JP2020170562A - Financial product transaction management device, financial product transaction management system, and program - Google Patents

Abstract

To provide a financial product transaction management device that is highly convenient for customers who trade financial product orders by continuously combining a plurality of orders.SOLUTION: An order information generation unit 16 of a financial product transaction management device 1 generates a plurality of order information groups including a first order of selling or buying and a second order of selling or buying at another price. A contract information generation unit 14 is configured to execute the first order and the second order at a first price and a second price, respectively, when, for each of the first order and the second order, a market price fluctuates to one of a high price side and a low price side, and order prices of the first order and the second order are trailed for each trail width set by trail width information, the market price matches the first price of the first order and the second price of the second order once, and the fluctuating market price matches the first price and the second price a predetermined number of times which is one or more times.SELECTED DRAWING: Figure 1

Description

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

As a method of trading financial products such as foreign exchange, limit orders are known in addition to market orders that trade at the price at the time of ordering. This limit order is an order form in which a customer specifies a trading price in advance, and a financial product dealer places a buy order for the financial product when the target financial product drops to the specified amount. Or place a sell order for the financial instrument when it reaches the specified amount. Conventionally, an invention has been known in which a limit order for this financial product is placed using a computer system (see, for example, Patent Document 1).

Japanese Unexamined Patent Publication No. 2006-99787

Here, in a limit order for a financial product, if a Dan order (two ordered orders are placed at the same time and the first order (hereinafter referred to as "first order") is established, the second order is automatically placed. (Hereinafter referred to as "second order") is an order format in which the order is valid. The same applies in the present specification. However, in the invention described in Cited Document 1, ifdan order is used. There is a problem that it cannot respond to limit orders. On the other hand, if the market price of a financial product fluctuates more than the conventional market price and there is no prospect of recovery for the time being, the trader who owns the financial product will change the market price to minimize the damage. In many cases, they wish to sell the financial product accordingly. However, in the invention described in Cited Document 1, a customer who uses the system to trade a financial product automatically sells the financial product acquired by the buy order of the limit order according to the future market situation. There is also the problem that ifdan orders cannot be automatically canceled depending on the market conditions.

The present invention has been made in view of the above problems, and it is possible to improve the convenience of the customer who uses the system in the transaction of the financial product and reduce the risk to the customer when placing the ifdan order. The challenge is to provide a management device.

In order to achieve such a problem, the invention according to claim 1 is a financial product transaction management device that manages a trading transaction of a financial product whose market price fluctuates, and is a trading device for placing a trading order of the financial product. The order input receiving means for receiving the order application information, the order information generating means for generating the order information of the financial product based on the buying and selling order application information received by the order input receiving means, and the generated order information. The order information generating means includes a contract information generating means for executing the trading order of the financial product based on the above, and the order information generating means sets the same type of the financial product in the ifdan order based on the one said trading order application information. The order information for placing a buy or sell order at the first price set as the reference price for executing one order, and the second order placed by the execution of the first order in the ifdan order are executed. A plurality of order information groups consisting of the order information for placing a sell order or a buy order at a second price set as a reference price are generated, and a buy order or a sell order is placed at the first price. , And / or, the trail as price range information that fluctuates the reference price to be executed in response to the fluctuation of the market price in the order information for placing a sell order or a buy order at the second price. Width information is provided, and a plurality of the generated order information groups are recorded in the order information recording means, and the contract information generating means is based on the trail width information as the market price fluctuates. One order and / or the price that is the reference for the execution of the second order is changed, and the market price of the first order fluctuates to one of the high price side and the low price side, and the first order. The order price of one order trails for each trail width set by the trail width information, the market price matches the first price once, and the fluctuating market price is the first price. When the first price is matched once or more, the market price fluctuates to the other side of the high price side and the low price side for the second order. Then, the order price of the second order is trailed for each trail width set by the trail width information, the market price matches the second price once, and the fluctuating market price is the said market price. When the first price is matched one or more predetermined times, the execution at the second price is repeated a plurality of times. It is characterized by having it done.

In the invention according to claim 2, in addition to the configuration according to claim 1, an order information recording means for recording the order information generated by the order information generating means and information on the market price of the financial instrument are acquired. The contract information generation means includes the market price information management means to be managed, and makes the first order of the order information group recorded in the order information recording means a valid order and invalidates the second order. The financial product is executed based on the first order among the individual order information forming the order information group, and the second order is changed from an invalid order to a valid order together with the execution. When the current market price becomes a reference price for executing the second order, the financial instrument is executed based on the second order.

The invention according to claim 3 is a financial product transaction management system that manages sales transactions of financial products whose market prices fluctuate, and accepts order input for receiving sales order application information for placing sales orders for the financial products. The means, the order information generating means for generating the order information of the financial product based on the buying and selling order application information received by the order input receiving means, and the buying and selling of the financial product based on the generated order information. The order information generating means is provided with a contract information generating means for executing an order, and the order information generating means serves as a reference for executing a first order in an ifdan order with the same type of financial product based on one of the buy / sell order application information. It is set as a reference price for executing the order information for placing a buy order or a sell order at the first price set as a price, and the second order placed by the execution of the first order in the ifdan order. A plurality of order information groups consisting of the order information for placing a sell order or a buy order at the second price are generated, and the order information for placing a buy order or a sell order at the first price, and / or the second. Trail width information is provided and generated as price range information that fluctuates the reference price to be executed in response to fluctuations in the market price in the order information for placing a sell order or a buy order at the price of. A plurality of the order information groups are recorded in the order information recording means, and the contract information generating means causes the first order and / or the said to be based on the trail width information in accordance with the fluctuation of the market price. The price of the second order to be executed is changed, the market price of the first order fluctuates to one of the high price side and the low price side, and the order price of the first order is changed to the above. A predetermined number of times that the trail is trailed for each trail width set by the trail width information, the market price matches the first price once, and the fluctuating market price matches the first price once or more. When they match, the order is executed at the first price, and for the second order, the market price fluctuates to the other side of the high price side and the low price side, and the order of the second order. The price trails for each trail width set by the trail width information, the market price matches the second price once, and the fluctuating market price matches the first price at least once. It is characterized in that the contracting at the second price is repeated a plurality of times when the predetermined number of times is matched. To.

