JP2020126690A - Financial product transaction management method and financial product transaction management device - Google Patents

Abstract

To provide a financial product transaction management method in a financial product transaction management device and the financial product transaction management device that allow customers using a system to efficiently perform a plurality of order transactions without any complicated order procedure.SOLUTION: A financial product transaction management method by a financial product transaction management device 1 includes: a first procedure of setting a plurality of first prices within a certain price range; a second procedure of setting a plurality of second prices set to a certain margin for each of the first prices within a certain price range; a third procedure of acquiring market price information on a financial product and placing an order for buying when detecting the market price information matching the first prices; and a fourth procedure of, after the third procedure, acquiring market price information on the financial product and placing an order for selling when detecting the market price information matching the second prices. The third procedure and the fourth procedure are performed after the first procedure and the second procedure are performed, and when detecting that the selling order in the fourth procedure has been executed, the third procedure and the fourth procedure are repeated.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 trading method for financial products such as foreign exchange, a limit order is known in addition to a market order for trading at the price at the time of ordering. This limit order is an order form in which the trading price is specified in advance by the customer, and the operator of the financial product places an order to buy the financial product when the target financial product falls to the specified amount. Or to place an order to sell the financial product when the specified amount is reached. Conventionally, an invention has been known in which a limit order for this financial product is made using a computer system (see, for example, Patent Document 1).

JP 2006-99787 A

However, the prices of financial instruments fluctuate irregularly and cannot be predicted accurately. Therefore, when the price of the financial product rises (or falls) just before it falls (or rises) to the amount specified in advance, or it falls (or increases) below the amount specified in advance. May suffer substantial disadvantages. Further, according to the invention described in Patent Document 1, there is a problem that such fear of disadvantage cannot be avoided.

Furthermore, if the number of orders is extremely increased or order cancellations occur frequently, the financial product dealer may also suffer from complicated operations and de facto damage. In particular, when the financial product to be handled is foreign exchange, the handling agent that acts as an intermediary between the customer and the bank may actually cause damage to the bank and lose credit from the bank. Therefore, when conducting a transaction, it is necessary to keep in mind that the risk of handling a financial product is avoided, but in the invention described in Patent Document 1, there is a problem that the risk of the handling company cannot be avoided. is there.

The present invention has been made in view of the above problems, and avoids the disadvantages of a financial product dealer and a customer in ordering a financial product and allows a customer who uses the system to perform a transaction without performing a complicated order procedure. An object is to provide a financial product transaction management device and the like that can be efficiently and smoothly performed.

In order to achieve such a subject, the invention according to claim 1 is a financial product transaction management method in a financial product transaction management device for managing buying and selling transactions of financial products whose market prices fluctuate. A first step of setting a price to a constant price range, a second procedure of setting a plurality of second prices set to a constant profit margin for each of the first prices to a constant price range, and After the third procedure of acquiring the market price information of the financial product and, when detecting that the market price information matches the first price, place a purchase order, and after the third procedure A fourth step of acquiring information on the market price of the financial instrument, and placing an order for selling when it is detected that the market price information matches the second price. After performing the procedure and the second procedure, the third procedure and the fourth procedure are performed, and when it is detected that the selling order in the fourth procedure is executed, the third procedure is performed. It is characterized in that the procedure and the fourth procedure are repeated.

The invention according to claim 2 is a financial product transaction management method in a financial product transaction management device for managing a sale transaction of a financial product whose market price fluctuates, wherein a plurality of first prices are set to a certain price range. Information on the market price of the financial instrument, a first procedure, a second procedure of setting a plurality of second prices set to a constant profit margin to each of the first prices to a constant price range And the third step of placing an order for selling when it is detected that the information of the market price matches the first price, and after the third step, the market price of the financial product. And a fourth procedure for placing an order for buying when it is detected that the information of the market price matches the second price, and the first procedure and the second procedure. After performing the third procedure and the fourth procedure after performing, when it is detected that the purchase order in the fourth procedure has been executed, the third procedure and the fourth procedure Is characterized by repeating.

The invention according to claim 3 is a financial product transaction management device that manages a sales transaction of a financial product whose market price fluctuates, and first means for setting a plurality of first prices within a fixed price range, Second means for setting a plurality of second prices set to a constant profit margin to each of the first prices to a constant price range, and information on the market price of the financial instrument is acquired, and the market price is obtained. Upon detecting that the price information matches the first price, the third means for placing an order for buying and the procedure for the third means are followed by the acquisition of the market price information for the financial instrument. Then, when it is detected that the market price information matches the second price, a fourth means for placing an order for selling, a procedure by the first means and a procedure by the second means are performed. After that, when the procedure by the third means and the procedure by the fourth means are performed and it is detected that the order for the sale is executed, the procedure by the third means and the procedure by the fourth means are performed. And a fifth means for repeating the above.

