 to the order processing device 20.
The order receiving unit 220 of the order processing device 20 receives the first input data from the terminal device 10 through the communication control unit 210, and a first original indicating a first buy / sell order included in the received first input data. The order data, the fund ID and customer ID of the fund of the first trading order, the first original order ID for identifying the first original order data, and the first situation (“unordered” as an example) are shown. The original order status flag is stored in the original order data DB 250 in association with the ordered quantity and the completed quantity indicating the initial value zero (that is, the first ordered quantity and the first completed quantity) (step S10).

In addition, the trader gives an additional second trading order from the customer a to the second fund that is the same as the first trading order and is the same as the first trading order. On the second order input screen for inputting the second trade order of the terminal device 10, the second original order data indicating the second trade order, and the second trade order A fund ID for identifying the one fund and a customer ID for identifying the customer a are input, and the second input data input on the second order input screen is transmitted from the terminal device 10 to the order processing device 20.
The order receiving unit 220 of the order processing apparatus 20 receives the second input data from the terminal device 10 through the communication control unit 210, and a second original indicating a second buy / sell order included in the received second input data. The fund ID and customer ID of the order data, the fund of the second trading order, the second original order ID for identifying the second original order data, and the first situation (“unordered” as an example) are shown. The original order status flag is stored in the original order data DB 250 in association with the ordered quantity and the completed quantity indicating the initial value zero (that is, the second ordered quantity and the second completed quantity) (step S12). As an example, the original order status flag of each record of the original order data DB 250 is initially set to a flag indicating “unordered”, and the ordered quantity and the completed quantity are initialized to zero, for each original order ID. The original order ID, the original order data, the fund ID, and the customer ID may be written and stored in the corresponding fields of the record.

  The trader transmits an order screen display request from the terminal device 10 to the order processing device 20, and when the order receiving unit 220 of the order processing device 20 receives the order screen display request from the terminal device 10, the display switching request storage means On the basis of the information indicating the first display switching request stored in the data and the data stored in the original order data DB 250, the screen display data of the first order screen is generated and transmitted to the terminal device 10 1 is displayed on the terminal device 10 and waits for split order content information and split order request, display switching request, or order screen update request from the terminal device 10 (step S14). As an example, the trader clicks the “update” button on the first order screen displayed on the terminal device 10 with the mouse to transmit an order screen update request to the order processing device 20, and receives the order from the order processing device 20. When receiving the order screen update request from the terminal device 10, the unit 220 receives the first display switching request stored in the display switching request storage unit and the first order switching data DB 250 based on the stored data in the original order data DB 250. Screen display data of the order screen is generated and transmitted to the terminal device 10 to display the first order screen on the terminal device 10, and the divided order content information from the terminal device 10 and the split order request, display switching request, or It waits for an order screen update request (step S14). As an example, the trader clicks the “display switching” button on the first ordering screen displayed on the terminal device 10 with the mouse to transmit a second display switching request to the ordering processing device 20. When the order receiving unit 220 receives the second display switching request from the terminal device 10, the order receiving unit 220 stores the second display switching request in the display switching request storage unit, information indicating the second display switching request stored in the display switching request storage unit, and the original order data. Based on the data stored in the DB 250, screen display data of the second order screen is generated and transmitted to the terminal device 10 to display the second order screen on the terminal device 10. And wait for a split order request, a display switching request, or an order screen update request (step S14). In the first and second ordering screens, the brand code of the first original order data is displayed in the brand code display field of the split order entry field, and the first original order is displayed in the trading category display field. The data trading division is displayed, and the order price of the first original order data is input in advance and displayed in the order price input field of the split order input field.

For example, the trader inputs the divided order quantity in the split order input field on the second order screen and clicks the “order” button with the mouse, or the split order quantity in the split order input field on the second order screen. Enter the order price for the split order and click on the "Order" button with the mouse to display the contents of the split order entry field (stock code for split order and trading category) and the input contents (split order quantity, split order) Split order content information including split order price) and split order request are transmitted from the terminal device 10 to the order processing device 20.
When the order receiving unit 220 of the order processing apparatus 20 receives the split order content information and the split order request from the terminal device 10 (step S14; Yes), the received order information information and the split order request are sent to the order processing unit 230. send.

  Upon receiving the split order content information and the split order request from the order receiving unit 220, the order processing unit 230 receives the split order quantity included in the split order content information and the first ordered data stored in the original order data storage unit 250. The first total quantity summed with the quantity is stored in the first total quantity storage means, and the first total quantity stored in the first total quantity storage means is stored in the first original order data storage unit 250. It is determined whether it is less than the order quantity of the first original order data (step S16). The order processing unit 230 proceeds to step S30 when the first total quantity is larger than the order quantity of the first original order data (step S16; No).