The invention according to claim 4 is a program, characterized in that a computer functions as the financial instrument transaction management device according to claim 1 or 2.

According to the first and third claims, the order information for placing a buy or sell order for the same type of financial product at the first price based on one buy / sell order application information, and the first Multiple order information groups consisting of order information for selling or buying orders at two prices are generated, and the generated multiple order information groups are recorded in the order information recording means, and the trail width is changed according to the fluctuation of the market price. Based on the information, the price that is the basis for executing the first order and / or the second order is changed, and for the first order, the market price fluctuates to one of the high price side and the low price side. The order price of the first order trails for each trail width set by the trail width information, the market price matches the first price once, and the fluctuating market price matches the first price more than once. When the specified number of times is matched, the first price is executed, and for the second order, the market price fluctuates to the other side of the high price side and the low price side, and the order price of the second order is changed. When trailing for each trail width set by the trail width information, the market price matches the second price once, and the fluctuating market price matches the first price one or more times a predetermined number of times. By configuring the contract to be executed at two prices multiple times, by performing one order procedure on the client terminal side, stop orders can be placed for the same type of financial products using a computer system. It can be carried out. And, in futures trading of financial products, if customers who use the system do not have to carry out complicated ordering procedures, and even if the future market situation changes to the disadvantage of the user, the amount of damage can always be minimized. It becomes possible to place an order. As a result, it is possible to improve the convenience of the customer who uses the system in the transaction of financial products and reduce the risk incurred by the customer when placing an ifdan order.

According to the inventions of claims 1 and 3, the reference price for executing the first order and / or the second order can be changed based on the trail width information.

According to the inventions of claims 1 and 3, the generation of the order information for placing the first order and the second order for placing the ifdan order based on the execution of the first order is repeated a plurality of times. Therefore, the convenience of the customer can be improved.
According to the invention of claim 3, the contract is provided with a market price information management means for acquiring and managing the market price information of the financial product and a contract information generating means for executing the contract of the financial product based on the order information. The information generating means uses the first-ranked order information as valid order information and the second-ranked order information as invalid order information among the order information group recorded in the order information recording means, and the contract information generating means , Performs execution of financial products based on the order information of the first rank among the individual order information forming the order information group, and changes the order information of the second rank from invalid order information to valid order information together with the execution. By processing and executing a financial product based on the order information of the second rank when the current market price becomes the standard price for executing the second order, the system is used in the future trading of financial products. It is possible to realize an if-done order that can always minimize the amount of damage even if the future market situation changes to the disadvantage of the user without having to carry out complicated ordering procedures for the customer who uses the financial instrument. As a result, it is possible to improve the convenience of the customer who uses the system and reduce the risk that the customer incurs when placing an ifdan order.

According to the invention of claim 4, the financial instrument transaction management device of the present invention can be programmed and realized on various computer hardware.

It is a system block diagram and the functional block diagram of the financial instruments transaction management apparatus in the financial instruments transaction management system of Embodiment 1. FIG. It is the schematic diagram of the field definition of the order table of the financial instruments transaction management apparatus. It is the flowchart which shows the execution procedure at the time of accepting a stop order in the financial instrument transaction management apparatus. Same as above The financial instrument transaction management device displays on the display of the client terminal (a) The customer places a stop order to buy the same type of financial instrument for the "first price" and sells it for the "second price". Image of the input screen where various selections and inputs are made when you wish to place a limit order, (b) For the same type of financial product, place a sell stop order for the "first price" and "second" It is an image diagram of an input screen for placing a stop buy order for "price of". It is an image diagram of an input screen. It is a figure which shows typically the order information group recorded in the order table in the financial instruments transaction management apparatus of the same as above. It is the flowchart which shows the execution procedure of the buy stop order after the stop order is accepted in the financial instrument transaction management apparatus. It is the flowchart which shows the execution procedure of the sell stop order after the stop order is accepted in the financial instrument transaction management apparatus. Same as above. It is a time chart showing the relationship between the market price and the processing of stop orders in the financial instruments and exchange management device. Same as above. It is a time chart showing the relationship between the market price and the processing of stop orders in the financial instruments and exchange management device. Same as above. It is a time chart showing the relationship between the market price and the processing of stop orders in the financial instruments and exchange management device. It is a figure which shows typically the order information group recorded in the order table in the financial instruments transaction management apparatus of the same as above. It is the flowchart which shows the execution procedure after the stop order is accepted in the financial instrument transaction management apparatus. It is the flowchart which shows the execution procedure after the stop order is accepted in the financial instrument transaction management apparatus. Same as above. It is a time chart showing the relationship between the market price and the processing of stop orders in the financial instruments and exchange management device. Same as above. It is a time chart showing the relationship between the market price and the processing of stop orders in the financial instruments and exchange management device. Same as above. It is a time chart showing the relationship between the market price and the processing of stop orders in the financial instruments and exchange management device. FIG. 5 is an image diagram of an input screen displayed on the display unit of a client terminal by the financial instrument transaction management device according to the second embodiment of the present invention. It is a figure which shows typically the order information group recorded in the order table in the financial instruments transaction management apparatus of the same as above. It is the flowchart which shows the execution procedure after the stop order is accepted in the financial instrument transaction management apparatus. It is the flowchart which shows the execution procedure after the stop order is accepted in the financial instrument transaction management apparatus. It is a time chart which shows the relationship between the market price of the processing procedure shown in the flowchart of FIG. 19 and the processing of a stop order in the financial instrument transaction management apparatus. It is a time chart showing the relationship between the market price of the processing procedure shown in the flowchart of FIG. 19 and the processing of the stop order in the financial instrument transaction management device.

[Embodiment 1 of the invention]
Hereinafter, the first embodiment of the present invention will be described with reference to the drawings.

FIG. 1 is a system configuration diagram and a functional block diagram of the financial instrument transaction management system of the first embodiment. As shown in the figure, 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, and together with the financial product transaction management device 1. 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 first embodiment handles foreign exchange as a financial product.

