JP2015181074A5

JP2015181074A5 -

Info

Publication number: JP2015181074A5
Application number: JP2015146157A
Authority: JP
Filing date: 2015-07-23
Publication date: 2016-02-04
Anticipated expiration: 2029-10-01

Description

かかる課題を解決するため、請求項１に記載の発明は、金融商品の売買取引を管理する金融商品取引管理装置であって、前記金融商品の売買注文を行うための売買注文申込情報を受け付ける注文入力受付手段と、前記金融商品の相場価格情報を取得する価格情報受信手段と、該注文入力受付手段が受け付けた前記売買注文申込情報及び前記価格情報受信手段が取得した前記相場価格情報に基づいて金融商品の注文情報を生成する注文情報生成手段とを備え、前記注文情報生成手段は、一の前記売買注文申込情報に基づいて、前記注文情報として、同一種類の前記金融商品を一の価格で買い注文する買い注文情報と該買い注文情報の対象となっている前記金融商品を他の価格で売り注文する売り注文情報とからなる注文情報群を生成し、個々の前記注文情報にはそれぞれ特定の約定価格の情報を設け、それぞれの前記注文情報群において、該注文情報群を形成する前記買い注文情報を前記約定の順序としての優先順位の高い第一注文とすると共に、前記売り注文情報を前記約定の順序としての優先順位の低い第二注文とし、所定の時間帯の直前の価格から前記所定の時間帯の直後の価格までの価格幅に存在する前記注文情報群について、前記価格情報受信手段が取得した前記時間帯の直後の前記相場価格情報が前記注文情報群の価格よりも高い場合には、前記注文情報群を取り消す処理を行うことを特徴とする。 In order to solve this problem, the invention described in claim 1 is a financial product transaction management apparatus for managing a financial product trading transaction, and an order for accepting trading order application information for performing a trading order of the financial product. Based on the input receiving means, the price information receiving means for acquiring the market price information of the financial product, the trading order application information received by the order input receiving means and the market price information acquired by the price information receiving means Order information generating means for generating order information of the financial product, the order information generating means, based on the one buy and sell order application information, as the order information, the same type of the financial product at a single price Generating an order information group composed of buy order information for buying orders and sell order information for selling and ordering the financial products targeted by the buy order information at other prices; Each order information is provided with information on a specific contract price, and in each order information group, the buy order information forming the order information group is set as the first order with high priority as the order of execution. The sell order information is a second order with a low priority as the execution order, and the order information existing in a price range from a price immediately before a predetermined time zone to a price immediately after the predetermined time zone. For the group, when the market price information immediately after the time period acquired by the price information receiving means is higher than the price of the order information group, a process of canceling the order information group is performed.

請求項２に記載の発明は、金融商品の売買取引を管理する金融商品取引管理装置であって、前記金融商品の売買注文を行うための売買注文申込情報を受け付ける注文入力受付手段と、前記金融商品の相場価格情報を取得する価格情報受信手段と、該注文入力受付手段が受け付けた前記売買注文申込情報及び前記価格情報受信手段が取得した前記相場価格情報に基づいて金融商品の注文情報を生成する注文情報生成手段とを備え、前記注文情報生成手段は、一の前記売買注文申込情報に基づいて、前記注文情報として、同一種類の前記金融商品を一の価格で売り注文する売り注文情報と該売り注文情報の対象となっている前記金融商品を他の価格で買い注文する買い注文情報とからなる注文情報群を生成し、個々の前記注文情報にはそれぞれ特定の約定価格の情報を設け、それぞれの前記注文情報群において、該注文情報群を形成する前記売り注文情報を前記約定の順序としての優先順位の高い第一注文とすると共に、前記買い注文情報を前記約定の順序としての優先順位の低い第二注文とし、所定の時間帯の直前の価格から前記所定の時間帯の直後の価格までの価格幅に存在する前記注文情報群について、前記価格情報受信手段が取得した前記時間帯の直後の前記相場価格情報が前記注文情報群の価格よりも低い場合には、前記注文情報群を取り消す処理を行うことを特徴とする。 The invention according to claim 2 is a financial product transaction management apparatus for managing a financial product trading transaction, and an order input receiving means for receiving trading order application information for performing a trading order of the financial product; Price information receiving means for acquiring market price information of products, and order information for financial products is generated based on the market order application information received by the order input receiving means and the market price information acquired by the price information receiving means Order information generating means, and the order information generating means, based on one buy / sell order application information, sell order information for selling and ordering the same type of financial product at a price as the order information; An order information group consisting of buy order information for buying and ordering the financial product that is the target of the sell order information at another price is generated. In each of the order information groups, the selling order information forming the order information group is set as a first order with a high priority as the order of execution, and the buy order information is Receiving the price information for the order information group existing in the price range from the price immediately before a predetermined time zone to the price immediately after the predetermined time zone as a second order with a low priority as the execution order When the market price information immediately after the time period acquired by the means is lower than the price of the order information group, a process of canceling the order information group is performed.

