JP2016181307A - Financial product transaction management device, financial product transaction management method, and program - Google Patents

Abstract

PROBLEM TO BE SOLVED: To provide a financial product transaction management device performing a rational transaction by fully using a revenue opportunity while avoiding a risk without causing a customer to perform complicated order procedure.SOLUTION: An order information generation section 16 of a financial product transaction management device 1 generates a first order information group and a second order information group having first order information at a first price and second order information at a second price respectively that are generated on the basis of one trading order application information, and repetitively causes the first order information group to contract in order of the first order information and the second order information and causes the second order information group to contract in order of the second order information and the first order information respectively.SELECTED DRAWING: Figure 1

Description

  The present invention relates to technology for managing and supporting transactions of financial products such as foreign exchange.

  As a transaction method for financial products such as foreign exchange, limit orders are known in addition to market orders in which transactions are made at the price at the time of order. This limit order is an order form in which the purchase price is designated in advance by the customer, and the financial product dealer places an order to buy the financial product when the target financial product falls to the specified price, When the price rises to the specified price, the seller places an order to sell the financial product. 2. Description of the Related Art Conventionally, there has been known an invention for placing a limit order for a financial product using a computer system (see, for example, Patent Document 1). On the other hand, in the limit order of financial products, ifdan order (an order form in which two orders with ranks are placed at the same time and the second order is automatically valid once the first order is established. The same applies in the description). And the system which performs an ifdan order automatically, avoiding a risk is known (for example, refer to patent documents 2).

JP 2006-99787 A JP 2008-130002 A

  However, the invention described in the cited document 1 has a problem that it cannot respond to the limit order of the ifdan order. Further, in the cited document 2, since the market price is set to one price, only the first order is executed, and when the price is other, only the second order is executed, The problem of missing out on existing revenue opportunities arises.

  The present invention has been made in view of the above problems, and in the limit order of financial products, customers who use the system do not perform complicated order procedures and fully utilize the profit opportunities while avoiding risks. An object of the present invention is to provide a financial product transaction management apparatus capable of performing reasonable transactions.

In order to achieve such an object, the invention described in claim 1 is a financial product transaction management apparatus for managing a financial product trading transaction, wherein the financial product trading order inputted by a user is placed. Order input receiving means for receiving trading order application information, order information generating means for generating order information of financial products based on the trading order application information received by the order input receiving means, and the order information generating means The order information generating means comprises: a recording management means for recording the order information in a recording means and managing a recording state of the order information in the recording means; and a market price information acquiring means for acquiring market price information of the financial product. The first order information as the order information for ordering the same type of the financial product for one price based on the one buy / sell order application information, and the gold Order information group comprising second order information as the order information for ordering each of the melted products for other prices, the first order information at a first price, and the second order information at a second price A first order information group and a second order information group, each having order information, are generated, and the order information generating means converts the first order information group into the first order information and the second order information. The invention according to claim 2, wherein the second order information group is executed in the order of the second order information and the first order information. In addition, it includes a contract information generating means for executing the order information when the market price information reaches an arbitrary price, and the order information includes order status information for determining whether it is in an uncommitted state or a contracted state. The execution information The generating means converts the order status information from the unfilled status to the contracted status when the first order information and the second order information are executed.

  According to a third aspect of the present invention, in addition to the configuration of the first or second aspect, the order information includes order condition information for determining whether the order is a limit order or a limit order. .

  According to a fourth aspect of the present invention, in addition to the configuration of the third aspect, one of the first order information group and the second order information group includes the first order information and the second order information group. Third order information for placing a sell limit order for a price lower than the second order information is provided, and the other order information group is a reverse order for a price higher than the first order information and the second order information. The fourth order information for placing a limit order is provided, and when the third order information or the fourth order information is executed, the first order information group and the second order information group are not executed. All the order information is canceled.

  According to a fifth aspect of the present invention, in addition to the configuration according to any one of the first to fourth aspects, the first order information group and the second order information group are ordered by the first order information. The second order information is ordered at a price less than the market price of the financial product at the time and at a price greater than the market price of the financial product at the time of ordering, the first order information is the limit order for buying, the second order information The order information is ordered as a limit order for sale.

  According to a sixth aspect of the present invention, in addition to the configuration according to any one of the first to fourth aspects, the first order information group and the second order information group include the first order information and the second order information group. Second order information is ordered at a price equal to or higher than the market price of the financial product at the time of order placement, the first order information in the first order information group is a buy limit order, and the second order information is a sell It is ordered as a limit order, the first order information of the second order information group is ordered as a buy limit order, and the second order information is ordered as a sell limit order.

  According to a seventh aspect of the present invention, in addition to the configuration according to any one of the first to fourth aspects, the first order information group and the second order information group include the first order information and the Second order information is ordered at a price less than the market price of the financial product at the time of order placement, the first order information of the first order information group is a buy limit order, and the second order information is a sell limit The second order information group is ordered as a buy limit order, and the second order information is ordered as a sell limit order.

The invention according to claim 8 is a financial product transaction management method performed in a financial product transaction management apparatus for managing a financial product transaction transaction, and is for performing a purchase order for the financial product input from a user. An order input receiving procedure performed in order input receiving means for receiving trading order application information, and an order information generating means for generating order information of financial products based on the trading order application information received in the order input receiving procedure. An order information generation procedure, and a record management procedure performed in a transaction management means for recording the order information generated in the order information generation procedure in a recording means and managing a recording state of the order information in the recording means; A market price information acquisition procedure performed in market price information acquisition means for acquiring market price information of the financial product, In the order information generation procedure, first order information as the order information for ordering the same type of the financial product for one price based on the one buy / sell order application information by the order information generating means, Order information group comprising second order information as the order information for ordering each of the financial products for other prices, wherein the first order information at a first price and the first order information at a second price A first order information group and a second order information group each having two order information are generated, and in the order information generation procedure, the first order information group includes the first order information and the second order information. The invention according to claim 9, wherein the second order information group is executed in the order of the second order information and the first order information. A is, computer, characterized in that function as the financial product transaction management apparatus according to any one of claims 1 to 7.

  According to the invention described in claim 1 and claim 8, the first order information at the first price and the second order information at the second price, which are generated based on the one purchase order application information. For each of the first order information group and the second order information group, the first order information group is executed in the order of the first order information and the second order information, and the second order information group is set to the second order information group. By executing the order information in the order of the first order information, the first order information and the second order information are executed one by one when executing a plurality of order information groups sequentially. A higher profit can be obtained than when only one piece of order information is executed. Thereby, the customer who uses the system can make a reasonable transaction by fully utilizing the profit opportunity while avoiding the risk without performing complicated order procedures.

  According to the invention described in claim 2, if the order is executed based on the first order information group having the first order information and the second order information and the second order information group, the transaction by the Ifdan order Can be automatically repeated multiple times.

  According to the third aspect of the present invention, the order information includes order condition information for determining whether the order is a limit order or a limit order. If it is a buy limit order or a stop order higher than the current market price, or the order information of the first order that is initially executed is a sell limit order or a limit order that is lower than the market price at the time of order placement Even in this case, it is possible to implement a transaction based on the Ifdan order. As a result, the present invention can be applied to various transactions in accordance with market conditions and the like, and a system that is highly convenient for customers can be realized.

  According to the invention described in claim 4, the third order information for placing a sell limit order for a lower price than the first order information and the second order information, or higher than the first order information and the second order information. When the fourth order information to place a buy limit order for the price is executed, by canceling all the unordered order information forming the first order information group and the second order information group, It is possible to prevent the customer from being disadvantaged by the market price rising or falling below a certain price, thereby avoiding the customer risk.