  When the first total quantity is less than or equal to the order quantity of the first original order data (step S16; Yes, case of FIG. 7A or 7B), the order processing unit 230 uses the divided order content information. First split order data having a stock code for a split order and a trading category, an order quantity consisting of split order quantities, and an order price for split orders is generated, and the generated first split order data and The divided order ID for identifying one divided order data, the first original order ID, and the divided order status flag indicating “unordered” are associated with each other and stored in the divided order data DB 260 (step S18). Then, the split order processing is performed by transmitting the first split order data and the split order ID to the trading system 30 (step S20), and the split order status flag associated with the split order ID in the split order data DB 260. Is updated from “unordered” to a flag indicating “in order” (step S22).

Next, the order processing unit 230 determines whether or not the first ordered quantity stored in the original order data DB 250 is 0 (step S24). If the first ordered quantity is 0 (step S24; Yes, case of FIG. 7A), the first ordered quantity is added to the first ordered order data in the original order data DB 250. And the original order status flag, which is a status flag corresponding to the first original order ID, is updated from “unordered” to a flag indicating “in order” (step S26), and an order screen transmission request is made. It is sent to the order receiving unit 220. When receiving the order screen transmission request from the order processing unit 230, the order receiving unit 220 receives, for example, information indicating the second display switching request stored in the display switching request storage unit and the stored data of the original order data DB 250. Then, screen display data of the second order screen is generated and transmitted to the terminal device 10 to display the second order screen on the terminal device 10, and the split order content information and the split order request from the terminal device 10 are displayed. It waits for a switching request or an order screen update request (step S14).
When the first ordered quantity is not 0, for example, larger than 0 (step S24; No, case of FIG. 7B), the first ordered quantity is assigned to the first divided order in the original order data DB 250. The data is updated to the value added with the order quantity (step S28), and an order screen transmission request is sent to the order receiving unit 220. When receiving the order screen transmission request from the order processing unit 230, the order receiving unit 220 receives, for example, information indicating the second display switching request stored in the display switching request storage unit and the stored data of the original order data DB 250. Then, screen display data of the second order screen is generated and transmitted to the terminal device 10 to display the second order screen on the terminal device 10, and the split order content information and the split order request from the terminal device 10 are displayed. It waits for a switching request or an order screen update request (step S14).

  In step S30, the order processing unit 230 has a first quantity condition that the first ordered quantity is smaller than the order quantity of the first original order data, and the order quantity of the first original order data is the first total. It is determined whether the second quantity condition that is smaller than the quantity and the third quantity condition that the first total quantity is smaller than the total order quantity that is the sum of the order quantities of the first and second original order data are satisfied. . The first ordered quantity is stored in the original order data DB 250, the first total quantity is stored in the first total quantity storage means, and the total order quantity is stored in the total order quantity stored in the original order data DB 250. The data is stored in the unit 250a, and these data can be used. The order processing unit 230 proceeds to step S46 when the first, second, or third quantity condition is not satisfied (step S30; No).

  When the first, second, and third quantity conditions are satisfied (step S30; Yes, case of FIG. 7C), the order processing unit 230 determines the first order from the order quantity of the first original order data. Generate and generate second split order data having the order quantity consisting of the remaining quantity with the ordered quantity subtracted, the issue code for the split order included in the split order content information, the trading category, and the order price for split order The second divided order data, the divided order ID for identifying the second divided order data, the first original order ID, and the divided order status flag indicating “unordered” are associated with each other in the divided order data DB 260. Store (step S32). Then, the split order processing is performed by transmitting the second split order data and the split order ID to the trading system 30 (step S34), and the split order status flag associated with the split order ID in the split order data DB 260. Is updated from “unordered” to a flag indicating “in order” (step S36). Further, the first ordered quantity is updated to the value obtained by adding the order quantity of the second divided order data in the original order data DB 250 (step S36).

