JP2019185375A - Option transaction ordering device and method - Google Patents

Abstract

To automatically order purchase of an optimal option brand which coincides with the purpose of a user without needing a manual work of the user.SOLUTION: An order object person specification part 18 specifies a user whose order day specified by order information of the user corresponds to a business day as an order object person to order on the business day among users, an order processing part 19 selects brands from brand information acquired from an option transaction system 30 via a communication network NW on the basis of an ordering condition that an option price of a brand is equal to or less a specification price specified by the order information of the order object person as candidate brands, specifies the brand whose option price closest to the specification price specified by the order information as an object brand among the candidate brands, and notifies a purchase order for the object brand of an option transaction system 30.SELECTED DRAWING: Figure 1

Description

  The present invention relates to an option transaction ordering technique for managing orders from users related to option transactions.

  Option trading is a type of derivative that grants the right to trade at a certain rate or price (exercise rate, exercise price) for a certain underlying asset at a certain fixed date or period in the future. -It is a transaction to buy and sell (see, for example, Non-Patent Document 1).

  In such option transactions, by continuously buying out-of-the-money (OTM) put options whose strike price is lower than the market price, the risk is low and the investment amount is small and limited to option fees. So you can bet on the decline in the market. Therefore, the user can enjoy option trading as if it were a lottery ticket without having a relatively expensive financial product such as stocks.

  In addition, option transactions have the function of hedging the price fluctuation risk of the underlying asset and other assets that fluctuate in the same way as the underlying asset. For example, regarding the price fluctuation risk of financial products such as stock holdings, investment trusts held, REIT (Real Estate Investment Trust), stock index futures long positions, etc., if the overall market price declines by using the Nikkei 225 put option Can hedge the risk of loss of financial instruments.

“What is option trading?” Japan Exchange Group, 2015/03/20, http://www.jpx.co.jp/derivatives/options/outline/

  In option trading, maturity dates are set for each option issue, and issues that have not been traded by the last trading day, which is the day before the maturity date, are based on the Special Quotation (SQ). Settlement on maturity. For this reason, in order to maintain a short position continuously or to cover the long-term price fluctuation risk of the underlying asset and other assets that change in the same way as the underlying asset, A so-called roll operation, in which similar option stocks are newly purchased, is required.

In such a roll operation, it is necessary to place a purchase order by selecting an optimal option brand that matches the user's purpose from among the option brands listed on the market.
However, the option price of option stocks listed in the market not only changes from moment to moment, but also many option issues with different strike prices, contract months and remaining days are listed. Therefore, a user manually performs a roll operation of comparing various miscellaneous option issues with each other, selecting an optimum option issue, and placing a purchase order, for example, using a securities company website. There was a problem that it was practically impossible.

  The present invention is to solve such problems, and is an option transaction ordering that can automatically order the purchase of an optimal option stock that meets the user's purpose without requiring the user's manual work. The purpose is to provide technology.

  In order to achieve such an object, the option transaction ordering apparatus according to the present invention orders the purchase of a corresponding option brand based on the ordering information received from each user's user terminal via the communication network. An option trading ordering device that acquires, from the option trading system via the communication network, stock information on stocks of put options that can be purchased on the business day every business day when option trading is performed in the market. An information acquisition unit and an ordering target for identifying a user whose ordering date specified in the ordering information of the user corresponds to the business day as an ordering target person to be ordered on the business day Specified price specified in the ordering information of the ordering person for each ordering person and the option price of the brand Based on the ordering conditions of the following, the candidate information is selected from among the brand information as a candidate brand to be purchased, and among the candidate brands, the option price is closest to the designated price specified in the ordering information And an order processing unit for notifying the option trading system of a purchase order for the target brand via the communication network.

  Also, in one configuration example of the option transaction ordering apparatus according to the present invention, the ordering condition includes a condition that a remaining number of days of the brand is equal to or more than a minimum remaining number of days specified in the ordering information of the person to be ordered. .

  Also, in one configuration example of the option transaction ordering apparatus according to the present invention, the ordering condition includes a condition in which a contract month of the brand matches a designated contract month specified in the ordering information of the person to be ordered. .

  Further, in one configuration example of the option transaction ordering apparatus according to the present invention, the ordering condition is such that the remaining days of the brand are equal to or more than the minimum remaining days specified in the ordering information of the ordering person, The contract processing month includes a condition that matches the specified contract month specified in the ordering information of the person to be ordered, and when the order processing unit selects the candidate stock, the remaining number of days more than the minimum remaining number of days If the specified contract month is positioned before the latest target contract month, the stock whose contract month matches the latest target contract month is specified. This is selected as a candidate brand.