The financial product transaction management device 1 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. Client terminals 2 ₁ , ..., _2n are communication terminals possessed and used by individuals or corporations that buy and sell financial products and have a data communication function, and correspond to personal computers, mobile phone terminals, etc. To do. The client terminal 2 ₁ , ..., 2 _n consists of an operation 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 a display unit 22 ₁ , ..., 22 _n that displays various instructions and various images input from ₁ , ..., 21 _n . Since the client terminals 2 ₁ , ..., 2 _n , the operation unit 21 ₁ , ..., 21 _n , and the display unit 22 ₁ , ..., 22 _n have the same configuration, it is necessary to distinguish them below. Except in certain cases, the client terminal 2, the operation unit 21, and the display unit 22 are used.

Although not shown in FIG. 1, the financial instruments transaction management device 1 includes 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. ROM (Read) on which
Only Memory), auxiliary storage devices such as hard disks on which various programs and data are recorded, communication interfaces used for sending and receiving data, and the like are provided. OS (Operating System) programs, various application programs, data recorded in the database, etc. are recorded in the auxiliary storage device, and these programs and data cooperate with hardware resources by the arithmetic processing of the CPU. To realize various functions.

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

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

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

The order information generation unit 16 generates information regarding the order of the established financial product based on the information processed by the order input reception unit 12. The orders here include so-called market orders, limit orders, and ifdan orders.

The contract information generation unit 14 performs a contract process based on the order generated by the order information generation unit 16 and a process for sending information regarding the completed contract process to the client terminal 2 of the customer. The term "contract" as used herein refers to various procedures and processes for establishing a sale or purchase of a financial product based on a customer's order. As will be described later, when the contract is established in the first embodiment, foreign exchange is bought and sold, and as a result, the account information generation unit 15 makes a margin according to the trading amount based on the instruction of the contract information generation unit 14. The information (described later) is converted, and the deposit / withdrawal information generation unit 13 describes the deposit / withdrawal status in the deposit / withdrawal list. Further, when the contract is established, the contract information generation unit 14 displays character information or the like indicating that the contract has been established on the display unit 22 of the client terminal 2, and deposits and withdraws from the bank account of the client terminal based on the selling price. Perform processing.

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 executed). The information on the deposit balance generated by the account information generation unit 15 periodically matches the information on the customer's actual deposit balance provided by a financial institution such as a bank in order to be consistent with the actual deposit balance. Be matched.

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

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

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

The price information reception management unit 19 acquires information on the prices of financial products handled by the financial product transaction management device 1, and performs processing and management necessary for the data processing unit 10 to use the acquired information. .. In the first embodiment, the price information reception management unit 19 periodically acquires, records, and manages information on the market price of foreign exchange.

Although not shown, the financial instrument transaction management device 1 has a timer that acquires and manages date and time information, and first-ranked order information and first sell stop order information based on the date and time information acquired from this timer. It also has a deadline management means for managing the order deadline of the second stop sell order information (both described later).

FIG. 2 is a schematic diagram of a field definition of the order table 181. As shown in the figure, the order table 181 has fields for the number of items, and the field name (field name), data type (type) such as characters, numerical values, date and time, and data length (length) such as bit length. , Blank not specified (Not Null), presence / absence of default value (default value), data item name (remarks), etc. are specified.

In the above-mentioned financial instrument transaction management device 1, one pre-order makes it possible to realize a transaction by an ifdan order using a plurality of stop orders for the same type of financial instrument.

Next, the procedure for executing the ifdan order using the stop order in the financial instrument transaction management system 1A of the first embodiment will be described.

FIG. 3 shows a stop buy order (new buy stop order) of one currency as a “first price” and a “second price” in the financial instrument transaction management device 1 of the first embodiment. It is a flowchart which shows the execution procedure at the time of accepting the sell stop order (new sell stop order) of another currency as. Hereinafter, the execution procedure at the time of acceptance will be described based on the figure.

A customer who uses the financial product transaction management system 1A accesses the financial product transaction management device 1 using the client terminal 2, and displays the same type of financial product on the transaction selection screen (not shown) displayed on the display unit 22. Select a transaction (for example, a combination of US dollars and Japanese yen) to place a buy stop order for the "first price" and a sell stop order for the "second price". The front page distribution unit 11 of the financial instrument transaction management device 1 causes the display unit 22 of the client terminal 2 that has been accessed to display an input screen for inputting the trading conditions.

FIG. 4A shows a buy stop order for the “first price” and a “second price” for the same type of financial product in the financial instrument transaction management device 1 of the first embodiment. It is an image diagram of an input screen for placing a stop sell order. In the figure, various inputs and selections when placing the same order are displayed.

On the input screen 40, a trading desired currency pair selection button 401 as a "trading request input means" for displaying a tradeable currency pair, and a trading type selection button 402 for displaying the trading type of the limit order to be executed first. , Order type selection button 403 to display the types of selectable orders, Buy stop order (new buy stop order) or sell stop order (new sell) of the currency to be traded as the "first price" First stop order price entry field 404 as "first order price entry field" where the first price of stop order) is entered, buy stop order as "first price", or sell stop order First trail width input field 405 where the amount of the trail width is entered, the first trail start price input field where the trail start price of the buy stop order or sell stop order as the "first price" is entered. 406, Stop loss width input as "Price range input field" where the price of the stop loss width of the sell stop order or buy stop order as "the price range when selling or purchasing at the second price" is entered. A field 407, an order amount input field 408 in which the amount of the currency traded by the execution of each limit order and stop order is input, and an expiration date selection button 409 for displaying the expiration date of each stop order are displayed. There is. As will be described later, the price entered in the first stop order price input field 404 forms the first price of the first order of the ifdan order.

When a customer wishes to place a buy stop order for the first price and a sell stop order for the second price of the same type of financial instrument, the customer operates the operation unit 21 to execute the transaction. Enter the desired effect, and then select and input the order content data on the input screen 40 (step S1). In FIG. 4A, various selections are made when a customer wishes to place a buy stop order for the first price and a sell stop order for the second price of the same type of financial product. It is an image diagram of the input screen 40 in which input was performed. In FIG. 4A, the desired currency pair selection button 401 is used to select US dollars / Japanese yen (buying and selling US dollars in Japanese yen), and the trading type selection button 402 is used to select "buy". "Trend ifdan" by pressing the order type selection button 403 (the ifdan order using a plurality of stop orders for the same type of financial product in the first embodiment. Hereinafter, this transaction mode is referred to as "trend ifdan order" in the present specification. ”)” Is selected, 103.00 yen in the first stop order price input field 404, 1.00 yen in the first trail width input field 405, and 102.50 in the first trail start price input field 406. Yen, 2.00 yen is entered in the stop loss width input field 407, 100,000 dollars is entered in the order amount entry field 408, and "weekend" is selected by the expiration date selection button 409.