  Next, the order processing unit 230 obtains an order quantity composed of an excess quantity obtained by subtracting the order quantity of the first original order data from the first total quantity, a code code for division order included in the division order content information, and a trade classification. , And the third divided order data having the order price for the divided order, the generated third divided order data, the divided order ID for identifying the third divided order data, and the second original order The ID and the split order status flag indicating “unordered” are associated with each other and stored in the split order data DB 260 (step S38). Then, the split order processing is performed by transmitting the third split order data and the split order ID to the trading system 30 (step S40), and the split order status flag associated with the split order ID in the split order data DB 260. Is updated from “unordered” to a flag indicating “in order” (step S42). Further, the second ordered quantity is updated to a value obtained by adding the ordered quantity of the third divided order data in the original order data DB 250, and the original order status flag which is a status flag corresponding to the second original order ID is set to “ The flag indicating “unordered” is updated to a flag indicating “in order” (step S 42), and an order screen transmission request is sent to the order receiving unit 220. When receiving the order screen transmission request from the order processing unit 230, the order receiving unit 220 receives, for example, information indicating the second display switching request stored in the display switching request storage unit and the stored data of the original order data DB 250. Then, screen display data of the second order screen is generated and transmitted to the terminal device 10 to display the second order screen on the terminal device 10, and the split order content information and the split order request from the terminal device 10 are displayed. It waits for a switching request or an order screen update request (step S14). Note that the issue code and sale classification included in the split order content information are the issue code and sale category of the first original order data, but the issue code and sale category are the same for the first and second original order data. Therefore, the stock code and trading category included in the split order content information are also the stock code and trading category of the second original order data, and the stock code and trading category of the third split order data are the second original order data. This is the same as the stock code and trading category.

  In step S46, the order processing unit 230 stores, in the second total quantity storage unit, the second total quantity obtained by adding the divided order quantity and the second ordered quantity included in the divided order content information, and the second total quantity. The fourth quantity condition that the second total quantity stored in the storage means is equal to or less than the order quantity of the second original order data, and the first ordered quantity is equal to the order quantity of the first original order data. It is determined whether the fifth quantity condition is satisfied (step S46). The order processing unit 230 proceeds to step S62 when the fourth or fifth quantity condition is not satisfied (step S46; No).

  When the fourth and fifth quantity conditions are satisfied (step S46; Yes, the case of FIG. 7D), the order processing unit 230 issues the division order brand code and the sale classification included in the division order content information. A fourth split order data having an order quantity composed of the split order quantity and an order price for the split order, and a split for identifying the generated fourth split order data and the fourth split order data The order ID, the second original order ID, and the divided order status flag indicating “unordered” are associated with each other and stored in the divided order data DB 260 (step S48). Then, the split order processing is performed by transmitting the fourth split order data and the split order ID to the trading system 30 (step S50), and the split order status flag associated with the split order ID in the split order data DB 260. Is updated from “unordered” to a flag indicating “in order” (step S52).

  Next, the order processing unit 230 determines whether or not the second ordered quantity stored in the original order data DB 250 is 0 (step S54), and when the second ordered quantity is 0. (Step S54; Yes) is a status flag corresponding to the second original order ID while updating the second ordered quantity in the original order data DB 250 to a value obtained by adding the order quantity of the fourth divided order data. The original order status flag is updated from “unordered” to a flag indicating “in order” (step S56), and the process proceeds to step S60. If the second ordered quantity is not 0, for example, larger than 0 (step S54; No), the value obtained by adding the second ordered quantity to the order quantity of the fourth divided order data in the original order data DB 250 (Step S58), and the process proceeds to step S60.

In step S60, the order processing unit 230 determines whether or not the second total quantity stored in the second total quantity storage means is equal to the order quantity of the second original order data. When the second total quantity and the order quantity of the second original order data are equal (step S60; Yes), a transmission request for an order completion screen is sent to the order receiving unit 220. Upon receiving the order completion screen transmission request from the order processing unit 230, the order receiving unit 220, for example, based on the information indicating the second display switching request stored in the display switching request storage unit and the stored data of the original order data DB 250. Then, screen display data for the second order completion screen is generated and transmitted to the terminal device 10 to display the second order completion screen on the terminal device 10, and the processing of this flowchart is terminated. The second order completion screen that is displayed when information indicating the second display switching request is stored in the display switching request storage means is a divided order input field that is a second display item from the second ordering screen. And the “ordering complete screen (batch order display)” may be used by removing the “order” button and information indicating the first display switching request is stored in the display switching request storage means. The first order completion screen displayed in this case removes the split order input field and the “order” button, which are the second display items, from the first order screen, and displays the screen title as “order complete screen (individual order display)”. May be used.
When the order quantity of the second total quantity is not equal to the order quantity of the second original order data, for example, when the second total quantity is smaller than the order quantity of the second original order data (step S60; No), the ordering screen Is sent to the order receiving unit 220. When receiving the order screen transmission request from the order processing unit 230, the order receiving unit 220 receives, for example, information indicating the second display switching request stored in the display switching request storage unit and the stored data of the original order data DB 250. Then, screen display data of the second order screen is generated and transmitted to the terminal device 10 to display the second order screen on the terminal device 10, and the split order content information and the split order request from the terminal device 10 are displayed. It waits for a switching request or an order screen update request (step S14).