The invention according to claim 4 is a financial product transaction management device for managing a sales transaction of a financial product whose market price fluctuates, and first means for setting a plurality of first prices within a certain price range, Second means for setting a plurality of second prices set to a constant profit margin to each of the first prices to a constant price range, and information on the market price of the financial instrument is acquired, and the market price is obtained. Upon detecting that the price information matches the first price, a third means for placing an order for selling, and after the procedure by the third means, obtains the market price information of the financial instrument However, when it is detected that the market price information matches the second price, a fourth means for placing an order for buying, a procedure by the first means and a procedure by the second means are performed. After that, when the procedure according to the third means and the procedure according to the fourth means are performed and it is detected that the purchase order in the procedure according to the fourth means is executed, the procedure according to the third means is executed. Fifth means for repeating the procedure of the fourth means is provided.

According to the inventions of claims 1 to 4, it is possible to avoid the disadvantages of the financial product dealer and the customer in ordering the financial product, and the customer who uses the system can place the order without performing complicated order procedures. Transactions can be carried out efficiently and smoothly.

It is a system block diagram in the financial product transaction management system which implement|achieves the financial product transaction management method of this embodiment, and the functional block diagram of the financial product transaction management apparatus which implement|achieves the financial product transaction management method of this embodiment. It is a schematic diagram of the field definition of the order table of a financial product transaction management device same as the above. It is a schematic diagram of a field definition of the customer account information table of the financial product transaction management device. It is a schematic diagram of the field definition of the currency pair order condition table of a financial product transaction management device same as the above. It is a flow chart which shows a processing procedure at the time of ordering a trap repeat if the same in the financial product transaction management device. It is an image figure of the input screen displayed on the display part of a client terminal. It is the image figure of (a) condition setting screen and (b) confirmation screen displayed on a client terminal. It is the figure which showed the data of (a) buy order information recorded on an order table as a model, and the figure which showed the data of (b) sell order information as a model. 6 is a time chart schematically showing contract processing based on limit orders in the financial instrument transaction management device. It is a flow chart which shows a processing procedure of a cancellation demand in a financial product transaction management device same as the above.

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

FIG. 1 is a system configuration diagram and a functional block diagram of a financial product transaction management system that realizes the financial product transaction management method of the present embodiment. As shown in FIG. 1, the financial product transaction management system 1A includes a financial product transaction management device 1 and N (N≧1) client terminals 2 ₁ to 2 _n. 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 the present embodiment handles foreign exchange as a financial product.

The financial product transaction management device 1 for realizing the financial product transaction management method of this embodiment is a server computer managed and operated by a financial product dealer, and has a Web server function and a database function for storing a large amount of data. ing. The client terminals 2 ₁ ,..., 2 _n are communication terminals having a data communication function that are possessed and used by individuals or corporations that buy and sell financial products, and personal computers, mobile phone terminals, and the like fall under this category. To do. The client terminals 2 ₁ ,..., 2 _n are composed of an operating unit 21 ₁ ,..., 21 _n , an LCD (Liquid Crystal Display), etc. used for inputting various instructions such as a mouse and a keyboard. _{It has} display parts 22 ₁ ,..., 22 _n for displaying various instructions and various images input from ₁ ,..., 21 _n . Since the client terminals 2 ₁ ,..., 2 _n , the operation units 21 ₁ ,..., 21 _n , and the display units 22 ₁ ,..., 22 _n have the same configuration, it is necessary to distinguish them below. 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 instrument transaction management device 1 has at least one CPU (Central Processing Unit), a RAM (Random Access Memory) that functions as a work area of the CPU, a boot program for booting, and the like. A ROM (Read Only Memory) in which is recorded, an auxiliary storage device such as a hard disk in which various programs and data are recorded, a communication interface used for transmitting and receiving data, and the like are provided. An OS (Operating System) program, various application programs, data recorded in a database, and the like are recorded in the auxiliary storage device. These programs and data cooperate with hardware resources by arithmetic processing of the CPU. To realize various functions.

As shown in FIG. 1, the financial product transaction management device 1 includes a data processing unit 10 as a functional unit 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 is for performing processing such as generation and processing of various data used in the financial product transaction management device 1, and further, a front page distribution unit 11 which is also a functional unit, and an order which is an “order input receiving unit”. Input accepting section 12, deposit/withdrawal information generating section 13, contract information generating section 14 as “contract information generating means”, account information generating section 15, order as “order information generating means” and “second price information calculating means” It has an information generating unit 16, a database (DB) connection base unit 17, and a price information receiving unit 19 as "price information receiving means".