When the selection button 410 is clicked in this state and the data input / selected on the input screen 40 is supplied to the financial instrument transaction management device 1, the order input reception unit 12 of the financial instrument transaction management device 1 is input. Check the contents of the order. That is, the expiration date selected by the expiration date selection button 409 and the order type selected by the order type selection button 403 are confirmed, and the respective order prices are inspected (step S2). Specifically, the order input reception unit 12 sets the price and price information of the buy stop order entered in the first stop order price input field 404 of the currency pair selected by the desired currency pair selection button 401. The comparison with the current exchange rate price received by the reception management unit 19 is performed. The order input reception unit 12 determines that the appropriate price is only when the customer can make a profit, that is, when the price of the stop buy order is lower than the current exchange rate price.

When the price of the stop buy order is determined to be 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.

The order input reception unit 12 has entered the acquired margin information and the total order amount of the customer (that is, the price of the buy stop order entered in the first stop order price entry field 404) in the order amount input field 408. Compare with the total order amount calculated by multiplying the amount) and check whether the margin amount is equal to or greater than the order allowance amount.

Here, the "order permissible amount" is an amount required for an order (same as in the present specification). That is, the order permissible amount may be the amount entered in the order amount input field 408 (10 (10,000 yen) in this embodiment), or a value of a predetermined ratio to the value (for example, 10 (for example). It may be (10,000 yen) x 0.1 = 1 (10,000 yen)), or it may be a predetermined amount (for example, 10,000 yen uniformly).

The order information generation unit 16 generates the "order information group" described later only when the margin amount is equal to or greater than the order permissible amount (“No” in step S5). As a result, the limit order by the trend ifdan order can be accepted only when the customer can surely pay.

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

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

When various conditions of the trend ifdan order are satisfied (“No” in step S7), and it is determined that the order conditions satisfy all the conditions necessary for the limit order by the trend ifdan order described above. The front page distribution unit 11 causes the display unit 22 of the client terminal 2 to display a confirmation screen (not shown). On the confirmation screen (not shown), the order conditions entered and selected by the customer on the input screen 40 are listed, and an approval button (not shown) is provided to click when there is no mistake in the listed contents. ing.

When the customer clicks the approval button (not shown) 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). Specifically, a plurality of data input in the above procedure are put together in units of order prices, and each order information is assigned to each order recorded in the sequence number table 184 as a unit of each information. Form. At this time, information for identifying the sequence number used for the order information from the unused number is added to the sequence number table 184. The plurality of order information generated in the procedure of one step S8 is order information consisting of order information for limit ordering of the same type of financial product for the first price and order information for limit order for the second price. A group (hereinafter, simply referred to as "order information group") is formed.

The order information generation unit 16 records the generated order information group in the order table 181 (step S9). The order information group is recorded in the order table based on the definition of each field shown in FIG. For example, the “ord_seq” field 181b is the definition of the sequence number assigned in step S8. The “cust_seq” field 181c is a customer number uniquely defined for each customer, and the “style_id” field 181d is a product name definition. The “ccy_pair_id” field 181e is a definition of an ID number uniquely defined for each currency pair. The combination of the ID number and the currency pair is recorded in an ID table (not shown) separately provided in the database. The “ord_amnt” field 181f is a definition of the amount entered in the order amount input field 408. In the "buy_sell_id" field 181g, it is defined whether the sell order or the buy order is entered by the buy / sell type selection button 402, and in the "ord_rate" field 181h, it is entered in the first stop order price input field 404. The price is defined, and the order deadline selected by the expiration date selection button 409 is defined in the "limit_time" field 181i. The “ord_cond” field 181j defines the order type selected by the order type selection button 403. The "new_close" field 181k defines whether it is a new order or a settlement order. The "trail_rate" field 181m defines the trail width input in the first trail width input field 405, and the "repeat_flag" field 181n defines whether or not to repeat the ifdan order. Although not shown in FIG. 2, other data input to the input screen 40, that is, the first trail start price input field 406 and the stop loss width price are input to the order table 181. Fields are also provided to define column 407. With these fields, all the data input to the input screen 40 is recorded in the order table 181. From the above procedure, the process of accepting the limit order by the ifdan order in the first embodiment is completed.

FIG. 5 is a diagram schematically showing an order information group generated by the order information generation unit 16 and recorded in the order table 181. The table of the aspect shown in the figure is also displayed as an image on the display unit 22 of the client terminal 2 by the front page distribution unit 11.

As shown in FIG. 5, the order information group 1810A places a stop order for the first price, a first order order information 1811, and a "second order order information" for a stop order for the second price. It is composed of the first settlement order information 1812 and the second settlement order information 1813 to be formed. The first-order order information 1811 is high-priority order information as the execution order, and the "second-order order information" is low-priority order information as the execution order.