  According to the fifth aspect of the present invention, the price of the first order information is lower than the market price of the financial product at the time of ordering or lower than the market price of the financial product at the time of ordering. If the price is equal to or higher than the market price of the financial product at the time of ordering or higher than the market price of the financial product at the time of ordering, make full use of profit opportunities while avoiding risks in transactions with Ifdan orders. Reasonable transactions can be made automatically. As a result, a system that is highly convenient for the customer can be realized.

  According to the invention described in claim 6, in the case where the first order information and the second order information are prices higher than the market price of the financial product at the time of ordering or a price higher than the market price of the financial product at the time of ordering. It is possible to automatically carry out reasonable transactions by making full use of profit opportunities while avoiding risks in transactions based on ifdan orders. As a result, the present invention can be applied to various transactions in accordance with market conditions and the like, and a system that is highly convenient for customers can be realized.

  According to the invention described in claim 7, in the case where the first order information and the second order information are a price lower than the market price of the financial product at the time of ordering or a price lower than the market price of the financial product at the time of ordering It is possible to conduct reasonable transactions by making full use of profit opportunities while avoiding risks in transactions with Ifdan orders. As a result, the present invention can be applied to various transactions in accordance with market conditions and the like, and a system that is highly convenient for customers can be realized.

  According to the ninth aspect of the present invention, the financial product transaction management apparatus of the present invention can be programmed and realized on various computer hardware.

It is the system block diagram in the financial product transaction management system of this embodiment, and the functional block diagram of a financial product transaction management apparatus. It is a schematic diagram of the field definition of the order table of a financial product transaction management apparatus same as the above. It is a schematic diagram of the field definition of the customer account information table of a financial product transaction management apparatus same as the above. It is a schematic diagram of the field definition of the currency pair order condition table of a financial product transaction management apparatus same as the above. It is a flowchart which shows the process sequence at the time of establishing the limit order by an ifdan order in a financial product transaction management apparatus same as the above. It is a flowchart which shows the basic procedure of the order based on 1st order information and 2nd order information, and a contract in a financial product transaction management apparatus same as the above. It is a flowchart which shows the order processing of the order information of a new order information group, and a contract processing in a financial product transaction management apparatus same as the above. It is a flowchart which shows the contract process as a stop order in a stop loss price in a financial product transaction management apparatus same as the above. It is an image figure of the input screen displayed on the display part of a client terminal. FIG. 5 is an image diagram of an order history screen displayed on the display unit of the client terminal and an image diagram showing a data structure of each order information in the first execution procedure. FIG. 5 is an image diagram of an order history screen displayed on the display unit of the client terminal and an image diagram showing a data structure of each order information in the first execution procedure. It is a time chart of a 1st execution procedure. It is an image figure which shows the data structure of the order history screen displayed on the display part of a client terminal, and each order information in a 2nd execution procedure. It is a time chart of the 2nd execution procedure. It is an image figure which shows the data structure of each order information, and the image figure of the order history screen displayed on the display part of a client terminal in a 3rd execution procedure. It is a time chart of the 3rd execution procedure.

  An embodiment of the present invention will be described below with reference to the drawings.

[System configuration and data structure]
FIG. 1 is a system configuration diagram and functional block diagram of the financial product transaction management system of this embodiment. As shown in the figure, the financial product transaction management system 1A includes a financial product transaction management apparatus 1 and client terminals 2 ₁ to 2 _n as n (n ≧ 1) online terminals. The financial product transaction management device 1 and the client terminals 2 ₁ to 2 _n can communicate with each other via the Internet 3 as a WAN (Wide Area Network). The financial product transaction management system 1A of this embodiment handles foreign exchange as a financial product.

The financial product transaction management apparatus 1 is a server computer that is managed and operated by a financial product dealer, and manages trading transactions of financial products. The financial product transaction management apparatus 1 has a Web server function and a database function for storing a large amount of data. The client terminals 2 ₁ ,..., 2 _n are communication terminals having a data communication function that are owned and used by individuals or corporations (that is, users of the financial product transaction management system 1A) who buy and sell financial products, This applies to personal computers, mobile phone terminals, and the like. The client terminals 2 ₁ ,..., 2 _n are composed of operation units 21 ₁ ,..., 21 _n used for inputting various instructions such as a mouse and a keyboard, an LCD (Liquid Crystal Display), and the like. _1, ..., a display unit ₂₂ 1 for displaying various instructions and the like or various image input from 21 _n, ..., and a 22 _n. Incidentally, the client terminal ₂ 1, ..., _{2 n,} the operation unit ₂₁ 1, ..., 21 _n, the display unit ₂₂ 1, ..., so 22 _n has the same configuration, hereinafter, it is necessary to distinguish The client terminal 2, the operation unit 21, and the display unit 22 are used unless otherwise specified.

Although not shown in FIG. 1, the financial product transaction management apparatus 1 includes at least one CPU (Central Processing Unit), a RAM (Random Access Memory) functioning as a work area of the CPU, a boot program for activation, and the like. Read ROM (Read
Only Memory), an auxiliary storage device such as a hard disk in which various programs and data are recorded, a communication interface used for data transmission / reception, and the like. The auxiliary storage device stores an OS (Operating System) program, various application programs, data recorded in a database, and the like. These programs and data realize various functions in cooperation with hardware resources through arithmetic processing of the CPU.

  The financial product transaction management apparatus 1 may be formed by a single server computer or a plurality of network computer systems.

  As shown in FIG. 1, the financial product transaction management apparatus 1 includes a data processing unit 10 as functional means realized based on the above-described various programs and hardware resources, and various types processed by the data processing unit 10. It has a database 18 in which data is recorded. The data processing unit 10 performs processing such as generation and processing of various data used in the financial product transaction management apparatus 1, and further includes a front page distribution unit 11 serving as a functional unit, an order input receiving unit (order input receiving unit). ) 12, deposit / withdrawal information generation unit 13, contract information generation unit (contract information generation unit, record management unit) 14, account information generation unit 15, order information generation unit (order information generation unit) 16, database (DB) connection base Unit 17 and price information receiving unit (market price information acquisition means) 19.

  The order input receiving unit 12 receives data related to various orders input from the client terminal 2 and performs various processes necessary for establishing an order for the financial product.

  The deposit / withdrawal information generation unit 13 receives a deposit / withdrawal request from the client terminal 2 and creates a deposit / withdrawal list based on the request.

  The order information generating unit 16 generates information related to the order of the established financial product based on the information processed by the order input receiving unit 12. The orders here include not only so-called market orders and limit orders but also ifdan orders.

  Note that the financial product transaction management apparatus 1 according to this embodiment applies an ifdan order only to a new order, and simplifies the system configuration and forms a system that is easy for a customer to use. Therefore, the order information generation unit 16 is configured to generate order information for only new orders.

  The contract information generation unit 14 performs a contract process based on the order generated by the order information generation unit 16 and a process for sending information related to the completed contract process to the client terminal 2 of the customer. Here, “contract” refers to various procedures and processes for establishing the purchase and sale of financial products based on customer orders. Further, the contract information generation unit 14 records the order information generated by the order information generation unit 16 in the database 18 and manages the recording state of the order information in the database 18.

  The account information generation unit 15 has a function of generating customer deposit balance information and managing the deposit balance information as margin information (that is, information for supporting that the order can be executed). Note that the information on the deposit balance generated by the account information generation unit 15 is periodically updated with information on the customer's actual deposit balance provided by a financial institution such as a bank in order to be consistent with the actual deposit balance. Matched.