  In step S62, the order processing unit 230 receives the fifth quantity condition that the first ordered quantity is equal to the ordered quantity of the first original order data, and the second ordered quantity is the received order of the second original order data. It is determined whether a sixth quantity condition that the quantity is smaller than the quantity and a seventh quantity condition that the order quantity of the second original order data is smaller than the second total quantity are satisfied. If the fifth, sixth, or seventh quantity condition is not satisfied (step S62; No), the order processing unit 230 sends a request for transmitting an order screen with an error message to the order receiving unit 220. When receiving the order screen transmission request with the error message from the order processing unit 230, the order receiving unit 220 receives, for example, information indicating the second display switching request stored in the display switching request storage unit and the original order data DB 250. Based on the stored data, screen display data for the second order screen with an error message is generated and transmitted to the terminal device 10 to display the second order screen with an error message on the terminal device 10 (step S64). Then, it waits for split order content information and split order request, display switching request, or order screen update request from the terminal device 10 (step S14).

  When the fifth, sixth, and seventh quantity conditions are satisfied (step S62; Yes, case in FIG. 7E), the order processing unit 230 calculates the second order quantity from the second original order data. Generate and generate the fifth split order data having the order quantity consisting of the remaining quantity obtained by subtracting the ordered quantity, the stock code for the split order included in the split order content information, the trading category, and the order price for the split order. In the divided order data DB 260, the fifth divided order data, the divided order ID for identifying the fifth divided order data, the second original order ID, and the divided order status flag indicating “unordered” are associated with each other. Store (step S68). Then, the split order processing is performed by transmitting the fifth split order data and the split order ID to the trading system 30 (step S70), and the split order status flag associated with the split order ID in the split order data DB 260. Is updated from “unordered” to a flag indicating “in order” (step S72). Further, the second ordered quantity is updated to the value obtained by adding the ordered quantity of the fifth divided order data in the original order data DB 250 (step S72), and a transmission request for an order completion screen is sent to the order receiving unit 220. Upon receiving the order completion screen transmission request from the order processing unit 230, the order receiving unit 220, for example, based on the information indicating the second display switching request stored in the display switching request storage unit and the stored data of the original order data DB 250. Then, screen display data for the second order completion screen is generated and transmitted to the terminal device 10 to display the second order completion screen on the terminal device 10, and the processing of this flowchart is terminated.

The processing in steps S32 to S42 of the ordering processing unit 230 corresponds to the case of FIG. 7C, and the divided order quantity specified by the trader in the split order entry field on the ordering screen is added to the first ordered quantity. This is processing when the first total quantity exceeds the order quantity of the first original order data, and for the trader, the divided order quantity of the first trade order is the sum of the order quantity of the first trade order. It is possible to reduce the time and effort to specify.
Further, the processing of steps S68 to S72 of the order processing unit 230 corresponds to the case of FIG. 7E, and the divided order quantity and the second ordered quantity specified by the trader in the split order entry field of the ordering screen are displayed. This is processing when the total second total quantity exceeds the order quantity of the second original order data, and for the trader, the total order quantity of the second trade order is the order quantity of the second trade order. It is possible to reduce the time and effort for designating.
Furthermore, according to the order processing apparatus 20, while being able to execute the division order of the trading order in the order of the first trading order and the second trading order, the first and second trading orders can be managed individually. It can be done.