As shown in FIG. 5, the first order information 1811, the first settlement order information 1812, and the second settlement order information 1813 are the order information 181A as the serial number of the order, and the customer uniquely assigned to each customer. Number 181B, currency pair information 181C for identifying the combination of currencies to be bought and sold (mainly the combination of Japanese yen and foreign currency), the position as the holding of foreign currency in one order (hereinafter, simply referred to as "position". The same applies in this specification.) Order amount information 181D as price information, order time information 181E as information on the time when an order was placed, and identifying whether an order is a "sell order" or a "buy order". Trading direction information 181F as flag information, order price information 181G as "contract price information", order expiration date information 181H as information indicating the expiration date of each order information 1811, 1812, 1813, for example, "market order" "market order" " Order type information 181I as flag information that identifies the type of order such as "Ifdan order", whether each order information is a "new order" or a "settlement order", and whether it is a "limit order" or a "stop order" New / settlement information 181J as flag information for identifying whether or not, trail width as information on the price difference between the market price of the exchange rate and the price of the stop order (hereinafter simply referred to as "trail width"). Width information 181K, trail start price information 181L as market price information to start a trail order, stop loss width information 181M that defines the price difference between the first settlement order information 1812 and the second settlement order information 1813, respectively. Order information 1811, 1812, 1813 is valid order information as order information for an ordered stop order (or limit order), or invalid as order information for a stop order (or limit order) before ordering. Valid / invalid information 181N as "valid / invalid identification information", which is flag information for identifying whether it is order information, and the respective order information 1811, 1812, 1813 are the first order information or the second order information. It has rank information 181P as flag information for identifying whether it is order information, and execution presence / absence information 181Q as flag information for identifying "yes" or "no" of each order information. The second settlement order information 1813 includes order information 181A, customer number 181B, currency pair information 181C, order amount information 181D, order time information 181E, trading direction information 181F, order price information 181G, order expiration date information 181H, order type. It has information 181I, new / settlement information 181J, stop loss width information 181M, valid / invalid information 181N, and contract presence / absence information 181Q as attribute information. These attribute information is based on the information input from the input screen 40, and is recorded in the order table 181 based on the above-mentioned field definition.

As shown in FIG. 5, the individual order information 1811, 1812, 1813 is provided with the contract price information as the order amount information 181D. As will be described later, the contract price defined in the order amount information 181D fluctuates according to the fluctuation of the market price according to the trail width information 181K, the trail start price information 181L, and the stop loss width information 181M.

As shown in the valid / invalid information 181N of FIG. 5, all the order information 1811, 1812, 1813 are initially invalid as stop orders (hereinafter, simply referred to as "invalid") as invalid order information. ing.

As shown in the new / settlement information 181J of FIG. 5, the first order information 1811 is generated as the order information of the new stop order, and the first settlement order information 1812 and the second settlement order information 1813 are for settlement. It is generated as order information for stop orders.

If at least one of the buy stop order price and the sell stop order price is determined to be an inappropriate price in step S3 (“Yes” in step S3), or evidence in step S5. If the amount of money is less than the total amount of the order (“Yes” in step S5), the order input receiving unit 12 treats the entered order as an error and rejects the acceptance of the order (step S10). That is, the order information 1811, 1812, 1813 shown in FIG. 5 is not generated, and the display unit 22 of the client terminal 2 displays character information or the like indicating that the acceptance of the order has been rejected.

FIG. 6 is a flowchart showing a procedure for executing a buy stop order after acceptance of a stop order in the financial instrument transaction management device 1 of the first embodiment, and FIG. 8 is a financial instrument transaction management of the first embodiment. It is a time chart which shows the relationship between the market price in apparatus 1 and the processing of stop order. The execution procedure will be described below based on these figures.

After the acceptance is completed, the price information reception management unit 19 of the financial instrument transaction management device 1 continues to acquire information on the market price of the exchange rate (step S11). For example, as shown in FIG. 8A, when the market price at the time of acceptance completion is 1 dollar = 103.50 yen, the market price drops and the buy stop order price (first stop order price input). The price entered in the field 404) reaches $ 1 = 103.00 yen, and the buy stop order trail starting price (the price entered in the first trail starting price input field 406) is $ 1 = 102.50. When the price drops to (step S12a), the execution information generation unit 14 converts the flag information of the valid / invalid information 181N of the first-ranked order information 1811 from "invalid" to "valid" at the buy stop order price. A certain buy stop order of 1 dollar = 103.00 yen is placed (step S13). On the other hand, if the market price does not fall to the buy stop order trail start price after reaching the buy stop order price (step S12b), the execution information generation unit 14 validates the first-ranked order information 1811 / The flag information of the invalid information 181N is not converted, and the stop buy order is not placed (step S14).

As shown in FIG. 8B, when the market price further drops to reach 101.50 yen per dollar after step S13 (step S15a), the execution information generation unit 14 performs a buy stop order. The price is 1 dollar, which is obtained by subtracting 1.00 yen, which is the trail width of the buy stop order (the price entered in the first trail width input field 405), from 1 dollar = 103.00 yen ordered in step S13. = Change to 102.00 yen (step S16). That is, the order price information 181G of the first-ranked order information 1811 is changed from 1 dollar = 103.00 yen to 1 dollar = 102.00 yen.

On the other hand, when the market price reaches 1 dollar = 103.00 yen without falling to 1 dollar = 101.50 yen after step S13 (step S15b), the execution information generation unit 14 steps the buy stop order. The contract is executed at the buy stop order price of 1 dollar = 103.00 yen ordered in S13 (step S17). That is, the contract information generation unit 14 converts the flag information of the contract presence / absence information 181Q of the first-ranked order information 1811 from “none” to “yes” together with the contract, and the account information generation unit 15 is instructed by the contract information generation unit 14. Converts the margin information (described later) according to the trading amount, and the deposit / withdrawal information generation unit 13 describes the deposit / withdrawal status in the deposit / withdrawal list. Further, when the contract is established, the contract information generation unit 14 displays text information or the like indicating that the contract has been established on the display unit 22 of the client terminal 2, and deposits and withdraws from the bank account of the client terminal based on the selling price. Processing is performed (when the "contract" is performed in the first embodiment, the financial instruments transaction management device 1 performs the same processing).

In step S17, the execution information generation unit 14 is the first even if slippage (the price difference between the ordered price and the executed price) occurs when executing the first-ranked order information 1811. The first-ranked order information 1811 is executed. Specifically, for example, the contract information generation unit 14 is not only when the market price is exactly 1 dollar = 103.00 yen ordered in step S13, but also above 1 dollar = 103.00 yen (for example). If the price range is from 1 dollar = 103.00 to 1 dollar = 103.50 yen or less), the order information 1811 of the first rank is set to be executed. As a result, the contract is executed even when slippage occurs (the same applies to step S19 described later).

Similarly, after step S16, when the market price further drops to reach 100.50 yen per dollar (step S18a), the contract information generator 14 performs the buy stop order price in the same procedure as in step S16. Is changed to 1 dollar = 101.00 yen (not shown). That is, the order price information 181G of the first-ranked order information 1811 is changed from 1 dollar = 103.00 yen to 1 dollar = 102.00 yen (not shown).