  The database connection base unit 17 performs conversion between data generated and processed in the data processing unit 10 and data recorded in the database 18, and exchanges data between the data processing unit 10 and the database 18. To perform the necessary processing.

  The database 18 records data used in the financial product transaction management apparatus 1. The database 18 in this embodiment is formed by a relational database, but any format may be used as long as it is suitable for recording and rewriting a large amount of data, such as an object database. In the database 18, an order table (order information recording means) 181, a customer account information table 182, a currency pair order condition table 183, and a sequence number table 184 are recorded. In the sequence number table 184, a sequence number uniquely assigned for each order information (described later) is recorded. Details of the order table 181, customer account information table 182, and currency pair order condition table 183 will be described later.

  The front page distribution unit 11 creates image data to be displayed on the display unit 22 of the client terminal 2 and transmits the created image data to the client terminal 2.

  The price information receiving unit 19 acquires price information (market price information) of the financial product handled by the financial product transaction management apparatus 1 and performs processing necessary for the data processing unit 10 to use the acquired information. Do. In this embodiment, the price information receiving unit 19 acquires information on the exchange rate price.

  In addition, the data processing unit 10, database 18, front page distribution unit 11, order input receiving unit (order input receiving means) 12, deposit / withdrawal information generating unit 13, contract information generating unit 14, account information in the financial product transaction management apparatus 1. The generation unit 15, the order information generation unit 16, the database connection base unit 17, and the price information reception unit 19 may be configured in any form. For example, when the financial product transaction management apparatus 1 is formed as a network computer system composed of a plurality of server computers, each component may be distributed to a plurality of server computers. These server computers are computer systems owned by a plurality of companies and server administrators (for example, computers owned or managed by financial stock exchanges, other financial product transaction management companies, providers, hosting system providers, etc.) (System). The server computer may be formed as a so-called cloud computer system. Furthermore, the data processing unit 10, the database 18, the front page distribution unit 11, the order input receiving unit (order input receiving means) 12, the deposit / withdrawal information generating unit 13, the contract information generating unit 14, the account information generating unit 15, the order information generating The configuration of at least a part of the unit 16, the database connection base unit 17, and the price information receiving unit 19 may be provided in the client terminal 2 instead of the financial product transaction management apparatus 1.

  2A is a schematic diagram of field definitions in the order table 181, FIG. 2B is a schematic diagram of field definitions in the customer account information table 182, and FIG. 2C is a schematic diagram of field definitions in the currency pair order condition table 183. As shown in these figures, each table 181, 182 and 183 has as many fields as there are items. Each field has a name (field name), data type (type) such as characters, numbers, and date / time, data length (length) such as bit length, non-blank specification (Not Null), presence of default value (default value) ), Data item names (remarks), etc. are defined.

  In the financial product transaction management apparatus 1 described above, when a limit transaction of a financial product is performed, a limit order of a plurality of financial products of the same type can be performed by a plurality of ifdan orders.

[Transaction procedure]
Next, a limit order transaction procedure by an ifdan order in the financial product transaction management system 1A of this embodiment will be described.

[Order Information Generation Procedure]
FIG. 3 is a flowchart showing a processing procedure when generating order information of a limit order by an ifdan order in the financial product transaction management apparatus 1 of this embodiment. Hereinafter, a processing procedure at the time of ordering will be described with reference to FIG.

  A customer using the financial product transaction management system 1 </ b> A accesses the financial product transaction management apparatus 1 using the client terminal 2. The front page distribution unit 11 of the financial product transaction management apparatus 1 displays the input screen 40 shown in FIG. 7 on the display unit 22 of the accessed client terminal 2. The customer uses the operation unit 21 to input order content data on the input screen 40. Specifically, the following (Process 1) to (Process 4) are performed on the input screen 40.

(Process 1)
The input screen 40 is provided with a purchase / purchase request input button 41 for selecting a tradeable currency pair. The customer selects a currency pair that he / she wishes to buy / sell with the buy / sell wish input button 41. FIG. 7 shows a state in which “US dollar (USD) / Japanese yen (JPY)” for performing a trading transaction between the Japanese yen and the US dollar is selected.

(Process 2)
The input screen 40 is provided with an order condition selection button 43 for selecting an order condition for limit order. The customer uses the order condition selection button 43 to select “Double Repeat Toy Dun” indicating the transaction form of this embodiment. The “repeat toy dan” is a transaction mode in which the financial product transaction management apparatus 1 automatically repeats the if dan order by one order.

  Then, as shown in FIG. 7, various buttons are provided on the input screen 40. These various buttons are used to input a lower order price (hereinafter referred to as a “lower order price”), which is an order price on the lower price side among new orders and settlement orders, forming “first order information” to be described later. Lower order price input field 44a, “second order information” to be described later, upper order price that is the higher order price among new orders and settlement orders (hereinafter referred to as “upper order price”) The upper order price input field 44b for inputting the order amount, the amount input field 44c for inputting the order amount for each order, and the expiration date display field 44d for displaying the expiration date of "first order information" and "second order information" Stop to select a stop loss order (hereinafter referred to as “stop loss order”) as a stop order set to prevent customers from being overwhelmed when the market price falls or rises Order selection buttons 44e and 44f, the lower order price and the price of the stop loss order lower than the upper order price (hereinafter referred to as "first stop loss price"), which form "third order information" described later. The first stop loss price input field 44g for inputting the lower stop order price and the price of the stop loss order higher than the upper order price (hereinafter referred to as "the second order information"), which forms the "fourth order information" described later. A second stop loss price input field 44h for inputting a second stop loss price) and an order confirmation button 45 for confirming the order contents.

  In addition, instead of any one of the lower order price input field 44a and the upper order price input field 44b, the profit amount designation for inputting the profit amount when the first order and the second order are executed once. The structure which provides a column may be sufficient. In this case, based on the price of the first order (or the price of the second order) input in the lower order price input field 44a (or the upper order price input field 44b) and the amount input in the amount input field 44c. The order input receiving unit 12 automatically calculates the upper order price (or the lower order price).

(Process 3)
The customer inputs a desired numerical value in each of these input fields, and selects a desired transaction form or the like with each selection button.

  FIG. 7 shows a state in which 80.00 yen is input in the lower order price input field 44a, 90.00 yen is input in the upper order price input field 44b, and 10,000 (currency) is input in the amount input field 44c. Yes. In FIG. 7, the stop loss order is selected by the stop loss order selection buttons 44e and 44f, 70.00 yen in the first stop loss price input field 44g, and 100.00 in the second stop loss price input field 44h. A circle is entered.

(Process 4)
When the customer clicks the order confirmation button 45 provided on the input screen 40 after completing the input and selection in each input field and each selection field, the data input on the input screen 40 is transmitted to the financial product transaction management apparatus 1. Then, the procedure of step S2 described later is performed. When the customer clicks the reset button 46 instead of the order confirmation button 45, the above processing is canceled and the input screen 40 returns to the state before the above (processing 1) is performed.

  When the order confirmation button 45 is clicked in the above (Process 4) and the transmitted data is supplied to the financial product transaction management apparatus 1, the order input reception unit 12 of the financial product transaction management apparatus 1 displays the input order. checking the content. Specifically, the expiration date selected in the expiration date display field 44d is confirmed, and further, the order price of the supplied data is inspected (step S2). Specifically, the order input receiving unit 12 performs the inspection method 1 and the inspection method 2 below.