The order input accepting unit 12 accepts data regarding various orders input from the client terminal 2 and performs various processes necessary for fulfilling orders for financial products.

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 generation unit 16 generates information regarding an order for a financial product based on the information processed by the order input reception unit 12. In addition to so-called market orders, limit orders, ifdan orders (two orders with an order are issued at the same time, and when the first order is filled, the second order is automatically activated. Order format, which is the same in this specification).

The contract information generation unit 14 performs contract processing based on the order generated by the order information generation unit 16 and processing for sending information regarding the completed contract processing to the client terminal 2 of the customer. In addition, the "contract" here means various procedures and processes for establishing the sale and purchase of the financial product based on the order of the customer.

The account information generation unit 15 has a function of generating deposit balance information of a customer and managing the deposit balance information as margin information (that is, information for confirming that an order can be fulfilled). Note that the information on the deposit balance generated by the account information generation unit 15 and the information on the actual deposit balance of the customer, which is provided by a financial institution such as a bank, are regularly provided so as to be consistent with the actual deposit balance. Matched.

The database connection base unit 17 converts the data generated and processed in the data processing unit 10 and the data recorded in the database 18 (for example, mutual conversion between a logical data structure and a physical data structure). , Performs processing necessary for exchanging data between the data processing unit 10 and the database 18.

The database 18 records data used in the financial product transaction management device 1. The database 18 in the present embodiment is formed by a relational database, but any format suitable for recording and rewriting a large amount of data such as an object database may be used. The database 18 includes an order table (order information recording means) 181, a customer account information table (customer account information recording means) 182, a currency pair order condition table 183, a minimum price range table (minimum price range information recording means) 184, and a difference table ( A difference information recording means) 185 and a sequence number table 186 are recorded. In the minimum price range table 184, the individual sell order information (described later) or the individual buy order information (described later) that form an order information group (described later), which is determined for each type of financial product, can be closest to each other. The price range is recorded as the minimum price range information. In the difference table 185, difference information between the current market price and the order amount of order information (described later), which is determined for each type of financial product, is recorded. A sequence number uniquely assigned to each order information (described later) is recorded in the sequence number table 186. Details of the order table 181, the customer account information table 182, and the currency pair order condition table 183 will be described later.

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

The price information receiving unit 19 acquires information about the price of the financial product handled by the financial product transaction management device 1, and performs processing necessary for the data processing unit 10 to use on the acquired information. In the present embodiment, the price information receiving unit 19 acquires information on the market price for foreign exchange.

2A is a schematic diagram of the field definition of the order table 181, FIG. 2B is a schematic diagram of the field definition of the customer account information table 182, and FIG. 2C is a schematic diagram of the field definition of the currency pair order condition table 183. As shown in these figures, each table 181, 182, 183 has fields for the number of items, and the field names (field names), data types (types) such as characters, numeric values, date and time, and data such as bit lengths. Length (length), blank specification (Not Null), presence/absence of default value (default value), data item name (remark), etc. are specified.

In the above-described financial product transaction management device 1, when a limit trade of a financial product is performed, a single pre-order can buy and sell a plurality of financial products of the same type with a predetermined price range and an ifdan order for each predetermined number of products. It is possible to realize the order form that is performed in. In this specification, this order form is referred to as a "trap repeat-if-done order".

Next, a transaction procedure of a trap repeat if-done order in the financial product transaction management system 1A of the present embodiment will be described.

FIG. 3 is a flowchart showing a processing procedure in the financial instrument transaction management device 1 according to the present embodiment when generating information regarding a limit order by a trap repeat-if-done order. The processing procedure at the time of ordering will be described below with reference to FIG.

A customer who uses the financial product transaction management system 1A uses the client terminal 2 to access the financial product transaction management device 1. The front page delivery unit 11 of the financial instrument transaction management device 1 displays the input screen 40 shown in FIG. 4 on the display unit 22 of the accessed client terminal 2. The customer uses the operation unit 21 to input the order content data on the input screen 40 (step S1). Specifically, the following processes (1) to (5) are performed on the input screen 40.

(1) The customer desires to buy or sell from among the buy/sell input buttons 41 _{1 to} 41 ₅ provided for each currency pair (five types of currency pairs in this input screen 40) that can be traded from the upper side of the input screen 40. Select and click on a currency pair. For example, customers who want to buy the US dollar in Japanese yen, clicking on the US dollar purchase button 41 1 _a of the input screen 40.

