JP2009211441A - Security trade ordering system and security trade order processing method, and program - Google Patents

Abstract

<P>PROBLEM TO BE SOLVED: To provide a security trade ordering system and a security trade order processing method capable of processing a conditional order for a brand handled in a plurality of markets so that the conditional order is advantageous to an investor. <P>SOLUTION: The security trade ordering system 10 includes: a condition result determination processing means 23 for comparing a conditional price with the current price of all markets for an ordering brand, or comparing the conditional price with a determination value indicating a state where the current price of each market has been averaged to determine in which market the current price or determination value meets conditions determined by the conditional price; and an order destination market determination processing means 24 for determining, as an order destination market, a market having the most inexpensive current price for the ordering brand in the case of a purchase order when conditions are met, and a market having the most expensive current price in the case of a selling order. <P>COPYRIGHT: (C)2009,JPO&INPIT

Description

  The present invention relates to a securities buying and selling order system, a securities buying and selling order processing method, and a program configured by a computer that executes processing related to buying and selling of securities, for example, for brands handled in a plurality of markets such as a night market. This can be used when a trade order is received as a conditional order with special conditions.

  Generally, when buying and selling stocks, an order is issued to a securities company. In this case, various order formats can be selected. While there is a market order as an order form without any conditions, there is also a conditional order that places an order with some conditions, and its basic form is a limit order that specifies the price of trading. In addition to limit orders, conditional orders include donation orders for buying and selling at close prices, and large orders for buying and selling by closing. These market orders, limit orders, donation orders, and large orders are order formats that can be placed directly on the stock exchange.

  On the other hand, in the past, securities companies have also accepted conditional orders in the form of orders that cannot be placed directly on the stock exchange. For example, a so-called limit limit order is a reverse purchase condition in which it is purchased when it rises above a certain price (referred to as a “conditional price”). Or a reverse sale condition that sells if the price falls below a certain price (referred to as the “conditional price”) (in this specification, it is the reverse of the conditions for a normal limit order) Therefore, this limit order cannot be immediately placed on the stock exchange as it is, so the securities company holds the order data. The brokerage company manages the timing of ordering to the stock exchange by matching the condition price specified by the investor with the current market price that fluctuates from time to time (Patent Literature). 1 ).

  In addition to this, it is not possible to place an order directly on the stock exchange, and the standard limit conditions (in this specification, “ Two-order combination orders (referred to as “normal purchase conditions” and “normal sale conditions”) combined with the above limit limit conditions (“reverse purchase conditions” and “reverse sales conditions”) ( W limit order (registered trademark), also referred to as twin limit order, etc.), U-turn order, relay order, and the like.

Japanese Patent No. 3875206 (Claims 1, 2)

  However, the above-described conditional order that has been conventionally performed is accepted on the premise that trading is performed in a single market. On the other hand, in recent years, each securities company has established or is scheduled to open a PTS market where general investors can trade at night, and many securities companies will open such a PTS market. In addition to existing markets, investors will be able to trade in many markets at the same time, which will complicate the environment in which investors are placed, and this will also complicate investor judgments. This will increase the burden of investor monitoring on the market. Therefore, there is a demand for a system that can execute trading processing of brands related to conditional orders received from investors so as to be advantageous to investors in consideration of market prices in a plurality of markets.

  An object of the present invention is to provide a securities buy / sell order system, a securities buy / sell order processing method, and a program capable of processing a conditional order for stocks handled in a plurality of markets to be advantageous to investors. By the way.

  The present invention is a securities buying and selling order system configured by a computer that executes processing related to buying and selling of securities, and obtains market price data of a plurality of markets for each brand from a market system or other market price information providing system. Market value data acquisition processing means for executing the acquisition process and a buy order with a reverse purchase condition in which a purchase is made when the market price is equal to or greater than the purchase price, or the market price is a sale condition Relative condition price indicating the relative price of the above condition price with respect to the opening price on the current day or the closing price on the previous day for the sell order with the reverse selling condition of selling when the price falls below the price. Order receiving processing means for executing processing for receiving input of brand identification information on data and brands related to the order, and order receiving processing means; Order data storage means for storing the received condition price data or relative condition price data and brand identification information in association with the investor identification information, and condition price data or relative condition price data stored in the order data storage means. By comparing the conditional price data calculated from the market price data of all markets for the stocks related to the order acquired by the market price data acquisition processing means, the market price data of any market can be The condition price data calculated from the condition price data or the relative condition price data stored in the order data storage means and the coefficient for which the sum is 1 are repeatedly executed to determine whether or not the additional conditions are satisfied. These are multiplied by the market price data of each market for the stocks related to the orders acquired by the market price data acquisition processing means. Condition success / failure determination processing means for repeatedly executing processing for determining whether or not the determination value data satisfies the reverse purchase condition or the reverse sale condition by comparing with the determination value data obtained by adding the amount of money In the case of a buy order, when the condition success / failure determination processing means determines that the reverse purchase condition or the reverse sale condition is satisfied, the market with the lowest market price data for the issue related to the order is determined. In the case of a sell order, there is a supplier market determination processing means for determining a market that has the highest market value data for a brand related to the order and executing a process of determining the supplier market. And an ordering data creation processing means for executing processing for creating ordering data including brand identification information for the market determined by the ordering party market determination processing means. It is.

  In such a securities buying and selling order system of the present invention, it is determined whether or not the market price data of any market has reached the condition price data, or the sum is 1 when determining whether or not the condition is successful. Multiplying the market price data of each market for the issue related to the order by adding these amounts to determine whether or not the judgment value data obtained by reaching the conditional price data. It is possible to capture the point in time when the market that has reached the point of appearance appears, or the point in time when the average state of the market value of each market that handles the issue related to the order reaches the conditional price. Then, at these points in time, in the case of a buy order, the market that is the cheapest market price data for the issue related to the order is judged and determined as the supplier market, and in the case of a sell order Determines the market that has the highest market price data for the issue related to the order and decides it as the supplier's market, so regardless of which market price has reached the conditional price, or which market It is possible to place an order in a market that is advantageous to investors regardless of whether the current market price has contributed to the movement of the judgment value that reached the conditional price. In other words, monitoring the price of each market based on the judgment of success or failure by separating the market with the price or judgment value that is the basis for the judgment of satisfying the condition from the market to place the order is only related to the order. Apart from this, the actual trading process can be performed in a market that is advantageous to investors, thereby achieving the above-mentioned purpose.

  Further, in the securities trading order system described above, the transaction volume for each market is stored in association with the market identification information, or the transaction volume for each brand in each market is stored in association with the market identification information and the brand identification information. A volume storage means, and the condition success / failure determination processing means uses the transaction volume of each market stored in the transaction volume storage means or the transaction volume of each market for the brand related to the order in proportion to the transaction volume. It is desirable that the coefficient is calculated and the processing for calculating the judgment value data is performed by performing weighted averaging of the market price data of all the markets for the issue related to the order by the transaction amount.

  In this way, when calculating the coefficient of each market in proportion to the transaction volume, and calculating the judgment value data by weighted average of the market price data of all markets that handle the issue related to the order by the transaction volume, Therefore, it is possible to more accurately grasp the trend of the price movement of the brand related to the order, and to increase the reliability of the determination that the reverse purchase condition or the reverse sale condition is satisfied. In addition, it is possible to determine the trend of price movements of stocks related to orders by increasing the weight of market value data in a market with a large amount of transaction and decreasing the weight of market value data in a market with a small amount of transaction. It becomes possible to make a judgment with higher reliability.

  Furthermore, in the securities trading order system described above, the order reception processing means is also configured to execute processing for receiving input of weight data of each market for the brand related to the order by the investor, and the order data storage means includes: Weight data for each market received by the order reception processing means is also stored, and the condition success / failure determination processing means uses the weight data for each market stored in the order data storage means to make the coefficient of each market proportional to the weight data. It is also possible to perform a process of calculating the judgment value data by calculating and weighted averaging the market price data of all the markets for the brands related to the order with the weight data.

  In this way, the coefficient of each market is calculated in proportion to the weight data input by the investor, and the judgment value data is calculated by weighted averaging the market price data of all the markets that handle the issue related to the order with the weight data. In the case of the configuration, it is possible to more accurately grasp the tendency of the price movement of the brand related to the order, and to increase the reliability of the determination that the reverse purchase condition or the reverse sale condition is satisfied. In addition, since the coefficient is determined by the weight data input by the investor, it is considered that it will not be useful for grasping the market price or the trend of the price movement that the investor wants to place at the center for grasping the trend of the price movement of the stock related to the order. If there is a market price, etc., it will be possible to calculate judgment value data in a way that is in line with the investor's intention. Is possible.

  In the securities trading order system described above, the condition success / failure judgment processing means obtains the judgment value data by simply averaging the market price data of all the markets for the issues related to the order with the same coefficient for each market. It is good also as a structure which performs the process to calculate.

  In this way, when the judgment value data is calculated by simply averaging the market price data of all markets that handle the issue related to the order, the trend of the price movement of the issue related to the order can be grasped more accurately and reversed. It becomes possible to increase the reliability of the determination that the purchase condition and the reverse sale condition are satisfied.

  In addition, the securities buying and selling order system (for example, in the case of the conditional order type 1, FIG. 6 and FIG. 13) for determining success / failure of the reverse purchase conditions and the reverse sale conditions described above is as follows: Applicable to more complex conditional orders combined with other conditions (eg, conditional order types 2, 4-6, FIG. 7, FIG. 9-11, FIG. 14, FIG. 16-18, etc.) can do.

  In other words, in the securities buying and selling order system described above, the order reception processing means is equal to or higher than the purchase condition price together with the normal purchase condition in which the purchase is performed when the market price becomes the purchase limit or less. Two-combination purchase orders with reverse purchase conditions that sometimes make purchases, or conditions for selling together with normal selling conditions that sell when the market price exceeds the limit for selling Investor's limit data or a relative limit price indicating the relative price of the limit price with respect to the opening price on the current day or the closing price on the previous day for a two-condition combination order with a sell-off condition that sells when the price is below the price Data, conditional price data or relative conditional price data, and a process for receiving input of brand identification information about the brand related to the order. Data or relative limit data, conditional price data or relative conditional price data, and stock identification information are stored in association with the investor identification information, and the ordering data creation processing means returns to a market determined in advance or designated by the investor. When the first order data including the limit data calculated from the limit price data or the relative limit data and the brand identification information is created, and the condition success / failure determination processing means determines that the reverse purchase condition or the reverse sale condition is satisfied. The order cancellation data for canceling the first order data is created, and the process for creating the second order data including the brand identification information for the market determined by the supplier market determination processing means is executed. Can do.

  A two-condition combination combining the normal limit conditions (“normal purchase conditions” and “normal sell conditions”) with the stop limit conditions (“reverse purchase conditions” and “reverse sales conditions”). When applied to an order (also referred to as W limit order (registered trademark), twin limit order, etc.) (for example, in the case of conditional order type 2, FIG. 7, FIG. 14, etc.) The decision process for success / failure of the reverse sale conditions is performed in the same manner as the securities trading order system described above, so that it is possible to buy and sell in a market that is advantageous to investors, and the reverse purchase conditions and reverse sale conditions are set. It becomes possible to realize a highly reliable judgment as to whether or not the condition is satisfied.

  Further, in the securities trading order system described above, the order reception processing means includes a buy order with a normal purchase condition in which a purchase is performed when the market price is equal to or less than the limit for purchase, and Selling with a reverse selling condition of selling when the price drops below the condition price for selling together with the normal selling condition of selling when the selling price exceeds the limit for selling Bid data for purchases by investors for conditional combination orders, Bid data for purchases that indicate the relative price of the bid limit for purchases relative to the opening price of the day or the closing price of the previous day, limit data for sale, or current day Relative limit data for selling, relative price data for selling that indicates the relative price of the limit for selling to the contract price of the purchase order, the closing price of the previous day, the closing price of the day or the previous day Relative conditional price data indicating the relative price of the conditional price with respect to the contract price of the sentence, and processing for receiving input of brand identification information for the brand related to the order is executed, and the order data storage means includes Limit limit data or relative limit limit data for purchase, limit limit data for selling or relative limit limit data for selling, conditional price data or relative conditional price data, and stock identification information are stored in association with investor identification information. The supplier market determination processing means executes a process of determining the market that has the highest market value data for the issue related to the order at the time of execution of the purchase order and determining it as the supplier market, and after the execution of the purchase order. The market that has the highest market value data for the issue related to the order when it is determined by the condition success / failure determination processing means that the reverse sale condition is satisfied. The order data creation processing means is configured to execute the process of determining and determining as an ordering market, and the order data creation processing means is a limit data for purchase or a relative limit price for purchase to a market predetermined or designated by an investor The purchase order data including purchase limit data and brand identification information calculated from the data is created, and at the time of execution of the buy order, selling including the brand identification information to the market determined by the supplier market decision processing means. The first order data is created, and further, the order cancellation data for canceling the first order data for selling is created when it is determined by the condition success / failure determination processing means after the purchase order has been executed that the reverse selling condition is satisfied. In addition, it is possible to adopt a configuration for executing processing for creating second order data for selling including brand identification information for the market determined by the supplier market determination processing means. .

  In this way, when reserving a sell order to sell a brand related to the buy order at the time of a buy order, the sell order to be reserved is classified into a normal limit condition (“normal sell condition”) and a stop limit condition ( In the case of a two-condition combination order for sale combined with “reverse selling conditions” (for example, in the case of the conditional order type 4, FIG. 9, FIG. 16, etc.), the determination process of success / failure of the reverse selling conditions Is performed in the same manner as the securities trading order system described above, so that it can sell in a market that is advantageous to investors and realizes a reliable judgment as to whether or not the conditions for reverse selling are met. It becomes possible. In addition, the market that has the highest market value data for the issue related to the order at the time of execution of the buy order is determined and determined as the supplier market, and the first order for selling to the determined market under the normal selling conditions. Since data is created, it is also possible to realize sales in a market that is advantageous to investors.

  Further, in the securities trading order system described above, the order reception processing means has a buy order with a reverse purchase condition in which a purchase is made when the market price is equal to or greater than the purchase price, and the buy order. Investor's conditional price data for a purchase order with a normal selling condition that sells when the selling price exceeds the limit for selling after the execution of the contract, or the opening price of the day or the closing price of the previous day Relative price data for purchase showing the relative price of the conditional price for purchase, limit data for sale, or the relative price of the limit price for sale to the opening price of the current day, the closing price of the previous day, or the contract price of the buy order And a process for accepting input of stock identification information for the stock related to the order and the stock price related to the order. Data or purchase relative condition price data, selling limit data or selling relative limit data, and stock identification information are stored in association with investor identification information. When the condition success / failure determination processing means determines that the reverse purchase condition is satisfied, it executes the process of determining the market that is the cheapest market price data for the issue related to the order and determining it as the supplier market, It is configured to execute the process of determining the market that is the highest market value data for the issue related to the order at the time of order execution and determining the ordering destination market, and the order data creation processing means is a condition success / failure determination processing means. When it is determined that the reverse purchase condition is satisfied, the purchase order data including the brand identification information for the market determined by the supplier market determination processing means is created. , At the trade date of the buy order, it can be configured to execute a process to create a purchase order data of selling including the brand identification information to the market, which was determined by the order destination market determination processing means.

  In this way, in the case of a buy order with a stop limit condition (“reverse purchase condition”), when a sell order for selling a brand related to the buy order is reserved (for example, conditional order type 5, FIG. 10, In the case of FIG. 17, etc., the success / failure judgment process of the reverse purchase condition is performed in the same manner as the securities trading order system described above. It becomes possible to realize a highly reliable judgment as to whether or not the reverse purchase condition is satisfied. In addition, the market that has the highest market value data for the issue related to the order at the time of execution of the buy order is determined and determined as the supplier market, and the order data for selling under the normal selling conditions for the determined market is created. Therefore, in this respect as well, it is possible to realize sales in a market that is advantageous to investors.

  In the securities trading order system described above, the order reception processing means includes a buy order with a reverse purchase condition in which a purchase is made when the market price is equal to or greater than a purchase price, and the buy order. Selling with a reverse selling condition of selling when the price falls below the condition price for selling together with the normal selling condition of selling when the selling price exceeds the limit for selling Conditional price data for purchase by investors for two-condition combination orders, or relative price data for purchase showing the relative price of the conditional price for purchase relative to the opening price of the day or the closing price of the previous day, The limit price data, the relative closing price data for selling, showing the relative price of the selling limit relative to the closing price of the day or the closing price of the previous day or the contract price of the buy order, the conditional price data for selling, or the opening price of the day A configuration for executing processing for receiving input of relative condition price data for sale indicating the relative price of the condition price for sale with respect to the closing price of the previous day or the contract price of the buy order, and brand identification information on the brand related to the order; The order data storage means stores the conditional price data for purchase or the relative conditional price data for purchase, the limit data for selling or the relative limit data for selling, the conditional price data for selling or the selling Attached relative condition price data and stock identification information are stored in association with investor identification information, and when the supplier market determination processing means determines that the reverse purchase condition is satisfied by the condition success / failure determination processing means, Execute the process of determining the market that is the cheapest market price data for the issue related to the order and determining it as the supplier market, and at the time of execution of the buy order, When the market that has the highest market price data for the pattern is judged and determined as the supplier market, and after the purchase order is executed, the condition success / failure judgment processing means determines that the reverse sale condition is satisfied. , A process for determining the market that has the highest market price data for the issue related to the order and determining the market as the supplier market is executed, and the order data creation processing means is the reverse purchase condition by the condition success / failure judgment processing means. When the purchase order data including the brand identification information for the market determined by the supplier market determination processing means is created at the time when the purchase order is determined to be satisfied, it is determined by the supplier market determination processing means when the buy order is executed. Create first selling order data including stock identification information to the market, and further fulfill the conditions for reverse selling by the condition success / failure judgment processing means after the execution of the buy order The second order data for selling including order identification data for the market determined by the supplier market determination processing means is created, and the order canceling data for canceling the first order data for selling is created. It can be set as the structure which performs the process to produce.

  Thus, when a sell order for selling a brand related to a buy order is reserved in a buy order with a limit limit condition ("reverse purchase condition"), the sell order to be reserved is In the case of a two-condition combination order in which a condition (“normal selling condition”) and a limit limit condition (“reverse selling condition”) are combined (for example, conditional order type 6, FIG. 11 and FIG. 18) In other cases, the process of determining whether or not the reverse purchase conditions and reverse sale conditions are successful is performed in the same manner as in the securities buying and selling order system described above. In addition, it is possible to realize a highly reliable judgment as to whether or not the reverse purchase condition or the reverse sale condition is satisfied. In addition, the market that has the highest market value data for the issue related to the order at the time of execution of the buy order is determined and determined as the supplier market, and the first order for selling to the determined market under the normal selling conditions. Since data is created, it is also possible to realize sales in a market that is advantageous to investors.

  The present invention also relates to a securities trading order system configured by a computer that executes processing related to securities trading orders, from a market system or other market price information providing system, from a market price of a plurality of markets. Market value data acquisition processing means for executing data acquisition processing, a buy order with a normal purchase condition that a purchase is performed when the market price falls below the limit for purchase, and after the execution of this buy order Investor's limit data for purchase of a sell order with a normal sale condition to sell when the limit for selling is exceeded or higher Relative limit price data for purchase showing the relative price of the limit price, limit price data for selling, or selling to the opening price of the current day or the closing price of the previous day or the contract price of the buying order Relative limit price data for selling indicating the relative price of the limit price and order acceptance processing means for executing processing for accepting input of brand identification information for the brand related to the order, and for purchase received by the order acceptance processing means Order data storage means for storing the limit limit data for purchase or the relative limit limit data for purchase, the limit limit data for sale or the relative limit limit data for sale, and the brand identification information in association with the investor identification information, and a buy order The supplier market determination processing means for executing the process of determining the market that has the highest market value data for the issue related to the order at the time of execution of the contract and determining as the supplier market, and predetermined or designated by the investor Purchase order data including limit data for purchase calculated from market limit data or relative limit data for purchase and stock identification information Order data for selling, including selling limit data calculated from the supplier's market determination processing means or selling limit data calculated from the relative limit data for selling, and brand identification information And an ordering data creation processing means for executing the processing for creating the data.

  In such a securities trading order system of the present invention (for example, in the case of the conditional order type 3, FIG. 8, FIG. 15, etc.), it becomes the highest market price data for the brand related to the order at the time of execution of the buy order. Therefore, it is possible to realize selling in a market that is advantageous to investors.

  Furthermore, the present invention is a securities buying and selling order system configured by a computer that executes processing related to buying and selling of securities, and a market price of a plurality of markets for each brand from a market system or other market price information providing system. Market value data acquisition processing means for executing processing for acquiring data, and sale / purchase for selling the first issue and selling the second issue with the sale price of the first issue. Order acceptance processing means for executing a process of accepting input of each brand identification information for the first brand and the second brand by an investor on a continuous order, and a first brand received by the order acceptance processing means And order data storage means for storing each brand identification information for the second brand in association with the investor identification information, and the second brand at the time of execution of the sell order About the supplier market determination processing means for executing the process of determining the market which is the cheapest market price data and determining the market as the supplier market, and the first brand to the market which is predetermined or designated by the investor An order for executing the processing for creating the purchase order data including the brand identification information for the second brand to the market determined by the supplier market determination processing means while creating the selling order data including the brand identification information of And a data creation processing means.