  Further, in one configuration example of the option transaction ordering apparatus according to the present invention, when specifying the person to be ordered, a user whose business day corresponds to a day of the week or a monthly date designated by the order date, The person to be ordered is specified.

  In addition, according to an example of the configuration of the option transaction ordering apparatus according to the present invention, when specifying the person to be ordered, the number of days elapsed from the previous order to the business day is less than one month specified by the order date. A user corresponding to the interval is specified as the ordering target person.

  Further, in one configuration example of the option transaction ordering apparatus according to the present invention, when the order processing unit specifies the target brand, the specified price specified in the ordering information of the target person as the specified price. On the other hand, an adjustment designated price obtained by adding a preset increase / decrease amount is used.

  Further, in the configuration example of the option transaction ordering apparatus according to the present invention, when the order processing unit specifies the target brand, the option price includes the sales price, the bid price, and the latest price of the brand. A statistical value relating to any one or a plurality of combinations is used.

  Further, the option transaction ordering method according to the present invention is used in an option transaction ordering apparatus that orders a purchase order for a corresponding option brand based on ordering information received from a user terminal of each user via a communication network. An option trading ordering method, in which the stock information acquisition unit is related to put option stocks that can be purchased on the business day every time business options are traded on the market from the option trading system via the communication network. The brand information acquisition step for acquiring information, and the order target person specifying unit determines, among the users, a user whose order date specified in the order information of the user corresponds to the business day. An ordering target person specifying step that specifies the ordering target person to be ordered, and an order processing unit, for each ordering target person, Based on the ordering condition that the option price of the pattern is equal to or less than the specified price specified in the ordering information of the person to be ordered, the candidate brand is selected as a candidate brand to be purchased from the brand information, and the candidate brand is selected. An order processing step that identifies a stock whose option price is closest to the designated price specified in the order information as a target stock, and notifies a buy order for the target stock to the option trading system via the communication network; It has.

  According to the present invention, it is only necessary to register in advance ordering information indicating an option brand that matches the user's purpose, and the user's purpose is not required thereafter. The purchase of the optimal option stock that matches the above and is below the specified price set by the user is automatically and repeatedly ordered. Therefore, a so-called roll operation, in which a similar option stock is newly purchased before the expiration date, is automatically performed, and the user can continuously take a short position, or It becomes possible to continue to cover price fluctuation risks of the underlying asset and other assets that change in the same way as the underlying asset in the long term.

It is a block diagram which shows the structure of an option transaction ordering apparatus. It is a structural example of brand information. It is a structural example of order information. It is a sequence diagram which shows option trade order operation | movement. It is a structural example of a registration screen. It is a flowchart which shows an order subject person specific process. It is a flowchart which shows the order instruction | indication production | generation process concerning 1st Embodiment. It is a flowchart which shows the order instruction | indication production | generation process concerning 2nd Embodiment.

Next, embodiments of the present invention will be described with reference to the drawings.
[First Embodiment]
First, an option transaction ordering apparatus 10 according to a first embodiment of the present invention will be described with reference to FIG. FIG. 1 is a block diagram showing a configuration of an option transaction ordering apparatus.
This option transaction ordering device 10 is composed of an information processing device such as a server device as a whole, and purchases of optional brands based on the ordering information received from each user's user terminal 20 via the communication network NW. It has a function of automatically placing an order with the option transaction system 30 via the NW.

The user terminal 20 is an information processing terminal such as a personal computer or a smart phone, and registers ordering information including ordering conditions in the option transaction ordering apparatus 10 by connecting to the option transaction ordering apparatus 10 via the communication network NW. It has a function to do.
The option trading system 30 is operated by an intermediary that mediates option trading such as a securities company, and functions to trade option stocks in the option trading market based on order instructions received via the communication network NW. have.

[Option transaction ordering equipment]
Next, the configuration of the option transaction ordering apparatus 10 according to the present embodiment will be described in detail with reference to FIG.
The option transaction ordering apparatus 10 includes, as main functional units, a communication I / F unit 11, an operation input unit 12, a screen display unit 13, a storage unit 14, a user DB 15, a brand information acquisition unit 16, a terminal processing unit 17, An order target person specifying unit 18 and an order processing unit 19 are provided. Among these functional units, the brand information acquisition unit 16, the terminal processing unit 17, the order target person specifying unit 18, and the order processing unit 19 are realized by the cooperation of the CPU and the program of the storage unit 14.