  (Inspection Method 1) The order input receiving unit 12 includes a lower order price input in the lower order price input field 44a, an upper order price input in the upper order price input field 44b, and a price information receiving unit. 19 is compared with the current exchange rate price received. If the lower order price is less than or equal to the current exchange rate price and the upper order price is greater than or equal to the current exchange rate price, the order input receiving unit 12 performs the transaction procedure according to the “first execution procedure” described later. Do. When the lower order price and the upper order price are respectively higher than the current exchange rate price, the order input receiving unit 12 performs a transaction procedure by a “second execution procedure” described later. When the upper order price is less than or equal to the current exchange rate, the order input receiving unit 12 performs a transaction procedure according to a “third execution procedure” to be described later.

  (Inspection Method 2) The order input receiving unit 12 inputs the lower price entered in the lower order price input field 44a and the upper order price input field 44b of the currency pair selected by the purchase wish input button 41. Comparison is made with the upper order price. The order input receiving unit 12 determines that the upper order price is higher than the lower order price as an appropriate price.

  When it is determined that the lower order price and the upper order price are appropriate prices (“No” in step S3), the account information generation unit 15 acquires the margin information of the customer in the customer account information table 182. Specifically, numerical data recorded in the “amnt” field 182a shown in FIG. 2B is acquired as margin information.

  The order input reception unit 12 compares the acquired margin information with the customer's order total (that is, the total order calculated based on the numerical values input in the input fields 44a, 44b, 44g, and 44h), Check if the amount of margin is greater than the total order amount. The order information generation unit 16 generates an “order information group” to be described later only when the amount of margin is equal to or greater than the total order amount (“No” in step S5). Thereby, the limit order by the ifdan order can be accepted only when the customer can surely pay.

  When the amount of the margin is equal to or greater than the total order amount (“No” in step S5), the order input receiving unit 12 determines if the order condition is other than the above based on the data recorded in the currency pair order condition table 183. It is confirmed whether or not various conditions of the order are satisfied (step S6).

  If the various conditions of the ifdan order are not satisfied (“Yes” in step S7), the order input reception unit 12 treats the input order as an error and rejects the reception of the order (step S10).

  If the various conditions of the ifdan order are satisfied (“No” in step S7), and it is determined that the order conditions satisfy all the conditions necessary for the limit order by the above ifdan order, the front page The distribution unit 11 displays a confirmation screen (not shown) on the display unit 22 of the client terminal 2. The confirmation screen (not shown) lists the order conditions entered and selected by the customer on the input screen 40, and is provided with an approval button (not shown) that is clicked when there is no mistake in the listed contents. It has been.

  When the customer clicks an approval button (not shown) by operating the operation unit 21, the order information generating unit 16 of the financial product transaction management apparatus 1 generates order information based on the data input in step S1 (step S1). S8). Specifically, a plurality of pieces of data input in the above procedure are grouped in units of order prices, and each order information is assigned to each information unit by assigning a sequence number to the order recorded in the sequence number table 184. Form. A plurality of order information formed in one step S8 is a limit order for a certain number of commodities at two prices (ie, lower order price and upper order price) for a plurality of financial products of the same type. A plurality of pieces of order information (hereinafter simply referred to as “order information group”) having at least order information to be generated are generated a plurality of times.

  The order information generation unit 16 records the generated order information group in the order table 181 (step S9). Specifically, corresponding order information (that is, data corresponding to the item in the “remarks” column 181a) is recorded in each field shown in FIG. 2A. For example, the sequence number assigned in step S8 is recorded in the “ord_seq” field 181b. A customer number uniquely determined for each customer is recorded in the “cust_seq” field 181c, and a product name is recorded in the “style_id” field 181d. In the “ccy_pair_id” field 181e, an ID number uniquely determined for each currency pair is recorded. The combination of the ID number and the currency pair is recorded in an ID table (not shown) separately provided in the database. The “ord_amnt” field 181f records the order amount for each order information. The “buy_sell_id” field 181g records data indicating whether it is a sell order or a buy order, the “ord_rate” field 181h records the order price, and the “limit_time” field 181i records the order price. In the “ord_cond” field 181j, “1” indicating that the order type is an ifdane order is recorded. The “ifd_ord_seq” field 181k records the sequence number of the ifdan order. In the “new_close” field 181m, data indicating whether it is a new order or a continuous order (settlement order) is recorded. From the above procedure, the limit order order processing by the ifdan order in this embodiment is completed.

[Generation of order information and order information group]
When the order processing is completed, the order information generation unit 16 first generates the first two order information groups (hereinafter referred to as “first order information group” and “second order information group”, respectively). (A2), (b2) in FIG. 8 and (c2) in FIG. 9 are image diagrams of the order information group and order information constituting the order information group. As shown in the figure, the first order information 51A, 51D, the second order information 51B in a state where the data entered on the input screen 40 (see FIG. 7) is entered in the fields of the order table 181 (see FIG. 2A). , 51E, third order information 51C, and fourth order information 51F. The first order information 51A, the second order information 51B, and the third order information 51C constitute a first order information group 50A, and the first order information 51D, the second order information 51E, and the fourth order information 51F are the second order information group 50A. The order information group 50B is configured.

  As shown in FIGS. 8 and 9, each of the first order information 51A and 51D is configured as information for placing a limit order for buying the same type of financial product for one price (lower order price). Yes. Each of the second order information 51B and 51E is formed as information for placing a limit order for selling the same type of financial product for another price (upper order price). The third order information 51C is information for placing a sell stop limit order (stop loss order) on the first stop loss price on the lower price side than the first order information 51A, 51D and the second order information 51B, 51E. It is configured. The fourth order information 51F is information for making a buy stop limit order (stop loss order) for the second stop loss price higher than the first order information 51A, 51D and the second order information 51B, 51E. It is configured.

[Set trading information]
When generating the order information, the order information generating unit 16 sets the sales information 181g of the order information 51A to 51E. In this embodiment, the order information generation unit 16 “buys” the trading information 181g of the first order information 51A, 51D and the fourth order information 51F, the second order information 51B, 51E, and the third order information. The sales information 181g of 51C is set as “sale”. When the transaction information 181g is executed based on the order information 51A to 51F, the transaction information generation unit 14 is a customer account information table 182, a financial institution system (not shown) or the like that deals with financial products, and the like. Is used to determine the type of transaction processing to be performed for.

[Setting of limit order and limit order]
When generating the order information, the order information generating unit 16 sets information indicating either the limit order or the stop limit order in the order condition information 181j of each of the order information 51A to 51E. In this embodiment, the price (that is, the lower order price and the upper order price) input in the lower order price input field 44a and the upper order price input field 44b of the input screen 40 and the market price ( Hereinafter, it is set based on the comparison with "market order price"). Specifically, it is set as follows (setting condition 1) to (setting condition 4).
(Setting condition 1) When the order information is generated, if the market order price is higher than the lower order price and lower than the upper order price, the first order information 51A, 51D and the second order information 51B , 51E order condition information 181j is set as "limit price". The order condition information 181j of the third order information 51C and the fourth order information 51F is set as “reverse limit price”.
(Setting condition 2) When the order information is generated, if the market order price is lower than the lower order price and the upper order price, the order condition information 181j of the first order information 51A is set as "the stop price" The order information 51D and the order condition information 181j of the second order information 51B and 51E are set as “limit price”. The order condition information 181j of the third order information 51C and the fourth order information 51F is set as “reverse limit price”.
(Setting condition 3) When the order information is generated, if the market order price is higher than the lower order price and the upper order price, the order condition information 181j of the second order information 51E is set as the "stop price" The order condition information 181j of the order information 51A, 51D and the second order information 51B is set as “limit price”. The order condition information 181j of the third order information 51C and the fourth order information 51F is set as “reverse limit price”.
(Setting condition 4) When the order information is generated, if the market order price is equal to the lower order price or the upper order price, for example, if the market order price is equal to the lower order price, each order information 51A, 51B, 51C, The generation of 51D, 51E, 51F is cancelled.