  In such a securities buying and selling order system of the present invention (for example, in the case of the conditional order type 7, FIG. 12, FIG. 19, etc.), the market price data is the cheapest for the second brand at the time of execution of the sell order. The purchase order data including the stock identification information for the second stock to the determined market is created by determining the market that is the supplier, and the purchase in the market that is advantageous to investors is made. It can be realized.

  Further, as the securities trading order processing method realized by the above-described securities trading order system of the present invention, the following securities trading order processing method of the present invention can be cited.

  That is, the present invention is a securities trading order processing method executed by a securities trading order system configured by a computer that executes processing related to securities trading orders, wherein the market price data acquisition processing means is a market system or Executes processing to acquire market price data of multiple markets for each issue from other market price information providing systems, and the order reception processing means performs purchase when the market price exceeds the purchase price. Conditional price data by the investor for the purchase order with the reverse purchase condition, or the sell order with the reverse sale condition to sell when the market price falls below the conditional price for sale, or the day Relative conditional price data indicating the relative price of the conditional price with respect to the opening price of the previous day or the closing price of the previous day, and the identification information of the brand related to the order. The condition price data or relative condition price data received by the order reception processing means, and the brand identification information are stored in the order data storage means in association with the investor identification information, and the condition success / failure judgment processing means is By comparing the condition price data calculated from the condition price data or relative condition price data stored in the order data storage means and the market price data of all the markets for the brands related to the orders acquired by the market price data acquisition processing means The condition price data or relative condition price stored in the order data storage means is repeatedly executed to determine whether the market price data of any market satisfies the conditions for reverse purchase or reverse sale. The condition price data calculated from the data and the coefficient for which the sum is 1 are acquired by the market price data acquisition processing means. By multiplying the market value data of each market for the issue related to the order and adding these amounts, the decision value data satisfies the reverse purchase condition or the reverse sale condition. In the case of a buy order, when the supplier market determination processing means determines that the reverse purchase condition or the reverse sale condition is satisfied by the condition success / failure determination processing means, Determine the market with the lowest market value data for the issue related to the order and determine it as the supplier market. In the case of a sell order, determine the market with the highest market value data for the issue related to the order. The process for determining the supplier market is executed, and the order data creation processing means executes the process for creating the order data including the brand identification information for the market determined by the supplier market determination processing means. It is characterized by that.

  The present invention is also a securities trading order processing method executed by a securities trading order system configured by a computer that executes processing related to securities trading orders, wherein the market price data acquisition processing means is a market system or Process to acquire market price data of multiple markets for each issue from other market price information providing systems, and order acceptance processing means to purchase when the market price falls below the limit for purchase For purchases by investors on a buy order with a normal purchase condition and a sell order with a normal sale condition in which a sale is made when the purchase limit is exceeded after the execution of this buy order Bid data for purchase, Relative bid data for purchase showing the relative price of the bid limit for purchase with the open price of the day or the closing price of the previous day, Sell limit data, or open price of the day Or the processing to accept input of the relative limit data for sale indicating the relative price of the limit price for sale with the closing price of the previous day or the contract price of the buy order, and the identification information of the issue related to the order. Order by associating the limit data for purchase or the relative limit data for purchase, the limit data for sale or the relative limit data for sale, and the brand identification information received by the reception processing means with the investor identification information Store in the data storage means, and the supplier market determination processing means executes a process of determining the market that is the highest market price data for the issue related to the order at the time of execution of the buy order and determining it as the supplier market. The order data creation processing means calculates from the limit data for purchase to the market or the relative limit data for purchase specified in advance or designated by the investor. Purchase limit data for purchase and purchase order data including brand identification information are created and calculated from the limit data for selling to the market or the relative limit data for selling determined by the supplier market determination processing means. The present invention is characterized in that processing for creating selling order data including limit data for selling and brand identification information is executed.

  Further, the present invention is a securities trading order processing method executed by a securities trading order system configured by a computer that executes processing related to securities trading orders, wherein the market price data acquisition processing means is a market system or A process of acquiring market price data of a plurality of markets for each brand from other market price information providing systems is executed, and the order reception processing means sells the first brand and sells the first brand. The process of accepting the input of the respective brand identification information for the first brand and the second brand by the investor for the continuous order of the sale / purchase in which the second brand is purchased at Each brand identification information for the first brand and the second brand received by the means is stored in the order data storage means in association with the investor identification information, and the supplier market The fixed processing means executes a process of determining the market that is the cheapest market price data for the second brand at the time of execution of the sell order and determining the ordering market, and the order data creation processing means is determined in advance. Alternatively, the selling order data including the stock identification information for the first stock to the market designated by the investor is created and the stock identification for the second stock to the market determined by the supplier market determination processing means. The present invention is characterized in that processing for creating purchase order data including information is executed.

  In such a securities buying and selling order processing method of the present invention, the operations and effects obtained by the aforementioned securities buying and selling order system of the present invention can be obtained as they are, thereby achieving the object.

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

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

  As described above, according to the present invention, when the conditional order is received and the order data to the market is created, it is determined that the condition is satisfied by the success / failure determination of the reverse purchase condition or the reverse sale condition, Alternatively, at the time of execution of the original order in the sell order after the purchase order is executed or the purchase order after the execution of the sell order, the market value data of each market that handles the brand related to the order is compared to determine the supplier market. There is an effect that conditional orders for stocks handled in a plurality of markets can be processed in an advantageous manner for investors.

  An embodiment of the present invention will be described below with reference to the drawings. FIG. 1 shows the overall configuration of a securities trading order system 10 according to the present embodiment. FIG. 2 shows the configuration of the transaction amount storage means 32, and FIGS. 3 and 4 show the configuration of the order data storage means 31 and an example of data. FIG. 5 is a flowchart showing the flow of processing periodically and repeatedly performed by the order processing server 20, and FIG. 6 is a flowchart showing the flow of processing from order acceptance to ordering for the conditional order type 1. FIG. 7 is a flowchart showing the flow of processing from order reception to ordering for conditional order type 2, and FIG. 8 shows the flow of processing from order reception to ordering for conditional order type 3. FIG. 9 is a flowchart showing the flow of processing from order acceptance to ordering for the conditional order type 4, and FIG. 10 shows processing flow from order acceptance to ordering for the conditional order type 5. The flow is shown in a flowchart, FIG. 11 is a flowchart showing the processing flow from order acceptance to ordering for conditional order type 6, and FIG. 12 is from order acceptance to ordering for conditional order type 7. Process flow is shown in a flowchart. Further, FIG. 13 shows an example of an order screen 100 for a conditional order type 1, FIG. 14 shows an example of an order screen 200 for a conditional order type 2, and FIG. 15 shows a conditional order. An example of an order screen 300 of type 3 is shown, FIG. 16 shows an example of an order screen 400 of conditional order type 4, and FIG. 17 shows an example of an order screen 500 of conditional order type 5 FIG. 18 shows an example of an order screen 600 for the conditional order type 6, and FIG. 19 shows an example of an order screen 700 for the conditional order type 7.

  In FIG. 1, a securities trading order system 10 executes various processes related to securities trading orders and stores data necessary for various processes, and is connected to the order processing server 20 via the network 1. The investor terminal device 40 is provided. The order processing server 20 is connected with a market price information providing system 50 via the dedicated line 2 or the network 1. Furthermore, a plurality of market systems 60 are connected to the order processing server 20 via the dedicated line 3 or the network 1.

  The network 1 includes various forms such as, for example, the Internet, an intranet, an extranet, a LAN, a MAN, a WAN, or a combination thereof, and is wired or wireless, or a mixture of wired and wireless. Regardless of whether it is a type, in short, it may be anything that can transmit information at a certain speed between a plurality of points (regardless of the length of distance).

  The order processing server 20 is composed of one or a plurality of computers, and includes processing means 20A for executing various processes relating to securities trading orders, market value data storage means 30, and order data storage means connected to the processing means 20A. 31 and transaction amount storage means 32. The order processing server 20 is a server that is operated and managed by a financial institution such as a securities company or a securities broker.

  The processing unit 20A includes a market price data acquisition processing unit 21, an order reception processing unit 22, a condition success / failure determination processing unit 23, an order destination market determination processing unit 24, a limit / quantity determination processing unit 25, and an order data creation process. Means 26 and order processing means 27 are included.

  The market price data acquisition processing means 21 receives market price data of a plurality of markets from the market price information providing system 50 via the dedicated line 2 or the network 1 for each brand (in the present embodiment, all brands handled). The process of acquiring and acquiring the acquired market price data in the market price data storage means 30 in association with the brand identification information and the market identification information is executed. Further, the market price data acquisition processing means 21 is configured to repeatedly perform the market price data acquisition process, and the market price data storage means 30 stores the latest market price data. Further, the market price data acquisition processing means 21 acquires the opening price data and closing price data for each day from the market price information providing system 50 via the dedicated line 2 or the network 1 and associates them with the brand identification information and the market identification information. Processing to be stored in the market price data storage means 30 is performed.

  In addition, the market price data acquisition processing means 21 acquires the transaction volume for each brand in each market from the market price information providing system 50 via the dedicated line 2 or the network 1 and uses the acquired transaction volume for the transaction in each market. The order of magnitude is determined for each brand, and the acquired trading volume and the determined ranking are associated with market identification information (market code, etc.) and brand identification information (brand code, etc.), and the trading volume storage means 32 (Fig. 2) is stored.

  The order reception processing means 22 receives the order screen display request signal from the investor transmitted from the investor terminal device 40 via the network 1, and displays the display data of the order screens 100 to 700 (FIGS. 13 to 19). Is transmitted to the investor terminal device 40 via the network 1, and the order data (investor identification) input by the investor on the order screens 100 to 700 and transmitted from the investor terminal device 40 via the network 1. Information, data indicating conditional order type, brand identification information, quantity, data indicating trading category, limit price, relative limit price, condition price, relative condition price, limit price after reaching the condition price, relative limit price after reaching the condition price, condition Data indicating the success / failure determination method, market identification information for calculating coefficients and weights, etc.) are received, and the received order data includes the order identification information (order number, etc.) A process for automatically assigning and storing the order data in the order data storage means 31 (see FIGS. 3 and 4) in association with the order identification information (order number, etc.) and the investor identification information (account number, etc.) It is.

  The condition success / failure determination processing means 23 has a current market price equal to or greater than the condition price for purchase according to the data indicating the condition success / failure determination method selected by the investor stored in the order data storage means 31 (see FIGS. 3 and 4). The process of determining whether or not the reverse purchase condition that the current price is equal to or lower than the condition price for sale is satisfied is repeatedly executed.

  Specifically, the condition success / failure determination processing means 23, when the data indicating the condition success / failure determination method = 1, the condition price data stored in the order data storage means 31 (see FIGS. 3 and 4), the market price By comparing the latest market price data of all the markets for the brands related to the orders acquired by the data acquisition processing unit 21 and stored in the market price data storage unit 30, the market price data of any market is reversed. The process of determining whether or not the purchase condition or the reverse sale condition is satisfied is repeatedly executed. When relative condition price data is stored in the order data storage means 31 (see FIGS. 3 and 4), that is, when the investor inputs the relative condition price data and designates the condition price data, In the embodiment, when the closing price of the previous day, the opening price of the current day, and the contract price of the original order are determined, the closing price of the previous day, the opening price of the current day, and the contract of the original order are executed by the market price data acquisition processing means 21 and the order processing means 27. Using the price, the condition price data is calculated from the relative condition price data, and the calculated condition price data is stored in the order data storage means 31 (see FIG. 3 and FIG. 4). The condition price data stored in the means 31 is compared with the market price data of each market. The condition success / failure judgment processing means 23 uses the closing price of the previous day, the opening price of the current day, and the contract price of the original order, Size Each time a, may be calculated conditional price data from the relative condition price data. The same applies to the case of data = 2, 3, and 4 indicating the following condition success / failure determination method.

  Further, the condition success / failure determination processing means 23 simply calculates the latest market price data of all the markets for the brands related to the orders stored in the market price data storage means 30 when the data indicating the condition success / failure determination method = 2. The decision value data is calculated by averaging, and the decision value data is reversed by comparing the condition price data stored in the order data storage means 31 (see FIGS. 3 and 4) with the calculated decision value data. The process of determining whether the purchase condition or the reverse sale condition is satisfied is repeatedly executed. In this case, the coefficient of each market where the sum is 1 is set to the same value, the coefficient set to the same value is multiplied by the market price data of each market for the issue related to the order, and the amount is added. The judgment value data is calculated. For example, if there are three markets that handle a certain issue, the coefficients multiplied by the market price data for each of the three markets are all 1/3, so the market price data for the three markets is simply averaged. .

  Furthermore, the condition success / failure determination processing means 23, when the data indicating the condition success / failure determination method = 3, calculates the transaction volume in each market for the brand related to the order stored in the transaction volume storage means 32 (see FIG. 2). The coefficient of each market is calculated in proportion to the transaction volume, and the latest market price data of all the markets for the brands related to the orders stored in the market price data storage means 30 is determined by weighted averaging with the transaction volume. By calculating the value data and comparing the condition price data stored in the order data storage means 31 (see FIGS. 3 and 4) with the calculated determination value data, the determination value data is the reverse purchase condition or the reverse The process of determining whether or not the selling condition is satisfied is repeatedly executed. In this case, the coefficient of each market in which the sum is 1 is a value obtained by dividing the transaction volume of the market by the total value of the transaction volumes of all the markets that handle the brands related to the order. For example, as shown in FIG. 2, assuming that the brand related to the order is the brand α and the markets handling the brand α are the three markets A, B, and C, the market price data of the market A for the brand α The coefficient to multiply by 84.6 million shares ÷ (8.46 million shares + 1.49 million shares + 2.38 million shares), and the coefficient to multiply the market price data for the stock α by 1.49 million shares ÷ (8.46 million shares + 1.49 million shares + 2.38 million shares) Thus, the coefficient multiplied by the market price data of the market C for the stock α is 2.38 million shares / (8.46 million shares + 1.49 million shares + 2.38 million shares). Therefore, judgment value data = market price data of market A × (846 / 1,233) + market price data of market B × (149 / 1,233) + market price data of market C × (238 / 1,233) The influence of the market value of A is the largest.

  When the data indicating the condition success / failure determination method = 4, the condition success / failure determination processing means 23 is provided for each market that handles brands related to orders stored in the order data storage means 31 (see FIGS. 3 and 4). The coefficient of each market is calculated in proportion to the weight data using the weight data, and the latest market price data of all the markets for the brands related to the orders stored in the market price data storage means 30 is weighted and averaged with the weight data. Thus, the decision value data is calculated, and the decision value data is reversely purchased by comparing the condition price data stored in the order data storage means 31 (see FIGS. 3 and 4) with the calculated decision value data. The process of determining whether the condition or the reverse sale condition is satisfied is repeatedly executed. In this case, the coefficient of each market in which the sum is 1 is a value obtained by dividing the weight data of the market by the total value of the weight data of all markets that handle the brands related to the order. For example, as in the example of order identification information (order number) = N0001 in FIG. 3, the brand related to the order is the brand α, and the markets handling the brand α are the three markets A, B, and C. Assuming that market A weight data = 1, market B weight data = 3, and market C weight data = 5, the coefficient to be multiplied by the market A market price data for the brand α is 1 ÷ (1 + 3 + 5) = 1 / 9, the coefficient to multiply the market price data of the market B for the brand α is 3 ÷ (1 + 3 + 5) = 3/9, and the coefficient to multiply the market price data of the market C for the brand α is 5 ÷ (1 + 3 + 5) = 5 / 9 Therefore, judgment value data = market price data of market A × (1/9) + market price data of market B × (3/9) + market price data of market C × (5/9). The biggest. In the present embodiment, the weight data of each market can be input as an integer from 0 to 5, as an example. However, the weight data for all markets should not be zero. Therefore, for example, market A weight data = 0, market B weight data = 0, and market C weight data = 5 may be input. In this case, judgment value data = market price data of market A × (0 / 5) + market price data of market B × (0/5) + market price data of market C × (5/5). Therefore, judgment value data = market price data of market C, and market price of market C is the conditional price. When the value is reached, the reverse purchase condition or the reverse sale condition is satisfied. For this reason, the market C may become a supplier market.

  In the case of the conditional order types 1, 2, 4, 5, 6, the supplier market determination processing means 24, when the condition success / failure determination processing means 23 determines that the reverse purchase condition or the reverse sale condition is satisfied. In the case of a buy order, the market with the lowest market price data for the issue related to the order is determined and determined as the supplier market, and in the case of a sell order, the highest market price data for the issue related to the order is determined. The determined market is determined as the supplier market, and the market identification information about the determined market is stored in the “order market after reaching the conditional price” in the order data storage means 31 (see FIGS. 3 and 4). The processing to be stored in the “identification information” column is executed.

  Further, in the case of the conditional order types 3, 4, 5, and 6, the supplier market determination processing means 24 determines the market that has the highest market value data for the issue related to the order at the time of execution of the purchase order. Then, a process is executed to store the market identification information about the determined market in the “market identification information of the supplier market” column of the order data storage unit 31 (see FIGS. 3 and 4).

  Further, in the case of the conditional order type 7, the supplier market determination processing means 24 determines the market that is the cheapest market price data for the second issue at the time of execution of the sell order related to the first issue. Then, a process is executed to store the market identification information for the determined market in the “market identification information of the supplier market” column of the order data storage means 31 (see FIG. 4).

  The limit / quantity determination processing means 25 determines the limit and quantity of the buy order related to the second issue to be placed on condition of the execution of the sell order related to the first issue in the case of the conditional order type 7. The limit price and quantity are stored in the order data storage means 31 (see FIG. 4). Specifically, the limit / quantity determination processing unit 25 is configured to execute the selling order related to the first brand stored in the order data storage unit 31 (see FIG. 4) at the time of execution of the selling order related to the first brand. The contract amount is calculated by multiplying the contract amount and the contract unit price (if the contract amount is stored in the order data storage unit 31, the contract amount may be read), and the order data storage unit 31 ( The market identification information about the supplier market determined by the supplier market determination processing means 24 is read and read from the “market identifier information of the supplier market” column of the buy order relating to the second issue in FIG. The latest market price data for the second issue in the market of the market identification information is acquired from the market price data storage means 30, and is equal to the acquired market price data or a certain amount (for example, several yen). The limit is determined by the amount, the contract amount of money for sell orders relating to the calculated or the first of the brand read, is divided by the determined limit, to determine the quantity. In this case, the quantity is a multiple of the unit quantity (unit stock), which is the minimum trading unit, and the amount multiplied by the determined limit and quantity does not exceed the contract price for the sell order related to the first issue Determine by range.

  The order data creation processing means 26 is automatically processed by the data stored in the order data storage means 31, that is, by the order reception processing means 22 in accordance with the conditional order type stored in the order data storage means 31 (see FIGS. 3 and 4). Assigned order identification information (order number, etc.), investor identification information (account number, etc.) accepted by the order acceptance processing means 22, brand identification information, quantity, data indicating trading category, limit price (or relative limit price), conditional price The limit price after reaching (or the relative limit price after reaching the conditional price), the market identification information about the supplier market determined by the supplier market determination processing means 24, and the second brand determined by the limit / quantity determination processing means 25 Order data in the form for the market (order identification) for transmission to the market system 60 of the determined market using the limit and quantity of the buy order. Broadcast, investor identification information, brand identification information, real estate division, is intended to run quantity, the process of creating.), Including a limit, such as in the case of a limit order.

  Specifically, the order data creation processing unit 26 determines whether or not the condition is successful if the data indicating the conditional order type stored in the order data storage unit 31 (see FIG. 3) is the conditional order type 1. When it is determined by the processing means 23 that the reverse purchase condition or the reverse sale condition is satisfied, from the “market identification information of the supplier market after reaching the condition price” column of the order data storage means 31 (see FIG. 3). The order identification information (order number) stored in the order data storage means 31 (see FIG. 3) is specified by reading the market identification information about the order place market determined by the order place market determination processing means 24. Etc.), investor identification information (account number, etc.), stock identification information, quantity, data indicating trading category, and limit price after reaching the conditional price (this is the limit when placing an order after reaching the conditional price as a limit order. Order data (order identification information, investor identification information, brand identification information, trade classification), market-oriented format determined by the supplier market determination processing means 24. Including quantity, limit price in the case of limit order, etc.). When the relative limit data after reaching the condition price is stored in the order data storage means 31 (see FIG. 3), that is, when the investor inputs the relative limit data after reaching the condition price, When limit data is designated, in this embodiment, when the closing price of the previous day or the opening price of the current day is determined, the market price data acquisition processing means 21 uses the closing price of the previous day or the opening price of the current day to The limit data after reaching the conditional price is calculated from the relative limit data after reaching, and the calculated limit data after reaching the conditional price is stored in the order data storage means 31 (see FIG. 3). The order data is created using the limit data after reaching the conditional price stored in the data storage means 31. The order data creation processing means 26 uses the closing price of the previous day and the opening price of the current day. Price to calculate the limit data after conditions price reaches a relative limit data after arrival may create order data.