The communication I / F unit 11 has a function of performing data communication with the user terminal 20 and the option transaction system 30 via the communication line L1 and the communication network NW.
The operation input unit 12 includes an operation input device such as a keyboard, a mouse, and a touch panel, and has a function of detecting an operator's operation.
The screen display unit 13 includes a screen display device such as an LCD, and has a function of displaying various screens such as a menu screen, a setting screen, and a processing status screen.

The storage unit 14 includes a storage device such as a hard disk or a semiconductor memory, and has a function of storing various processing data and programs used in order management processing for option transactions.
The user DB 15 includes a storage device such as a hard disk or a semiconductor memory, and has a function of storing ordering information received from the user terminal 20. The user DB 15 may be configured collectively with the same storage device as the storage unit 14.

  The brand information acquisition unit 16 is connected to the communication network from the communication I / F unit 11 every business day when option trading is performed in the market, for example, in accordance with arrival of an acquisition timing set a certain time before the start of option trading. By accessing the option transaction system 30 via the NW, it has a function of acquiring brand information relating to brands of put options that can be purchased on business days and storing them in the storage unit 14.

  FIG. 2 is a configuration example of the brand information. As shown in FIG. 2, in the brand information, a contract month, a strike price, a sell price, a buy price, and a remaining number of days are registered as a set for each brand ID for identifying the brand.

  The terminal processing unit 17 has a function of distributing an order information registration screen in response to a registration request from the user terminal 20 received from the communication I / F unit 11 via the communication network NW, and the user enters the registration screen. A transaction result screen showing a user's transaction result stored in the storage unit 14 in response to a transaction result confirmation request from the user terminal 20 and a function of acquiring operation input registration information and registering it in the user DB 15 It has a function to deliver.

FIG. 3 is a configuration example of ordering information. As shown in FIG. 3, the ordering information includes, for each user ID for identifying a user, a designated price, an ordering date, a minimum remaining number of days, a designated contract month, a trading securities company name, a trading account number, and an API key. , And automatic ordering presence / absence are registered as a set.
Note that the configuration of the ordering information is not limited to the example of FIG. 3, and items may be selected according to the service provided to the user by the system. For example, in the case where the contract is the target brand to be purchased only in the latest contract month, the item “designated contract month” may be transferred from the ordering information of the user to the system setting information in the storage unit 14. The minimum remaining days are the same. The registered contents of the system setting information can be set according to the operator operation detected by the operation input unit 12.

  Also, in this embodiment, it is assumed that bids are purchased at the limit, but it is also possible to purchase by market. In such a case, a purchase method is added as a new item, and the limit selected by the user is selected. You may make it register whether it is successful. In addition, when purchasing option stocks for hedging purposes, there may be a request to select stocks with strike prices commensurate with the risk. In such a case, the minimum strike price may be added as a new item and the minimum strike price designated by the user may be registered.

The order target person specifying unit 18 is designated by the order information of the user among the users based on the order information registered in the user DB 15 for each business day when the option transaction is performed in the market. A function is provided that identifies a user whose ordering date corresponds to a business day as a person to be ordered on the business day.
Further, when the order target person specifying unit 18 specifies the order target person, the order target person is specified as an order target user whose elapsed time from the previous order to the business day corresponds to the order interval within one month specified by the order date. It may be possible to specify the user as an ordering target, and a user whose elapsed time from the previous ordering to the business day corresponds to the ordering interval within one month specified by the ordering date may be specified as the ordering target person. Good.

The order processing unit 19 is based on the ordering condition that, for each ordering target person specified by the ordering target person specifying part 18, the option price of the brand is equal to or less than the specified price specified in the ordering information of the ordering target person. , A function to select from among the stock information as a candidate stock that is a candidate for purchase, a function to specify a stock that has the option price closest to the specified price specified in the ordering information as a target stock, and a target stock And a function of notifying the option transaction system 30 of a purchase order for the customer via the communication network NW.
In this case, the ordering condition may include a condition in which the remaining days of the brand are equal to or more than the minimum remaining days specified in the ordering information of the target person, and the contract month is specified in the ordering information of the target person. You may include a condition that matches a specified contract month.