On the other hand, as shown in FIG. 8 (c), when the market price reaches 1 dollar = 102.00 yen without falling to 1 dollar = 100.50 yen after step S16 (step S18b), the contract information. The generation unit 14 executes the buy stop order at the buy stop order price of 1 dollar = 102.00 yen placed in step S16 (step S19).

The above procedure continues until the stop buy order is filled.

FIG. 7 is a flowchart showing the execution procedure of the sell stop order after the stop order is accepted in the financial instrument transaction management device 1 of the first embodiment, and FIG. 9 is a flowchart showing the execution procedure of the sell stop order after the stop order is accepted, and FIG. 9 is the financial instrument transaction of the first embodiment. It is a time chart which shows the relationship between the market price and the processing of stop order in management apparatus 1. Hereinafter, the execution procedure will be described with reference to these figures and FIG. 8 described above.

When the buy stop order is executed at a specific price, for example, 1 dollar = 102.00 yen as shown in FIG. 8 (c) by the procedure of steps S11 to S19 (step S19), the execution information generation unit 14 By converting the flag information of the valid / invalid information 181N of the first settlement order information 1812 and the second settlement order information 1813 from "invalid" to "valid", the contract price of the stop buy order is $ 1. = 102.00 yen minus the stop loss width (the price entered in the stop loss width input field 407 and recorded as the stop loss width information 181M) of 2.00 yen per dollar = 100.00 yen Place a stop sell order (step S20).

After the processing of step S20, the market price rises, and the market price is entered at the sell stop order trail width (first trail width input field 405) at the order price of step S20 of 1 dollar = 102.00 yen, and the trail. When 1 dollar = 103.00 yen, which is the sum of 1.00 yen (the price recorded in the width information 181K) (step S21a), the execution information generation unit 14 determines the price of the stop sell order. To 1 dollar = 101.00 yen, which is the sum of the sell stop order price of 1 dollar = 100.00 yen placed in step S20 and the sell stop order trail width of 1.00 yen. Change (step S22). That is, the order price information 181G of the second settlement order information 1813 is changed from 1 dollar = 100.00 yen to 1 dollar = 101.00 yen. On the other hand, when the market price does not rise to 1 dollar = 103.00 yen but falls to 1 dollar = 100.00 yen after step S20 (step S21b), the contract information generation unit 14 uses the second settlement order information. 1813 is executed at the sell stop order price of 1 dollar = 100.00 yen ordered in step S20 (step S23).

In step S23, the execution information generation unit 14 executes the first settlement order information 1812 and the second settlement order information 1813 even if slippage occurs when the second settlement order information 1813 is executed. I do. Specifically, for example, the contract information generation unit 14 is not only when the market price is exactly 1 dollar = 100.00 yen ordered in step S20, but also below 1 dollar = 100.00 yen (for example). If 1 dollar = less than 100.00 and 1 dollar = price range between 99.90 yen or more), the second settlement order information 1813 is set to be executed. As a result, the contract is executed even when slippage occurs (the same applies to steps S25, S26, S29, and S31 described later).

As shown in FIG. 9D, when the market price further rises to 1 dollar = 104.00 yen after step S20 (step S24a), the contract information generation unit 14 follows the same procedure as in step S22. The sell stop order price is changed to 1 dollar = 102.00 yen (step S25). On the other hand, when the market price does not rise to 1 dollar = 104.00 yen but falls to 1 dollar = 101.00 yen after step S22 (step S24b), the execution information generation unit 14 places a sell stop order in step S22. The contract is executed at the sell stop order price of 1 dollar = 101.00 yen ordered in (step S26).

The same procedure as the procedure of steps S20 to S26 is repeated thereafter until the stop sell order is filled (steps S27a to S31). For example, as shown in FIG. 9 (e), the market price rises to 1 dollar = 105.00 yen (step S27a), and the contract information generator 14 sets the sell stop order price from 1 dollar = 102.00 yen. After changing to 1 dollar = 103.00 yen (step S28), the market price does not rise to 1 dollar = 106.00 yen as shown in (f) of FIG. 9, but to 1 dollar = 103.00 yen. When the price drops (step S30b), the execution information generation unit 14 executes the sell stop order at $ 1 = 103.00 yen (step S31). When the sell stop order is executed, the execution information generation unit 14 converts the flag information of the execution presence / absence information 181Q of the first settlement order information 1812 and the second settlement order information 1813 from "none" to "yes", respectively. ..

As a result, for example, as shown in the time chart of (g1) in FIG. 10, the market price falls below the stop buy order price at the time of ordering (1 dollar = 103.00 yen in (g1) of FIG. 10). In addition, the stop loss range (2.00 yen in (g1) in Fig. 10) and sell in the stop loss order price (1 dollar = 102.00 yen in (g1) in Fig. 10) when the market price is contracted. The price is higher than the sum of the stop order trail width (1.00 yen in (g1) of FIG. 10) (1 dollar = 105.00 yen in (g1) of FIG. 10) ((g1) in FIG. 10). ) Rise above 1 dollar = 106.00 yen), and the market price falls again to execute at a specific stop sell order price (1 dollar = 104.00 yen in (g1) in Fig. 10). If so, the customer can obtain a profit of the amount obtained by subtracting the buy stop order price at the time of ordering from the sell stop order price at the time of execution.

On the other hand, for example, as shown in the time chart of (g2) in FIG. 10, after the market price has fallen below the stop buy order price at the time of execution (1 dollar = 102.00 yen in (g2) of FIG. 10). The price has risen once, and the stop loss range (2.00 yen in (g2) in Fig. 10) is subtracted from the stop loss order price at the time of execution ($ 1 = 100 in (g2) in Fig. 10). If the price drops to .00 yen), the customer will suffer a great deal of damage because the loss due to the transaction can be stopped by the amount obtained by subtracting the sell stop order price at the time of execution from the buy stop order price at the time of ordering. You can avoid the situation.

In the first embodiment, the first settlement order information that forms the first order information 1811 after accepting the stop order and the second order information for placing the stop order for the second price. When a cancellation request is made to either 1812 or the second settlement order information 1813 as a request to cancel the order by the operation of the operation unit 21 of the client terminal 2, the execution information generation unit 14 sends the order information 1811. , 1812, 1813, and the order information group 1810A (and the order information group 1810B described later) are all deleted from the order table 181. As a result, it is possible to further enhance the convenience of the customer who uses the financial product transaction management system 1A, and prevent the system configuration of the financial product transaction management system 1A and the complexity of information processing in the system.