(2) then the customer himself from trading mode selection button group 42 provided on the lower side of the trading desired input button 41 _{1-41 5} clicks to select the button that trading form is displayed as desired. The input screen 40 of FIG. 4 shows a state in which the new selection button 42a for selecting a new order (that is, an order for having a new position (amount of foreign currency)) is clicked from the trading form selection button group 42. ing. The financial product transaction management device 1 of the present embodiment applies the trap repeat if-done order only to new orders, so that the system configuration is simplified and the system is easy for customers to use.

(3) Next, the customer clicks the trap trade designation button 43a for designating the trap trade (registered trademark) from the order condition/quantity designation button group 43 provided below the trading pattern selection button group 42. Here, the "trap trade" is an order form in which a plurality of financial products of the same type are reserved at a predetermined price range and in a predetermined number of products by one reservation order when a limit trade of financial products is performed. Say. And the Trap Repeat If Dunn order involves trap trading in the procedure. In the financial product transaction management device 1 of the present embodiment, even if the selection button other than the trap trade designation button 43a is clicked, the trap trade cannot be performed.

(4) When the trap trade designation button 43a is clicked, the condition setting screen 44 shown in (a) of FIG. On the condition setting screen 44, a start price input field 44a for inputting the order reference price of the trap repeat Idol, an amount input field 44b for inputting the amount of each position in one order, a price range of the ordering position (that is, an individual purchase order). A price range input field 44c for inputting information (price range between each other), a trap number selection field 44d for selecting the number of positions to be ordered, a profit amount designation field 44e for inputting a profit amount for each position as a "margin". A repeat-to-if-done order selection field 44f is provided for designating whether to execute a repeat-to-done order. Select the desired number and order format. In the condition setting screen 44 of FIG. 5A, the start price is 109.90 dollars, the price range is 0.10 yen, and one position is set in each of the input fields 44a, 44b, 44c, 44e and each of the selection fields 44d, 44f. Indicates 10,000 currencies, the number of positions to be ordered is 5, the expiry date is indefinite, and the order format is a repeat repeat order. The form of the trap repeat tofudan order is selected by selecting the repeat tofudan order in the repeat trade tofudan order selection field 44f on the trap trade condition setting screen 44.

(5) When the customer clicks the order confirmation button 44g provided at the bottom of the condition setting screen 44 after the input and selection in the input fields 44a, 44b, 44c, 44e and the selection fields 44d, 44f are completed, The data input to the condition setting screen 44 is displayed in the order content display field 44h and transmitted from the client terminal 2 to the financial product transaction management device 1, and the procedure of step S2 described below is performed. When the customer clicks the reset button 44i instead of the order confirmation button 44g, the processes (1) to (4) are canceled and the input screen 40 returns to the state before the above (1) is performed.

When the order confirmation button 44g is clicked in the above (5) and the transmitted data (sales order application information) is supplied to the financial product transaction management device 1, the order input acceptance unit 12 of the financial product transaction management device 1 Check the details of the entered order (procedure for order entry). Specifically, the order format selected in the repeat-to-order selection field 44f is confirmed, and the order price of the supplied data is inspected (step S2). More specifically, the amount of buying and selling the desired input button 41 _{1-41 5} start price input field 44a is input to the start price of the selected currency pair in, and the current exchange rate prices price information receiving unit 19 has received Will be compared. The order input receiving unit 12 only when the customer can make a profit, that is, when the foreign currency is bought, the start price is lower than the current exchange rate price, and when selling the foreign currency, the start price is the current price. Only when the price is higher than the exchange rate, the price is judged to be appropriate.

When it is determined that the start price is an appropriate price (“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, the numerical data recorded in the “amnt” field 182a shown in FIG. 2B is acquired as margin information.

The order input receiving unit 12 calculates based on the acquired margin information and the total amount of the customer's order (that is, the numerical value input in the amount input field 44b and the price range input field 44c and the numerical value selected from the trap number selection field 44d). It is confirmed whether the amount of margin is equal to or more than the total order amount. The order information generation unit 16 generates an “order information group” described later only when the margin amount is equal to or more than the total order amount (“No” in step S5) (order information generation procedure). As a result, the limit order by the Ifdan order can be accepted only when the customer can reliably make the payment.

When the amount of the margin money is equal to or larger than the total order amount (“No” in step S5), the order input receiving unit 12 confirms whether or not the order condition satisfies the condition of trap repeat ifdance (step S6). Specifically, the numerical data recorded in the “trap_range” field 183a shown in FIG. 2C is acquired as the value of the minimum price range condition, and the numerical data of the price range input in the price range input field 44c and the minimum price range table 184 are recorded. Further, the value of the minimum price range information of the currency pair is compared, and it is confirmed whether or not the value of the price range input in the price range input field 44c is equal to or more than the minimum price range.