FIG. 12 is a flowchart illustrating an example of processing of the contract establishment notification receiving unit 290.
The contract establishment notification receiving unit 290 determines whether or not a contract establishment notification indicating the execution result of the divided order indicated by the divided order data transmitted from the order processing unit 230 to the trading system 30 is received from the trading system 30 (step S100). ).
As an example, the contract completion notification receiving unit 290 includes a contract database (contract DB) for storing the contract completion notification from the trading system 30, and the split order transmitted from the order processing unit 230 to the trading system 30 together with the split order ID. It is assumed that the contract order notification of the sales order indicated by the data includes the split order ID, the contract unit price, the contract amount, and the remaining contract quantity, and when the contract notification notification unit 290 receives the contract notification, the contract notification is executed. It is stored in the DB and it is determined whether the contract remaining quantity of the contract establishment notification is zero, and if the contract remaining quantity is not zero, it is determined that the contract establishment notification indicating the execution result of the split order has not been received (step S100). ;)) Waiting for the reception of the next execution notification, re-determining whether or not the execution notification indicating the execution result of the split order has been received. If the contract remaining quantity is zero, it is determined that the contract establishment notification indicating the execution result of the split order has been received (step S100; Yes), and includes the same split order ID as the split order ID of the execution contract notification The contract unit price and the contract amount for each contract establishment notification are acquired from the contract DB, and the total contract quantities obtained are calculated by calculating the total contract amount for the split order of the split order ID, and the contract unit price is weighted by the contract amount You may make it calculate the average contract unit price for the split order (the contract unit price of the split order of the split order ID). In addition, the execution DB that stores the execution notification is configured by using a relational database (RDB) as an example, and the division order ID field for storing the division order ID included in the execution notification, and the execution notification. A contract unit price field for storing the contract unit price included, a contract amount field for storing the contract constant quantity included in the contract completion notification, and a contract remaining quantity field for storing the contract remaining quantity included in the contract completion notification Etc. may be provided for each record, and these data stored in the same record may be associated with each other.

  As an example, the contract completion notification receiving unit 290 includes a contract DB for storing a contract completion notification from the trading system 30, and the trading indicated by the split order data transmitted from the order processing unit 230 to the trading system 30 together with the split order ID. It is assumed that the order fulfillment notification includes the split order ID, the contract unit price, and the contract amount, and when the contract fulfillment notification receiving unit 290 receives the contract fulfillment notification, the contract fulfillment notification is stored in the contract DB, and then The contract unit price and the contract amount of each contract completion notification including the same split order ID as the split order ID of the contract completion notification are acquired from the contract DB, and the total of the acquired contract constant amounts is added to the split order ID of the split order ID. Calculate the total contract amount and weighted average the contract unit price with the contract amount, and the average contract unit price for the split order (the contract unit price of the split order with the split order ID) It is calculated, and it is determined whether or not the calculated total contract amount is the same as the order quantity of the split order data associated with the split order ID in the split order data DB 260, and the order quantity of the split order data and the total contract constant quantity are the same If it is, it is determined that a contract establishment notification indicating the execution result of the split order has been received (step S100; Yes). If the order quantity of the split order data is not the same as the total contract amount, the execution result of the split order is displayed. A configuration in which it is determined that the execution notification is not received (step S100; No), and the determination is made again whether or not the execution notification indicating the execution result of the split order is received after receiving the next execution notification. It is good. In addition, the execution DB that stores the execution notification is configured by using a relational database (RDB) as an example, and the division order ID field for storing the division order ID included in the execution notification, and the execution notification. A contract unit price field for storing the contract unit price included and a contract amount field for storing the contract constant amount included in the notification of contract completion are provided for each record so that these data stored in the same record are associated with each other. It may be.

When it is determined that the contract establishment notification receiving unit 290 has received the contract establishment notification indicating the execution result of the split order (step S100; Yes), the contract completion notification reception unit 290 associates the split order ID with the split order ID of the contracted split order data. The average contract unit price and the total contract amount for the split order, which are the contract unit prices of the split order, are stored in the split order data DB 260 as the contract unit price and the contract constant amount, respectively, and are associated with the split order ID in the split order data DB 260 The split order status flag is updated from “in order” to “confirmed” (step S102). Further, based on the original original order ID associated with the divided order ID in the divided order data DB 260, the quantity associated with the original original order ID in the original order data DB 250 is represented by the divided order ID. The value is added to the value obtained by adding the contracted constant amount (total contracted amount) of the split order (step S102). Note that the value obtained by adding the order quantity of the split order data associated with the split order data DB 260 to the split order ID and the resulting quantity associated with the original order ID of the split source in step S102. You may make it update to.
Next, the contract establishment notification receiving unit 290 determines whether or not the order quantity associated with the original order ID of the division source in the original order data DB 250 is equal to the completed quantity (Step S104). And the produced quantity are equal (step S104; Yes), the original order status flag associated in the original order data DB 250 with respect to the original order ID of the division source is changed from the second status to the third status (as an example). The flag is updated to “In-order” to “Confirmed”) (step S106), and the process proceeds to step S108.

  In step 108, the contract establishment notification receiving unit 290 weights the contract unit price with the contract amount based on the contract unit price and the contract amount stored in the split order data DB 260 in association with the original order ID of the split source. The average contracted unit price for the original order (the contracted unit price of the trading order of the original order ID) is calculated, and the production quantity and market information receiving unit associated with the original order ID of the division source in the original order data DB 250 Based on the volume stored in the volume storage means of 280, the market share consisting of a percentage of the volume to the volume is calculated, and the calculated average execution unit price and market share for the original order are used as the original order ID of the split source. The associated order is stored and updated in the original order data DB 250, and the process returns to step S100.