On the other hand, when the customer wishes to place a stop sell order for the first price and a buy stop order for the second price of the same type of financial product, the customer displays on the display unit 22 of the client terminal 2. On the displayed transaction selection screen (not shown), place a stop order to sell the same type of financial product (for example, a combination of US dollars and Japanese yen) for the "first price" and place a "second price". Select a transaction to place a buy stop order for. Then, the customer selects and inputs the data of the order contents on the input screen 40 (step S1).

FIG. 4B shows a stop sell order for the “first price” and the “second price” for the same type of financial product in the financial instrument transaction management device 1 of the first embodiment. It is an image diagram of an input screen for placing a stop buy order. In the figure, various inputs and selections when placing the same order are displayed.

In FIG. 4B, the desired currency pair selection button 401 selects US dollars / Japanese yen (buying and selling US dollars in Japanese yen), and the trading type selection button 402 selects "sell". Select "Trend If Dan Order" with the order type selection button 403, 104.00 yen in the first stop order price input field 404, 1.00 yen in the first trail width input field 405, the first trail start price input field 104.50 yen is entered in 406, 2.00 yen is entered in the stop loss width input field 407, 100,000 dollars is entered in the order amount input field 408, and the state where "weekend" is selected by the expiration date selection button 409 is displayed. ing.

In this state, when the selection button 410 is clicked in this state and the data input / selected on the input screen 40 is supplied to the financial instrument transaction management device 1, the steps S2 to S10 shown in FIG. 3 are performed. Will be. As a result, the order information group 1810B shown in FIG. 11 is generated. As shown in the figure, the order information group 1810B has the same data structure as the order information group 1810A.

FIG. 12 is a flowchart showing a procedure for executing a sell stop order after receiving a stop order in the financial instrument transaction management device 1 of the first embodiment, and FIG. 14 is a financial instrument transaction management of the first embodiment. It is a time chart which shows the relationship between the market price in apparatus 1 and the processing of stop order. The execution procedure will be described below based on these figures.

After the acceptance is completed, the price information reception management unit 19 of the financial instrument transaction management device 1 continues to acquire information on the market price of the exchange rate (step S41). For example, as shown in (a) of FIG. 14, when the market price at the time of acceptance completion is 1 dollar = 103.50 yen, the market price rises and the sell stop order price (first stop order price input field). The price entered in 404) reaches $ 1 = 104.00 yen, and the sell stop order trail start price (the price entered in the first trail start price input field 406) reaches $ 1 = 104.50. When the price rises (step S42a), the execution information generation unit 14 converts the flag information of the valid / invalid information 181N of the first-ranked order information 1811 from "invalid" to "valid", so that the sell stop order price is obtained. A sell stop order of 1 dollar = 104.00 yen is placed (step S43). On the other hand, when the market price does not rise to the sell stop order trail start price after reaching the sell stop order price (step S42b), the execution information generation unit 14 validates the first-ranked order information 1811 / The flag information of the invalid information 181N is not converted, and the stop sell order is not placed (step S44).

As shown in FIG. 14B, when the market price further rises to reach 105.50 yen per dollar after step S43 (step S45a), the execution information generation unit 14 sells stop order. The price is 1 dollar, which is the sum of the trail width of the stop sell order (the price entered in the first trail width input field 405) of 1.00 yen to the 1 dollar = 104.00 yen ordered in step S43. Change to = 105.00 yen (step S46) That is, the order price information 181G of the first order order information 1811 is changed from 1 dollar = 104.00 yen to 1 dollar = 105.00 yen.

On the other hand, when the market price does not rise to 1 dollar = 105.50 yen and reaches 1 dollar = 104.00 yen after step S43 (step S45b), the execution information generation unit 14 steps the sell stop order. The contract is executed at the sell stop order price of 1 dollar = 104.00 yen ordered in S43 (step S47). Specifically, the same process as in step S17 is performed. That is, the contract information generation unit 14 converts the flag information of the contract presence / absence information 181Q of the first-ranked order information 1811 from “none” to “yes” together with the contract, and the account information generation unit 15 is instructed by the contract information generation unit 14. Converts the margin information according to the trading amount, and the deposit / withdrawal information generation unit 13 describes the deposit / withdrawal status in the deposit / withdrawal list. Further, when the contract is established, the contract information generation unit 14 displays character information or the like indicating that the contract has been established on the display unit 22 of the client terminal 2, and deposits and withdraws from the bank account of the client terminal based on the selling price. Perform processing.

In step S47, the execution information generation unit 14 executes the execution of the first-order order information 1811 even if slippage occurs when the first-order order information 1811 is executed. Specifically, for example, the contract information generation unit 14 is not only when the market price is exactly 1 dollar = 104.00 yen ordered in step S43, but also below 1 dollar = 104.00 yen (for example). If 1 dollar = less than 104.00 and 1 dollar = price range up to 103.50 yen or more), the order information 1811 of the first rank is set to be executed. As a result, the contract is executed even when slippage occurs (the same applies to step S49 described later).

Similarly, after step S46, when the market price further rises to reach 1 dollar = 106.50 yen (step S48a), the contract information generator 14 performs the sell stop order price in the same procedure as in step S46. Is changed to 1 dollar = 106.00 yen (not shown). That is, the order price information 181G of the first-ranked order information 1811 is changed from 1 dollar = 105.00 yen to 1 dollar = 106.00 yen (not shown).

On the other hand, as shown in FIG. 14 (c), when the market price reaches 1 dollar = 105.00 yen without rising to 1 dollar = 106.50 yen after step S46 (step S48b), the contract information. The generation unit 14 executes the sell stop order at the sell stop order price of 1 dollar = 105.00 yen placed in step S46 (step S49).

The above procedure continues until the stop sell order is filled.