  In this embodiment, each of the order information 51A to 51F includes order condition information 181j for determining whether the order is a limit order or a stop order, so that the first order order information ( For example, when the first order information 51A) is a buy limit order higher than the market price at the time of ordering, or when the order information (for example, the second order information 51E) of the first order that is initially contracted is the market price at the time of ordering Even in the case of a lower limit order for selling, it is possible to realize a transaction based on an ifdan order (see (second execution procedure) (third execution procedure) described later).

  The contract information generation unit 14 records the order information 51A to 51F generated by the order information generation unit 16 in the order table 181 and the customer account information table 182 of the database 18, and the order information in the subsequent order table 181. Manage recording status. Specifically, it communicates with the order table 181 and the customer account information table 182, and gives instructions for data input, correction, and deletion accompanying changes in the state of the order information 51A to 51F.

[Display order information]
The front page distribution unit 11 causes the display unit 22 of the client terminal 2 to display the generated order information group and order information constituting the order information group. (A1), (b1) in FIG. 8 (c1) in FIG. 9 is an image diagram of an order history screen displayed on the display unit 22. In the figure, the display unit 22 displays order information groups 50A and 50B and main fields of order information 51A, 51B, 51C, 51D, 51E, and 51F constituting them.

[Reject Order]
Note that, as a result of the inspection in step S2, if at least one of the order price of the first order information 51A and the order price of the second order information 51B is determined to be an inappropriate price (“Yes” in step S3) ) Or if the amount of margin is less than the total order amount in step S5 (“Yes” in step S5), the order input reception unit 12 treats the input order as an error and rejects the order (step S10). ).

[Commitment processing of limit order (first execution procedure)]
4 to 6 are flowcharts showing the procedure of the contract processing after the limit order order processing by the ifdan order is performed in the financial product transaction management apparatus 1 of this embodiment. The procedure will be described below with reference to FIG.

[Basic ordering and ordering information]
FIG. 4 is a flowchart showing basic procedures for ordering and execution based on the first order information and the second order information in the financial product transaction management apparatus 1 of this embodiment. The basic procedure will be described with reference to FIG.

  The order information generating unit 16 includes each order information 51A, 51B, 51C constituting the first order information group 50A generated in step S8, and each order information 51D, 51E, constituting the second order information group 50B. Order processing with 51F is performed (step S21). Here, “order processing” means that the status information 181o of the first order information 51A, 51D and the second order information 51B, 51E constituting each order information group 50A, 50B is changed from “waiting” to “ordering”. This means that the transaction is handled as a limit order. The financial product transaction management apparatus 1 uses the order information whose status information 181o is “standby” (for example, the second order information 51B shown in (a1) and (a2) of FIG. 8) as a limit order after generation and before ordering processing. The order information whose information 181o is “in order” (for example, the first order information 51A shown in (a1) and (a2) of FIG. 8) is processed as a limit order after the ordering process.

  As shown in (a1) and (a2) of FIG. 8, the first order information 51A and the first order information 51A of the first order information group 50A in which the new / settlement information 181m indicates “new” in the state where the procedure of step S21 is completed. In the second order information 51E of the second order information group 50B, the status information 181o is “in order”. On the other hand, in the other order information 51B, 51C, 51D, 51F, the new / settlement information 181m indicates “settlement”, and the status information 181o is “standby”.

  In this state, the price information receiving unit 19 of the financial product transaction management apparatus 1 continues to acquire exchange rate information. When the market price does not become higher than the fourth order price (or lower than the third order price) (“No” in step S22), and becomes equal to or higher than the upper order price (or lower order price) (step) “Yes” in S23), the contract information generation unit 14 performs contract processing of the second order information (or first order information) (step S24). Here, “contract processing” refers to changing the status information 181o of arbitrary order information from “in order” to “successful”, and performing processing for buying and selling the arbitrary financial product. Also, in the transaction of financial products, this “contract processing” is the first rank in the ifdan order based on a specific order information group (here, the second order information group 50B) when a position is acquired and a limit order is executed. Will be treated as being completed.

  FIG. 10 is a time chart schematically showing a contract based on a limit order in the financial product transaction management system 1A of this embodiment. For example, as shown in the figure, it is assumed that the market price of the US dollar at the time t1 when order information is generated by the Ifdan order (step S8) and placed (step S21) is 85.00 yen per dollar.

  At the time t2 when the market price of the US dollar rises after the order information is ordered and the market price 71 becomes 90.00 yen per dollar (“Yes” in step S23), the contract information generation unit 14 A process for executing the order information 51E is performed (step S24). That is, as shown in FIG. 8, the state information 181o of the second order information 51E of the second order information group 50B is converted from “in order” to “confirmed” in the state where the contract processing is completed. Rewrite the corresponding data. Specifically, the data in the “amnt” field 182a of the customer account information table 182 is increased or decreased by the contracted amount.

  At the time point t2 ′ (in practice, at the same time as the time point t2), the order information generation unit 16 uses the first order information and the second order information in the same order information group (for example, the first order information 51D in the second order information group 50B). And the second order information 51E) are confirmed whether or not the contract processing has been completed (that is, whether or not the status information 181o is “completed”). If the order information is not both contracted (“No” in step S25), the order information generating unit 16 includes first (or second) order information that constitutes the same order information group as the ordered order information, and The fourth (or third) order information is ordered (step S27). That is, as shown in FIG. 8B2, the status information 181o of the first order information 51D of the second order information group 50B is changed from “standby” to “ordering” (step S27). As shown in FIG. 8B1, the front page distribution unit 11 causes the display screen 47 to display the contract of the order information 51E and the fact that the first order information 51D is “in order”. As a result, the second-order order is treated as being valid in the Ifdan order based on the second order information group 50B.

  When one of the first order information and the second order information constituting the same order information group is executed and the other is ordered, the third order information 51C or the second order information forming the order information group. The state information 181o of the four order information 51F is also changed from “standby” to “in order” (step S27). That is, when the first order information 51D of the second order information group 50B is processed at time t2 ′ in FIG. 10, the second order information group 50B has the second order information as shown in (b1) (b2) of FIG. The status information 181o of the four order information 51F is changed from “standby” to “ordering.” This makes it possible to execute an order for which a position has been acquired by executing a stop loss order.

  Thereafter, the processing returns to step S22 and subsequent steps. When the market price does not become higher than the fourth order price (or lower than the third order price) (“No” in step S22) and becomes equal to the lower order price (“Yes” in step S23), the contract information generation unit 14 executes the contract processing of the first order information (step S24).

  For example, as shown in FIG. 10, when the US dollar market purchase price drops after time t2 ′ and the US dollar market purchase price 71 becomes 80.00 yen per dollar at time t3, the contract information generation unit 14 A process for executing a limit order based on the one order information 51A, 51D is performed. Thereby, it is handled that the second rank order is established in the Ifdan order based on the second order information group 50B. Further, it is treated that the first rank order is established in the Ifdan order based on the first order information group 50A.

  At the same time, the contract information generator 14 cancels the fourth order information 51F. Here, “cancellation processing” refers to changing the status information 181o of any order information from “standby” or “in order” to “invalid”. Will be treated as canceling.