  Further, when the data indicating the conditional order type stored in the order data storage unit 31 (see FIG. 3) is the conditional order type 2, the order data creation processing unit 26 first selects the order reception processing unit. 22 when the order data is received, the brand identification information about the brand related to the order stored in the order data storage means 31 (see FIG. 3) is read and stored in the transaction volume storage means 32 using the read brand identification information as a key. The market identification information that ranks first in terms of the magnitude of the transaction volume for the stock related to the stored order is extracted, and the market of the extracted market identification information is determined as the supplier market of the first order data. Then, the market identification information about the determined supplier market is stored in the “market identifier information of the supplier market” column of the order data storage means 31 (see FIG. 3), and the order data storage Order identification information (order number, etc.), investor identification information (account number, etc.), brand identification information, quantity, data indicating trading category, and limit price (or relative limit) stored in means 31 (see FIG. 3) The first order data in the format for the determined market (including order identification information, investor identification information, brand identification information, trading category, quantity, limit price, etc.) is executed. In the present embodiment, as described above, the market with the largest transaction volume (best execution market) for the issue related to the order is determined as the ordering destination market. The market specified by (1) may be set as the supplier market, or the best execution market determined by a calculation method different from the present embodiment may be set as the supplier market. Further, when relative limit data is stored in the order data storage means 31 (see FIG. 3), that is, when the limit data is designated by the investor by inputting the relative limit data, in the present embodiment, the previous day When the closing price and the opening price for the day are determined, the market price data acquisition processing means 21 calculates the limit data from the relative limit data using the closing price for the previous day and the opening price for the day, and the calculated limit data is the order price. Since it is stored in the data storage means 31 (see FIG. 3), the first order data is created using the limit data stored in the order data storage means 31 in this way, but the order data creation processing means 26 Thus, the first order data may be generated by calculating limit data from the relative limit data using the closing price of the previous day or the opening price of the current day. Next, when the condition success / failure determination processing unit 23 determines that the reverse purchase condition or the reverse sale condition is satisfied, the order data creation processing unit 26 stores “Order” in the order data storage unit 31 (see FIG. 3). From the “Market identification information of destination market” column, the market identification information about the order destination market of the first order data is read to identify the order market of the first order data, and the order data storage means 31 (see FIG. 3). The order cancellation data (including the order identification information) for canceling the first order data is created using the data such as the order identification information stored in FIG. The market identification information about the supplier market of the second order data determined by the supplier market determination processing means 24 is read from the “market identification information of the supplier market after reaching the condition price” column. Order data of the order data stored in the order data storage means 31 (see FIG. 3), investor identification information (account number, etc.), investor identification information (account number, etc.), brand identification information, quantity, Second order data in the format for the market determined by the order-destination market determination processing means 24 using the data indicating the trading category and the limit price (or relative limit price) when placing an order after reaching the conditional price at the limit price (Including order identification information, investor identification information, brand identification information, trade classification, quantity, limit price in the case of limit order, etc.) is executed.

  Further, when the data indicating the conditional order type stored in the order data storage unit 31 (see FIG. 3) is the conditional order type 3, the order data creation processing unit 26 first selects the order reception processing unit. 22 when the order data is received, the brand identification information about the brand related to the order stored in the order data storage means 31 (see FIG. 3) is read and stored in the transaction volume storage means 32 using the read brand identification information as a key. Extract the market identification information that ranks first in terms of the magnitude of the transaction volume for the brand related to the stored order, determine the market of the extracted market identification information as the supplier market of the purchase order data, The market identification information about the determined supplier market is stored in the “market identifier information of the supplier market” column of the purchase order in the order data storage means 31 (see FIG. 3). Order identification information (order number, etc.), investor identification information (account number, etc.), brand identification information, quantity, data indicating trading category, and limit price (or relative) stored in the sentence data storage means 31 (see FIG. 3) Using the limit price), a process of creating purchase order data (including order identification information, investor identification information, brand identification information, trading category, quantity, limit price, etc.) in the determined format for the market is executed. In the present embodiment, as described above, the market with the largest transaction volume (best execution market) for the issue related to the order is determined as the ordering destination market. The market specified by (1) may be set as the supplier market, or the best execution market determined by a calculation method different from the present embodiment may be set as the supplier market. Further, when relative limit data is stored in the order data storage means 31 (see FIG. 3), that is, when the limit data is designated by the investor by inputting the relative limit data, in the present embodiment, the previous day When the closing price or opening price of the day is confirmed, the market price data acquisition processing means 21 calculates the limit data from the relative limit data using the closing price of the previous day or the opening price of the day, and the calculated limit data is Since it is stored in the data storage means 31 (see FIG. 3), the purchase order data is created using the limit data stored in the order data storage means 31 in this way. By using the closing price of the previous day or the opening price of the current day, limit data may be calculated from the relative limit data to create purchase order data. Next, when the purchase order is executed, the order data creation processing unit 26 determines the order destination market determination process from the “market destination information market identification information” column of the sell order in the order data storage unit 31 (see FIG. 3). The order identification stored in the order data storage means 31 (see FIG. 3) is specified by reading the market identification information about the ordering market of the selling order data determined by the means 24 and specifying the ordering market of the selling order data. Information (order number, etc.), investor identification information (account number, etc.), brand identification information, quantity, data indicating trading category, and limit price (or relative limit price) are used and determined by supplier market determination processing means 24. A process of creating sales order data (including order identification information, investor identification information, brand identification information, trade classification, quantity, limit price, etc.) in a format suitable for the market is executed. When relative limit data is stored in the order data storage means 31 (see FIG. 3), that is, when the limit data is designated by the investor by inputting the relative limit data, in the present embodiment, the previous day When the closing price and the opening price of the day are determined, the market price data acquisition processing means 21 calculates the limit data from the relative limit data using the closing price of the previous day and the opening price of the day, or the contract price ( When the unit price is determined, the order processing unit 27 calculates limit data from the relative limit data using the contracted price (unit price) of the buy order, and the calculated limit data is stored in the order data storage unit 31 (FIG. 3). The order data for selling is created using the limit data stored in the order data storage means 31 in this way. By 6, by using the contract price of the opening price or buy order of the previous day's closing price and the day (unit cost), to calculate the limit data from the relative limit price data, may be to create a purchase order data of selling.

  Then, when the data indicating the conditional order type stored in the order data storage unit 31 (see FIG. 3) is the conditional order type 4, the order data creation processing unit 26 first selects the order reception processing unit. 22 when the order data is received, the brand identification information about the brand related to the order stored in the order data storage means 31 (see FIG. 3) is read and stored in the transaction volume storage means 32 using the read brand identification information as a key. Extract the market identification information that ranks first in terms of the magnitude of the transaction volume for the brand related to the stored order, determine the market of the extracted market identification information as the supplier market of the purchase order data, Store the market identification information about the determined supplier market in the “market identifier information of the supplier market” column of the purchase order of the order data storage means 31 (see FIG. 3); Order identification information (order number, etc.), investor identification information (account number, etc.), brand identification information, quantity, data indicating trading category, and limit price (or relative) stored in the sentence data storage means 31 (see FIG. 3) Using the limit price), a process of creating purchase order data (including order identification information, investor identification information, brand identification information, trading category, quantity, limit price, etc.) in the determined format for the market is executed. In the present embodiment, as described above, the market with the largest transaction volume (best execution market) for the issue related to the order is determined as the ordering destination market. The market specified by (1) may be set as the supplier market, or the best execution market determined by a calculation method different from the present embodiment may be set as the supplier market. Next, when the purchase order is executed, the order data creation processing unit 26 determines the order destination market determination process from the “market destination information market identification information” column of the sell order in the order data storage unit 31 (see FIG. 3). The market identification information about the ordering market of the first order data for sale determined by the means 24 is read to identify the ordering market for the first ordering data for sale, and the order data storage means 31 (see FIG. 3). Determines the supplier's market using the order identification information (order number, etc.), investor identification information (account number, etc.), brand identification information, quantity, trading category data, and limit price (or relative limit) stored in A process of creating first order data for sales in a market-oriented format determined by the processing means 24 (including order identification information, investor identification information, brand identification information, trading category, quantity, limit price, etc.) is executed. You . Further, when the condition success / failure determination processing unit 23 determines that the reverse sale condition is satisfied, the order data creation processing unit 26 stores the “order market” in the selling order of the order data storage unit 31 (see FIG. 3). From the “Market Identification Information” column, the market identification information for the ordering market of the selling first ordering data is read to identify the ordering market of the selling first ordering data, and the order data storage means 31 (see FIG. 3). The order cancellation data (including the order identification information) for canceling the first order data for sale is created using the data such as the order identification information stored in), and the order data storage means 31 (see FIG. 3). ) Of the second order data of the selling second order data determined by the supplier market determination processing means 24 from the “market identification information of the supplier market after reaching the conditional price” column of The market identification information of the second order data to be sold is specified, the order market is specified, the order identification information (order number etc.) stored in the order data storage means 31 (see FIG. 3), the investor identification information ( Account number, etc.), brand identification information, quantity, data indicating trading category, and limit price (or relative limit price) when placing orders after reaching the price limit, determined by the supplier market determination processing means 24 Processing for generating second order data for sales in a format for the market (including order identification information, investor identification information, brand identification information, trading category, quantity, limit price in the case of limit order, etc.) .

  Further, when the data indicating the conditional order type stored in the order data storage unit 31 (see FIG. 4) is the conditional order type 5, the order data creation processing unit 26 first performs a conditional success / failure determination process. When it is determined by the means 23 that the reverse purchase condition is satisfied, the ordering destination is determined from the “market identification information of the ordering destination market after reaching the conditional price” column of the purchase order in the order data storage means 31 (see FIG. 4). The order identification information (see FIG. 4) stored in the order data storage means 31 (see FIG. 4) is specified by reading the market identification information about the order destination market determined by the market determination processing means 24 and specifying the ordering market of the purchase order data. Order number, etc.), investor identification information (account number, etc.), brand identification information, quantity, data indicating trading category, and limit price (or conditional price) when placing an order after reaching the conditional price The purchase order data (order identification information, investor identification information, brand identification information, trading category, quantity, limit price) in the market format determined by the supplier market determination processing means 24 using the relative limit price after Including the limit price in the case of order). Next, when the purchase order is executed, the order data creation processing means 26 determines the order destination market determination process from the “market destination market market identification information” column of the sell order in the order data storage means 31 (see FIG. 4). The order identification stored in the order data storage means 31 (see FIG. 4) is specified by reading the market identification information about the ordering market of the selling order data determined by the means 24 and specifying the ordering market of the selling order data. Information (order number, etc.), investor identification information (account number, etc.), brand identification information, quantity, data indicating trading category, and limit price (or relative limit price) are used and determined by supplier market determination processing means 24. A process of creating sales order data (including order identification information, investor identification information, brand identification information, trade classification, quantity, limit price, etc.) in a format suitable for the market is executed.

  Further, when the data indicating the conditional order type stored in the order data storage unit 31 (see FIG. 4) is the conditional order type 6, the order data creation processing unit 26 first performs a conditional success / failure determination process. When it is determined by the means 23 that the reverse purchase condition is satisfied, the ordering destination is determined from the “market identification information of the ordering destination market after reaching the conditional price” column of the purchase order in the order data storage means 31 (see FIG. 4). The order identification information (see FIG. 4) stored in the order data storage means 31 (see FIG. 4) is specified by reading the market identification information about the order destination market determined by the market determination processing means 24 and specifying the ordering market of the purchase order data. Order number, etc.), investor identification information (account number, etc.), brand identification information, quantity, data indicating trading category, and limit price (or conditional price) when placing an order after reaching the conditional price The purchase order data (order identification information, investor identification information, brand identification information, trading category, quantity, limit price) in the market format determined by the supplier market determination processing means 24 using the relative limit price after arrival) Including the limit price in the case of order). Next, when the purchase order is executed, the order data creation processing means 26 determines the order destination market determination process from the “market destination market market identification information” column of the sell order in the order data storage means 31 (see FIG. 4). The market identification information about the ordering market of the selling first ordering data determined by the means 24 is read to specify the ordering market of the selling first ordering data, and the order data storage means 31 (see FIG. 4). Determines the supplier's market using the order identification information (order number, etc.), investor identification information (account number, etc.), brand identification information, quantity, trading category data, and limit price (or relative limit) stored in A process of creating first order data for sales in a market-oriented format determined by the processing means 24 (including order identification information, investor identification information, brand identification information, trading category, quantity, limit price, etc.) is executed. The . Further, when the condition success / failure determination processing unit 23 determines that the reverse sale condition is satisfied, the order data creation processing unit 26 displays the “ordered market” in the selling order of the order data storage unit 31 (see FIG. 4). From the “Market Identification Information” column, the market identification information about the ordering market of the selling first ordering data is read to identify the ordering market of the selling first ordering data, and the order data storage means 31 (see FIG. 4). The order cancellation data (including the order identification information) for canceling the first order data for sale is created using the data such as the order identification information stored in), and the order data storage means 31 (see FIG. 4). ) For the second order data of the second order data of the sale determined by the supplier market determination processing means 24 from the "market identification information of the supplier market after reaching the conditional price" column. The market identification information of the second order data to be sold is specified, the order market is specified, the order identification information (order number etc.) stored in the order data storage means 31 (see FIG. 4), the investor identification information ( Account number, etc.), brand identification information, quantity, data indicating trading category, and limit price (or relative limit price) when placing orders after reaching the price limit, determined by the supplier market determination processing means 24 Processing for generating second order data for sales in a format for the market (including order identification information, investor identification information, brand identification information, trading category, quantity, limit price in the case of limit order, etc.) .

  Then, when the data indicating the conditional order type stored in the order data storage unit 31 (see FIG. 4) is the conditional order type 7, the order data creation processing unit 26 first selects the order reception processing unit. 22 when the order data is received, the brand identification information about the brand related to the order stored in the order data storage means 31 (see FIG. 4) is read, and the trade quantity storage means 32 is used with the read brand identification information as a key. Extract the market identification information that ranks first in terms of the transaction volume for the stock related to the stored order, determine the market of the extracted market identification information as the supplier market of the selling order data, Store the market identification information about the determined supplier market in the “market identifier information of the supplier market” column of the selling order of the order data storage means 31 (see FIG. 4); Order identification information (order number, etc.), investor identification information (account number, etc.), brand identification information, data indicating quantity, trading category, and limit order stored in sentence data storage means 31 (see FIG. 4) Using the limit price (or relative limit price), sell order data in the determined format for the market (including order identification information, investor identification information, brand identification information, trading category, quantity, limit price for limit orders, etc. )) Is executed. In the present embodiment, as described above, the market with the largest transaction volume (best execution market) for the issue related to the order is determined as the ordering destination market. The market specified by (1) may be set as the supplier market, or the best execution market determined by a calculation method different from the present embodiment may be set as the supplier market. Next, when the selling order is executed, the ordering data creation processing means 26 determines the ordering market determination process from the “marketing market market identification information” column of the buying order in the order data storage means 31 (see FIG. 4). The order identification stored in the order data storage means 31 (see FIG. 4) is specified by reading the market identification information about the order place market of the purchase order data determined by the means 24 and specifying the order place market of the purchase order data. Format for market determined by supplier market determination processing means 24 using information (order number, etc.), investor identification information (account number, etc.), brand identification information, quantity, data indicating trading category, and limit price The process of creating purchase order data (including order identification information, investor identification information, brand identification information, trade classification, quantity, limit price, etc.) is executed.

  The order processing unit 27 transmits the order data or the order cancellation data for any market created by the order data creation processing unit 26 to the corresponding market system 60 via the dedicated line 3 or the network 1. Is to execute. Further, the order processing means 27 executes contract data (order identification information, investor identification information, brand identification information, trade classification, contract, etc.) transmitted from the market system 60 of the supplier market via the dedicated line 3 or the network 1. And the received contract data is stored in the order data storage means 31 (see FIGS. 3 and 4) in association with the order data with the same order identification information. Execute the process. Further, the order processing means 27 is the original order (branch number) when the data indicating the conditional order types stored in the order data storage means 31 (see FIGS. 3 and 4) is the conditional order types 3 to 7. When 1) is executed, a process of setting the original order processing completed flag for the subsequent order (branch number 2) (set to “1 (done)”) is executed, whereby the order of branch number 2 is processed. It has come to understand that.

  The market price data storage means 30 stores the market price data of a plurality of markets for each brand acquired from the market price information providing system 50 by the market price data acquisition processing means 21, brand identification information (brand name, brand code, etc.) and market identification information ( It is stored in association with a market code or the like. The opening price data and closing price data acquired by the market price data acquisition processing means 21 are also stored in association with brand identification information (brand name, brand code, etc.) and market identification information (market code, etc.).

  As shown in FIGS. 3 and 4, the order data storage unit 31 includes order identification information (in this embodiment, as an example, a combination of an order number and a branch number assigned according to a conditional order type), an investor Data indicating identification information (account number, etc.) and conditional order type (in this embodiment, seven types of 1 to 7 as an example) Conditional orders stored across two records are processed in advance. Original order processing flag indicating whether or not the original order has been processed, brand identification information (brand code, etc.), quantity data (stock number data), data indicating trading category, normal purchase conditions (below X yen) Buy price when selling) or normal selling conditions (sell when Y Y or more), limit price data for the previous day's close price, relative limit data for the current day's open price, contract price of the original order (Contract price Relative limit price data, conditional price data for determining reverse purchase conditions (buy when it is above X yen) or reverse selling conditions (sell when it is below Y yen), relative conditions to the closing price of the previous day Price data, relative conditional price data for the opening price of the day, relative conditional price data for the contract price of the original order (contract price), limit data when placing an order after reaching the conditional price at the limit price ( It may be abbreviated as “the limit price after reaching”.), Relative limit data for the closing price of the previous day when placing an order after reaching the conditional price, and the current day when placing an order after reaching the conditional price at the limit price Relative limit data for the opening price, relative limit data for the contract price (contract price) of the original order when placing an order after reaching the conditional price at the limit price, and the condition success / failure judgment method For coefficient calculation when data (in this embodiment, four methods 1 to 4 as an example) and when condition success / failure determination method 4 is selected (when the market price of each market is weighted and averaged with weights input by investors) Market identification information and weight (for the number of pairs corresponding to the number of markets dealing with the issue related to the order), reverse purchase conditions (buy when X is over Y) or reverse sales conditions (below Y) Market identification information of the supplier's market in cases other than when placing an order when satisfying (sell when sold), reverse purchase conditions (buy when X or above) or reverse sales conditions (Y or less) In this case, market identification information, contracted amount data, contracted price (unit price) data, etc. of the supplier market after reaching the conditional price when placing an order when satisfying (sell) is satisfied. In this embodiment, there is a conditional order type in which order data is stored across two records. However, all conditional order types may be one record. Further, in this embodiment, for convenience of explanation, the order data storage means 31 stores the order data and the contract data together. However, these may be stored separately as long as they are associated with each other. . In the case of a market order, zero yen is stored in a column that stores limit data.

  As shown in FIG. 2, the transaction volume storage means 32 determines the transaction volume for each brand in each market (in this embodiment, the number of shares, but may be an amount) and the rank of the transaction volume as market identification information. (Market code, etc.) and brand identification information (brand code, etc.) are stored in association with each other. In the present embodiment, the transaction volume for each brand in each market is stored, but the overall transaction volume of each market and its magnitude ranking are stored in association with market identification information (market code, etc.). You may do it.

  In the above description, the order processing server 20 is not limited to one realized by one computer or one CPU, but is realized by performing distributed processing with a plurality of computers or a plurality of CPUs. Also good.

  Each processing means 21 to 27 included in the processing means 20A of the order processing server 20 includes a central processing unit (CPU) provided inside the computer main body constituting the order processing server 20, and an operation procedure of this CPU. It is realized by one or a plurality of programs that define

  Further, each storage means 30, 31, 32 provided in the order processing server 20 is preferably realized by, for example, a hard disk or the like. However, if there is no problem in storage capacity, access speed, etc., ROM, EEPROM Flash memory, RAM, MO, CD-ROM, CD-R, CD-RW, DVD-ROM, DVD-RAM, FD, magnetic tape, or a combination thereof may be employed.

  The investor terminal device 40 is a terminal device operated by an investor and is configured by a computer, and includes an input means such as a mouse and a keyboard, a display device such as a liquid crystal display and a CRT display, and a printing device. Yes.

  The market price information providing system 50 is a system configured by a computer that provides market price data for each brand in each market and a transaction amount for each brand in each market. The market price information providing system 50 may be the market system 60 itself, or may be a system of an information vendor as a secondary information source that distributes market price data obtained from the market system 60, or within a securities company. Other systems may be used. When the market price information providing system 50 is the market system 60 itself, each of the plurality of market systems 60 is the market price information providing system 50. Further, when the market price information providing system 50 is an information vendor system, the system of one information vendor that collectively provides market price data of a plurality of markets may be the market price information providing system 50, or A system of a plurality of information vendors that provide market price data of one or several markets may be the market price information providing system 50.

  The market system 60 is configured by a computer, and is, for example, a stock exchange system or a system of a securities company that forms a PTS market.

  In the present embodiment as described above, processing related to trading orders of securities is performed by the securities trading order system 10 as follows.