  The market information receiving unit 280 reads the first and second volume quantities from the original order data DB 250 when the volume volume of the volume storage means is updated, and the percentage of the first volume volume with respect to the updated volume volume. And calculating a second market share consisting of a percentage of the second volume to the updated volume, and calculating the calculated first and second market shares. The first and second market share in the original order data DB 250 is updated by storing in the original order data DB 250.

  In the order processing apparatus 20, the computer functions as the communication control unit 210, the order receiving unit 220, the order processing unit 230, the original order data DB 250, the divided order data DB 260, the market information receiving unit 280, and the contract completion notification receiving unit 290. For example, the order processing apparatus 20 may be configured by a server equipped with such a computer. This program may be installed in a computer via a recording medium, for example, and the recording medium for storing the program may be a flexible disk, a CD-ROM, a CD-R, a CD-R / W, a DVD-RAM, an MO, for example. In addition, a removable disk such as a semiconductor memory, a hard disk, or the like may be used. Further, this program may be installed in a computer by being downloaded through a communication line such as the Internet.

  The present invention is not limited to the above-described embodiments, and various modifications can be made without departing from the spirit of the present invention.

Schematic for demonstrating an example of the use environment of the order processing apparatus 20 which concerns on one Embodiment of this invention. The block diagram which shows an example of a structure of the order processing apparatus 20 which concerns on one Embodiment of this invention. Explanatory drawing which shows an example of a data structure of original order data DB250 in a table format. Explanatory drawing which shows an example of a data structure of division | segmentation order data DB260 in a table format. Explanatory drawing which shows an example of the 1st ordering screen displayed on the terminal device. Explanatory drawing which shows an example of the 2nd ordering screen displayed on the terminal device. Explanatory drawing for demonstrating the order processing status of the division | segmentation ordering process performed with the order processing apparatus 20 which concerns on one Embodiment of this invention. The 1st flowchart which shows an example of the process which the order processing apparatus 20 which concerns on one Embodiment of this invention performs. FIG. 9 is a second flowchart illustrating an example of processing performed by the order processing apparatus 20 according to the embodiment of the present invention following FIG. 8. FIG. 10 is a third flowchart illustrating an example of processing performed by the order processing device 20 according to the embodiment of the present invention following FIG. 9. FIG. 10 is a fourth flowchart illustrating an example of processing performed by the order processing device 20 according to the embodiment of the present invention following FIG. 10. The flowchart which shows an example of the process which the contract notification notification receiving part 290 of the order processing apparatus 20 which concerns on one Embodiment of this invention performs.

Explanation of symbols

  DESCRIPTION OF SYMBOLS 10 ... Terminal device, 12 ... Display, 20 ... Order processing apparatus, 30 ... Trading system (transaction market system), 210 ... Communication control part, 220 ... Order receiving part (split) Order request receiving unit), 230 ... Order processing unit, 250 ... Original order data DB (original order data storage unit), 260 ... Split order data DB (split order data storage unit), 280 ... Market information receiving unit, 290...

Claims (8)