  That is, as shown in FIG. 8 (b1), the status information 181o of the first order information 51A, 51D is changed from the “in order” status to the “completed” status, and the status information 181o of the fourth order information 51F is changed. Convert from "in order" status to "invalid" status. Then, as shown in FIG. 9C1, the front page distribution unit 11 displays on the display screen 47 that the first order information 51A, 51D has been executed and the fourth order information 51F has become invalid. .

  Then, the contract information generation unit 14 rewrites data corresponding to the first order information 51A and 51D and the second order information 51E in the database 18. Specifically, at the time t3 in FIG. 10, the contract information generation unit 14 deletes the order information 51D, 51E, and 51F constituting the second order information group 50B. Further, the contract information generation unit 14 performs a buying / selling process on a customer account information table 182 and a system (not shown) of a financial institution that deals with financial products. As a result, the customer can obtain a profit corresponding to the difference between the selling order at time t2 and the buying order at time t3.

  The order information generation unit 16 determines that the status information of the first order information and the second order information among the pieces of order information constituting one order information group is “completed” (“Yes” in step S25). Then, an ordering process for the order information of the new order information group is performed (step S26). In this embodiment, as shown at time t3 'in FIG. 10, the order processing of the first order information 51D, the second order information 51E, and the fourth order information 51F of the new second order information group 50C is performed. The specific contents of the procedure of step S26 will be described later.

  Further, the order information generation unit 16 performs an ordering process for the first (or second) order and the third (or fourth) order information of the other order information group (step S27). In this embodiment, the ordering process for the second order information 51B of the first order information group 50A is performed at time t3 'in FIG. As a result, the second-order order is treated as being valid in the Ifdan order based on the first order information group 50A. And it returns to the process after step S22 again.

  That is, in this embodiment, when the lower order price and the upper order price are executed, two order information is executed (for example, at the time t2 in FIG. 10, the second order is processed). Information 51E, 51B, first order information 51D, 51A at time t3). That is, every time the market price 71 reaches the lower order price, the upper order price, two limit orders (one new limit order and the other limit order for settlement) are executed, and ifdan orders are executed multiple times. Repeatedly. Therefore, customers can make a lot of profit in a short period of time compared to the case where ifdan orders are made in the form where one limit order is executed each time the market price reaches the lower order price and the upper order price. .

  In this embodiment, the first order information 51A, 51D and the second order information 51B, 51E constituting the order information group 50A, 50B are executed in the reverse order. For example, in this embodiment, the second order information 51E is contracted (time t2), the first order information 51D is contracted (time t3), and the first order information 51A is contracted (time t3). The contract processing of the first order information 51A, 51D and the second order information 51B, 51E is repeated as follows: the contract is executed in the order of 51B contract. Thereby, in the contract processing after the time point t3, a pair of first order information (that is, the first order information group 50A and the second order information group 50B) is sequentially contracted when the order information is contracted. The first order information 51A and the first order information 51D) and the pair of second order information (that is, the second order information 51B and the second order information 51E) are executed. Therefore, the customer can obtain a higher profit when the contract processing is performed than when the contract processing of only one order information is performed.

[Order Information Order for New Order Information Group (Step S26)]
FIG. 5 is a flowchart showing the ordering process for order information of a new order information group in step S26. The details of the procedure will be described below with reference to FIG.

  When placing an order for a new order information group, the account information generation unit 15 acquires the margin information of the customer in the customer account information table 182 again. Then, the order input receiving unit 12 again compares the acquired margin information with the customer's total order, and confirms whether the amount of the margin is equal to or greater than the total order (step S261). If the margin amount is less than the total order amount (“Yes” in step S262), the processing is suspended until the total order amount is equal to or greater than the total order amount, and if the margin amount is equal to or greater than the total order amount (“No” in step S262). ), The order information generation unit 16 performs the ordering process again for the order information group deleted in step S26 (step S263). In this embodiment, as shown in FIG. 9, at the time point t3 '(in effect, at the same time as the time point t3), the ordering process for the second order information group 50C having the same configuration as the second order information group 50B is performed. Further, the order information generating unit 16 performs an ordering process for the order information of the second order information 51E (step S263). As in step S9, the order information generation unit 16 records the second order information group 50C on which the order processing has been performed in the order table 181 (step S264). When the order processing of the second order information group 50C is performed in step S263, the front page distribution unit 11 displays the second order information group 50C on the display unit 22 of the client terminal 2.

[Contract Processing of Stop Order (Cancellation Processing) at Stop Loss Price (Step S28)]
FIG. 6 is a flowchart showing the stop order execution process at the stop loss price in step S28. The details of the procedure will be described below with reference to FIG.

  When the market price of the financial product is equal to or higher than the fourth order price (or lower than the third order price) (“Yes” in step S22), the contract information generation unit 14 sets the fourth order information 51F (or third order information 51C). ), And cancels all unfilled order information (step S281).

  For example, when the market price further increases after time t2 ′ in FIG. 10 and becomes the price of the fourth order information of $ 100 or more as shown at time t4 in FIG. The contract processing of the fourth order information 51F is performed. By this. For the first order information 51D that has been executed at the time point t2, the stop order of “settlement” for sale of 100.00 yen per dollar is executed. Further, the contract information generation unit 14 cancels the first order information 51A and 51D whose status information 181o is “in order” and the third order information 51C whose status information 181o is “standby”. Further, the contract information generation unit 14 cancels all orders in the future of the order information. That is, the contract information generation unit 14 performs processing for deleting the data about the order information group that has not been generated from the order table 181 and stopping the generation of the order information group that has not yet been generated.

  In this embodiment, even when the market price drops significantly and the market price of the financial product falls below the third order price ($ 70.00 per dollar), the contract information generation unit 14 is the same as above. Cancel the process.

  After the process of step S281, the financial product transaction management apparatus 1 ends all the contract processes based on the order information (step S282).

  In this way, the third order information 51C for placing a sell limit order for a price lower than the first order information 51A and the second order information 51B, or the higher price than the first order information 51D and the second order information 51E. When the contract processing is performed for the fourth order information 51F for placing a sell limit order, the order information that forms a set of order information groups 50A and 50B is canceled and all the order information is cancelled. It is possible to prevent the customer from suffering a disadvantage due to the price rising or falling below a certain price, and to avoid the customer risk.

  In the above embodiment, the case has been described in which the upper order price is first at time t2, and then the lower order price is at time t3. Conversely, the lower order price is first at time t2. Then, even when the upper order price is reached at time t3, the same first execution procedure is performed in the financial product transaction management apparatus 1 of the present embodiment. In this case, at the time t2, the contract processing of the first order information 51A of the first order information group 50A is performed (it is treated that the order of the first order of the first order information group 50A has been established). The order processing of the first order information 51D of the second order information group 50B at t2 '(the first order of the second order information group 50B is treated as being valid), and the first order Order processing of the second order information 51B of the information group 50A (it is treated that the second order of the first order information group 50A has become valid) is performed. At time t3, the contract processing of the second order information 51B of the first order information group 50A and the contract processing of the second order information 51E of the second order information group 50B (the second order of the first order information group 50A) And the first order of the second order information group 50B are treated as being executed). At time t4, the order processing of the first order information 51A of the first order information group (not shown) is performed (the order of the first order in the first order information group is treated as being valid). .

[Commitment processing of limit order (second execution procedure)]
FIG. 11 is an image diagram of an order history screen displayed on the display unit of the client terminal in the second execution procedure, an image diagram showing a data structure of each order information, and FIG. 12 is a time chart of the second execution procedure. .