  In FIG. 5, the order processing server 20 acquires the transaction amount for each brand in each market from the market price information providing system 50 via the dedicated line 2 or the network 1 by the market price data acquisition processing unit 21. The amount of transaction volume in each market is determined for each brand using the volume, and the acquired transaction volume and the determined rank are associated with market identification information (market code, etc.) and brand identification information (brand code, etc.). The transaction amount storage means 32 (see FIG. 2) stores the transaction amount (step S1). In the present embodiment, the process of step S1 is executed once a day, for example, by nighttime batch processing. However, it may be executed with a finer cycle or may be executed with a slower cycle. In addition, the acquisition time of the transaction amount may be different for each market.

  Subsequently, the market price data acquisition processing means 21 causes the market price information providing system 50 to access a plurality of markets for each brand (all brands handled in this embodiment) via the dedicated line 2 or the network 1. The market price data is acquired, and the acquired market price data is stored in the market price data storage means 30 in association with the brand identification information and the market identification information (step S2). Since the process of step S2 is a process of acquiring the market price data of each market in real time, it is repeatedly executed at least during the witness time of each market.

  Then, the acquisition process of the market price data in step S2 is repeated until the transaction amount acquisition time arrives, and when the transaction amount acquisition time arrives, the process returns to the transaction amount acquisition process in step S1 (step S3).

  <Conditional order type 1>

  In FIG. 6, the investor transmits an order screen display request signal from the investor terminal device 40 to the order processing server 20 via the network 1 when placing an order to buy or sell securities. In the order processing server 20, when the display request signal from the investor terminal device 40 is received by the order reception processing means 22, the display data of the order screen is transmitted to the investor terminal device 40 via the network 1 (step). S11). Then, when the investor selects an order of the conditional order type 1 on the screen of the investor terminal device 40, the order screen 100 (see FIG. 13) is displayed (step S12). Here, the conditional order type 1 is a buy order with a reverse purchase condition of buying when it becomes X Yen (conditional price) or more, or the reverse of selling when it becomes Y Yen (conditional price) or less. It is a selling order with selling conditions. For example, as shown in FIG. 13 and FIG. 3, it is possible to make a purchase order such as buying or buying for 510 yen or less (limit price) or less when the price becomes 500 yen (condition price) or more.

  In FIG. 13, the order screen 100 is provided with a brand input unit 101 for inputting an order brand and a quantity input unit 102 for inputting an order quantity. The order screen 100 also includes a conditional price input unit 111 for inputting X yen (conditional price) when buying when the price becomes X yen (conditional price) or more in (1-1), and after reaching the conditional price. A market selection unit 112 that selects to place an order at market, a limit selection unit 113 that selects to place an order at the limit price after reaching the condition price, and a limit input unit 114 that inputs the limit price after reaching the condition price are provided. Yes.

  Furthermore, in the order screen 100, the relative condition price indicating the relative price of the X yen (condition price) with respect to the closing price of the previous day in the case of buying when it becomes X yen (condition price) or more in (1-2) is input. A relative condition price input unit 121, a market selection unit 122 that selects to place an order after reaching the condition price, a limit selection unit 123 that selects to place an order at the limit price after reaching the condition price, and a condition for the closing price of the previous day A relative limit input unit 124 for inputting a relative limit price indicating the relative price of the limit price after reaching the price is provided.

  In the order screen 100, a relative condition price indicating a relative price of the X yen (condition price) with respect to the opening price of the day in the case of buying when the price becomes X yen (condition price) or more in (1-3). The relative condition price input unit 131 to be input, the market selection unit 132 that selects to place an order at the market price after reaching the condition price, the limit selection unit 133 that selects to place an order at the limit price after reaching the condition price, and the opening price of the day And a relative limit input unit 134 for inputting a relative limit price indicating the relative price of the limit price after reaching the condition price.

  The order screen 100 also includes a condition price input unit 141 for inputting Y yen (condition price) when selling when the price is Y yen (condition price) or less in (2-1), and after the condition price is reached. A market selection unit 142 that selects to place an order by market, a limit selection unit 143 that selects to place an order at the limit price after reaching the condition price, and a limit input unit 144 that inputs the limit price after reaching the condition price are provided. Yes.

  Furthermore, on the order screen 100, in (2-2), a relative conditional price indicating the relative price of the Y yen (conditional price) with respect to the closing price of the previous day when selling when the price becomes Y yen (conditional price) or less is input. A relative condition price input unit 151, a market selection unit 152 that selects to place an order at the market price after reaching the condition price, a limit selection unit 153 that selects to place an order at the limit price after reaching the condition price, and a condition for the closing price of the previous day A relative limit input unit 154 for inputting a relative limit price indicating the relative price of the limit price after reaching the price is provided.

  In the order screen 100, a relative condition price indicating a relative price of Y yen (condition price) with respect to the opening price of the day in the case of selling when it becomes Y yen (condition price) or less in (2-3). The relative condition price input unit 161 to be input, the market selection unit 162 that selects to order by market after reaching the condition price, the limit selection unit 163 that selects to order by limit after reaching the condition price, and the opening price of the day And a relative limit input unit 164 for inputting a relative limit price indicating the relative price of the limit price after reaching the conditional price.

  Further, the order screen 100 includes a condition success / failure determination method 1 selection unit 171 for selecting that a condition is satisfied when the market price of any market reaches a condition price as a condition success / failure determination method, and an order. A condition success / failure determination method 2 selection unit 172 for selecting that a condition that satisfies a condition when a value obtained by simply averaging the market prices of all markets that handle brands reaches the condition price, and the market prices of all markets that handle the ordered brands are traded. Conditional success / failure determination method 3 selection unit 173 for selecting that a condition weighted by a weighted average value reaches a conditional price, and the market value of all markets that handle the ordered issues with the weight input by the investor Order is selected when the condition success / failure determination method 4 selection unit 174 and the condition success / failure determination method 4 selection unit 174 are selected to satisfy the condition when the weighted average value reaches the condition price. A weight input unit 175 for inputting a weight of each market handling patterns, and "send" button 180 for sending the entered data to the order processing server 20 is provided. The weight input section 175 is displayed for the number of markets that handle the ordered brands, and the brand display on the left side of each weight input section 175 is automatically displayed by the system when the brand is input to the brand input section 101. Done.

  In the order screen 100 of FIG. 13, when an investor performs selection at each selection unit and input at each input unit and presses the “Send” button 180, the input order data (brand identification information on the order brand) , Order quantity, trading category, conditional price or relative conditional price, limit price or relative limit price when placing an order after reaching the conditional price, selection information on condition success / failure determination method, market identification information and weight for coefficient calculation, etc.) Is transmitted to the order processing server 20 via the network 1 (step S13 in FIG. 6). In addition, although investor identification information (account number etc.) is input in an earlier stage, you may make it input here.

  Subsequently, in the order processing server 20, the order data (brand identification information about the order brand, order quantity, trade classification, conditional price) transmitted from the investor terminal device 40 via the network 1 by the order reception processing means 22 is displayed. Or the relative conditional price, the limit price or relative limit price when placing an order after reaching the conditional price, the selection information of the condition success / failure determination method, the market identification information for calculating the coefficient, the weight, etc.). Order identification information (order number) is automatically given to the order data, and the order data is stored in the order data storage means 31 (see FIG. 3) in association with the order identification information and the investor identification information (step S14).

  Then, according to the data indicating the condition success / failure determination method selected by the investor stored in the order data storage means 31 (see FIG. 3) by the condition success / failure determination processing means 23, the current market price is X yen (condition price for purchase). ) It is determined whether or not the reverse purchase condition that it is above or the reverse sale condition that the current market price is Y yen (condition price for sale) or less is satisfied (step S15).

  That is, in the case of the condition success / failure determination method 1, the condition price data stored in the order data storage means 31 (see FIG. 3) and the market price data acquired by the market price data acquisition processing means 21 by the condition success / failure determination processing means 23. By comparing the latest market price data of all markets with respect to the order brands stored in the data storage means 30 respectively, the market price data of any market is a reverse purchase condition of X yen (condition price) or more, Alternatively, it is determined whether or not the reverse selling condition of Y yen (conditional price) or less is satisfied (step S15). In the present embodiment, when the relative condition price data is stored in the order data storage means 31 (see FIG. 3), that is, when the investor inputs the relative condition price data and specifies the condition price data. When the closing price of the previous day, the opening price of the day, and the contract price of the original order are fixed, the closing price of the previous day, the opening price of the current day, and the contract price of the original order are used by the market price data acquisition processing means 21 and the order processing means 27. Thus, the condition price data is calculated from the relative condition price data, and the calculated condition price data is stored in the order data storage means 31 (see FIGS. 3 and 4). The stored condition price data may be compared with the market price data of each market. The same applies to the following condition success / failure determination methods 2, 3, and 4.

  Also, in the case of the condition success / failure determination method 2, the condition value determination processing means 23 makes the judgment value data by simply averaging the latest market price data of all the markets for the order brands stored in the market price data storage means 30. Is calculated, and the condition price data stored in the order data storage means 31 (see FIG. 3) is compared with the calculated determination value data, so that the decision value data is equal to or more than X yen (condition price). It is determined whether or not the selling condition or the reverse selling condition of Y yen (condition price) or less is satisfied (step S15).

  Further, in the case of the condition success / failure determination method 3, the condition success / failure determination processing means 23 uses the transaction amount of each market for the order stock stored in the transaction amount storage means 32 (see FIG. 2) to calculate the transaction amount. Calculate the coefficient to multiply the market price data of each market in proportion, and calculate the judgment value data by weighted average of the latest market price data of all the markets for the order brands stored in the market price data storage means 30 by the transaction volume Then, by comparing the condition price data stored in the order data storage means 31 (see FIG. 3) with the calculated determination value data, the reverse purchase condition that the determination value data is equal to or more than X yen (condition price). It is determined whether or not the reverse selling condition of Y yen (condition price) or less is satisfied (step S15).

  In the case of the condition success / failure determination method 4, the condition success / failure determination processing means 23 uses the weight data of each market that handles the order brand stored in the order data storage means 31 (see FIG. 3) as weight data. Calculate the coefficient to multiply the market price data of each market in proportion, and calculate the judgment value data by weighted average of the latest market price data of all the markets for the order brands stored in the market price data storage means 30 with the weight data Then, by comparing the condition price data stored in the order data storage means 31 (see FIG. 3) with the calculated determination value data, the reverse purchase condition that the determination value data is equal to or more than X yen (condition price). It is determined whether or not the reverse selling condition of Y yen (condition price) or less is satisfied (step S15).

  If the condition is not satisfied, the process of step S15 is repeated. If the condition is satisfied, the process proceeds to the next process (step S16).

  If the condition success / failure determination processing means 23 determines that the reverse purchase condition of X yen (condition price) or more or the reverse sale condition of Y yen (condition price) or less is satisfied, the supplier market determination processing means 24, at the time of the determination, in the case of a buy order, the market which is the cheapest market value data for the order brand is judged and determined as the supplier market, and in the case of a sell order, the highest for the order brand The market which is the market price data is judged and determined as the supplier market, and the market identification information about the determined market is stored in the “market of the supplier market after reaching the conditional price” in the order data storage means 31 (see FIG. 3). It is stored in the “identification information” column (step S17).

  Thereafter, the order data creation processing means 26 determines the order determined by the order destination market determination processing means 24 from the “market identification information of the order destination market after reaching the conditional price” column of the order data storage means 31 (see FIG. 3). Order identification information (order number), investor identification information (account number, etc.) stored in the order data storage means 31 (refer to FIG. 3), investor identification information, etc. The format for the market determined by the order-destination market determination processing means 24 using the identification information, the quantity, the data indicating the trading category, the limit price or the relative limit price when placing an order after reaching the conditional price in the limit order, etc. Order data (including order identification information, investor identification information, brand identification information, trading category, quantity, limit price in the case of limit order, etc.) is created (step S18). When the relative limit data after reaching the condition price is stored in the order data storage means 31 (see FIG. 3), that is, when the investor inputs the relative limit data after reaching the condition price, When limit data is designated, in this embodiment, when the closing price of the previous day and the opening price of the current day are determined, the market price data acquisition processing means 21 uses the closing price of the previous day and the opening price of the current day to The limit data after reaching the conditional price is calculated from the relative limit data after reaching, and the calculated limit data after reaching the conditional price is stored in the order data storage means 31 (see FIG. 3). The order data may be created using the limit data after reaching the conditional price stored in the data storage unit 31.

  Subsequently, the order processing means 27 transmits the order data in the format for any market created by the order data creation processing means 26 to the corresponding market system 60 through the dedicated line 3 or the network 1 (step). S19). Thereafter, the contract data (order identification information, investor identification information, brand identification information, trade classification, contract, etc.) transmitted from the market system 60 of the supplier market via the dedicated line 3 or the network 1 by the order processing means 27. Including the unit price, contract amount, etc.), and the received contract data is stored in the order data storage means 31 (see FIG. 3) in association with the order data with the same order identification information (step S20). ).

  <Conditional order type 2>

  In FIG. 7, an investor transmits an order screen display request signal from the investor terminal device 40 to the order processing server 20 via the network 1 when placing an order for buying and selling securities. In the order processing server 20, when the display request signal from the investor terminal device 40 is received by the order reception processing means 22, the display data of the order screen is transmitted to the investor terminal device 40 via the network 1 (step). S31). Then, when the investor selects an order of the conditional order type 2 on the screen of the investor terminal device 40, an order screen 200 (see FIG. 14) is displayed (step S32). Here, Conditional Order Type 2 is a purchase with a reverse purchase condition of buying when it becomes Y Yen (conditional price) or more together with a normal purchase condition of buying when X Yen (limit price) or less 2 condition combination orders, or selling with a reverse selling condition of selling when it becomes less than W yen (condition price) together with the normal selling condition of selling when it exceeds Z yen (limit price) It is a condition combination order. For example, as shown in FIG. 14 and FIG. 3, when it becomes 500 yen (condition price) or more together with a normal purchase condition of buying when it becomes 350 yen (limit price) or less, it is completed or 510 yen (limit price) or less You can place a buy two-condition combination order with a reverse purchase condition.

  In FIG. 14, the order screen 200 is provided with a brand input unit 201 for inputting an order brand and a quantity input unit 202 for inputting an order quantity. The order screen 200 also includes a limit input unit 211 for inputting an X yen (limit price) when buying when the price is less than or equal to an X yen (limit price) in (1-1), and the Y price (condition price) or more. A condition price input unit 212 for inputting Y yen (condition price) when buying when the price reaches the limit, a market selection unit 213 for selecting to order by market after reaching the condition price, and ordering at the limit after reaching the condition price A limit price selection unit 214 that selects the limit price, and a limit price input unit 215 that inputs the limit price after reaching the condition price are provided.

  Furthermore, on the order screen 200, the relative limit price for inputting the relative limit price indicating the relative price of the X yen (limit price) with respect to the closing price of the previous day when buying when the price is lower than the X yen (limit price) in (1-2) An input unit 221, a relative condition price input unit 222 for inputting a relative condition price indicating a relative price of Y yen (condition price) with respect to the closing price of the previous day when buying when Y yen (condition price) is exceeded, and a condition The market selection unit 223 that selects to place an order by market after reaching the price, the limit selection unit 224 that selects to place an order at the limit price after reaching the condition price, and the relative price of the limit price after reaching the closing price on the previous day A relative limit input unit 225 for inputting the relative limit price is provided.

  Then, in the order screen 200, in (1-3), a relative limit value indicating a relative price of the X yen (limit price) with respect to the opening price of the day in the case of buying when the price is less than or equal to the X yen (limit price) is input. A limit price input unit 231, a relative condition price input unit 232 for inputting a relative condition price indicating a relative price of Y yen (condition price) with respect to the opening price of the day when buying when the price becomes Y yen (condition price) or more, , A market selection unit 233 that selects to place an order at the market price after reaching the condition price, a limit selection unit 234 that selects to place an order at the limit price after reaching the condition price, and the relative of the limit price after the condition price reaches the opening price of the day A relative limit input unit 235 for inputting a relative limit price indicating a price is provided.

  Further, the order screen 200 includes a limit input unit 241 for inputting the Z yen (limit price) when selling when the price is higher than the Z yen (limit price) in (2-1), and the W price (condition price) or less. A conditional price input unit 242 for inputting W yen (condition price) when selling at the time of selling, a market selection unit 243 for selecting to order by market after reaching the condition price, and ordering at a limit after reaching the condition price There is a limit price selection unit 244 that selects the limit price, and a limit price input unit 245 that inputs the limit price after reaching the condition price.

  Further, in the order screen 200, the relative limit price for inputting the relative limit price indicating the relative price of the Z yen (limit price) with respect to the closing price of the previous day when selling when the price becomes higher than the Z yen (limit price) in (2-2). An input unit 251, a relative condition price input unit 252 for inputting a relative condition price indicating a relative price of the W yen (condition price) with respect to the closing price of the previous day when selling when the price is equal to or less than W yen (condition price), and a condition A market selection unit 253 that selects to place an order at the market price after reaching the price, a limit selection unit 254 that selects to place an order at the limit price after reaching the condition price, and a relative price of the limit price after reaching the closing price on the previous day A relative limit input unit 255 for inputting the relative limit price is provided.

  Then, on the order screen 200, in (2-3), a relative limit value indicating a relative price of the Z yen (limit price) with respect to the opening price of the day when selling when the price becomes equal to or higher than the Z yen (limit price) is entered. A limit price input unit 261, and a relative condition price input unit 262 for inputting a relative condition price indicating a relative price of the W yen (condition price) with respect to the opening price of the day when selling when the price is lower than the W yen (condition price). The market selection unit 263 that selects to place an order at the market price after reaching the condition price, the limit selection unit 264 that selects to place an order at the limit price after reaching the condition price, and the relative of the limit price after the price reaches the current price A relative limit input unit 265 for inputting a relative limit price indicating a price is provided.

  In addition, the order screen 200 includes a condition success / failure determination method 1 selection unit 271 that selects a condition to be satisfied when the market price of any market reaches a condition price as a condition success / failure determination method, and an order. A condition success / failure determination method 2 selection unit 272 for selecting that a condition that satisfies a condition when a value obtained by simply averaging the market prices of all markets that handle brands reaches the conditional price, and the market prices of all markets that handle the ordered brands are traded. A condition success / failure determination method 3 selection unit 273 that selects that a condition obtained when a weighted average value by a quantity reaches a condition price, and a market price of all markets that handle the order brands with a weight input by the investor Order is selected when the condition success / failure determination method 4 selection unit 274 and the condition success / failure determination method 4 selection unit 274 are selected to satisfy the condition when the weighted average value reaches the condition price. A weight input unit 275 to input the weight of each market to handle the handle, and the "send" button 280 for sending the input data to the order processing server 20 is provided. The weight input section 275 is displayed for the number of markets that handle the ordered brands, and the brand display on the left side of each weight input section 275 is automatically displayed by the system when the brand input to the brand input section 201 is performed. Done.

  In the order screen 200 of FIG. 14, when the investor performs selection at each selection unit and input at each input unit and presses the “Send” button 280, the input order data (brand identification information on the order brand) , Order quantity, buy / sell category, limit price or relative limit price to determine normal purchase condition or normal sale condition, condition price or relative condition price to determine reverse purchase condition or reverse sale condition, after reaching the condition price The limit price or relative limit price when placing an order with the limit price, selection information of the condition success / failure determination method, market identification information for coefficient calculation and weight, etc.) are transmitted to the order processing server 20 via the network 1 (FIG. 7). Step S33). In addition, although investor identification information (account number etc.) is input in an earlier stage, you may make it input here.

  Subsequently, in the order processing server 20, order data (brand identification information about the order brand, order quantity, trade classification, normal purchase) transmitted from the investor terminal device 40 via the network 1 by the order reception processing means 22. Limit price or relative limit price to determine the terms or conditions of normal sale, condition price or relative condition price to determine the reverse purchase condition or reverse sale conditions, limit price when placing orders after reaching the condition price or limit price or Relative limit price, condition success / failure determination method selection information, market identification information for coefficient calculation, weights, etc.) are received, order identification information (order number) is automatically added to the received order data, and the order data is Then, it is stored in the order data storage means 31 (see FIG. 3) in association with the order identification information and the investor identification information (step S34).

  Then, the order data creation processing means 26 reads the brand identification information about the brand related to the order stored in the order data storage means 31 (see FIG. 3), and uses the read brand identification information as a key to store the transaction amount storage means 32 ( (See FIG. 2) The market identification information in which the order of magnitude of transactions for the order brands stored in (1) is first ranked is extracted, and the market of the extracted market identification information is designated as the supplier market of the first order data. And the market identification information about the determined supplier market is stored in the "market identifier information of the supplier market" column of the order data storage means 31 (see FIG. 3) and the order data storage means 31 (FIG. 3). Order identification information (order number), investor identification information (account number, etc.), brand identification information, quantity, data indicating trading category, and limit price (or relative ) Was used to determine the first order data (order identification information in the form of markets, investor identification information, brand identification information, buying and selling category, quantity, including the limit price, and the like.) To create a (step S35).