  Further, when specifying the target brand, the order processing unit 19 adds an added designated price obtained by adding a preset added price to the designated price designated in the ordering information of the person to be ordered as the designated price. You may make it use, and you may make it use the statistical value regarding any one of the selling price of a brand, a buying price, and the latest performance value, or any combination of them as an option price. As the statistical value, a general statistical value such as an average value, maximum / minimum value, or median value may be used.

[Operation of First Embodiment]
Next, the operation of the option transaction ordering apparatus 10 according to the present embodiment will be described with reference to FIG. FIG. 4 is a sequence diagram showing an option trading order operation.

  As shown in FIG. 4, when the communication I / F unit 11 receives a registration request regarding user information transmitted from the user terminal 20 via the communication network NW and the communication line L1 (step S100). The processing unit 17 reads a registration screen registered in advance in the storage unit 14 and distributes it from the communication I / F unit 11 to the requesting user terminal 20 via the communication line L1 and the communication network NW (step S1). S101).

This registration screen is received by the user terminal 20 and displayed on the screen. FIG. 5 is a configuration example of a registration screen. Here, setting items relating to the bid limit, order date, minimum remaining days, designated contract month, order securities account, and automatic order presence / absence are provided.
When the user sets order contents for each setting item on the registration screen and performs a registration operation, order information regarding these order contents is transmitted from the user terminal 20 to the option transaction ordering apparatus 10 (step S102). .
In response to this, the terminal processing unit 17 registers the ordering information received from the user terminal 20 in the user DB 15 (step S103).

On the other hand, the brand information acquisition unit 16 starts an option transaction, for example, every business day when an option transaction is performed in the market, for example, when an acquisition timing set a predetermined time before the start of the option transaction arrives. At time 8:55 five minutes before time 9:00, the communication I / F unit 11 transmits a brand information acquisition request to the option transaction system 30 via the communication network NW (step S110).
In response to this, the brand information acquisition unit 16 receives the brand information from the option transaction system 30 (step S111) and stores it in the storage unit 14 (step S112).

  Next, based on the ordering information registered in the user DB 15, the ordering target person specifying unit 18 corresponds to the business day of the ordering date specified by the ordering information of the user among the users. The user is specified as an ordering target person to be ordered on business days (step S113).

Subsequently, the order processing unit 19 includes, for each order target person specified by the order target person specifying part 18, based on the order conditions specified in the order information of the order target person, To be identified as a target brand to be purchased (step S114).
Thereafter, the order processing unit 19 generates an order instruction indicating a purchase order for the specified target brand for each order target person (step S115), and notifies the option transaction system 30 via the communication network NW (step S116). ).

The option trading system 30 executes a buy order for the target brand designated by the order instruction in response to the order instruction from the option transaction ordering apparatus 10 (step S120), and sends the transaction result regarding the buy order to the option transaction ordering apparatus 10. It returns (step S121).
The order processing unit 19 stores the transaction result received from the option transaction system 30 in the storage unit 14 (step S122).

Thereafter, when a transaction result confirmation request is received from the user terminal 20 (step S130), the terminal processing unit 17 displays a transaction result screen including the transaction result of the requesting user acquired from the storage unit 14 as a request source. Distribution to the user terminal 20 (step S131).
Thereby, the transaction result of the requesting user is displayed on the screen of the user terminal 20.

[Ordering process]
Next, with reference to FIG. 6, the order target person specifying process by the order target person specifying unit 18 according to the present embodiment will be described. FIG. 6 is a flowchart showing the order target person specifying process.
The order target person specifying unit 18 executes the order target person specifying process of FIG. 6 in step S113 of FIG.

First, based on the ordering information registered in the user DB 15, the order target person specifying unit 18 selects one user who has not been subject to the order target person specifying process from among the users (step S 150). The ordering information of the selected user is acquired from the user DB 15 (step S151).
Next, the order target person specifying unit 18 confirms whether the automatic order presence / absence included in the order information of the selected user is “Yes” (step S152).

If the presence / absence of automatic ordering indicates “Yes” in step S152 (step S152: YES), the ordering target person identifying unit 18 corresponds to the ordering date based on the ordering date included in the ordering information of the selected user. It is confirmed whether to do (step S153).
In step S153, when the business day corresponds to the order date (step S153: YES), the order target person specifying unit 18 specifies the selected user as the order target person (step S154).