  As shown in FIG. 11, in the second execution procedure, the first order information 51A of the first order information group 50A in the state where the procedure of step S21 is completed first, the order condition information 181j is “reverse price”. It has become. That is, the first order information 51A is configured as information for placing a new stop order for buying the same type of financial product for the lower order price based on one buy / sell order application information. Other than that, it is the same as the first execution procedure.

  In the second contracting procedure, processing is performed in the same manner as in the first contracting procedure. However, as shown in FIG. 12, at the time point t <b> 2, the stop order execution process is performed based on the first order information 51 </ b> A. Note that the first order information to be ordered after the second time (for example, the first order information 51A ordered at time t3 ′ in FIG. 12) is an order as a buy limit order similar to the first execution procedure. Information.

  Revenue opportunities while avoiding risks in Ifdan order transactions when the first order information and the second order information are higher than the market price of the financial product at the time of ordering due to execution of the second limit order It is possible to automatically carry out reasonable transactions by fully utilizing.

[Pending order execution (third execution procedure)]
FIG. 13 is an image diagram of the order history screen displayed on the display unit of the client terminal and an image diagram showing the data structure of each order information in the third contract procedure, and FIG. 14 is a time chart of the third contract procedure. .

  As shown in FIG. 13, in the third execution procedure, the order condition information 181j is “reverse limit” in the second order information group 51B of the second order information group 50B in the state where the procedure of step S21 is completed first. It has become. In other words, the second order information 51E is configured as information for placing a new stop order for selling the same type of financial product for the upper order price based on one buy / sell order application information. Other than that, it is the same as the first execution procedure.

  In the third contracting procedure, processing is performed in the same manner as in the first contracting procedure. However, as shown in FIG. 14, at the time point t <b> 2, the stop order execution process is performed based on the second order information 51 </ b> E. Note that the second order information placed after the second time (for example, the second order information 51E ordered at time t3 ′ in FIG. 14) is an order as a limit order for selling similar to the first execution procedure. Information.

  Revenue opportunities while avoiding risks in Ifdan order transactions when the first order information and the second order information are lower than the market price of the financial product at the time of ordering due to the third limit order execution It is possible to automatically carry out reasonable transactions by fully utilizing. As a result, the present invention can be applied to various transactions in accordance with market conditions and the like, and a system that is highly convenient for customers can be realized.

[Order information error processing and order information cancellation processing]
The financial product transaction management apparatus 1 of this embodiment changes the price and amount of each order information 51A to 51F from the client terminal 2 after each order information 51A to 51F is generated by the procedure of steps S1 to S9. Is processed as an input error, assuming that the request is an illegal request. As a result, it is possible to prevent an excessive amount of work on the bank side, which is a source of financial products, due to frequent requests for prices and amounts.

  On the other hand, when an order cancel button (not shown) displayed on the display unit 22 is clicked on the client terminal 2 and there is a request for canceling an ifdan order once established, the contract information generation unit of the financial product transaction management apparatus 1 14 extracts an order information group included in an ifdan order for which a cancellation request has been made, and processes all unordered order information in the order information group as being canceled. The canceled order information group data and order information data are deleted from the order table 181.

  As described above, in this embodiment, when the order information is executed, the state information 181o is converted from “in order” indicating the uncommitted state after ordering to “completed” indicating the execution state. The contract status for each order information 51A to 51F, that is, the presence or absence of the contract can be recorded. Also, based on one buy / sell order application information, first order information 51A and 51D as order information for placing a limit order on the same price for the same type of financial product, and an order for placing a limit order on the other price for the financial product. By generating a plurality of order information groups 50A and 50B including second order information 51B and 51E as information, a transaction based on an ifdan order is automatically repeated a plurality of times on a computer system based on one order procedure. You can make it happen. Thereby, the customer who uses the system can make a reasonable transaction by fully utilizing the profit opportunity while avoiding the risk without performing complicated order procedures.

  In addition, the said embodiment can also be implemented like the following (modification 1) thru | or (modification 9).

(Modification 1)
In the above-described embodiment, the first order information 51A and 51D and the second order information 51B and 51E can be repeated indefinitely. However, the input screen 40 is provided with a repeat count selection field, It is good also as a structure which repeats an ifdan order for the frequency | count input into the frequency selection column. In this case, each of the order information 51A to 51F includes information for recording the number of repetitions.

(Modification 2)
In the embodiment, the input screen 40 is provided with the first stop loss price input field 44g and the second stop loss price input field 44h, and the third order information 51C and the fourth order information 51F are used to set the stop loss price. It is set as the order information. However, instead of this, at least one of the price input fields 44g and 44h may not be provided on the input screen, and at least one of the third order information 51C and the fourth order information 51F may not be set.

(Modification 3)
In the above embodiment, a trail width input field is further provided on the input screen 40, and trail width information is provided as attribute information of the first order information 51A, 51D and the second order information 51B, 51E. The order price information 181h of each of the order information 51A to 51F may be configured to increase or decrease by the price of the trail width information when the information increases or decreases.

(Modification 4)
In the above embodiment, the lower order price input field 44a and the lower order price input field 44b are provided on the input screen 40, and the lower order price and the upper order are determined according to the prices input in the price input fields 44a and 44b. The price is set. However, instead of this, the first order information is set as the same price as the market order price at the time of order information generation (step S8), and the upper order price is set in the information input from the input screen (for example, in the upper order price column). The limit order may be set based on the price entered and the profit amount for each ifdan order entered in the profit amount input field.

(Modification 5)
In the above embodiment, in (setting condition 1), when the market order price is higher than the lower order price and lower than the upper order price, the first order information 51A, 51D and the second order information The order condition information 181j of the order information 51B and 51E is set as “limit price”, and in (setting condition 4), when the order information is generated, if the market order price is equal to the lower order price or the upper order price, each order The generation of the information 51A, 51B, 51C, 51D, 51E, and 51F is canceled. However, instead of this configuration, in (setting condition 1), when the market order price is not less than the lower order price and not more than the upper order price, the first order information 51A, 51D and the second order information 51B , 51E order condition information 181j may be set as “limit price” and (setting condition 4) may not exist. Specifically, for example, when the market order price is equal to the lower order price, the order information generation unit 16 sets the order condition information 181m of the first order information 51A as the market order “market”, and the first order A configuration is conceivable in which the order condition information 181m of the information 51D and the second order information 51B, 51E is set as “limit price”, and the third order information 51C and the fourth order information 51F are set as “reverse limit price”.

(Modification 6)
In the above embodiment, in (Setting Condition 2), when the order information is generated, if the market order price is lower than the lower order price and the upper order price, the order condition of the first order information 51A The information 181j is set as “reverse limit”, and when the order information is generated in (setting condition 4), if the market order price is equal to the lower order price or the upper order price, each order information 51A, 51B, 51C, The generation of 51D, 51E, and 51F is configured to be canceled. However, instead of this configuration, in (Setting Condition 2), when the order information is generated, if the market order price is lower than the lower order price and the upper order price, the order condition information 181j of the first order information 51A is “ It may be configured as “inverse limit value” and (setting condition 4) does not exist.