  In the present embodiment, as described above, the market with the highest transaction volume (best execution market) is determined as the supplier market as described above, but it is specified by the investor instead of the predetermined market. The selected market may be the supplier market, or the best execution market determined by a calculation method different from the present embodiment may be the supplier market. Further, when relative limit data is stored in the order data storage means 31 (see FIG. 3), that is, when the limit data is designated by the investor by inputting the relative limit data, in the present embodiment, the previous day When the closing price or opening price of the day is confirmed, the market price data acquisition processing means 21 calculates the limit data from the relative limit data using the closing price of the previous day or the opening price of the day, and the calculated limit data is Since it is stored in the data storage means 31 (see FIG. 3), the first order data may be created using the limit data stored in the order data storage means 31 in this way.

  Subsequently, the order processing means 27 transmits the first order data created by the order data creation processing means 26 to the market system 60 of the relevant order destination market via the dedicated line 3 or the network 1 (step S36). ).

  Then, an order related to the first order data, that is, a purchase order under a normal purchase condition in which it is bought when the price is lower than X yen (limit price), or a normal order to be sold when the price is higher than Z yen (limit price) When the selling order under the selling condition is not executed (when the execution data is not transmitted from the market system 60 of the supplier market), the order success / failure determination processing means 23 makes the order data storage means 31 (FIG. 3), the reverse purchase condition that the current market price is Y yen (condition price for purchase) or more, or the current market price is W It is determined whether or not a reverse selling condition that the price is equal to or less than yen (condition price for selling) is satisfied (step S37). The condition success / failure determination processing by the condition success / failure determination processing means 23 is the same as the process of step S15 in FIG.

  If the condition is not satisfied, the process of step S37 is repeated. If the condition is satisfied, the process proceeds to the next process (step S38).

  If the condition success / failure determination processing means 23 determines that the reverse purchase condition of Y yen (condition price) or more or the reverse sale condition of W yen (condition price) or less is satisfied, the supplier market determination processing means 24, at the time of the decision, in the case of a buy order, the market which is the cheapest market value data for the order brand is judged and determined as the supplier market, and in the case of a sell order, the highest for the order brand The market which is the market price data is determined and determined as the supplier market, and the market identification information about the determined market is stored in the “market of the supplier market after reaching the conditional price” in the order data storage means 31 (see FIG. 3). It is stored in the “identification information” column (step S39).

  Thereafter, the order data creation processing means 26 reads the market identification information about the order destination market of the first order data from the “market identification information of order place market” column of the order data storage means 31 (see FIG. 3). Order cancellation data (order identification) for specifying the ordering market of the first order data and canceling the first order data using data such as order identification information stored in the order data storage means 31 (see FIG. 3) Information etc.) is created (step S40).

  Then, the order processing means 27 transmits the order cancellation data for canceling the first order data created by the order data creation processing means 26 to the market system 60 of the relevant order destination market via the dedicated line 3 or the network 1. (Step S41).

  Subsequently, the order data creation processing means 26 determines the order destination market determination processing means 24 from the “market identification information of the order destination market after reaching the conditional price” column of the order data storage means 31 (see FIG. 3). The order identification information (order number) stored in the order data storage means 31 (see FIG. 3) is specified by reading the market identification information about the order destination market in the second order data and specifying the order market in the second order data. ), Investor identification information (account number, etc.), brand identification information, quantity, data indicating trading category, and limit price (or relative limit price) when placing orders after reaching the conditional price. Second order data in the format for the market determined by the determination processing means 24 (including order identification information, investor identification information, brand identification information, trading category, quantity, limit price in the case of limit order, etc.). It is formed (step S42).

  Then, the order processing means 27 transmits the second order data created by the order data creation processing means 26 to the market system 60 of the relevant order destination market via the dedicated line 3 or the network 1 (step S43). . Thereafter, the contract data (order identification information, investor identification information, brand identification information, trade classification, contract, etc.) transmitted from the market system 60 of the supplier market via the dedicated line 3 or the network 1 by the order processing means 27. The received contract data is stored in the order data storage means 31 (see FIG. 3) in association with the order data with the same order identification information (step S44). ).

  <Conditional order type 3>

  In FIG. 8, an investor transmits an order screen display request signal from the investor terminal device 40 to the order processing server 20 via the network 1 when placing an order to buy or sell securities. In the order processing server 20, when the display request signal from the investor terminal device 40 is received by the order reception processing means 22, the display data of the order screen is transmitted to the investor terminal device 40 via the network 1 (step). S51). Then, when the investor selects an order of the conditional order type 3 on the screen of the investor terminal device 40, an order screen 300 (see FIG. 15) is displayed (step S52). Here, in the conditional order type 3, when a buy order is made under a normal purchase condition in which a purchase is made when the price is less than or equal to X yen (limit price), the brand related to the buy order is Y yen after the purchase order is executed. This is a case of reserving a selling order under a normal selling condition of selling when the limit price is exceeded. For example, as shown in FIG. 15 and FIG. 3, when a buy order is made to buy when the price is 470 yen (limit) or less, the sale is performed when the purchased brand α is sold to 530 yen (limit) or more. You can reserve an order.

  In FIG. 15, the order screen 300 is provided with a brand input unit 301 for inputting an order brand and a quantity input unit 302 for inputting an order quantity. In addition, the order screen 300 has a limit input unit 311 for inputting an X yen (limit price) when buying when the price is lower than the X yen (limit price) in (1), and the Y price (limit price) or higher. There is a limit input unit 312 for inputting a Y-yen (limit price) when selling sometimes.

  Furthermore, in the order screen 300, a relative limit input unit for inputting a relative limit price indicating the relative price of the X yen (limit price) with respect to the previous day's closing price when buying when the price is lower than the X yen (limit price) in (2) 321 and a relative limit input unit 322 for inputting a relative limit price indicating a relative price of the Y yen (limit price) with respect to the closing price of the previous day when selling when the price becomes Y yen (limit price) or more.

  In the order screen 300, the relative limit input for inputting the relative limit price indicating the relative price of the X yen (limit price) with respect to the opening price of the day in the case of purchasing when the price is lower than the X yen (limit price) in (3). And a relative limit input unit 332 for inputting a relative limit price indicating a relative price of the Y yen (limit price) with respect to the opening price of the day when selling when the price becomes Y yen (limit price) or more.

  In addition, the order screen 300 has a limit input unit 341 for inputting an X yen (limit price) when buying when the price is lower than the X yen (limit price) in (4), and the Y price (limit price) or higher. A relative limit input unit 342 for inputting a relative limit price indicating a relative price of Y yen (limit price) with respect to a contract price (unit price) of a buy order when sometimes selling is provided.

  Further, in the order screen 300, a relative limit input unit for inputting a relative limit price indicating a relative price of the X yen (limit price) with respect to the closing price of the previous day in the case of buying when the price is lower than the X yen (limit price) in (5). 351 and a relative limit input unit 352 for inputting a relative limit price indicating a relative price of the Y yen (limit price) with respect to a contract price (unit price) of a buy order when selling when the price becomes Y yen (limit price) or more. ing.

  In the order screen 300, the relative limit input for inputting the relative limit price indicating the relative price of the X yen (limit price) with respect to the opening price of the day in the case of purchasing when the price is lower than the X yen (limit price) in (6). 361 and a relative limit input unit 362 for inputting a relative limit indicating a relative price of the Y yen (limit price) with respect to a contract price (unit price) of a buy order when selling when the price becomes Y yen (limit price) or more. It has been. In addition, the order screen 300 is provided with a “send” button 370 for sending the input data to the order processing server 20.

  In the order screen 300 of FIG. 15, when the investor performs input at each input unit and presses the “Send” button 370, the input order data (brand identification information about the order brand, order quantity, trade classification, The limit price or relative limit price for determining the normal purchase conditions, the limit price or relative limit price for determining the normal selling conditions, etc.) are transmitted to the order processing server 20 via the network 1 (step S53 in FIG. 8). In addition, although investor identification information (account number etc.) is input in an earlier stage, you may make it input here.

  Subsequently, in the order processing server 20, the order reception processing means 22 orders data transmitted from the investor terminal device 40 via the network 1 (brand identification information about the order brand, order quantity, trade classification, normal purchase). Receiving limit price or relative limit price to determine the terms of interest, limit price or relative limit price to determine the normal selling conditions, etc.) and automatically receiving the order identification information (order number and branch number) in the received order data The order data is stored in the order data storage means 31 (see FIG. 3) in association with the order identification information and the investor identification information (step S54).

  Then, the order data creation processing means 26 reads the brand identification information for the order brand stored in the order data storage means 31 (see FIG. 3), and the transaction volume storage means 32 (FIG. 2) using the read brand identification information as a key. The market identification information that ranks first in terms of the volume of transactions for the order stock stored in (Ref.) Is extracted, and the market of the extracted market identification information is determined as the supplier market of the purchase order data. Then, the market identification information about the determined supplier market is stored in the “market identifier information of the supplier market” column of the purchase order (branch number 1) of the order data storage means 31 (see FIG. 3) and the order data is stored. Order identification information (order number, etc.) stored in the means 31 (see FIG. 3), investor identification information (account number, etc.), brand identification information, quantity, data indicating trading category, and Using the value (or relative limit price), create purchase order data (including order identification information, investor identification information, brand identification information, trading category, quantity, limit price, etc.) in the format for the determined market (including Step S55).

  In the present embodiment, as described above, the market with the highest transaction volume (best execution market) is determined as the supplier market as described above, but it is specified by the investor instead of the predetermined market. The selected market may be the supplier market, or the best execution market determined by a calculation method different from the present embodiment may be the supplier market. Further, when relative limit data is stored in the order data storage means 31 (see FIG. 3), that is, when the limit data is designated by the investor by inputting the relative limit data, in the present embodiment, the previous day When the closing price or opening price of the day is confirmed, the market price data acquisition processing means 21 calculates the limit data from the relative limit data using the closing price of the previous day or the opening price of the day, and the calculated limit data is Since it is stored in the data storage means 31 (see FIG. 3), the purchase order data may be created using the limit data stored in the order data storage means 31 in this way.

  Subsequently, the purchase order data created by the order data creation processing means 26 is transmitted by the order processing means 27 to the market system 60 of the relevant order destination market via the dedicated line 3 or the network 1 (step S56). . Thereafter, the contract data (order identification information, investor identification information, brand identification information, trade classification, contract, etc.) transmitted from the market system 60 of the supplier market via the dedicated line 3 or the network 1 by the order processing means 27. The received contract data is stored in the order data storage unit 31 (see FIG. 3) in correspondence with the order data with the same order identification information (step S57). ).

  Then, the supplier market determination processing means 24 determines the market that has the highest market value data for the order brand at the time of execution of the purchase order, determines the market as the supplier market, and provides the market identification information for the determined market, The sales data (branch number 2) in the order data storage means 31 (see FIG. 3) is stored in the “market identification information of the supplier market” column (step S58).

  Subsequently, the ordering data creation processing means 26 uses the ordering market determination processing means 24 from the “marketing information of the ordering market” column of the selling order (branch number 2) in the order data storage means 31 (see FIG. 3). Order identification information (orders) stored in the order data storage means 31 (refer to FIG. 3) is specified by reading market identification information on the ordering market of the determined selling order data and specifying the ordering market of the selling order data. Number, etc.), investor identification information (account number, etc.), brand identification information, quantity, data indicating trading category, and limit price (or relative limit), and for the market determined by the supplier market determination processing means 24 Sales order data (including order identification information, investor identification information, brand identification information, trade classification, quantity, limit price, etc.) is created (step S59).

  When relative limit data is stored in the order data storage means 31 (see FIG. 3), that is, when the limit data is designated by the investor by inputting the relative limit data, in the present embodiment, the previous day When the closing price and the opening price of the day are determined, the market price data acquisition processing means 21 calculates the limit data from the relative limit data using the closing price of the previous day and the opening price of the day, or the contract price ( When the unit price is determined, the order processing unit 27 calculates limit data from the relative limit data using the contracted price (unit price) of the buy order, and the calculated limit data is stored in the order data storage unit 31 (FIG. 3). Therefore, the selling order data may be created using the limit data stored in the order data storage means 31 in this way.

  Then, the order processing means 27 transmits the sales order data created by the order data creation processing means 26 to the market system 60 of the relevant ordering market via the dedicated line 3 or the network 1 (step S60). Thereafter, the contract data (order identification information, investor identification information, brand identification information, trade classification, contract, etc.) transmitted from the market system 60 of the supplier market via the dedicated line 3 or the network 1 by the order processing means 27. The received contract data is stored in the order data storage means 31 (see FIG. 3) in correspondence with the order data with the same order identification information (step S61). ).

  <Conditional order type 4>

  In FIG. 9, an investor transmits an order screen display request signal from the investor terminal device 40 to the order processing server 20 via the network 1 when placing an order to buy or sell securities. In the order processing server 20, when the display request signal from the investor terminal device 40 is received by the order reception processing means 22, the display data for the order screen is transmitted to the investor terminal device 40 via the network 1 (step 1). S71). Then, when the investor selects an order of the conditional order type 4 on the screen of the investor terminal device 40, an order screen 400 (see FIG. 16) is displayed (step S72). Here, in the conditional order type 4, when a purchase order is made under a normal purchase condition in which the purchase is made when the price is less than or equal to X yen (limit price), the brand related to the purchase order is Y yen after the purchase order is executed. Reserving a sell order under the normal selling condition of selling when the limit price exceeds the limit price, and selling when the stock related to the buy order falls below Z yen (conditional price) after the purchase order is executed This is a case of making a reservation for a selling order under the reverse selling condition. For example, as shown in FIG. 16 and FIG. 3, when a purchase order is made to buy when the price falls below 350 yen (limit price), the sale that sells the bought brand α when the price becomes 450 yen (limit price) or more. In addition to reserving an order, it is also possible to reserve a sell order that sells at a price of 315 yen (limit price) or more when the purchased brand α becomes 320 yen (conditional price) or less.

  In FIG. 16, the order screen 400 is provided with a brand input unit 401 for inputting an order brand and a quantity input unit 402 for inputting an order quantity. The order screen 400 also includes (1) a buy order, (1-1) a limit input unit 411 for inputting an X yen (limit price) when buying when the price is less than or equal to X yen (limit price); 1-2) A relative limit input unit 412 for inputting a relative limit price indicating a relative price of the X yen (limit price) with respect to the closing price of the previous day in the case of buying when the price is less than or equal to X yen (limit price), and (1-3) X There is provided a relative limit input unit 413 for inputting a relative limit price indicating a relative price of the X yen (limit price) with respect to the opening price of the day when buying when the price becomes less than the yen (limit price).

  In addition, on the order screen 400, (2) For a sell order after a buy order is established, enter Y yen (limit price) when selling when it becomes Y yen (limit price) or more in (2-1) The limit price input unit 421 to be selected, the condition price input unit 422 to input the Z yen (condition price) when selling when the price is less than or equal to the Z yen (condition price), and ordering by market after reaching the condition price A market selection unit 423, a limit selection unit 424 that selects to place an order at the limit price after reaching the condition price, and a limit input unit 425 that inputs the limit price after reaching the condition price are provided.

  Furthermore, on the order screen 400, the relative limit value for inputting the relative limit price indicating the relative price of the Y yen (limit price) with respect to the closing price of the previous day when selling when the price becomes Y yen (limit price) or more in (2-2). An input unit 431, a relative condition price input unit 432 that inputs a relative condition price indicating a relative price of the Z yen (condition price) with respect to the closing price of the previous day when selling when the price is less than or equal to Z yen (condition price), and a condition A market selection unit 433 that selects to place an order at the market price after reaching the price, a limit selection unit 434 that selects to place an order at the limit price after reaching the price, and a relative price of the limit price after reaching the closing price on the previous day A relative limit input unit 435 for inputting the relative limit price is provided.

  Then, on the order screen 400, in (2-3), a relative limit value indicating a relative price of the Y yen (limit price) with respect to the opening price of the day when selling when the price becomes Y yen (limit price) or more is entered. A limit price input unit 441, and a relative condition price input unit 442 for inputting a relative condition price indicating a relative price of the Z yen (condition price) with respect to the opening price of the day when selling when the price becomes lower than the Z yen (condition price). The market selection unit 443 that selects to place an order at the market price after reaching the condition price, the limit selection unit 444 that selects to place an order at the limit price after reaching the condition price, and the relative of the limit price after the condition price arrives to the opening price of the day A relative limit input unit 445 for inputting a relative limit price indicating a price is provided.

  The order screen 400 also shows a relative limit indicating the relative price of the Y yen (limit price) with respect to the contract price (unit price) of the buy order when selling when the price becomes Y yen (limit price) or higher in (2-4). Relative limit price input unit 451 for inputting, and a relative conditional price indicating the relative price of Z yen (conditional price) with respect to the contract price (unit price) of a buy order when selling when the price is lower than Z yen (conditional price) A relative condition price input unit 452, a market selection unit 453 that selects to place an order by market after reaching the condition price, a limit selection unit 454 that selects to place an order at the limit price after reaching the condition price, and the contract price of the buy order A relative limit input unit 455 for inputting a relative limit price indicating a relative price of the limit price after reaching the condition price with respect to (unit price) is provided.

  Further, the order screen 400 includes a condition success / failure determination method 1 selection unit 461 for selecting that a condition is satisfied when the market price of any market reaches a condition price as a condition success / failure determination method, and an order. A condition success / failure determination method 2 selection unit 462 for selecting that a condition that satisfies a condition when a value obtained by simply averaging the market prices of all markets that handle brands reaches the conditional price, and the market prices of all markets that handle the ordered brands are traded. Conditional success / failure determination method 3 selection unit 463 for selecting that the condition that the condition weighted by the weighted average value reaches the condition price, and the market price of all the markets that handle the order issues with the weight input by the investor Order is selected when the condition success / failure determination method 4 selection unit 464 and the condition success / failure determination method 4 selection unit 274 are selected to satisfy the condition when the weighted average value reaches the condition price. A weight input unit 465 to input the weight of each market to handle the handle, and the "send" button 470 for sending the input data to the order processing server 20 is provided. The weight input section 465 is displayed for the number of markets that handle the ordered brands, and the brand display on the left side of each weight input section 465 is automatically displayed by the system when the brand is input to the brand input section 401. Done.

  In the order screen 400 of FIG. 16, when the investor performs selection at each selection unit and input at each input unit and presses the “Send” button 470, the entered order data (brand identification information on the order brand) , Order quantity, buy / sell category, limit or relative limit for determining normal purchase conditions, limit or relative limit for determining normal selling conditions, conditional price or relative conditional price for determining reverse selling conditions, conditional price The limit price or relative limit price when placing an order after arrival at the limit price, selection information of the condition success / failure determination method, market identification information for calculating the coefficient and weight, etc.) are transmitted to the order processing server 20 via the network 1 ( Step S73 in FIG. 9). In addition, although investor identification information (account number etc.) is input in an earlier stage, you may make it input here.

  Subsequently, in the order processing server 20, the order reception processing means 22 orders data transmitted from the investor terminal device 40 via the network 1 (brand identification information about the order brand, order quantity, trade classification, normal purchase). Limit price or relative limit price to determine the conditions for selling, limit price or relative limit price to determine the conditions for normal selling, conditional price or relative price to determine the conditions for reverse selling, when placing orders after reaching the conditional price The limit bid price or relative limit price, selection information on the condition success / failure judgment method, market identification information for calculating the coefficient, weights, etc.) and the order identification information (order number and branch number) is automatically added to the received order data. The order data is stored in the order data storage means 31 (see FIG. 3) in association with the order identification information and the investor identification information (step S74).

  Then, the order data creation processing means 26 reads the brand identification information for the order brand stored in the order data storage means 31 (see FIG. 3), and the transaction volume storage means 32 (FIG. 2) using the read brand identification information as a key. The market identification information that ranks first in terms of the volume of transactions for the order stock stored in (Ref.) Is extracted, and the market of the extracted market identification information is determined as the supplier market of the purchase order data. Then, the market identification information about the determined supplier market is stored in the “market identifier information of the supplier market” column of the purchase order (branch number 1) of the order data storage means 31 (see FIG. 3) and the order data is stored. Order identification information (order number, etc.) stored in the means 31 (see FIG. 3), investor identification information (account number, etc.), brand identification information, quantity, data indicating trading category, and Using the value (or relative limit price), create purchase order data (including order identification information, investor identification information, brand identification information, trading category, quantity, limit price, etc.) in the format for the determined market (including Step S75).

  In the present embodiment, as described above, the market with the highest transaction volume (best execution market) is determined as the supplier market as described above, but it is specified by the investor instead of the predetermined market. The selected market may be the supplier market, or the best execution market determined by a calculation method different from the present embodiment may be the supplier market. Further, when relative limit data is stored in the order data storage means 31 (see FIG. 3), that is, when the limit data is designated by the investor by inputting the relative limit data, in the present embodiment, the previous day When the closing price or opening price of the day is confirmed, the market price data acquisition processing means 21 calculates the limit data from the relative limit data using the closing price of the previous day or the opening price of the day, and the calculated limit data is Since it is stored in the data storage means 31 (see FIG. 3), the purchase order data may be created using the limit data stored in the order data storage means 31 in this way.