Thereafter, the ordering person specifying unit 18 confirms whether selection of all users has been completed (step S155), and if not completed (step S155: NO), the process returns to step S150 to return to an unprocessed state. It is determined whether the user is newly selected by selecting a user.
On the other hand, when the selection of all users is completed (step S155: YES), the order target person specifying process is terminated.

  If the presence / absence of automatic ordering indicates “none” in step S152 (step S152: NO), it is determined that the selected user is not an ordering target person, and the process proceeds to step S155. Similarly, in step S153, when the business day does not correspond to the order date (step S153: NO), it is determined that the selected user is not an order target person, and the process proceeds to step S155.

[Order instruction generation processing]
Next, with reference to FIG. 7, the order instruction generation processing in the order processing unit 19 according to the present embodiment will be described. FIG. 7 is a flowchart illustrating order instruction generation processing according to the first embodiment.
The order processing unit 19 executes the order instruction generation process of FIG. 7 in steps S114 and S115 of FIG.

Here, as an ordering condition when selecting a candidate ordering stock,
A: The number of remaining days is equal to or greater than the minimum remaining number of days included in the ordering information of the selected order target person. B: The contract month matches the specified contract month included in the order information of the selected order target person. C: The option price is An example will be described in which three ordering conditions that are equal to or less than the specified price included in the ordering information of the selected ordering target person are applied.

  First, the order processing unit 19 selects one ordering target person whose order instruction generation processing has not been processed among the ordering target persons specified by the ordering target person specifying part 18 (step S160), and selects the ordering target person. Order information is acquired from the user DB 15 (step S161).

Next, the order processing unit 19 sets all the issues included in the issue information in the storage unit 14 based on the ordering condition A that the remaining days are equal to or more than the minimum remaining days included in the ordering information of the selected ordering person. A brand that matches the ordering condition is selected as an ordering candidate brand (step S162).
Further, the order processing unit 19 selects a brand that matches the ordering condition from among the ordering candidate brands based on the ordering condition B that the contract month matches the designated contract month included in the ordering information of the selected order target person. A new ordering candidate brand is selected (step S163).

  Subsequently, the order processing unit 19 selects a brand that matches the ordering condition from among the ordering candidate brands based on the ordering condition C that the option price is equal to or less than the specified price included in the ordering information of the selected ordering person. A new ordering candidate brand is selected (step S164).

  Next, the order processing unit 19 confirms whether an order candidate brand satisfying each order condition A, B, or C is found (step S165), and when one or more order candidate brands exist (step S165). :)), from among the candidate ordering stocks, the stock whose option price is closest to the specified price included in the ordering information of the selected ordering target person is selected as the target stock to be purchased (step S166), and the order for the target stock is selected. An instruction is generated (step S167).

Thereafter, the order processing unit 19 confirms whether or not selection of all ordering persons has been completed (step S168), and if not completed (step S168: NO), the process returns to step S160 to return to the unprocessed order. The target person is newly selected, the target brand is specified, and the order instruction is generated.
On the other hand, when the selection of all the ordering subjects is completed (step S168: YES), the series of order instruction generation processing ends.

  In step S165, if no order candidate brand satisfying the ordering conditions A, B, and C is found (step S165: NO), it is determined that there is no brand to be purchased by the selected order target person. Then, the process proceeds to step S168.

In the above description, the case where all three order conditions A, B, and C are applied has been described as an example. Of these, only the order condition C is an indispensable order condition, and the order conditions A and B are arbitrary. For this reason, when the ordering condition A and the ordering condition B are not applied, the corresponding step S162 and step S163 may be skipped.
Further, when all of the ordering conditions A, B, and C are indispensable ordering conditions and the minimum remaining days and the designated contract month are not specified by the user, a predetermined value set in advance in the system setting information, for example, the minimum remaining Values such as the number of days = 5 days and the designated contract month = the latest contract month may be used.

In Step S165, when there is no ordering candidate brand (Step S165: NO), the order processing unit 19 may defer the designated contract month by one month and return to Step S163. Further, until an order candidate brand is found, it may be repeatedly deferred within a preset deferred upper limit.
As a result, the search range for the candidate brands for ordering can be expanded, and although it is a brand with a longer contract month than the designated contract month, similar option brands can be purchased continuously before the expiration date.