(Modification 7)
In the above embodiment, in (setting condition 3), when the order information is generated, if the market order price is higher than the lower order price and the upper order price, the order condition of the second order information 51E The information 181j is set as “reverse limit”, and when the order information is generated in (setting condition 4), if the market order price is equal to the lower order price or the upper order price, each order information 51A, 51B, 51C, The generation of 51D, 51E, and 51F is configured to be canceled. However, instead of this configuration, in (setting condition 3), when the order information is generated, if the market order price is equal to or higher than the lower order price and the upper order price, the order condition information 181j of the first order information 51A is It may be configured as “reverse limit” and (setting condition 4) does not exist.

(Modification 8)
In the above embodiment and (Modification 1) to (Modification 7), the order condition information 181j of one or both of the first order information 51A, 51D and the second order information 51B, 51E (FIG. 8, FIG. 9) is “limit price” or “stop limit”, and these are made to function as limit orders or limit orders. However, instead of this configuration, the order condition information 181j of the first order information 51A, 51D and the second order information 51B, 51E is set as “marketing” which is a market order, and functions in the same manner as the ifdan order. It is good. Specifically, the contract information generation unit 14 performs the ordering procedure (step S21) of the first order information 51A, 51D and the second order information 51B, 51E in the flowchart shown in FIG. This is performed between the steps of S24.

  That is, in (Modification 8), when the current exchange rate price received by the price information receiving unit 19 matches the lower order price or the upper order price (“Yes” in Step S23), the contract information generating unit 14 Then, the first order information 51A, 51D or the second order information 51B, 51E corresponding to the order price is ordered (step S21) and executed (step S24). Also in (Modification 8), each order information 51A, 51B, 51C, 51D, 51E, 51F is new / settlement information 181m, as in the above embodiment and (Modification 1) to (Modification 7). (See FIGS. 8 and 9). For this reason, even if the first order information 51A, 51D and the second order information 51B, 51E are set as market orders, the same function as the ifdan order can be realized.

  Further, in (Modification 8), the order condition information 181j of the third order information 51C and the fourth order information 51F may be set as “successful” while functioning similarly to the stop loss order. Specifically, the contract information generation unit 14 determines the order of the third order information 51C and the fourth order information 51F (step S21) in the flowchart shown in FIG. 4 between the procedure of step S22 and the procedure of step S28. In between. That is, when the current exchange rate price received by the price information receiving unit 19 matches the third order price or the fourth order price (“Yes” in step S22), the contract information generating unit 14 corresponds to the order price. The third order information 51C or the fourth order information 51F is ordered (step S21), and a cancel process is performed (step S28).

  Note that in (Modification 8), the processing of Step S25, Step S26, and Step S27 shown in FIG. 4 is not performed. That is, in (Modification 8), after the process of Step S24 is completed, the process returns to Step S22 and the subsequent processes are repeated. In this case, margin checking processing (processing similar to steps S261 and S262) may be performed at a stage after the processing of step S24 and before the processing of step S22.

(Modification 9)
The financial product transaction management system 1A of the above embodiment and each modified example handles foreign exchange as a financial product. However, the present invention is not limited to this, and financial product transaction management that handles other financial products such as stocks and bonds. The present invention can also be applied to a system.

  It is needless to say that the above embodiment and each modification are examples of the present invention, and that the present invention is not limited to the above embodiment and modification.

DESCRIPTION OF SYMBOLS 1A ... Financial product transaction management system 1 ... Financial product transaction management apparatus 2, 2 ₁ to 2 _n ... Client terminal 12 ... Order input reception part (order input reception means)
14 ... Contract information generation unit (contract information generation means, record management means)
16: Order information generating unit (order information generating means)
19 ... Price information receiving part (market price information acquisition means)
50A, 50B, 50C, 50D, 50E ... Order information group 51A, 51D ... First order information 51B, 51E ... Second order information 51C ... Third order information 51D ... Fourth order Information 181 Order table (order information recording means)
181o State information (order status information)

Claims (9)

A financial product transaction management device for managing the trading of financial products,
Order input acceptance means for accepting a purchase order application information for performing a purchase order of the financial product input by a user;
Order information generating means for generating order information of financial products based on the buying and selling order application information received by the order input receiving means;
Recording management means for recording the order information generated by the order information generating means in a recording means and managing the recording state of the order information in the recording means;
Market price information acquisition means for acquiring market price information of the financial product,
The order information generating means includes first order information as the order information for ordering the same type of the financial product for one price based on the buy / sell order application information, and the financial product for another price. Order information groups each comprising second order information as the order information to be ordered, each having the first order information at a first price and the second order information at a second price. Generate one order information group and second order information group,
The order information generating means includes
The first order information group is executed in the order of the first order information and the second order information,
The financial product transaction management apparatus, wherein the second order information group is executed in the order of the second order information and the first order information. A contract information generating means for executing the order information when the market price information reaches an arbitrary price;
The order information includes order status information for determining whether the order is in an unfilled state or a contracted state,
2. The contract information generation unit according to claim 1, wherein when the first order information and the second order information are contracted, the order information is converted from the uncommitted state to the contracted state. Financial product transaction management device.   3. The financial product transaction management apparatus according to claim 1, wherein the order information includes order condition information for determining whether the order is a limit order or a stop order. One order information group of the first order information group and the second order information group is a third order for placing a sell limit order for a price lower than the first order information and the second order information. The other order information group includes fourth order information for placing a buy limit order for a price higher than the first order information and the second order information,
When the third order information or the fourth order information is executed, all of the unordered order information forming the first order information group and the second order information group are canceled. The financial product transaction management apparatus according to claim 3. In the first order information group and the second order information group, the first order information is a price less than a market price of the financial product at the time of ordering, and the second order information is the price of the financial product at the time of ordering. Each is ordered at a price higher than the market price,
5. The financial product transaction management apparatus according to claim 1, wherein the first order information is placed as a buy limit order, and the second order information is placed as a sell limit order. In the first order information group and the second order information group, the first order information and the second order information are respectively ordered at a price equal to or higher than a market price of the financial product at the time of ordering,
The first order information of the first order information group is ordered as a buy limit order, the second order information is ordered as a sell limit order,
5. The system according to claim 1, wherein the first order information of the second order information group is ordered as a buy limit order, and the second order information is ordered as a sell limit order. 6. Financial product transaction management device. The first order information group and the second order information group are ordered at a price equal to or less than a market price of the financial product at the time of ordering, the first order information and the second order information,
The first order information of the first order information group is ordered as a buy limit order, the second order information is ordered as a sell limit order,
5. The system according to claim 1, wherein the first order information of the second order information group is placed as a buy limit order, and the second order information is placed as a sell limit order. 6. The financial product transaction management apparatus described. A financial product transaction management method performed in a financial product transaction management apparatus for managing a financial product transaction transaction,
An order input acceptance procedure performed in an order input acceptance means for accepting a purchase order application information for making a purchase order for the financial product input from a user;
An order information generating procedure performed in order information generating means for generating order information of the financial product based on the buy / sell order application information received in the order input receiving procedure;
A record management procedure performed in transaction management means for recording the order information generated in the order information generation procedure in a recording means and managing a recording state of the order information in the recording means;
A market price information acquisition procedure performed in market price information acquisition means for acquiring market price information of the financial product,
In the order information generation procedure,
First order information as the order information for ordering the same type of the financial product for one price based on the one buy / sell order application information by the order information generating means, and the financial product for another price Order information groups each comprising second order information as the order information to be ordered, each having the first order information at a first price and the second order information at a second price. One order information group and a second order information group are generated,
In the order information generation procedure,
The first order information group is executed in the order of the first order information and the second order information,
The financial product transaction management method, wherein the second order information group is executed in the order of the second order information and the first order information.   A program for causing a computer to function as the financial product transaction management apparatus according to any one of claims 1 to 7.