Claims

A financial product transaction management device for managing the trading of financial products,
Order input receiving means for receiving trading order application information for performing trading orders of the financial products;
Price information receiving means for obtaining market price information of the financial product;
Order information generating means for generating order information of financial products based on the buy / sell order application information received by the order input receiving means and the market price information acquired by the price information receiving means;
The order information generating means includes
Based on one buy / sell order application information, as the order information, buy order information for buying and ordering the same type of the financial product at a single price and the financial product that is the target of the buy order information as another order Generate an order information group consisting of sell order information to sell and order at a price, and each individual order information is provided with information on a specific contract price,
In each of the order information groups, the buy order information forming the order information group is set as a first order having a high priority as the execution order, and the sell order information is set as a priority order as the execution order. With a low second order,
For the order information group existing in the price range from the price immediately before the predetermined time period to the price immediately after the predetermined time period , the market price information immediately after the time period acquired by the price information receiving means is When the price of the order information group is higher, a processing for canceling the order information group is performed.

A financial product transaction management device for managing the trading of financial products,
Order input receiving means for receiving trading order application information for performing trading orders of the financial products;
Price information receiving means for obtaining market price information of the financial product;
Order information generating means for generating order information of financial products based on the buy / sell order application information received by the order input receiving means and the market price information acquired by the price information receiving means;
The order information generating means includes
Based on one buy / sell order application information, as the order information, sell order information for selling and ordering the same type of financial product at one price, and the financial product that is the target of the sell order information as another order Generate an order information group consisting of buy order information to buy and order at a price, and provide information on a specific contract price for each of the order information,
In each of the order information groups, the sell order information forming the order information group is a first order having a high priority as the order of execution, and the buy order information is a priority order as the order of execution. With a low second order,
For the order information group existing in the price range from the price immediately before the predetermined time period to the price immediately after the predetermined time period , the market price information immediately after the time period acquired by the price information receiving means is When the price of the order information group is lower, a processing for canceling the order information group is performed.

The order information generating means includes the order information group including a plurality of the order information of the first order, wherein the order information generating means places a limit order for each price of the same type of the financial product based on the buy / sell order application information. The financial product transaction management device according to claim 1, wherein the financial product transaction management device is generated.

3. The financial product transaction management apparatus according to claim 1, wherein the order information generation unit generates a plurality of order information groups in one price range based on the one purchase order application information.

3. The financial product according to claim 1, wherein the order information generation unit generates a plurality of order information groups of a plurality of price ranges in each of the price ranges based on one purchase order application information. Transaction management device.

6. The financial product transaction management apparatus according to claim 1, further comprising order information recording means for recording the order information generated by the order information generating means.

The order information generating means includes valid / invalid identification information for identifying valid order information and invalid order information for each individual order information, and first order identification information indicating the first order. And the second order identification information indicating that the order is the second order, and in the state where the order information group is generated, the valid information identification using the order information as the first order as the valid order information. The information is provided, and the order information and stop order information as the second order are set as invalid order information. Financial product transaction management device.

A contract information generating means for executing a contract for the financial product based on the order information;
When the order information as the first order forming one order information group is executed, the execution information generating means invalidates the order information and the stop order information as the second order. 8. The order information group is generated again when the order information as the second order, which is regarded as the valid order information, is filled with valid order information from the information. The financial product transaction management apparatus according to 1.

The contract information generating means generates a slippage when executing the first order information to which the first order identification information is assigned and the second order information to which the second order identification information is assigned. 9. The financial product transaction management apparatus according to claim 8, wherein the first order information and the second order information are executed.

The order information group is recorded in an order information recording unit that records the order information generated by the order information generating unit,
When the contract information generating means executes the contract based on the stop order information, the stop order among the order information group generated based on the buy / sell order application information that generated the stop order information. 10. The financial product transaction management apparatus according to claim 8 or 9, wherein a cancellation process is performed to delete all the order information groups that have not been generated at the time of information execution from the order information recording means.

The order information group is recorded in an order information recording unit that records the order information generated by the order information generating unit,
When there is a cancellation request as a request to cancel the order of the financial product once generated, the contract information generation means extracts the order information group including the order information related to the order for which the cancellation request has been made, 11. The financial product transaction management apparatus according to claim 8, wherein a cancellation process for erasing all the order information before execution included in the order information group from the order information recording unit is performed. .

2. The order information group includes stop order information for ordering a stop order for the financial product that is the target of the buy order information and the sell order information for another price. The financial product transaction management device according to any one of 1 to 11.

13. The financial product transaction management apparatus according to claim 12, wherein the stop order information is generated as order information of a settlement stop order.

Account information generating means for managing margin information as customer deposit balance information;
A margin amount calculating means for calculating the amount of margin necessary for the transaction of the financial product,
The margin amount calculation means calculates the margin in a manner including a slippage correction that may occur at the time of margin calculation, and the order information generation means includes the margin information acquired by the account information generation means. The financial information according to any one of claims 1 to 13, wherein the order information group is generated when the information is equal to or greater than the amount of the margin calculated by the margin amount calculation means. Commodity transaction management device.

In the order information group generated by the order information generating means based on the one buy / sell order application information, the number of products of the financial products forming the one order information group is constant, and the order information group has a plurality of price ranges. 15. The financial product transaction management apparatus according to claim 1, wherein a value range between the buy order information and a value range between the sell order information in the order information group are constant.

A program causing a computer to function as the financial product transaction management apparatus according to any one of claims 1 to 15.