[Effect of the first embodiment]
As described above, according to the present embodiment, the order target person specifying unit 18 orders a user whose order date specified in the order information of the user corresponds to a business day among the users on the business day. Based on the ordering condition that the order processing unit 19 specifies that the option price of the brand is equal to or less than the designated price specified in the ordering information of the ordering person for each ordering person. Select from the brand information acquired from the option trading system 30 via the communication network NW as a candidate brand that is a candidate for purchase, and among the candidate brands, the brand whose option price is closest to the specified price specified in the ordering information Is specified as the target brand, and a purchase order for the target brand is notified to the option trading system 30.

  This allows the user to meet the user's purpose without registering the order information indicating the option stock that matches the user's purpose in advance, and without requiring subsequent manual work by the user. Therefore, the purchase of the optimal option stock below the specified price set by the user is automatically ordered repeatedly. Therefore, a so-called roll operation, in which a similar option stock is newly purchased before the expiration date, is automatically performed, and the user can continuously take a short position, or It becomes possible to continue to cover price fluctuation risks of the underlying asset and other assets that change in the same way as the underlying asset in the long term.

In the present embodiment, the ordering conditions for selecting candidate brands may include a condition in which the remaining days of the brand is equal to or greater than the minimum remaining days specified in the ordering information of the person to be ordered.
As a result, it is possible to exclude a stock having a remaining number of days less than the minimum remaining number of days from the purchase target, and avoid unnecessary investment of the user.

In the present embodiment, the ordering conditions for selecting candidate brands may include a condition in which the contract month of the brand matches the designated contract month specified in the ordering information of the person to be ordered.
Thereby, it is possible to purchase a brand having a right period of a length desired by the user. Note that the selection order of the order candidate brands is not limited to the order shown in FIG. 7, and the selection order may be changed as appropriate. For example, first, a brand whose contract month matches the designated contract month specified in the ordering information or system setting information of the person to be ordered may be selected as an ordering candidate brand. Thereby, the number of order candidate brands can be significantly reduced, and the processing burden can be reduced.

Further, in the present embodiment, when the order target person specifying unit 18 specifies the order target person, a user whose business day corresponds to the day of the week or the month specified by the order date is set as the order target person. It may be specified.
In the present embodiment, when the order target person specifying unit 18 specifies the order target person, the number of days elapsed from the previous order to the business day corresponds to the order interval within one month specified by the order date. You may make it identify a user as an order object person.

  As a result, it is possible to reliably purchase similar option stocks at the interval of one month or less, which is the contract month for general option stocks, before the maturity date is reached, and the user is interrupted by the market price. It is possible to continue to take short positions without any problems, or to continuously cover price fluctuation risks of the underlying asset and other assets that change in the same way as the underlying asset without interruption.

  Further, in the present embodiment, when the order processing unit 19 specifies the target brand, an increase / decrease amount set in advance with respect to the designated price designated in the ordering information of the person to be ordered is designated as the designated price. You may make it use the adjustment designation | designated price which added. The increase / decrease amount may be set individually for each user in the ordering information, or may be set commonly for each user in the system setting information.

For example, even if a buy order is placed for a brand whose selling price matches a specified price, there may be cases where the brand cannot be purchased if there is another user who has previously placed a buy order. In this way, if an amount greater than zero is set as the increase / decrease amount for the case, the adjusted specified price that is higher than the specified price by the increase / decrease amount will be used as the limit price when actually placing an order. Can increase the probability of successful purchases.
On the other hand, if an amount less than zero is set as the increase / decrease amount, the adjusted specified price that is lower than the specified price will be used as the limit price at the time of actual ordering. It is possible to purchase brands.

[Second Embodiment]
Next, with reference to FIG. 8, the option transaction ordering apparatus 10 concerning the 2nd Embodiment of this invention is demonstrated. FIG. 8 is a flowchart illustrating order instruction generation processing according to the second embodiment.

In general, the maturity date of an option issue is determined by a monthly date such as the second Friday of each month, and the contract month and the remaining days have a certain relationship. For this reason, when the minimum remaining days are designated by the user, the contract month that satisfies the minimum remaining days is naturally specified.
In the present embodiment, paying attention to the relationship between the contract month and the remaining days, the order processing unit 19 applies the above-described conditions A and B collectively.

That is, in the present embodiment, when selecting the candidate stock, the order processing unit 19 specifies the nearest target contract month that is the nearest contract month having the remaining days equal to or more than the minimum remaining days, and the designated contract month is the nearest target contract month. In the case where the contract month is located before the contract month, it has a function of selecting a brand whose contract month matches the latest target contract month as a candidate brand.
Other configurations of the option transaction ordering apparatus 10 of the present embodiment are the same as those of the first embodiment, and description thereof is omitted here.