  Subsequently, the order processing means 27 transmits the purchase order data created by the order data creation processing means 26 to the market system 60 of the relevant order destination market via the dedicated line 3 or the network 1 (step S76). . Thereafter, the contract data (order identification information, investor identification information, brand identification information, trade classification, contract, etc.) transmitted from the market system 60 of the supplier market via the dedicated line 3 or the network 1 by the order processing means 27. The received contract data is stored in the order data storage means 31 (see FIG. 3) in association with the order data with the same order identification information (step S77). ).

  Then, the supplier market determination processing means 24 determines the market that has the highest market value data for the order brand at the time of the purchase order, and determines and determines it as the supplier market of the first order data to be sold. The market identification information about the market is stored in the “market identification information of the supplier market” column of the selling order (branch number 2) of the order data storage means 31 (see FIG. 3) (step S78).

  Subsequently, the ordering data creation processing means 26 uses the ordering market determination processing means 24 from the “marketing information of the ordering market” column of the selling order (branch number 2) in the order data storage means 31 (see FIG. 3). The market identification information about the ordering market of the determined first ordering data for the sale is read to identify the ordering market for the first ordering data for sale, and stored in the order data storage means 31 (see FIG. 3). Using the order identification information (order number, etc.), investor identification information (account number, etc.), brand identification information, quantity, data indicating trade classification, and limit price (or relative limit price), the supplier market decision processing means 24 First selling order data (including order identification information, investor identification information, brand identification information, trading category, quantity, limit price, etc.) in the format determined for the market is created (step S79).

  When relative limit data is stored in the order data storage means 31 (see FIG. 3), that is, when the limit data is designated by the investor by inputting the relative limit data, in the present embodiment, the previous day When the closing price and the opening price of the day are determined, the market price data acquisition processing means 21 calculates the limit data from the relative limit data using the closing price of the previous day and the opening price of the day, or the contract price ( When the unit price is determined, the order processing unit 27 calculates limit data from the relative limit data using the contracted price (unit price) of the buy order, and the calculated limit data is stored in the order data storage unit 31 (FIG. 3). The first order data for sale may be created using the limit data stored in the order data storage means 31 in this way.

  Then, the order processing means 27 transmits the first order data for sale created by the order data creation processing means 26 to the market system 60 of the relevant order destination market via the dedicated line 3 or the network 1 (step). S80).

  Then, when the order related to the first order data for sale, that is, the sell order under the normal selling condition of selling when it becomes Y yen (limit price) or more is not executed (from the market system 60 of the supplier market) If the contract data has not been transmitted), the condition success / failure determination processing means 23 presents the current condition data according to the data indicating the condition success / failure determination method selected by the investor stored in the order data storage means 31 (see FIG. 3). It is determined whether or not the reverse selling condition that the market price is equal to or less than Z yen (conditional price) is satisfied (step S81). The condition success / failure determination processing by the condition success / failure determination processing means 23 is the same as the process of step S15 in FIG.

  If the condition is not satisfied, the process of step S81 is repeated. If the condition is satisfied, the process proceeds to the next process (step S82).

  When the condition success / failure determination processing unit 23 determines that the reverse selling condition of Z yen (conditional price) or less is satisfied, the supplier market determination processing unit 24 determines the highest market price data for the order brand at the time of the determination. Is determined as an order-destination market of the second order data to be sold, and the market identification information about the determined market is stored in the sales order (branch number) of the order data storage means 31 (see FIG. 3). It is stored in the “Market identification information of the supplier market after reaching the conditional price” column of 2) (step S83).

  Thereafter, the order data creation processing means 26 places an order for the first order data for sale from the “Market Identification Information of Order Placer Market” column of the sell order (branch number 2) in the order data storage means 31 (see FIG. 3). The market identification information about the destination market is read to specify the order destination market of the first order data to be sold, and the data such as the order identification information stored in the order data storage means 31 (see FIG. 3) is used to sell Order cancellation data (including order identification information) for canceling the first order data is created (step S84).

  Then, the order canceling data for canceling the first order data for sale created by the ordering data creation processing means 26 is sent to the market system 60 of the relevant ordering destination market via the dedicated line 3 or the network 1. (Step S85).

  Subsequently, the ordering data creation processing unit 26 determines the ordering market from the “market identification information of the ordering market after reaching the conditional price” column of the selling order (branch number 2) of the order data storage unit 31 (see FIG. 3). The market identification information about the ordering market of the second order data for sale decided by the decision processing means 24 is read to identify the ordering market for the second ordering data for sale, and the order data storage means 31 (FIG. 3). Order identification information (order number, etc.), investor identification information (account number, etc.), brand identification information, data indicating quantity, trading category, and ordering after reaching the conditional price. Second order data of selling in the format for the market determined by the supplier market determination processing means 24 using the limit price (or relative limit price) (order identification information, investor identification information, brand identification information, trade classification) Quantity, including a limit, such as in the case of a limit order.) To create a (step S86).

  Then, the order processing means 27 transmits the second order data for sale created by the order data creation processing means 26 to the market system 60 of the relevant order destination market via the dedicated line 3 or the network 1 (step). S87). Thereafter, the contract data (order identification information, investor identification information, brand identification information, trade classification, contract, etc.) transmitted from the market system 60 of the supplier market via the dedicated line 3 or the network 1 by the order processing means 27. The received contract data is stored in the order data storage means 31 (see FIG. 3) in association with the order data with the same order identification information (step S88). ).

  <Conditional order type 5>

  In FIG. 10, an investor transmits an order screen display request signal from the investor terminal device 40 to the order processing server 20 via the network 1 when placing an order for buying and selling securities. In the order processing server 20, when the display request signal from the investor terminal device 40 is received by the order reception processing means 22, the display data for the order screen is transmitted to the investor terminal device 40 via the network 1 (step 1). S91). Then, when the investor selects an order of the conditional order type 5 on the screen of the investor terminal device 40, an order screen 500 (see FIG. 17) is displayed (step S92). Here, in the conditional order type 5, when a buy order with a reverse purchase condition of buying when it becomes X yen (conditional price) or more, the brand related to the buy order is determined after the purchase order is executed. This is a case of reserving a selling order under a normal selling condition of selling when it becomes Y yen (limit price) or more. For example, as shown in FIGS. 17 and 4, if the opening price of the day is 400 yen and the contract price (unit price) of the purchase order is 428 yen, “400 yen (opening price of the day)” +30 yen (relative condition price) = 430 yen "(condition price) or more buy or buy at or below" 400 yen (opening price on the day) + 35 yen (relative limit price) = 435 yen "(limit price) When placing an order, it is possible to reserve a sell order to sell when the purchased brand α becomes “428 yen (contract price of a buy order) +50 yen (relative limit price) = 478 yen” (limit price) or more. . As in this example, even when the conditional price is set to 430 yen or more, the contracted price (unit price) of the buy order can be 428 yen when determining whether or not the conditional price has been reached. This is because the process of separating the market to be monitored and the market where the buy order is placed are performed separately.

  In FIG. 17, the order screen 500 is provided with a brand input unit 501 for inputting an order brand and a quantity input unit 502 for inputting an order quantity. In addition, in the order screen 500, (1) For a purchase order, a conditional price input for inputting X yen (conditional price) when buying in (1-1) when it is equal to or more than X yen (conditional price). Unit 511, a market selection unit 512 that selects to place an order at the market price after reaching the condition price, a limit selection unit 513 that selects to place an order at the limit price after reaching the condition price, and a limit for inputting the limit price after reaching the condition price An input unit 514 is provided.

  Furthermore, in the order screen 500, in (1-2), a relative condition price indicating the relative price of the X yen (condition price) with respect to the closing price of the previous day when buying when the price becomes X yen (condition price) or more is input. A relative condition price input unit 521, a market selection unit 522 that selects to place an order at the market price after reaching the condition price, a limit selection unit 523 that selects to place an order at the limit price after reaching the condition price, and a condition for the closing price of the previous day A relative limit input unit 524 for inputting a relative limit price indicating the relative price of the limit price after reaching the price is provided.

  In the order screen 500, a relative condition price indicating a relative price of the X yen (condition price) with respect to the opening price of the day when buying when the price becomes X yen (condition price) or more in (1-3). A relative condition price input unit 531 to be input, a market selection unit 532 that selects to place an order by market after reaching the condition price, a limit selection unit 533 that selects to place an order at the limit price after reaching the condition price, and the opening price of the day And a relative limit input unit 534 for inputting a relative limit price indicating the relative price of the limit price after reaching the conditional price.

  In addition, on the order screen 500, (2) For a sell order after a buy order is established, (2-1) A limit for inputting a Y-yen (limit price) when selling when the Y-order (limit price) is exceeded An input unit 541, (2-2) a relative limit input unit 542 for inputting a relative limit price indicating a relative price of the Y yen (limit price) with respect to the closing price of the previous day when selling when the price becomes Y yen (limit price) or more, (2-3) A relative limit input unit 543 for inputting a relative limit price indicating a relative price of the Y yen (limit price) with respect to the opening price of the day when selling when the price becomes Y yen (limit price) or more, (2-4 ) A relative limit input unit 544 is provided for inputting a relative limit indicating a relative price of the Y yen (limit price) with respect to a contract price (unit price) of a buy order when selling when the price becomes Y yen (limit price) or more. .

  The order screen 500 includes a condition success / failure determination method 1 selection unit 551 for selecting that a condition is satisfied when the market price of any market reaches a condition price as a condition success / failure determination method, and an order. A condition success / failure determination method 2 selection unit 552 that selects that a condition that satisfies a condition when a value obtained by simply averaging the market prices of all markets that handle brands reaches the condition price, and the market prices of all markets that handle the ordered brands are traded. A condition success / failure determination method 3 selection unit 553 that selects that a condition that satisfies the condition when the weighted average value reaches the condition price, and the market price of all the markets that handle the order issues with the weight input by the investor. Order is selected when the condition success / failure determination method 4 selection unit 554 and the condition success / failure determination method 4 selection unit 554 are selected to satisfy the condition when the weighted average value reaches the condition price. A weight input unit 555 for inputting a weight of each market handling patterns, and "send" button 560 for sending the entered data to the order processing server 20 is provided. The weight input section 555 is displayed for the number of markets that handle the ordered brands, and the brand display on the left side of each weight input section 555 is automatically displayed by the system when the brand input to the brand input section 501 is performed. Done.

  In the order screen 500 of FIG. 17, when the investor performs selection in each selection unit and input in each input unit and presses the “Send” button 560, the input order data (brand identification information on the order brand) , Order quantity, trading category, condition price or relative condition price to determine reverse purchase conditions, limit price or relative limit price when placing orders after reaching the condition price, limit price or relative price to determine normal selling conditions The limit price, the condition success / failure determination method selection information, the market identification information for coefficient calculation, the weight, etc.) are transmitted to the order processing server 20 via the network 1 (step S93 in FIG. 10). In addition, although investor identification information (account number etc.) is input in an earlier stage, you may make it input here.

  Subsequently, in the order processing server 20, the order reception processing means 22 sends order data (brand identification information about the order brand, order quantity, trade classification, reverse purchase) transmitted from the investor terminal device 40 via the network 1. Conditional price or relative conditional price for determining the terms, limit price or relative limit price when placing an order after reaching the conditional price, limit price or relative limit price for determining normal selling conditions, selection information for condition success / failure judgment method , Including market identification information for calculating coefficients, weights, etc.), automatically adding order identification information (order number and branch number) to the received order data, and order data, order identification information and investors. The order data storage means 31 (see FIG. 4) is stored in association with the identification information (step S94).

  Then, according to the data indicating the condition success / failure determination method selected by the investor stored in the order data storage means 31 (see FIG. 4), the current market price becomes X yen (condition price) or more by the condition success / failure determination processing means 23. It is determined whether or not the reverse purchase condition is satisfied (step S95). The condition success / failure determination processing by the condition success / failure determination processing means 23 is the same as the process of step S15 in FIG.

  If the condition is not satisfied, the process of step S95 is repeated. If the condition is satisfied, the process proceeds to the next process (step S96).

  When the condition success / failure determination processing means 23 determines that the reverse purchase condition of X yen (condition price) or more is satisfied, the supplier market determination processing means 24 uses the cheapest market price data for the order brand at the time of the determination. Is determined as a purchase destination market of the purchase order data, and the market identification information about the determined market is stored in the purchase order (branch number 1) of the order data storage means 31 (see FIG. 4). The information is stored in the “market identification information of the supplier market after reaching the condition price” column (step S97).

  Thereafter, the ordering data creation processing means 26 determines the ordering market from the “market identification information of the ordering market after reaching the conditional price” column of the buy order (branch number 1) of the order data storage means 31 (see FIG. 4). The order information stored in the order data storage means 31 (see FIG. 4) is specified by reading the market identification information about the order place market of the buy order data determined by the processing means 24 and specifying the order place market of the buy order data. Identification information (order number, etc.), investor identification information (account number, etc.), brand identification information, quantity, data indicating trading category, limit price or relative limit price when placing orders after reaching the conditional price by limit order The purchase order data in the market format determined by the supplier market determination processing means 24 (order identification information, investor identification information, brand identification information, trading category, quantity, limit order Including limit like the case.) To create a (step S98).

  In addition, when the relative limit data after reaching the condition price is stored in the order data storage means 31 (see FIG. 4), that is, when the investor inputs the relative limit data after reaching the condition price, When limit data is designated, in this embodiment, when the closing price of the previous day or the opening price of the current day is determined, the market price data acquisition processing means 21 uses the closing price of the previous day or the opening price of the current day to The limit data after reaching the conditional price is calculated from the relative limit data after reaching, and the calculated limit data after reaching the conditional price is stored in the order data storage means 31 (see FIG. 4). The purchase order data may be created using the limit data after reaching the conditional price stored in the data storage unit 31.

  Subsequently, the purchase order data in the format for any one of the markets created by the order data creation processing means 26 is sent by the order processing means 27 via the dedicated line 3 or the network 1 to the market system of the relevant supplier market. 60 (step S99). Thereafter, the contract data (order identification information, investor identification information, brand identification information, trade classification, contract, etc.) transmitted from the market system 60 of the supplier market via the dedicated line 3 or the network 1 by the order processing means 27. Including the unit price, contract constant amount, etc.), and the received contract data is stored in the order data storage means 31 (see FIG. 4) in association with the order data with the same order identification information (step S100). ).

  Then, the supplier market determination processing means 24 determines the market that has the highest market value data for the order brand at the time of the purchase order, determines the market for the purchase order data, and determines the market for the determined market. The market identification information is stored in the “market identification information of the supplier market” column of the selling order (branch number 2) of the order data storage means 31 (see FIG. 4) (step S101).

  Subsequently, the ordering data creation processing means 26 uses the ordering market determination processing means 24 from the “market identification information of the ordering market” column of the selling order (branch number 2) in the order data storage means 31 (see FIG. 4). Order identification information (orders) stored in the order data storage means 31 (see FIG. 4) is specified by reading the market identification information about the ordering market of the determined selling order data and specifying the ordering market of the selling order data. Number, etc.), investor identification information (account number, etc.), brand identification information, quantity, data indicating trading category, and limit price (or relative limit), and for the market determined by the supplier market determination processing means 24 Order data (including order identification information, investor identification information, brand identification information, trade classification, quantity, limit price, etc.) is created (step S102).

  When relative limit data is stored in the order data storage means 31 (see FIG. 4), that is, when the limit data is designated by the investor by inputting the relative limit data, in the present embodiment, the previous day When the closing price and the opening price of the day are determined, the market price data acquisition processing means 21 calculates the limit data from the relative limit data using the closing price of the previous day and the opening price of the day, or the contract price ( When the unit price is determined, the order processing means 27 calculates limit data from the relative limit data using the contracted price (unit price) of the buy order, and the calculated limit data is stored in the order data storage means 31 (FIG. 4). Therefore, the selling order data may be created using the limit data stored in the order data storage means 31 in this way.

  Then, the order processing means 27 transmits the selling order data created by the order data creation processing means 26 to the market system 60 of the relevant ordering market via the dedicated line 3 or the network 1 (step S103). Thereafter, the contract data (order identification information, investor identification information, brand identification information, trade classification, contract, etc.) transmitted from the market system 60 of the supplier market via the dedicated line 3 or the network 1 by the order processing means 27. (Including unit price, contract constant amount, etc.), and the received contract data is stored in the order data storage means 31 (see FIG. 4) in correspondence with the order data with the same order identification information (step S104). ).

  <Conditional order type 6>

  In FIG. 11, an investor transmits an order screen display request signal from the investor terminal device 40 to the order processing server 20 via the network 1 when placing an order to buy or sell securities. In the order processing server 20, when the display request signal from the investor terminal device 40 is received by the order reception processing means 22, the display data for the order screen is transmitted to the investor terminal device 40 via the network 1 (step 1). S111). Then, when the investor selects an order of the conditional order type 6 on the screen of the investor terminal device 40, an order screen 600 (see FIG. 18) is displayed (step S112). Here, in the conditional order type 6, when a buy order with a reverse purchase condition of buying when the price is equal to or more than X yen (condition price), the brand related to the buy order is determined after the purchase order is executed. Reserving a sell order under the normal selling conditions of selling when the price exceeds Y yen (limit price), and the stock related to the buy order falls below Z yen (conditional price) after the purchase order is executed This is a case of making a reservation for a selling order under a reverse selling condition of selling to. For example, as shown in FIGS. 18 and 4, if the opening price of the day is 400 yen and the contract price (unit price) of the purchase order is 428 yen, “400 yen (opening price of the day)” +30 yen (relative condition price) = 430 yen "(condition price) or more buy or buy at or below" 400 yen (opening price on the day) + 35 yen (relative limit price) = 435 yen "(limit price) At the time of ordering, I bought and sold a sell order to sell when the brand a bought was "428 yen (contract price of a buy order) + 50 yen (relative limit) = 478 yen" (limit price) or more When the stock α falls below "428 yen (contract price of buy order)-30 yen (relative condition price) = 398 yen" (condition price) or less, "428 yen (contract price of buy order)-35 yen (Relative limit price) = 393 yen "(Limit price) or more You can reserve a sell order. As in this example, even when the conditional price is set to 430 yen or more, the contracted price (unit price) of the buy order can be 428 yen when determining whether or not the conditional price has been reached. This is because the process of separating the market to be monitored and the market where the buy order is placed are performed separately.

  In FIG. 18, the order screen 600 includes a brand input unit 601 for inputting an order brand and a quantity input unit 602 for inputting an order quantity. In addition, on the order screen 600, (1) For a purchase order, a conditional price input for inputting X yen (conditional price) when buying in (1-1) when X yen (conditional price) or more is entered. Unit 611, a market selection unit 612 that selects to place an order at the market price after reaching the condition price, a limit selection unit 613 that selects to place an order at the limit price after reaching the condition price, and a limit for inputting the limit price after the condition price is reached An input unit 614 is provided.

  In addition, on the order screen 600, in (1-2), a relative condition price indicating the relative price of the X yen (condition price) with respect to the closing price of the previous day in the case of buying when it becomes X yen (condition price) or more is input. A relative condition price input unit 621, a market selection unit 622 that selects to place an order in the market after reaching the condition price, a limit selection unit 623 that selects to place an order at the limit price after reaching the condition price, and a condition for the closing price of the previous day A relative limit input unit 624 for inputting a relative limit price indicating the relative price of the limit price after reaching the price is provided.

  In the order screen 600, a relative condition price indicating a relative price of the X yen (condition price) with respect to the opening price of the day in the case of buying when the price becomes X yen (condition price) or more in (1-3). A relative condition price input unit 631 to be input, a market selection unit 632 that selects to order by market after reaching the condition price, a limit selection unit 633 that selects to order at the limit price after reaching the condition price, and the opening price of the day And a relative limit input unit 634 for inputting a relative limit price indicating the relative price of the limit price after reaching the conditional price.

  Also, on the order screen 600, (2) For a sell order after a buy order is established, enter Y yen (limit price) when selling when it becomes Y yen (limit price) or more in (2-1) The limit price input unit 641 to select, the condition price input unit 642 to input the Z yen (condition price) when selling when the price is less than or equal to the Z yen (condition price), and to place an order by market after reaching the condition price A market selection unit 643, a limit selection unit 644 that selects to place an order at the limit price after reaching the condition price, and a limit input unit 645 that inputs the limit price after reaching the condition price are provided.

  Furthermore, in the order screen 600, the relative limit price for inputting the relative limit price indicating the relative price of the Y yen (limit price) with respect to the closing price of the previous day when selling when the price becomes Y yen (limit price) or higher in (2-2). An input unit 651, a relative condition price input unit 652 for inputting a relative condition price indicating the relative price of the Z yen (condition price) with respect to the closing price of the previous day when selling when the price is less than or equal to Z yen (condition price), and a condition A market selection unit 653 for selecting to place an order by market after reaching the price, a limit selection unit 654 for selecting to place an order at the limit price after reaching the condition price, and a relative price of the limit price after reaching the closing price on the previous day A relative limit input unit 655 for inputting the relative limit price is provided.

  Then, on the order screen 600, in (2-3), a relative limit indicating the relative price of the Y yen (limit price) with respect to the opening price of the day when selling when the price becomes Y yen (limit price) or more is entered. A limit price input unit 661, and a relative condition price input unit 662 for inputting a relative condition price indicating a relative price of the Z yen (condition price) with respect to the opening price of the day when selling when the price is lower than the Z yen (condition price). The market selection unit 663 that selects to place an order at the market price after reaching the condition price, the limit selection unit 664 that selects to place an order at the limit price after reaching the condition price, and the relative of the limit price after the condition price arrives to the opening price of the day A relative limit input unit 665 for inputting a relative limit price indicating a price is provided.