When the value of the price range input in the price range input field 44c is less than the numerical value of the minimum price range information (“Yes” in step S7), the order input acceptance unit 12 treats the entered order as an error and accepts the order. Reject (step S10). As a result, the price range between orders is so close that the risk cannot be avoided, and the customer suffers a detrimental disadvantage, and transactions concentrate in a specific price range, resulting in excessive business and dealing with financial instruments. Can be prevented from suffering a practical disadvantage.

The value of the price range input in the price range input field 44c is equal to or greater than the value of the minimum price range (“No” in step S7), and the order conditions satisfy all the conditions necessary for ordering the above trap repeat ifd. If determined, the front page delivery unit 11 causes the display unit 22 of the client terminal 2 to display the confirmation screen 45 shown in FIG. 5B. On the confirmation screen 45, order conditions input and selected by the customer on the input screen 40 and the condition setting screen 44 are listed, and an order button 45a that is clicked when the listed contents are correct is provided. In the order information group display field 45b of the confirmation screen 45, buy order information (ascending) for placing a limit order for the same type of financial product at one price, and other financial products targeted by the buy order information are displayed in another order. An order information group 45c ₁ , 45c ₂ ,... 45c _k (k>1) including sell order information (bottom row) for a limit order at a price is displayed.

When the customer clicks the order button 45a by operating the operation unit 21, the order information generation unit 16 of the financial instrument transaction management device 1 generates order information based on the data input in step S1 (step S8, order information). Generation procedure, second order price calculation procedure). Specifically, a plurality of pieces of data input in the above procedure are collected in units of order prices, and a sequence number is assigned to the order recorded in the sequence number table 186 for each unit of information, whereby each order information is obtained. Form. At this time, the sequence number table 186 is provided with information for identifying the sequence number used for the order information as an unused number.

The order information generation unit 16 records the generated order information group in the order table 181 (step S9, order information recording procedure). 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. An ID number uniquely determined for each currency pair is recorded in the "ccy_pair_id" field 181e. The combination of this ID number and currency pair is recorded in an ID table (not shown) separately provided in the database. The "buy_sell_id" field 181f is data indicating whether it is a sell order or a buy order, the "ord_rate" field 181g is the order price, the "limit_time" field 181h is the order deadline, and the "ord_cond" field 181i is the order type. Is the ifdan order (default is 0, if the ifdan order is 1, 1 is recorded), and the "new_close" field 181k is a new order or a settlement order data. Will be recorded. Through the above procedure, the order processing for the trap repeat if-done order is completed, and the information regarding the limit order is generated.

FIG. 6A is a diagram schematically showing the set of buy order information recorded in step S9, and FIG. 6B is a schematic diagram of the set of sell order information recorded in step S9. It is the figure shown. As shown in the figure, the set 50 of buy order information forms the buy order table 50a for which the information is generated in steps S1 to S9, and the set 60 of sell order information also forms the sell order table 60a. ing.

The buy order table 50a includes five pieces of buy order information from the first buy order information 51a to the fifth buy order information 51e as "first order information" (that is, the number of pieces selected in the trap quantity selection column 44d). ), and the buy order price (first order price) indicated in the first buy order information 51a is 109.90 yen per dollar (that is, the price entered in the start price input field 44a). The price range of the buy order price is 0.10 yen (that is, the price entered in the price range input field 44c). Further, each of the first buy order information 51a to the fifth buy order information 51e has an order amount of 10,000 currency (that is, the amount entered in the amount input field 44b).

The sell order table 60a includes five pieces of sell order information from the first sell order information 61a to the fifth sell order information 61e as the "second order information" (that is, the number of pieces selected in the trap number selection column 44d). ), the buy order price (second order price) indicated in the first sell order information 61a is 115.04 yen per dollar, and the price range of the order price of each order information is 0.10 yen (that is, price range). The price entered in the entry field 44c).

In the buy order table 50a and the sell order table 60a, order information in which the order numbers 51h and 61h are the same, for example, the first buy order information 51a, the first sell order information 61a, the second buy order information 51b, and the second buy order information 51b. The second sell order information 61b,... Places a bid order for the same type of financial product at one price, and a bid order for the financial product targeted by the buy order information at another price. An order information group of one price range, which is composed of sell order information, is formed. Among the order information forming one order information group, the order information recorded in the buy order table 50a (for example, the first buy order information 51a) forms a “first order” having a high priority of execution and sells. The order information (for example, the first sell order information 61a) recorded in the order table 60a forms a "second order" with a low priority order of execution. The order information recorded in the buy order table 50a is recorded as "valid order information" having a status as an established (ordered) order in the initial state, and the order information recorded in the sell order table 60a. Is recorded as "invalid order information" that does not have a status as an established order in the initial state. “Valid” or “invalid” of the order information is recorded based on a flag or the like included in each order information.