  As for option stocks, there is a weekly set contract stock set on Friday of the week in addition to a monthly set contract stock set on the second week of the month. In this embodiment, it is assumed that a monthly set contract month issue is a candidate issue, and a weekly set contract month issue is not treated as a candidate issue. As a result, a safer option transaction service can be provided for the user. In addition, depending on the user and system operation, there are cases where a weekly set contract month stock is purchased. In such a case, whether or not to purchase the weekly set contract month issue may be individually set by order information for each user, or may be set commonly for each user by the system setting information.

[Order instruction generation processing]
Next, with reference to FIG. 8, the order instruction generation processing in the order processing unit 19 according to the present embodiment will be described.
The order processing unit 19 executes the order instruction generation process of FIG. 8 in steps S114 and S115 of FIG.

Here, as an ordering condition when selecting a candidate ordering stock,
A: The number of remaining days is equal to or less than the minimum remaining number of days included in the ordering information of the selected order target person. B: The contract month matches the specified contract month included in the order information of the selected order target person. C: The option price is An example will be described in which three ordering conditions that are equal to or less than the specified price included in the ordering information of the selected ordering target person are applied.

  First, the order processing unit 19 selects one ordering target person whose order instruction generation processing has not been processed among the ordering target persons specified by the ordering target person specifying part 18 (step S200), and the selected ordering target person Order information is acquired from the user DB 15 (step S201).

Next, the order processing unit 19 determines the nearest target contract month which is the latest contract month having the remaining days equal to or more than the minimum remaining days based on the ordering date and the minimum remaining days included in the ordering information of the selected order target person. It identifies (step S202) and compares with the designated contract month included in the ordering information of the selected ordering person (step S203).
Here, when the designated contract month is positioned after the latest target contract month (step S203: YES), the order processing unit 19 matches the designated contract month included in the order information of the selected order target person. Based on the ordering condition B, a brand that matches the ordering conditions is selected from among the ordering candidate brands as a new ordering candidate brand (step S204).

  On the other hand, when the designated contract month is positioned before the latest target contract month (step S203: NO), the order processing unit 19 places an order based on the order condition B ′ that the contract month matches the latest target contract month. Among the candidate brands, a brand that matches the ordering conditions is selected as a new order candidate brand (step S205).

  Thereafter, the order processing unit 19 selects a brand that matches the ordering condition from among the ordering candidate brands based on the ordering condition C that the option price is equal to or less than the designated price included in the ordering information of the selected ordering target person. A new ordering candidate brand is selected (step S206).

  Next, the order processing unit 19 confirms whether or not an order candidate brand satisfying each order condition A, B, C is found (step S207), and when one or more order candidate brands exist (step S207). :)), from among the candidate ordering stocks, the stock whose option price is the closest to the specified price included in the ordering information of the selected ordering target person is selected as the target stock to be purchased (step S208), and the order for the target stock is selected. An instruction is generated (step S209).

Thereafter, the order processing unit 19 confirms whether or not selection of all the order target persons has been completed (step S210), and if not completed (step S210: NO), the order processing unit 19 returns to step S200 to return the unprocessed order. The target person is newly selected, the target brand is specified, and the order instruction is generated.
On the other hand, when the selection of all the order target persons is completed (step S210: YES), the series of order instruction generation processing ends.

  In step S207, if no order candidate brand satisfying the ordering conditions A, B, and C is found (step S207: NO), it is determined that there is no brand to be purchased by the selected order target person. Then, the process proceeds to step S210.

  If all of the ordering conditions A, B, and C are indispensable ordering conditions and the minimum remaining days and the designated contract month are not specified by the user, a predetermined value set in advance in the system setting information, for example, the minimum remaining Values such as the number of days = 5 days and the designated contract month = the latest contract month may be used.

In step S207, if there is no ordering candidate brand (step S207: NO), the order processing unit 19 may defer the designated contract month by one month and return to step S204. Further, until an order candidate brand is found, it may be repeatedly deferred within a preset deferred upper limit.
As a result, the search range for the candidate brands for ordering can be expanded, and although it is a brand with a longer contract month than the designated contract month, similar option brands can be purchased continuously before the expiration date.

[Extended embodiment]
The present invention has been described above with reference to the embodiments, but the present invention is not limited to the above embodiments. Various changes that can be understood by those skilled in the art can be made to the configuration and details of the present invention within the scope of the present invention. In addition, each embodiment can be implemented in any combination within a consistent range.