  The order screen 600 also shows a relative limit indicating the relative price of the Y yen (limit price) with respect to the contract price (unit price) of the buy order when selling when the price becomes Y yen (limit price) or higher in (2-4). Relative limit price input unit 671 for inputting, and a relative conditional price indicating a relative price of Z yen (conditional price) with respect to a contract price (unit price) of a buy order when selling when it becomes below Z yen (conditional price) A relative condition price input unit 672, a market selection unit 673 that selects to place an order by market after reaching the condition price, a limit selection unit 674 that selects to place an order at the limit price after reaching the condition price, and the contract price of the buy order There is provided a relative limit input unit 675 for inputting a relative limit price indicating a relative price of the limit price after reaching the condition price with respect to (unit price).

  The order screen 600 also includes a condition success / failure determination method 1 selection unit 681 for selecting that a condition is satisfied when the market price of any market reaches the condition price, and an order is determined as a condition success / failure determination method. A condition success / failure determination method 2 selection unit 682 that selects that a condition that satisfies a condition when a value obtained by simply averaging the market prices of all markets that handle brands reaches the condition price, and the market prices of all markets that handle the ordered brands are traded. Conditional success / failure determination method 3 selection unit 683 for selecting that the condition weighted by the weighted average value reaches the condition price, and the market price of all the markets that handle the order issues with the weight input by the investor Order is selected when the condition success / failure determination method 4 selection unit 684 and the condition success / failure determination method 4 selection unit 684 are selected to satisfy the condition when the weighted average value reaches the condition price. A weight input unit 685 to input the weight of each market to handle the handle, and the "send" button 690 for sending the input data to the order processing server 20 is provided. The weight input section 685 is displayed for the number of markets that handle the ordered brands, and the brand display on the left side of each weight input section 685 is automatically displayed by the system when the brand is input to the brand input section 601. Done.

  In the order screen 600 of FIG. 18, when the investor performs selection at each selection unit and input at each input unit and presses the “Send” button 690, the input order data (brand identification information on the order brand) , Order quantity, trading category, condition price or relative condition price to determine reverse purchase conditions, limit price or relative limit price when ordering buying after reaching the condition price to determine reverse purchase conditions, normal Limit price or relative limit price for determining selling conditions, conditional price or relative condition price for determining reverse selling conditions, limit price for placing sell orders after reaching the conditional price for determining reverse selling conditions Alternatively, relative limit price, condition success / failure determination method selection information, coefficient calculation market identification information and weight, etc.) are transmitted to the order processing server 20 via the network 1 (step S1 in FIG. 11). 3). In addition, although investor identification information (account number etc.) is input in an earlier stage, you may make it input here.

  Subsequently, in the order processing server 20, the order reception processing means 22 sends order data (brand identification information about the order brand, order quantity, trade classification, reverse purchase) transmitted from the investor terminal device 40 via the network 1. Conditional price or relative conditional price for determining the terms of purchase, limit price or relative limit for placing purchase orders after reaching the conditional price for determining reverse purchase conditions at the limit price, limit price for determining normal selling conditions or Relative limit price, condition price or relative condition price for determining reverse selling conditions, limit price or relative limit price when placing a sell order after reaching the conditional price for determining reverse selling conditions, condition success / failure judgment method Selection information, market identification information for calculating coefficients, weights, etc.) are received, order identification information (order number and branch number) is automatically added to the received order data, and The data to be stored in the order data storage unit 31 in association with order identification and Investor identification information (see FIG. 4) (step S114).

  Then, according to the data indicating the condition success / failure determination method selected by the investor stored in the order data storage means 31 (see FIG. 4), the current market price becomes X yen (condition price) or more by the condition success / failure determination processing means 23. It is determined whether or not the reverse purchase condition is satisfied (step S115). The condition success / failure determination processing by the condition success / failure determination processing means 23 is the same as the process of step S15 in FIG.

  If the condition is not satisfied, the process of step S115 is repeated. If the condition is satisfied, the process proceeds to the next process (step S116).

  When the condition success / failure determination processing means 23 determines that the reverse purchase condition of X yen (condition price) or more is satisfied, the supplier market determination processing means 24 uses the cheapest market price data for the order brand at the time of the determination. Is determined as a purchase destination market of the purchase order data, and the market identification information about the determined market is stored in the purchase order (branch number 1) of the order data storage means 31 (see FIG. 4). The information is stored in the “market identification information of the supplier market after reaching the condition price” column (step S117).

  Thereafter, the ordering data creation processing means 26 determines the ordering market from the “market identification information of the ordering market after reaching the conditional price” column of the buy order (branch number 1) of the order data storage means 31 (see FIG. 4). The order information stored in the order data storage means 31 (see FIG. 4) is specified by reading the market identification information about the order place market of the buy order data determined by the processing means 24 and specifying the order place market of the buy order data. Limit order for purchase orders after reaching the price for identification information (order number, etc.), investor identification information (account number, etc.), brand identification information, quantity, data indicating trade classification, and reverse purchase conditions The purchase order data (order identification information, investor identification information, brand identification) in the market format determined by the supplier market determination processing means 24 using the limit price or relative limit price, etc. Distribution, buying and selling category, quantity, including a limit, such as in the case of a limit order.) To create a (step S118).

  In addition, when the relative limit data after reaching the condition price is stored in the order data storage means 31 (see FIG. 4), that is, when the investor inputs the relative limit data after reaching the condition price, When limit data is designated, in this embodiment, when the closing price of the previous day or the opening price of the current day is determined, the market price data acquisition processing means 21 uses the closing price of the previous day or the opening price of the current day to The limit data after reaching the conditional price is calculated from the relative limit data after reaching, and the calculated limit data after reaching the conditional price is stored in the order data storage means 31 (see FIG. 4). The purchase order data may be created using the limit data after reaching the conditional price stored in the data storage unit 31.

  Subsequently, the purchase order data in the format for any one of the markets created by the order data creation processing means 26 is sent by the order processing means 27 via the dedicated line 3 or the network 1 to the market system of the relevant supplier market. 60 (step S119). Thereafter, the contract data (order identification information, investor identification information, brand identification information, trade classification, contract, etc.) transmitted from the market system 60 of the supplier market via the dedicated line 3 or the network 1 by the order processing means 27. The received contract data is stored in the order data storage means 31 (see FIG. 4) in correspondence with the order data with the same order identification information (step S120). ).

  Then, the supplier market determination processing means 24 determines the market that has the highest market value data for the order brand at the time of the purchase order, and determines and determines it as the supplier market of the first order data to be sold. The market identification information about the market is stored in the “market identification information of the supplier market” column of the selling order (branch number 2) of the order data storage means 31 (see FIG. 4) (step S121).

  Subsequently, the ordering data creation processing means 26 uses the ordering market determination processing means 24 from the “market identification information of the ordering market” column of the selling order (branch number 2) in the order data storage means 31 (see FIG. 4). The market identification information about the ordering market of the determined first ordering data for the sale is read to identify the ordering market for the first ordering data for sale, and is stored in the order data storage means 31 (see FIG. 4). Using the order identification information (order number, etc.), investor identification information (account number, etc.), brand identification information, quantity, data indicating trade classification, and limit price (or relative limit price), the supplier market decision processing means 24 First selling order data (including order identification information, investor identification information, brand identification information, trading category, quantity, limit price, etc.) in the format determined for the market is created (step S122).

  When relative limit data is stored in the order data storage means 31 (see FIG. 4), that is, when the limit data is designated by the investor by inputting the relative limit data, in the present embodiment, the previous day When the closing price and the opening price of the day are determined, the market price data acquisition processing means 21 calculates the limit data from the relative limit data using the closing price of the previous day and the opening price of the day, or the contract price ( When the unit price is determined, the order processing means 27 calculates limit data from the relative limit data using the contracted price (unit price) of the buy order, and the calculated limit data is stored in the order data storage means 31 (FIG. 4). The first order data for sale may be created using the limit data stored in the order data storage means 31 in this way.

  Then, the order processing means 27 transmits the first order data for sale created by the order data creation processing means 26 to the market system 60 of the relevant order destination market via the dedicated line 3 or the network 1 (step). S123).

  Then, when the order related to the first order data for sale, that is, the sell order under the normal selling condition of selling when it becomes Y yen (limit price) or more is not executed (from the market system 60 of the supplier market) If the contract data has not been transmitted), the condition success / failure determination processing means 23 presents the present condition according to the data indicating the condition success / failure determination method selected by the investor stored in the order data storage means 31 (see FIG. 4). It is determined whether or not the reverse selling condition that the market price is equal to or less than Z yen (conditional price) is satisfied (step S124). The condition success / failure determination processing by the condition success / failure determination processing means 23 is the same as the process of step S15 in FIG.

  If the condition is not satisfied, the process of step S124 is repeated. If the condition is satisfied, the process proceeds to the next process (step S125).

  When the condition success / failure determination processing unit 23 determines that the reverse selling condition of Z yen (conditional price) or less is satisfied, the supplier market determination processing unit 24 determines the highest market price data for the order brand at the time of the determination. Is determined as an order-destination market of the second order data to be sold, and the market identification information about the determined market is stored in the sales order (branch number) of the order data storage means 31 (see FIG. 4). It is stored in the “Market identification information of the supplier market after reaching the conditional price” column of 2) (step S126).

  Thereafter, the order data creation processing means 26 places an order for the first order data for sale from the “Market Identification Information of Order Placer Market” column of the sell order (branch number 2) in the order data storage means 31 (see FIG. 4). The market identification information about the destination market is read to specify the order destination market of the first order data to be sold, and the data such as the order identification information stored in the order data storage means 31 (see FIG. 3) is used to sell Order cancellation data (including order identification information) for canceling the first order data is created (step S127).

  Then, the order canceling data for canceling the first order data for sale created by the ordering data creation processing means 26 is sent to the market system 60 of the relevant ordering destination market via the dedicated line 3 or the network 1. (Step S128).

  Subsequently, the ordering data creation processing means 26 determines the ordering market from the “market identification information of the ordering market after reaching the conditional price” column of the selling order (branch number 2) of the order data storage means 31 (see FIG. 4). The market identification information about the ordering market of the second order data for sale determined by the decision processing means 24 is read to identify the ordering market for the second order data for selling, and the order data storage means 31 (FIG. 4). Order ID information (order number, etc.), investor identification information (account number, etc.), brand identification information, quantity, data indicating the trading category, and the condition price for determining reverse sales conditions The second order data of the sale in the format for the market determined by the supplier market determination processing means 24 (order identification information, investor) using the limit price (or relative limit price) when placing an order of selling at the limit price Knowledge Information, brand identification information, buying and selling category, quantity, including a limit, such as in the case of a limit order.) To create a (step S129).

  Then, the order processing means 27 transmits the second order data for sale created by the order data creation processing means 26 to the market system 60 of the relevant order destination market via the dedicated line 3 or the network 1 (step). S130). Thereafter, the contract data (order identification information, investor identification information, brand identification information, trade classification, contract, etc.) transmitted from the market system 60 of the supplier market via the dedicated line 3 or the network 1 by the order processing means 27. Including the unit price, contract constant amount, etc.), and the received contract data is stored in the order data storage means 31 (see FIG. 4) in correspondence with the order data with the same order identification information (step S131). ).

  <Conditional order type 7>

  In FIG. 12, an investor transmits an order screen display request signal from the investor terminal device 40 to the order processing server 20 via the network 1 when placing an order to buy or sell securities. In the order processing server 20, when the display request signal from the investor terminal device 40 is received by the order reception processing means 22, the display data for the order screen is transmitted to the investor terminal device 40 via the network 1 (step 1). S141). Then, when the investor selects an order of the conditional order type 7 on the screen of the investor terminal device 40, an order screen 700 (see FIG. 19) is displayed (step S142). Here, the conditional order type 7 is the selling price of the selling order after the selling order is executed in the case of a selling order under the normal selling condition that the selling is performed when it becomes market or X yen (limit price) or more. This is a case in which a purchase order is reserved in which a stock other than a stock related to a sell order is purchased by using the purchase price. For example, as shown in FIGS. 19 and 4, 3,000 stocks α on hand can be sold or sold at the limit, and the stock β can be bought with the price obtained by the sale.

  19, on the order screen 700, (1) For a sell order, a brand input unit 701 that inputs a brand related to the sell order, a quantity input unit 702 that inputs a quantity related to the sell order, and a sell order are executed. A market selection unit 703 that selects to place a sell order, a limit selection unit 704 that selects to place a sell order at a limit, a limit input unit 705 that inputs a limit, and the relative of the limit to the closing price of the previous day A first relative limit selection unit 706 that inputs a relative limit price indicating a price and selects to place an order with the limit price, and a first relative limit price input unit 707 that inputs a relative limit price indicating a relative price of the limit price with respect to the closing price of the previous day. A second relative limit selection unit 708 that inputs a relative limit value indicating a relative price of the limit price with respect to the opening price for the day and selects to place an order with the limit price; A second relative limit input unit 709 for inputting a relative limit indicating the price - are provided. The order screen 700 is provided with a brand input unit 711 for inputting a brand related to a buy order for (2) a buy order. Further, the order screen 700 is provided with a “Send” button 720 for sending the input data to the order processing server 20.

  In the order screen 700 of FIG. 19, when an investor performs selection at each selection unit and input at each input unit and presses a “Send” button 720, the input order data (related to a sell order and a buy order) The brand identification information for each brand, the quantity related to the sell order, the trading category, the limit price or the relative limit price when placing a sell order at the limit price, etc. are transmitted to the order processing server 20 via the network 1 (FIG. 12 step S143). In addition, although investor identification information (account number etc.) is input in an earlier stage, you may make it input here.

  Subsequently, in the order processing server 20, the order reception processing means 22 orders data transmitted from the investor terminal device 40 via the network 1 (brand identification information about each brand relating to the selling order and the buying order, selling information. Receives order quantity (order number and branch number) and automatically adds order identification information (order number and branch number) to the received order data. Then, the order data is stored in the order data storage means 31 (see FIG. 4) in association with the order identification information and the investor identification information (step S144).

  Then, the order data creation processing means 26 reads the brand identification information about the brand related to the selling order stored in the order data storage means 31 (see FIG. 4), and the transaction volume storage means 32 using the read brand identification information as a key. (See FIG. 2) The market identification information that ranks first in terms of the amount of trade for the brand related to the selling order stored in (see FIG. 2) is extracted, and the market of the extracted market identification information is Determined as the supplier market, and stores the market identification information about the determined supplier market in the “market identifier information of the supplier market” column of the selling order (branch number 1) of the order data storage means 31 (see FIG. 4). And order identification information (order number etc.), investor identification information (account number etc.) stored in the order data storage means 31 (see FIG. 4), Sales order data in the format for the market determined using the pattern identification information, the quantity related to the sell order, the data indicating the trading category, and the limit (or relative limit) when placing a sell order at the limit. Information, investor identification information, brand identification information, trading category, quantity, limit price, etc.) are created (step S145).

  In the present embodiment, as described above, the market (the best execution market) with the largest volume of transactions for the issue related to the selling order is determined as the ordering destination market. The market designated by the house may be the supplier market, or the best execution market determined by a calculation method different from this embodiment may be the supplier market. Further, when relative limit data is stored in the order data storage means 31 (see FIG. 4), that is, when the limit data is designated by the investor by inputting the relative limit data, in the present embodiment, the previous day When the closing price or opening price of the day is confirmed, the market price data acquisition processing means 21 calculates the limit data from the relative limit data using the closing price of the previous day or the opening price of the day, and the calculated limit data is Since it is stored in the data storage means 31 (see FIG. 4), the selling order data may be created using the limit data stored in the order data storage means 31 in this way.

  Subsequently, the order processing means 27 transmits the selling order data created by the order data creation processing means 26 to the market system 60 of the relevant order destination market via the dedicated line 3 or the network 1 (step S146). . Thereafter, the contract data (order identification information, investor identification information, brand identification information, trade classification, contract, etc.) transmitted from the market system 60 of the supplier market via the dedicated line 3 or the network 1 by the order processing means 27. The received contract data is stored in the order data storage unit 31 (see FIG. 4) in correspondence with the order data with the same order identification information (step S147). ).

  Then, the supplier market determination processing means 24 determines the market which is the cheapest market price data for the issue related to the purchase order at the time of execution of the sell order, and determines and determines as the supplier market of the purchase order data. The market identification information about the market is stored in the “market identification information of the supplier market” column of the buy order (branch number 2) of the order data storage means 31 (see FIG. 4) (step S148).

  Further, the limit / quantity determination processing means 25 calculates the contract amount by multiplying the contract amount and the contract unit price for the sell order stored in the order data storage means 31 (see FIG. 4) (order data storage means 31). If the contract amount for the sell order is stored, the contract amount may be read in.), The “buy order market” in the purchase order (branch number 2) of the order data storage means 31 (see FIG. 4). From the “Market Identification Information” column, the market identification information about the supplier market of the purchase order data determined by the supplier market determination processing means 24 is read, and the latest information on the brands related to the buy order in the market of the read market identification information Market price data from the market price data storage means 30, and buy with the same amount as the acquired market price data or a certain amount larger (for example, several yen) Determine the limit of the sentence, determine the quantity of the buy order by dividing the traded amount for the calculated or read sell order by the limit of the determined buy order, and store the determined limit and quantity in the order data The data is stored in the “limit” column and “quantity” column of the purchase order (branch number 2) of the means 31 (see FIG. 4) (step S149). At this time, the quantity of the buy order is a multiple of the unit quantity (unit stock) that is the minimum trading unit, and the amount obtained by multiplying the determined limit of the buy order and the quantity of the buy order is the contract price for the sell order. Determine within a range not exceeding.

  Subsequently, the ordering data creation processing means 26 uses the ordering market determination processing means 24 from the “market identification information of the ordering market” column of the buy order (branch number 2) in the order data storage means 31 (see FIG. 4). The purchase order (branch number) stored in the order data storage means 31 (refer to FIG. 4) is specified by reading the market identification information about the supplier market of the determined purchase order data and specifying the order market of the purchase order data. 2) Determined by the supplier market decision processing means 24 using the order identification information (order number, etc.), investor identification information (account number, etc.), brand identification information, quantity, data indicating trading category, and limit price. The purchase order data (including order identification information, investor identification information, brand identification information, trade classification, quantity, limit price, etc.) in the format for the market is generated (step S150).

  Then, the order processing means 27 transmits the purchase order data created by the order data creation processing means 26 to the market system 60 of the relevant order destination market via the dedicated line 3 or the network 1 (step S151). Thereafter, the contract data (order identification information, investor identification information, brand identification information, trade classification, contract, etc.) transmitted from the market system 60 of the supplier market via the dedicated line 3 or the network 1 by the order processing means 27. The received contract data is stored in the order data storage means 31 (see FIG. 4) in association with the order data with the same order identification information (step S152). ).

  According to this embodiment, there are the following effects. That is, the securities buying and selling order system 10 includes the condition success / failure determination processing means 23 and the order-destination market determination processing means 24. Therefore, when the condition success / failure determination processing means 23 determines the condition success / failure, Judgment whether market price data has reached the conditional price data (conditional success / failure determination method 1), or multiply the market price data of each market for the issue related to the order by a coefficient that makes the total 1 It is possible to judge whether or not the judgment value data obtained by adding these amounts has reached the conditional price data (in the case of the conditional success / failure judgment methods 2, 3, and 4). It is possible to capture the point in time when a new market appears, or the point in time when the average state of the market price of each market that deals with the issue related to the order reaches the conditional price. When these time points are captured, the supplier market decision processing means 24 determines the market that is the cheapest market price data for the brands related to the order at these points in time for the purchase order. In the case of a sell order, it is possible to determine the market that has the highest market value data for the issue related to the order and determine it as the supplier market. Regardless of whether the market price has been reached (in the case of the condition success / failure determination method 1) or regardless of which market price contributed to the movement of the determination value that reached the condition price (condition success / failure determination methods 2, 3) , 4), it is possible to place an order in a market advantageous to investors. In other words, monitoring the price of each market based on the judgment of success or failure by separating the market with the price or judgment value that is the basis for the judgment of satisfying the condition from the market to place the order is only related to the order. Apart from this, the actual trading process can be performed in a market that is advantageous to investors.

  Further, the condition success / failure determination processing means 23 calculates the coefficient of each market in proportion to the transaction volume, and calculates the judgment value data by weighted averaging the market price data of all the markets dealing with the brands related to the order by the transaction volume. If it does (in the case of condition success / failure determination method 3), it is possible to more accurately grasp the trend of the price movement of the stock related to the order, and to improve the reliability of the determination that the reverse purchase condition or the reverse sale condition is satisfied. . In addition, it is possible to judge the trend of the price movement of the stock related to the order by increasing the weight of the market price data in the market with a large volume of transactions and decreasing the weight of the market price data in the market with a small volume of transactions. It is possible to make a high-quality judgment.