In addition, when the first desired price is determined to be an inappropriate price in step S3 (“Yes” in step S3), and when the margin amount is less than the total order amount in step S5 (“in step S5” Yes"), the order input receiving unit 12 treats the input order as an error and rejects the order (step S10).

After the order processing is completed, the price information receiving unit 19 of the financial instrument transaction management device 1 continues to acquire the exchange rate information (price information receiving procedure). Then, when the market price matches the order price of a specific position, the contract information generation unit 14 contracts the order of the position (contract information generation procedure).

FIG. 7 shows a time chart that schematically shows a contract based on a limit order in the financial product transaction management system 1A of the present embodiment. For example, as shown in the same figure, the market purchase price 72 of the US dollar at the time t1 at which the limit order by the trap repeat Idol is completed is 110.00 yen, and after the completion of the limit order, the market purchase price 72 of the US dollar is 72. At the time t2 when the dollar reaches 109.90 yen, the first buy order information 51a is executed. Simultaneously with this execution, the first sell order information 61a becomes valid. By this "validation", the first sell order information 61a is converted from "invalid order information" to "valid order information" at this point.

Similarly, at the time t3 when the market price 72 of the US dollar becomes 109.80 yen per dollar, the second buy order information 51b is executed and at the same time the second sell order information 61b becomes effective, and the market price 72. The third buy order information 51c is executed at the same time as the third buy order information 51c is executed at the time point t4 when the price becomes $109.70.

Thereafter, when the market purchase price 72 rises to 114.84 yen per dollar at time t5, the contract information generation unit 14 contracts the sell information based on the third sell order information 61c and sells the US dollar. As a result, the customer can obtain a profit corresponding to the difference between the price of the third buy order information 51c and the third sell order information 61c. After the third sell order information 61c is contracted, at time t6, the third buy order information 51c and the third sell order information 61c are generated again. At this time point t6, the third sell order information 61c is generated again as the "invalid order information" in the original state.

When the limit order is validated or when the limit order is filled, the fill information generation unit 14 rewrites the corresponding data in the database 18. Specifically, the order information data relating to the limit order in the order table 181 is deleted, and the data in the "amnt" field 182a of the customer account information table 182 is increased or decreased by the contracted price.

Similarly, when the market purchase price 72 rises to 114.94 yen per dollar at time t7, the contract information generation unit 14 contracts the sell information based on the second sell order information 61b and sells the US dollar. After that, at time t8, the second buy order information 51b and the second sell order information 61b are generated again (at this time, the second sell order information 61 is again generated as "invalid order information"). Further, the corresponding data in the database 18 can be rewritten.

After that, when the market purchase price 72 becomes 109.70 yen for 1 dollar at the time t9, the second buy order information 51b is contracted and the second sell order information 61b is validated at the same time. After that, the same processing is repeated.

Note that, at times t1 to t9, the fourth buy order information 51d, the fifth buy order information 51e, the fourth sell order information 61d, and the fifth sell order information 61e shown in FIG. The limit order is contracted until the market price 71 of the US dollar drops or rises to the respective order prices 51f and 61f after time t9. Further, all limit orders for which the order deadlines 51g and 61g have passed without being executed are canceled and deleted from the order table 181.

As described above, the financial instrument transaction management device 1 of the present embodiment can reduce the risk of the customer in the limit order by placing a limit order for a plurality of prices of the same type of financial instrument. That is, for example, in the case where only the limit order for purchasing the US dollar at 109.60 yen for 1 dollar is placed, if the market purchase price 71 rises at 109.70 yen for 1 dollar as shown in FIG. The customer will not be able to buy US dollars (even if the customer has a potential desire to buy $109.70). On the other hand, if the trap repeat tough order in this embodiment is used, it is possible to place a plurality of limit orders distributed above and below the reference price based on the price most desired to purchase. The risk of can be reduced.