Split order processing is performed based on original order data including order identification data indicating order issues, such as order identification data indicating purchase orders of securities, information indicating order contents such as trade classification, order quantity, etc. In order processing equipment,
First original order data indicating a first trading order; second original order data indicating a second trading order in which the first trading order and the brand identification information and the trading classification are the same; An original order data storage for storing the first and second ordered quantities indicating zero;
A split order request receiving unit for receiving a split order quantity and a split order request to be split in order to buy and sell the securities designated by the orderer;
Based on the split order quantity received by the split order request receiving unit and the split order request, brand identification information other than the order quantity among information indicating the order quantity composed of the split order quantity and the order contents of the original order data An order processing unit that performs split order processing by transmitting split order data including information such as trading categories to the market system for securities.
The order processing unit includes:
The total quantity obtained by adding the divided order quantity received by the split order request receiving unit and the first ordered quantity stored in the original order data storage unit is stored in the original order data storage unit. In the first case where the order quantity is less than or equal to the order quantity of one original order data, brand identification information other than the order quantity among the order quantity consisting of the divided order quantity and the order contents of the first original order data , Split order processing for transmitting first split order data including information such as trading category to the market system for securities, and the first ordered quantity stored in the original order data storage unit An update process is performed to update the transmitted first divided order data to a value added with the order quantity,
The total quantity obtained by adding the divided order quantity received by the split order request receiving unit and the first ordered quantity stored in the original order data storage unit is stored in the original order data storage unit. In the second case where the first ordered quantity of the original order data of 1 is larger than the ordered quantity and the first ordered quantity is smaller than the ordered quantity, the remainder obtained by subtracting the first ordered quantity from the ordered quantity From the total quantity, second divided order data including order quantity consisting of quantity and information indicating order contents of the first original order data, such as brand identification information other than the ordered quantity, information such as trade classification, and the like The third divided order including the order quantity composed of the excess quantity obtained by subtracting the order quantity and the information indicating the order contents of the second original order data, such as brand identification information other than the order quantity, and information such as trade classification Data before A split order process for transmitting to the market system for securities in the order of the second split order data and the third split order data; and the first ordered quantity stored in the original order data storage unit. An update process for updating the transmitted second divided order data to a value obtained by adding the order quantity and the second ordered quantity stored in the original order data storage unit. Update processing to update the value of the order quantity of 3 divided order data to the value added,
The total quantity obtained by totaling the divided order quantity received by the split order request receiving unit and the second ordered quantity stored in the original order data storage unit is stored in the original order data storage unit. A third case in which the order quantity of the second original order data is equal to or less than the order quantity and the first ordered quantity stored in the original order data storage unit is equal to the order quantity of the first original order data 4th divided order data including the order quantity composed of the divided order quantity and the information indicating the order contents of the second original order data, such as brand identification information other than the received order quantity, and information such as trading category. The split order processing to be transmitted to the securities trading market system, the second ordered quantity stored in the original order data storage unit is the order quantity of the transmitted fourth split order data. added Ordering process and wherein the updating process of updating the. The original order data indicating the trading order of the securities includes information indicating brand identification information indicating the order brand, trading classification, order quantity and order price,
The original order data storage unit includes the first original order data indicating the first buy / sell order, the first buy / sell order, the brand identification information, the buy / sell category, and the order price. Storing the second original order data indicating a second buy / sell order and the first and second ordered quantities indicating zero;
The order processing unit includes:
The total quantity obtained by adding the divided order quantity received by the split order request receiving unit and the first ordered quantity stored in the original order data storage unit is stored in the original order data storage unit. In the first case where the order quantity is less than or equal to the order quantity of one original order data, the order quantity including the divided order quantity and the brand identification information of the first original order data, information on the trading category and the order price are included. The split order processing is performed by sending the split order data of 1 to the securities trading market system,
The total quantity obtained by adding the divided order quantity received by the split order request receiving unit and the first ordered quantity stored in the original order data storage unit is stored in the original order data storage unit. In the second case where the first ordered quantity of the original order data of 1 is larger than the ordered quantity and the first ordered quantity is smaller than the ordered quantity, the remainder obtained by subtracting the first ordered quantity from the ordered quantity A second split order data including order quantity consisting of quantity and brand identification information of the first original order data, information on trading category and order price, and an excess quantity obtained by subtracting the order quantity from the total quantity. The third divided order data including order quantity and brand identification information of the first original order data, information on the trade classification and the order price, the second divided order data, and the third divided order data in this order. Said securities It performs a split ordering process by sending of the trading market system,
The total quantity obtained by totaling the divided order quantity received by the split order request receiving part and the second ordered quantity stored in the original order data storage part is stored in the original order data storage part. A third case in which the order quantity of the second original order data is equal to or less than the order quantity and the first ordered quantity stored in the original order data storage unit is equal to the order quantity of the first original order data In addition, fourth divided order data including the order quantity composed of the divided order quantity and the brand identification information of the first original order data, information on the trading category and the order price is transmitted to the market system for securities. The order processing apparatus according to claim 1, wherein split order processing is performed. The order processing unit includes:
The total quantity obtained by totaling the divided order quantity received by the split order request receiving part and the second ordered quantity stored in the original order data storage part is stored in the original order data storage part. The second ordered quantity is larger than the ordered quantity of the original order data of 2, and the second ordered quantity is smaller than the ordered quantity, and the first ordered quantity stored in the original order data storage unit and the first ordered quantity are stored. In the fourth case where the order quantity of one original order data is equal, the order quantity consisting of the remaining quantity obtained by subtracting the second ordered quantity from the total quantity and the order contents of the second original order data are shown. A divisional order process for transmitting fifth partial order data including information such as brand identification information other than the received order quantity and information on trading classification among the information to the market system for securities, and storing in the original order data storage unit Has been Order processing apparatus according to claim 1, wherein the updating process for updating the second order Quantity to said transmitted the fifth the order quantity a value obtained by adding the divided order data. The order processing unit includes:
The total quantity obtained by totaling the divided order quantity received by the split order request receiving part and the second ordered quantity stored in the original order data storage part is stored in the original order data storage part. The second ordered quantity is larger than the ordered quantity of the original order data of 2, and the second ordered quantity is smaller than the ordered quantity, and the first ordered quantity stored in the original order data storage unit and the first ordered quantity are stored. In the fourth case where the order quantity of one original order data is equal, the order quantity consisting of the remaining quantity obtained by subtracting the second ordered quantity from the total quantity and the brand identification information of the first original order data; Split order processing for transmitting fifth split order data including trading category and order price information to the market system for securities, and the second ordered quantity stored in the original order data storage unit Send the above Order processing apparatus according to claim 2, wherein the updating process the update to the fifth the order quantity a value obtained by adding the divided order data. The original order data storage unit stores the first original order data indicating the first trading order in association with the first ordered quantity indicating zero, and the first trading order and the brand The second original order data indicating the second trading order, which is a trading order having the same identification information, the trading category and the order price, and is an additional trading order of the first trading order, and zero. The order processing apparatus according to claim 2, wherein the second ordered quantity indicating is stored in association with each other. The split order request receiving unit is configured to receive the brand identification information, the trading category and the order price of the first original order data stored in the original order data storage unit, and the order quantities of the first and second original order data. And a display field indicating the total ordered quantity obtained by summing up the first and second ordered quantities, and a divided order quantity input field for inputting a divided order quantity of the trading order of the securities; Ordering screen display data for displaying an ordering screen having a split ordering request input field for inputting a split ordering request is generated, and the ordering screen display data is displayed on the terminal device of the orderer connected through a communication line. To display the ordering screen, and the split order quantity entered in the split order quantity input field and the split order request input field of the ordering screen by the orderer. Order processing apparatus according to claim 2, wherein the receiving through communication line determined from the terminal device. The split order request receiving unit includes a display column indicating brand identification information and trading classification and order price of the first original order data stored in the original order data storage unit, and a split order quantity of the trading order of the securities. Generating order screen display data for displaying an order screen having a split order input field for inputting an order price for split order and a split order request input field for inputting a split order request, and a communication line The ordering screen display data is transmitted to the orderer's terminal device connected through the display unit to display the ordering screen, and the divided order quantity input to the split order input field of the ordering screen by the orderer and An order price for split order and the split order request input in the split order request input field are received from the terminal device via a communication line, and the split order quantity received and Feed the divided order request and order price for the split order in the order processing unit,
The order processing unit includes:
The total quantity obtained by adding the divided order quantity received by the split order request receiving unit and the first ordered quantity stored in the original order data storage unit is stored in the original order data storage unit. In the first case where the order quantity is less than or equal to the order quantity of one original order data, the order quantity consisting of the split order quantity, the order price for the split order, the brand identification information of the first original order data, and the trading classification A split order processing by sending first split order data including information to the securities trading market system;
The total quantity obtained by adding the divided order quantity received by the split order request receiving unit and the first ordered quantity stored in the original order data storage unit is stored in the original order data storage unit. In the second case where the first ordered quantity of the original order data of 1 is larger than the ordered quantity and the first ordered quantity is smaller than the ordered quantity, the remainder obtained by subtracting the first ordered quantity from the ordered quantity Subtracting the order quantity from the total quantity, second divided order data including order quantity consisting of quantity, order price for the divided order, brand identification information of the first original order data and information of trade classification The third divided order data including the order quantity including the excess quantity, the order price for the divided order, and the brand identification information and the trading classification information of the first original order data. The third It performs a split ordering process by sending in the order of the split order data to trading market system of the securities,
The total quantity obtained by totaling the divided order quantity received by the split order request receiving part and the second ordered quantity stored in the original order data storage part is stored in the original order data storage part. A third case in which the order quantity of the second original order data is equal to or less than the order quantity and the first ordered quantity stored in the original order data storage unit is equal to the order quantity of the first original order data In addition, fourth divided order data including the order quantity composed of the divided order quantity, the order price for the divided order, the brand identification information of the first original order data and the information of the trading category is used as the transaction of the securities. The order processing apparatus according to claim 1, wherein split order processing is performed by transmitting to a market system.   The program for functioning a computer as an order processing apparatus as described in any one of Claims 1-7.

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