  Further, the condition success / failure determination processing means 23 calculates the coefficient of each market in proportion to the weight data input by the investor, and weights and averages the market price data of all the markets that handle the issue related to the order with the weight data. When calculating the decision value data by (in the case of condition success / failure judgment method 4), it is possible to grasp the tendency of the price movement of the stock related to the order more accurately, and the reliability of the decision that the reverse purchase condition and the reverse sale condition are satisfied Can increase the sex. In addition, since the coefficient is determined by the weight data input by the investor, it is considered that it is not useful for grasping the market price or the trend of the price movement that the investor wants to put at the center for grasping the price trend of the stock related to the order. When there is a market price, etc., the judgment value data can be calculated in a manner that matches the intention of the investor, so that the condition success / failure judgment process reflecting the investor's intention can be performed. .

  Even when the judgment value data is calculated by the simple success / failure determination processing means 23 by calculating the market value data of all the markets that handle the brand related to the order (conditional success / failure judgment method 2), the brand related to the order. It is possible to more accurately grasp the tendency of the price movement of the price and increase the reliability of the determination that the reverse purchase condition or the reverse sale condition is satisfied.

  Further, when the condition success / failure determination processing means 23 determines whether the market price of any market has reached the condition price (in the case of the condition success / failure determination method 1), the market price that has reached the condition price earliest is determined. Since the accuracy and reliability of the condition success / failure judgment is slightly inferior to the cases of the condition success / failure judgment methods 2 to 4, the time when the market is attached can be captured. If the supplier market determination processing means 24 performs the supplier market determination process, the largest difference (the difference between the condition price and the price of the supplier market) can be obtained. Order processing can be realized.

  Further, in the case of the conditional order types 3, 4, 5 and 6, the supplier market determination processing means 24 determines the market having the highest market price data for the issue related to the sell order at the time of execution of the buy order. Thus, since the ordering market of the sales ordering data is determined, the ordering process to the market that is advantageous to investors can be realized in this respect as well.

  Then, in the case of the conditional order type 7, the supplier market determination processing means 24 determines the market that is the cheapest market price data for the issue related to the buy order at the time of execution of the sell order, and purchase order data In this respect, it is possible to realize order processing in a market that is advantageous to investors.

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

  For example, in the above embodiment, the conditional order types 1 to 7 are given as examples of the conditional orders to which the present invention is applied. However, the application targets of the present invention are these conditional order types 1 to 7 For example, another conditional order including these conditional order types 1 to 7 (more complicated conditional orders), or a combination of conditional order types 1 to 7 The present invention may be applied to orders.

  As described above, the securities buying and selling order system, the securities buying and selling order processing method, and the program according to the present invention are conditional on the trading orders of stocks handled in a plurality of markets such as the night market, with special conditions. It is suitable for use when receiving as an order.

1 is an overall configuration diagram of a securities trading order system according to an embodiment of the present invention. The block diagram of the transaction amount memory | storage means of the said embodiment. The 1st figure which shows the example of a structure and data of the order data storage means of the said embodiment. The 2nd figure which shows the example of a structure and data of the order data storage means of the said embodiment. The figure of the flowchart which shows the flow of the process performed regularly repeatedly by the order processing server of the said embodiment. The figure of the flowchart which shows the flow of a process from order reception of ordering of conditional order type 1 of the said embodiment to ordering. The figure of the flowchart which shows the flow of a process from order reception of order type 2 with condition of the said embodiment to order placement. The figure of the flowchart which shows the flow of a process from order reception of the order type 3 with a condition of the said embodiment to order placement. The figure of the flowchart which shows the flow of a process from order reception of order type 4 with conditional order of the said embodiment to order placement. The figure of the flowchart which shows the flow of a process from order reception of the order type 5 with a condition of the said embodiment to order placement. The figure of the flowchart which shows the flow of a process from order reception of order type 6 with conditional order of the said embodiment to order placement. The figure of the flowchart which shows the flow of a process from order reception of the conditional order classification 7 of the embodiment to order placement. The illustration figure of the order screen of the conditional order classification 1 of the said embodiment. The illustration figure of the order screen of the conditional order classification 2 of the said embodiment. The illustration figure of the order screen of the conditional order classification 3 of the said embodiment. The illustration figure of the order screen of the conditional order classification 4 of the said embodiment. The illustration figure of the order screen of the conditional order classification 5 of the said embodiment. The illustration figure of the order screen of the conditional order classification 6 of the said embodiment. The illustration figure of the order screen of the conditional order classification 7 of the said embodiment.

Explanation of symbols

DESCRIPTION OF SYMBOLS 10 Securities trading order system 21 Market value data acquisition processing means 22 Order reception processing means 23 Condition success / failure judgment processing means 24 Order destination market determination processing means 26 Order data creation processing means 31 Order data storage means 32 Transaction volume storage means 50 Provision of market price information System 60 Market system

Claims (14)

A securities trading order system configured by a computer that executes processing related to securities trading orders,
A market price data acquisition processing means for executing a process of acquiring market price data of a plurality of markets for each stock from a market system or other market price information providing system;
A buy order with a reverse purchase condition in which a purchase is made when the market price is equal to or greater than the purchase price, or a reverse sale in which the market price is less than or equal to the sale price Conditional price data by investors for selling orders with selling conditions, or relative conditional price data indicating the relative price of the conditional price relative to the opening price of the day or the closing price of the previous day, and the brand identification information for the brand related to the order Order receiving processing means for executing processing for receiving input;
Order data storage means for storing the condition price data or the relative condition price data received by the order reception processing means, and the brand identification information in association with investor identification information;
Condition price data calculated from the condition price data or the relative condition price data stored in the order data storage means, and market price data of all markets for the brand related to the order acquired by the market price data acquisition processing means; By repeatedly executing the process of determining whether the market price data of any market satisfies the reverse purchase condition or the reverse sale condition, or stored in the order data storage means Multiplying the condition price data calculated from the condition price data or the relative condition price data and the market price data of each market for the issue related to the order acquired by the market price data acquisition processing means with a coefficient that makes the total 1 By comparing the decision value data obtained by adding these amounts, the decision value data is converted into the reverse purchase. And conditional success determining processing means for repeatedly executing matter or a process of determining whether to satisfy the inverse sold conditional
When the condition success / failure determination processing means determines that the reverse purchase condition or the reverse sale condition is satisfied, in the case of the purchase order, the market that is the cheapest market price data for the brand related to the order is displayed. Judgment and determination as the supplier market, and in the case of the sell order, the supplier market that executes the process of determining the market that has the highest market value data for the issue related to the order and determining the market as the supplier market A decision processing means;
A securities trading order system comprising: order data creation processing means for executing order data creation processing including order identification information for the market determined by the order destination market decision processing means. A transaction volume storage means for storing the transaction volume of each market in association with the market identification information, or storing the transaction volume for each brand in each market in association with the market identification information and the brand identification information;
The condition success / failure determination processing means includes:
Calculate the coefficient of each market in proportion to the transaction volume using the transaction volume of each market stored in the transaction volume storage means or the transaction volume of each market for the brand related to the order, and 2. The securities trading according to claim 1, wherein processing for calculating the judgment value data is performed by performing a weighted average of the market price data of all markets for the issue with the transaction volume. Order system. The order reception processing means includes
It is configured to also execute a process of accepting input of weight data of each market for the brand related to the order by the investor,
In the order data storage means,
The weight data of each market received by the order reception processing means is also stored,
The condition success / failure determination processing means includes:
The coefficient of each market is calculated in proportion to the weight data using the weight data of each market stored in the order data storage means, and the market price data of all markets for the brand related to the order The securities buying and selling order system according to claim 1, wherein the processing for calculating the judgment value data is performed by performing weighted averaging with weight data. The condition success / failure determination processing means includes:
The coefficient of each market is set to the same value, and the processing for calculating the judgment value data is performed by simply averaging the market price data of all the markets for the brand related to the order. The securities trading order system according to claim 1. The order reception processing means includes
A purchase with the reverse purchase condition in which a purchase is made when the market price becomes equal to or higher than the purchase price, together with a normal purchase condition in which the purchase is made when the market price falls below the limit for purchase. 2 condition combination order, or the reverse of performing a sale when the price falls below the condition price for selling together with the normal selling condition of selling when the market price is equal to or higher than the limit price for selling Investor limit data for a two-condition combination order for sale with a sell condition, or relative limit data indicating the relative price of the limit price with respect to the opening price on the current day or the closing price on the previous day, the conditional price data, or the relative conditional price data As well as being configured to execute the process of accepting the input of the brand identification information for the brand related to the order,
In the order data storage means,
The limit data or the relative limit data, the conditional price data or the relative conditional price data, and the brand identification information are stored in association with the investor identification information,
The order data creation processing means includes:
The first order data including the limit data calculated from the limit data or the relative limit data to the market predetermined or designated by the investor and the brand identification information is created, and the condition success / failure determination processing means When it is determined that the reverse purchase condition or the reverse sale condition is satisfied, order cancellation data for canceling the first order data is created, and the market to the market determined by the supplier market determination processing unit is generated. The securities buying and selling order system according to any one of claims 1 to 4, wherein processing for creating second order data including brand identification information is executed. The order reception processing means includes
A buy order with a normal purchase condition in which a purchase is made when the market price falls below the limit for purchase, and a sale is made when the purchase price exceeds the limit for sale after the execution of this buy order Limit data for purchase by an investor with respect to a two-condition combination order for sale with the reverse sale condition of selling when the price is below the condition price for sale together with the normal sale condition of Relative bid limit data, bid price data for sale, bid price data for sale, closing price for the day or closing price for the previous day, or contract price for the buy order Relative limit price data for selling, indicating the relative price of the limit price for selling, relative price data for the condition, relative price data to the opening price for the current day or the closing price for the previous day, or the contract price of the buy order Relative conditional price data indicating the rated, and is configured to execute a process of receiving an input of the stock identification information about the stocks according to the order,
In the order data storage means,
The limit data for purchase or the relative limit data for purchase, the limit data for sale or the relative limit data for sale, the conditional price data or the relative conditional price data, and the brand identification information Is stored in association with the investor identification information,
The supplier market determination processing means includes:
The processing for determining the market that is the highest market value data for the brand related to the order at the time of execution of the buy order and determining as the supplier market is performed, and the condition success / failure determination processing means after the execution of the buy order Is determined to satisfy the reverse selling condition, and is configured to execute the process of determining the market that is the highest market value data for the brand related to the order and determining as the supplier market,
The order data creation processing means includes:
Purchase limit data for the purchase calculated from the limit price data for the purchase or the relative limit data for purchase to the market specified by the investor or specified by the investor, and purchase order data including the brand identification information And at the time of execution of the buy order, the first order data for selling including the brand identification information to the market determined by the supplier market determination processing means is generated, and after the purchase order is executed, When the condition success / failure determination processing means determines that the reverse selling condition is satisfied, it creates order cancellation data for canceling the first order data for selling, and the market determined by the supplier market determination processing means 5. The process according to claim 1, wherein the second order data for selling including the brand identification information is executed. Securities trading order system listed. The order reception processing means includes
A purchase order with a reverse purchase condition in which a purchase is made when the market price exceeds the purchase price, and a sale is made when the purchase price exceeds the limit for sale after the execution of this purchase order. Relative price for purchase, which indicates the relative price of the conditional price for the purchase with respect to the opening price of the day or the closing price of the previous day Conditional price data, selling limit data or selling price relative selling price data indicating the relative price of the selling bid price with respect to the opening price of the day or the closing price of the previous day, or the contract price of the buy order, and the order It is configured to execute a process of receiving input of the brand identification information for the brand concerned,
In the order data storage means,
The condition price data for purchase or the relative condition price data for purchase, the limit data for sale or the relative limit data for sale, and the brand identification information are associated with the investor identification information Remembered,
The supplier market determination processing means includes:
When the condition success / failure determination processing means determines that the reverse purchase condition is satisfied, it executes a process of determining the market that is the cheapest market price data for the issue related to the order and determining it as the supplier market , Is configured to execute the process of determining the market that is the highest market value data for the brand related to the order at the time of execution of the buy order, and determining as the supplier market,
The order data creation processing means includes:
When the condition success / failure determination processing means determines that the reverse purchase condition is satisfied, the purchase order data including the brand identification information for the market determined by the supplier market determination processing means is created, and the buying The processing for creating ordering data for selling including the brand identification information for the market determined by the supplier market determination processing means at the time of execution of the order is configured to be executed. 4. The securities trading order system according to any one of 4 above. The order reception processing means includes
A purchase order with a reverse purchase condition in which a purchase is made when the market price exceeds the purchase price, and a sale is made when the purchase price exceeds the limit for sale after the execution of this purchase order. The condition price for the purchase by the investor regarding the two-condition combination order of the sale with the reverse sale condition of performing the sale when the price becomes below the condition price for the sale with the normal sale condition of performing Relative price data for purchase showing the relative price of the conditional price for purchase with respect to the data, the open price on the current day or the close price on the previous day, the limit data for sale, the open price on the current day or the previous day or the previous price Relative limit price data for sale indicating the relative price of the limit price for selling with respect to the contract price of the order, conditional price data for sale, or the opening price of the day or the closing price of the previous day, or the contract price of the buy order Relative conditional price data for with sale indicating the relative price conditions prices for with serial sold, and is configured to execute a process of receiving an input of the stock identification information about the stocks according to the order,
In the order data storage means,
The conditional price data for purchase or the relative conditional price data for purchase, the limit data for selling or the relative limit data for selling, the conditional price data for selling or the selling price Relative condition price data, as well as the stock identification information is stored in association with the investor identification information,
The supplier market determination processing means includes:
When the condition success / failure determination processing means determines that the reverse purchase condition is satisfied, it executes a process of determining the market that is the cheapest market price data for the issue related to the order and determining it as the supplier market , Executing a process of determining a market that is the highest market value data for the brand related to the order at the time of execution of the buy order and determining as a supplier market, and further determining whether the condition is successful after the execution of the buy order When it is determined by the processing means that the reverse selling condition is satisfied, the processing is performed to determine the market that is the highest market value data for the brand related to the order and determine the supplier market,
The order data creation processing means includes:
When the condition success / failure determination processing means determines that the reverse purchase condition is satisfied, the purchase order data including the brand identification information for the market determined by the supplier market determination processing means is created, and the buying First order data for selling including the brand identification information for the market determined by the supplier market determination processing means is created at the time of execution of the order, and further, the condition success / failure determination processing means after the purchase order is executed When it is determined that the reverse sale condition is satisfied, order cancellation data for canceling the first order data of the sale is created, and the brand identification information for the market determined by the supplier market determination processing means is created. 5. The securities buying and selling order system according to claim 1, wherein the second order data for selling is generated. Stem. A securities trading order system configured by a computer that executes processing related to securities trading orders,
A market price data acquisition processing means for executing a process of acquiring market price data of a plurality of markets for each stock from a market system or other market price information providing system;
A buy order with a normal purchase condition in which a purchase is made when the market price falls below the limit for purchase, and a sale is made when the purchase price exceeds the limit for sale after the execution of this buy order Bid limit data for purchase by an investor for a sell order with a normal sell condition, or relative bid limit data for purchase indicating the relative price of the bid limit for the purchase with respect to the opening price on the current day or the closing price on the previous day, Limit price data for sale, open price on the current day, close price on the previous day, or relative limit data for sale indicating the relative price of the limit price for the sale with respect to the contract price of the buy order, and the brand of the order Order receiving processing means for executing processing for receiving input of identification information;
The purchase limit data received by the order reception processing means or the relative bid limit data for purchase, the bid limit data for sale or the relative limit data for sale, and the brand identification information Order data storage means for storing in association with the house identification information;
A supplier market determination processing means for executing a process of determining a market which is the highest market price data for the brand related to the order at the time of execution of the buy order and determining as a supplier market;
Purchase limit data for the purchase calculated from the limit price data for the purchase or the relative limit data for purchase to the market specified by the investor or specified by the investor, and purchase order data including the brand identification information A selling price including the selling price limit data calculated from the selling limit price data or the selling relative price limit data to the market determined by the supplier market determination processing means and the brand identification information A securities trading order system comprising: order data creation processing means for executing processing for creating the order data. A securities trading order system configured by a computer that executes processing related to securities trading orders,
A market price data acquisition processing means for executing a process of acquiring market price data of a plurality of markets for each stock from a market system or other market price information providing system;
The first brand and the first by the investor in a sale / purchase sequential order for selling the first brand and buying the second brand with the sale price of the first brand. Order acceptance processing means for executing a process of accepting input of each brand identification information for two brands;
Order data storage means for storing each brand identification information about the first brand and the second brand received by the order reception processing means in association with investor identification information;
A supplier market determination processing means for executing a process of determining a market which is the cheapest market price data for the second brand at the time of execution of the sell order and determining as a supplier market;
The selling order data including the brand identification information for the first brand to the market specified in advance or designated by the investor is created, and the second to the market determined by the supplier market determination processing means is created. A securities trading order system comprising: order data creation processing means for executing processing for creating purchase order data including brand identification information for a particular brand. A securities buying and selling order processing method executed by a securities buying and selling order system configured by a computer that executes processing related to securities buying and selling orders,
The market price data acquisition processing means executes a process of acquiring market price data of a plurality of markets for each stock from the market system or other market price information providing system,
When the order reception processing means has a buy order with a reverse purchase condition in which a purchase is made when the market price is equal to or greater than the purchase price, or when the market price is less than or equal to the sale price Investor's conditional price data for a sell order with a reverse sale condition to sell, or relative conditional price data indicating the relative price of the conditional price relative to the opening price on the current day or the closing price on the previous day, and the issue related to the order Execute the process to accept the input of stock identification information about
The conditional price data received by the order reception processing means or the relative conditional price data, and the brand identification information are stored in the order data storage means in association with the investor identification information,
Condition success / failure determination processing means for the condition price data calculated from the condition price data or the relative condition price data stored in the order data storage means, and the brand related to the order acquired by the market price data acquisition processing means By repeatedly comparing the market price data of all markets, the process of determining whether the market price data of any market satisfies the reverse purchase conditions or the reverse sale conditions, or repeatedly The condition price data calculated from the condition price data or the relative condition price data stored in the order data storage means, and each of the brands related to the order obtained by the market price data acquisition processing means with a coefficient that gives a sum of 1 By comparing the value data obtained by multiplying the market value data of the market and adding these amounts, Repeatedly executes the process value data to determine whether it meets the opposite Purchaser condition or the inverse sold conditional
In the case of the buy order, when the supplier market determination processing means determines that the reverse success condition or the reverse sale condition is satisfied by the conditional success / failure determination processing means, the brand related to the order is the cheapest. The market that is the market value data is judged and determined as the supplier market. In the case of the sell order, the market that is the highest market value data for the issue related to the order is determined and determined as the supplier market. Execute the process to
The securities trading order processing method, wherein the order data creation processing means executes processing for creating order data including the brand identification information for the market determined by the order-destination market determination processing means. A securities buying and selling order processing method executed by a securities buying and selling order system configured by a computer that executes processing related to securities buying and selling orders,
The market price data acquisition processing means executes a process of acquiring market price data of a plurality of markets for each stock from the market system or other market price information providing system,
The order acceptance processing means has a buy order with a normal purchase condition in which a purchase is made when the market price is less than or equal to the limit for purchase, and after the purchase order is executed, the price exceeds the limit for sale. Investor's bid limit data for a sell order with a normal sell condition that sometimes sells, or a purchase showing the relative price of the bid limit for the current day's opening price or the previous day's closing price Relative limit data for selling, limit data for selling, or selling day relative limit data indicating the relative price of the selling limit relative to the opening price of the day or the closing price of the previous day or the contract price of the buy order Execute the process of accepting input of stock identification information for stocks related to
The purchase limit data received by the order reception processing means or the relative limit price data for purchase, the limit data for sale or the relative limit data for sale, and the brand identification information Store it in the order data storage means in association with the house identification information,
The supplier market determination processing means executes a process of determining the market that is the highest market value data for the brand related to the order at the time of execution of the buy order and determining the market as the supplier market,
The purchase order data creation processing means includes a limit data for purchase calculated from the limit data for purchase to the market predetermined or designated by an investor or the relative limit data for purchase, and the brand identification information. And the limit data for selling calculated from the limit data for selling to the market determined by the supplier market determination processing means or the relative limit data for selling; A securities buying and selling order processing method comprising: executing a process of creating selling order data including the brand identification information. A securities buying and selling order processing method executed by a securities buying and selling order system configured by a computer that executes processing related to securities buying and selling orders,
The market price data acquisition processing means executes a process of acquiring market price data of a plurality of markets for each stock from the market system or other market price information providing system,
The order acceptance processing means sells the first issue and purchases the second issue with the sale price of the first issue. A process of receiving input of each brand identification information for one brand and the second brand,
Storing each brand identification information about the first brand and the second brand received by the order reception processing means in the order data storage means in association with the investor identification information;
The supplier market determination processing means executes a process of determining the market which is the cheapest market price data for the second issue at the time of execution of the sell order and determining the market as the supplier market,
Order data creation processing means creates sell order data including brand identification information for the first brand to a market predetermined or designated by an investor, and is determined by the order market determination processing means A securities trading order processing method comprising: executing a process of creating purchase order data including brand identification information for the second brand to the market.   The program for functioning a computer as a securities trading order system in any one of Claims 1-10.

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