Further, the financial product transaction management device 1 of the present embodiment includes, as the order information, the buy order information (for example, the first buy order information 51a) that places a limit order for the same kind of financial product at a price and the buy order information. An order information group for one price range, which is composed of sell order information (for example, first sell order information 61a) that places a limit order for the target financial product at another price, is generated for a plurality of price ranges, and In each order information group, the buy order information (for example, the first buy order information 51a) is set to "first order", and the sell order information (for example, first sell order information 61a) is set to "second order". , “First order” is valid order information, “second order” is invalid order information, and the contract information generation unit 14 determines when the “first order” forming one order information group is contracted. Changes the "second order" from invalid order information to valid order information, and orders the same type of financial product for multiple prices in the ifdan order of limit orders based on one sales order application information be able to. In addition, the contract information generation unit 14 regenerates one order information group when the order information as the “second order”, which is regarded as valid order information, is contracted, so that the “first order” and the “first order” are generated. Even after the execution of the "second order", it is possible to repeatedly perform the if-done order of the limit order based on the contracted order information group (for example, the first buy order information 51a and the first sell order information 61a).

Further, the financial product transaction management device 1 of the present embodiment includes the order information groups 45c ₁ , 45c ₂ ,..., 45c _{k in} which the number of products at one price is constant and the order information groups in a plurality of price ranges are set. 45c ₁ , 45c ₂ ,..., 45c _k , the price range between the first to fifth buy order information 51a, 51b, 51c, 51d, 51e and the first to fifth sell order information 61a, 61b, 61c, By forming such that the price range between 61d and 61e is constant, it is possible to simplify the instruction content from the client terminal 2 side when ordering a financial product. Further, it is possible to allow a customer who places an order from the client terminal 2 to place an order of a fixed number of products for each fixed price range, which has a high risk dispersion effect.

When there is a request from the client terminal 2 to change the price and amount of a limit order once placed, the financial instrument transaction management apparatus 1 of the present embodiment treats the request as an illegal request and handles it as an input error. To do. As a result, it is possible to prevent the business of the bank, which is the source of purchase and sale of financial products, from becoming excessive due to frequent requests for prices and amounts.

On the other hand, if there is a request to cancel the limit order once placed, the financial instrument transaction management device 1 processes the request according to a predetermined procedure. FIG. 8 is a flowchart showing a procedure for processing a cancellation request in the financial instrument transaction management device 1 of this embodiment. Hereinafter, the procedure for processing the cancellation request will be described with reference to FIG.

First, when the financial instrument transaction management device 1 receives from the client terminal 2 a request to cancel a limit order once placed (step S11), the contract information generation unit 14 receives the order information of the limit order requested to be canceled. The included order information group is extracted, and among the order information included in this order information group, the one whose order price is closest to the market price of the financial product is selected. Then, the contract information generation unit 14 collates the absolute value of the selected order price minus the market price with the non-cancellable price range data of the currency pair recorded in the difference table 185. When the absolute value is larger than the non-cancellable price range (“Yes” in step S12), the contract information generation unit 14 includes the order information that has not yet been contracted among the order information included in the order information group extracted in step S12. Processing is performed assuming that all the order information groups have been canceled (step S13).

For example, in FIG. 5, when only the first buy order information 51a is filled, there is a cancellation request in the third buy order information 51c, and the market purchase price 71 of the US dollar at the time of the request is $109. When it is .90 yen, the value obtained by subtracting the order price (109.80 yen per dollar) of the second buy order information 51b closest to the market price from the market purchase price 71 is 0.10 yen. When the non-cancellable price range is less than 0.10 yen (for example, 0.09 yen), all of the second buy order information 51b to the fifth buy order information 51e shown in FIG. 5 are canceled. become. Further, the sell order information forming the order information group with the second to fifth buy order information 51b to 51e, that is, the second sell order information 61b to the fifth sell order information 61e are all canceled. The canceled order information data is deleted from the order table 181.

In this way, with one cancellation request, all the order information groups for which cancellation has been requested are canceled, and the order information group that includes the order information for which cancellation has been requested is generated based on the sales order application information. By canceling all the performed order information groups, it is possible to prevent the handling of the limit order by the trap repeat order from becoming complicated.

On the other hand, when the absolute value is equal to or smaller than the non-cancellable value range (“No” in step S12), the contract information generation unit 14 rejects the cancellation request as an invalid request and processes the request as an error (step S14). ).

By setting the non-cancellable price range in this way, it is possible to avoid a situation in which financial institutions such as banks are effectively damaged. That is, if a request for canceling a limit order is input to the client terminal 2 immediately before the market purchase price (or market sale price) matches the order price, the customer may experience a time lag when the cancel request is notified to the financial institution. A financial institution may purchase a financial product whose order has been canceled by the financial institution, but the order has been canceled by prohibiting cancellation of the order when the market price and the order price are closer than the prescribed value. It is possible to prevent a financial institution from purchasing a product.

If the order received from the client terminal 2 is a normal market order (a trading method for trading financial products at the market price at the time of ordering), immediately after the order information is generated in step S8. The contract information generation unit 14 contracts the order, and the process of step S9 is not performed.