  DESCRIPTION OF SYMBOLS 10 ... Option transaction ordering device, 11 ... Communication I / F part, 12 ... Operation input part, 13 ... Screen display part, 14 ... Memory | storage part, 15 ... User DB, 16 ... Brand information acquisition part, 17 ... Terminal processing part , 18 ... Ordering person identification unit, 19 ... Order processing unit, 20 ... User terminal, 30 ... Option transaction system, L1 ... Communication line, NW ... Communication network.

Claims (9)

An option transaction ordering apparatus that orders purchase of a corresponding option brand based on ordering information received from a user terminal of each user via a communication network,
A stock information acquisition unit that acquires stock information on stocks of put options that can be purchased on the business day from the option trading system via the communication network every business day when option trading is performed in the market;
Among the users, an order target person specifying unit for specifying a user whose order date specified in the order information of the user corresponds to the business day as an order target person to be ordered on the business day;
Candidates that are candidates for purchase from among the brand information based on the ordering condition that the option price of the brand is equal to or less than the specified price specified in the ordering information of the ordering person for each ordering person Select as a brand, identify a brand whose option price is closest to the specified price specified in the ordering information among the candidate brands as a target brand, and buy a buy order for the target brand through the communication network An option transaction ordering apparatus comprising: an order processing unit for notifying the system. In the option transaction ordering device according to claim 1,
The option transaction ordering apparatus according to claim 1, wherein the ordering condition includes a condition that a remaining number of days of the brand is equal to or more than a minimum remaining number of days specified in the ordering information of the person to be ordered. In the option transaction ordering device according to claim 1 or 2,
The option transaction ordering apparatus according to claim 1, wherein the ordering condition includes a condition in which a contract month of the brand matches a designated contract month specified in the ordering information of the person to be ordered. In the option transaction ordering device according to claim 1,
The ordering condition includes a condition that the remaining days of the brand is equal to or more than the minimum remaining days specified in the ordering information of the ordering person, and a contract month of the brand is specified in the ordering information of the ordering person. Including conditions that match the specified contract month,
The order processing unit, when selecting the candidate stock, specifies the nearest target contract month that is the latest contract month having the remaining days equal to or more than the minimum remaining days, and the designated contract month is earlier than the nearest target contract month. In the case where the contract is located in the option transaction ordering device, a stock whose contract month matches the latest target contract is selected as the candidate stock. In the option transaction ordering device according to any one of claims 1 to 4,
The order target person specifying unit, when specifying the order target person, specifies a user whose business day corresponds to a day of the week or a monthly date specified by the order date as the order target person. Optional transaction ordering device. In the option transaction ordering device according to any one of claims 1 to 5,
When the order target person specifying unit specifies the order target person, a user whose elapsed time from the previous order to the business day corresponds to an order interval within one month specified by the order date is An optional transaction ordering device characterized by being identified as an ordering person. In the option transaction ordering device according to any one of claims 1 to 6,
The order processing unit, when specifying the target brand, the adjusted designated price obtained by adding a preset increase / decrease amount to the designated price designated in the ordering information of the person to be ordered as the designated price An optional transaction ordering device characterized by using the In the option transaction ordering device according to any one of claims 1 to 7,
The order processing unit uses, as the option price, a statistical value related to any one or a combination of a sell price, a buy price, and a latest value of the brand as the option price when specifying the target brand. Optional transaction ordering device characterized by that. An option transaction ordering method used in an option transaction ordering apparatus that orders a purchase order of a corresponding option brand based on ordering information received from a user terminal of each user via a communication network,
A brand information acquisition step in which the brand information acquisition unit acquires brand information on a brand of put option that can be purchased on the business day every business day when option trading is performed in the market from the option trading system via the communication network. When,
The order target person specifying unit specifies, among the users, a user whose order date specified in the order information of the user corresponds to the business day as an order target person to be ordered on the business day. Order identification person identification step,
The order processing unit purchases from among the brand information based on an ordering condition that the option price of the brand is equal to or less than a specified price specified in the ordering information of the ordering person for each of the ordering persons. The candidate brand is selected as a candidate brand, a brand whose option price is closest to the designated price specified in the ordering information is identified as a target brand, and a buy order for the target brand is specified in the communication network An option transaction ordering method comprising: an order processing step for notifying the option transaction system via a command processing step.

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