As described above, according to the financial product transaction management apparatus 1 that performs the financial product transaction management method of the present embodiment, it is possible to avoid the disadvantages of the financial product dealer and the customer in the limit order of the financial product, and the customer who uses the system is complicated. It is possible to efficiently and smoothly carry out transactions by limit orders without performing various order procedures.

Although the financial product transaction management system 1A that performs the financial product transaction management method of the above embodiment handles foreign exchange as a financial product, the present invention is not limited to this, and handles other financial products such as stocks and bonds. The present invention can also be applied to a financial product transaction management system.

Further, in the financial product transaction management system 1A that performs the financial product transaction management method of the above-described embodiment, the buy order information forming the order information group is "first order" and the sell order information is "second order". However, conversely, the sell order information may be the “first order” and the buy order information may be the “second order”.

It goes without saying that the above embodiment is an exemplification of the present invention, and does not mean that the present invention is limited to the above embodiment.

1A ··· the financial product transaction management system 1,... The financial product transaction management apparatus _2,2 1 _~2 n ··· client terminal 12 ... order input receiving unit (order input receiving means)
14... Contract information generating unit (contract information generating means)
16... Order information generation unit (order information generation means, second order price information calculation means)
19... Price information receiving unit (price information receiving means)
45c ₁ , 45c ₂ ,..., 45c _k ... Order information group 51a, 51b, 51c, 51d, 51e... Buy order information (order information)
61a, 61b, 61c, 61d, 61e... Sales order information (order information)
181...Order table (order information recording means)
184... Minimum price range table (minimum price range information recording means)
185... Difference table (difference information recording means)

Claims (4)

A financial product transaction management method in a financial product transaction management device for managing sales transactions of financial products whose market prices fluctuate,
A first procedure to set multiple first prices to a certain price range,
A second procedure of setting a plurality of second prices set to a constant profit margin for each of the first prices to a constant price range,
A third procedure of acquiring the market price information of the financial product, and placing an order for buying when it is detected that the market price information matches the first price;
After the third step, the fourth step of acquiring information on the market price of the financial instrument and placing an order for selling when it is detected that the information on the market price matches the second price With and
After performing the first procedure and the second procedure, perform the third procedure and the fourth procedure,
A financial product transaction management method in a financial product transaction management device, comprising: repeating the third procedure and the fourth procedure when detecting that the selling order in the fourth procedure has been executed. A financial product transaction management method in a financial product transaction management device for managing sales transactions of financial products whose market prices fluctuate,
A first procedure to set multiple first prices to a certain price range,
A second procedure of setting a plurality of second prices set to a constant profit margin for each of the first prices to a constant price range,
A third step of acquiring information on the market price of the financial product, and placing an order for selling when detecting that the market price information matches the first price;
After the third step, the fourth step of acquiring information on the market price of the financial instrument and placing an order for buying when it is detected that the information on the market price matches the second price With and
After performing the first procedure and the second procedure, perform the third procedure and the fourth procedure,
A financial product transaction management method in a financial product transaction management device, comprising: repeating the third procedure and the fourth procedure when detecting that the purchase order in the fourth procedure has been executed. A financial product transaction management device for managing buying and selling transactions of financial products whose market prices fluctuate,
A first means for setting a plurality of first prices within a certain price range,
Second means for setting a plurality of second prices set to a constant profit margin to each of the first prices to a constant price range,
Third means for acquiring information on the market price of the financial product and, when detecting that the market price information matches the first price, place an order for buying.
After the procedure by the third means, the market price information of the financial instrument is acquired, and when it is detected that the market price information matches the second price, a selling order is placed. Means of
After performing the procedure by the first means and the procedure by the second means, perform the procedure by the third means and the procedure by the fourth means,
A financial instrument transaction management device comprising: a fifth means for repeating the procedure of the third means and the procedure of the fourth means when it is detected that the selling order has been executed. A financial product transaction management device for managing buying and selling transactions of financial products whose market prices fluctuate,
A first means for setting a plurality of first prices within a certain price range,
Second means for setting a plurality of second prices set to a constant margin for each of the first prices to a constant price range,
Third means for acquiring information on the market price of the financial instrument and, when detecting that the market price information matches the first price, places an order for selling.
After the procedure by the third means, the market price information of the financial instrument is acquired, and when it is detected that the market price information matches the second price, a purchase order is placed. Means of
After performing the procedure by the first means and the procedure by the second means, perform the procedure by the third means and the procedure by the fourth means,
A fifth means for repeating the procedure of the third means and the procedure of the fourth means when detecting that the purchase order has been executed in the procedure of the fourth means. Financial product transaction management device.