FIG. 13 is a flowchart showing the execution procedure of the sell stop order after the stop order is accepted in the financial instrument transaction management device 1 of the first embodiment, and FIG. 15 is a flowchart showing the execution procedure of the sell stop order after the stop order is accepted, and FIG. 15 is the financial instrument transaction of the first embodiment. It is a time chart which shows the relationship between the market price and the processing of stop order in management apparatus 1. Hereinafter, the execution procedure will be described with reference to these figures and FIG. 14 described above.

When the sell stop order is executed at a specific price, for example, 1 dollar = 105.00 yen as shown in (c) of FIG. 14 by the procedure of steps S41 to S49 (step S49), the execution information generation unit 14 By converting the flag information of the valid / invalid information 181N of the first settlement order information 1812 and the second settlement order information 1813 from "invalid" to "valid", the contract price of the stop sell order is $ 1. A buy stop order of 1 dollar = 107.00 yen, which is the sum of 102.00 yen and 2.00 yen, which is the stop loss width, is placed (step S50).

After the processing of step S50, the market price drops, and the market price starts from the order price of step S50, which is 1 dollar = 107.00 yen, and the stop order trail width (entered in the first trail width input field 405, trail). When 1 dollar = 106.00 yen, which is the amount obtained by subtracting 1.00 yen, which is the price recorded in the width information 181K (step S51a), the execution information generation unit 14 determines the price of the stop buy order. To 1 dollar = 106.00 yen, which is the price obtained by subtracting 1.00 yen, which is the buy stop order trail width, from 1 dollar = 107.00 yen, which is the price of the buy stop order placed in step S50. Change (step S52). That is, the order price information 181G of the second settlement order information 1813 is changed from 1 dollar = 107.00 yen to 1 dollar = 106.00 yen. On the other hand, when the market price does not fall to 1 dollar = 104.00 yen but rises to 1 dollar = 107.00 yen after step S50 (step S51b), the contract information generation unit 14 uses the second settlement order information. 1813 is executed at the buy stop order price of 1 dollar = 107.00 yen ordered in step S50 (step S53).

In step S53, the execution information generation unit 14 executes the first settlement order information 1812 and the second settlement order information 1813 even if slippage occurs when the second settlement order information 1813 is executed. I do. Specifically, for example, the contract information generation unit 14 is not only when the market price is exactly 107.00 yen per dollar ordered in step S50, but also higher than 107.00 yen per dollar (for example). If the price exceeds 107.00 yen per dollar and is between 1 dollar = 107.10 yen or less), the second settlement order information 1813 is set to be executed. As a result, the contract is executed even when slippage occurs (the same applies to steps S55, S66, S59, and S61 described later).

As shown in FIG. 15D, when the market price further drops to 1 dollar = 103.00 yen after step S50 (step S54a), the contract information generation unit 14 follows the same procedure as in step S52. The buy stop order price is changed to 1 dollar = 105.00 yen (step S55). On the other hand, when the market price does not fall to 1 dollar = 103.00 yen but rises to 1 dollar = 106.00 yen after step S52 (step S54b), the execution information generation unit 14 places a buy stop order in step S52. The contract is executed at the buy stop order price of 1 dollar = 106.00 yen ordered in (step S56).

The same procedure as the procedure of steps S50 to S56 is repeated thereafter until the buy stop order is executed (steps S57a to S61). For example, as shown in FIG. 14 (e), the market price drops to 1 dollar = 102.00 yen (step S57a), and the contract information generator 14 sets the price of the buy stop order from 1 dollar = 105.00 yen. After changing to 1 dollar = 104.00 yen (step S58), as shown in (f) of FIG. 15, the market price does not fall to 1 dollar = 101.00 yen and 1 dollar = 104.00 yen. When the price rises (step S60b), the execution information generation unit 14 executes the buy stop order at $ 1 = 104.00 yen (step S61). When the buy stop order is executed, the execution information generation unit 14 converts the flag information of the execution presence / absence information 181Q of the first settlement order information 1812 and the second settlement order information 1813 from "none" to "yes", respectively. ..

As a result, for example, as shown in the time chart of (g1) in FIG. 16, the market price rises above the sell stop order price at the time of ordering (1 dollar = 104.00 yen in (g1) of FIG. 10). In addition, the market price is the stop loss width (2.00 yen in (g1) of FIG. 10) and the buy stop order trail width (1 in (g1) of FIG. 10) from the sell stop order price at the time of execution. The price drops below the price minus (0.00 yen) (1 dollar = 101.00 yen in (g1) in Fig. 10), and the market price rises again to the specific buy stop order price (. In the case of executing at (1 dollar = 103.00 yen) in (g1) of FIG. 10, the customer obtains a profit of the amount obtained by subtracting the buy stop order price at the time of execution from the sell stop order price at the time of ordering. Can be done.

On the other hand, for example, as shown in the time chart of FIG. 16 (g2), after the market price rises above the sell stop order price at the time of execution (1 dollar = 105.00 yen in (g2) of FIG. 16). The price is the sum of the stop loss order price at the time of execution and the stop loss range (2.00 yen in (g2) in Fig. 10) ($ 1 = 107 in (g2) in Fig. 16). If the price rises to .00 yen), the customer will suffer a great deal of damage because the loss due to the transaction can be stopped by the amount obtained by subtracting the sell stop order price at the time of ordering from the buy stop order price at the time of execution. You can avoid the situation.

As described above, in the first embodiment, the financial product transaction management device 1 has an order input receiving unit 12 for receiving sales order application information for placing a sales order for financial products transmitted from the client terminal 2, and an order. The order information generation unit 16 that generates the order information 1811, 1812, 1813 of the financial product based on the buy / sell order application information received by the input reception unit 12, and the order information 1811, 1812, that is generated by the order information generation unit 16. The order information generation unit 16 is provided with an order table 181 for recording 1813, and the order information generation unit 16 places a stop order for the same type of financial product for the first price based on one buy / sell order application information. An order information group 1810A, 1810B consisting of a first settlement order information 1812 and a second settlement order information 1813 for placing a stop order for 1811 and a second price is generated, and each order information 1811, 1812 for the stop order is generated. , 1813 are ranked first and second, respectively, and valid / invalid information 181N for identifying valid / invalid order information is provided for each individual order information 1811, 1812, 1813. The individual order information 1811, 1812, 1813 is provided with the order price information 181G that fluctuates according to the fluctuation of the market price, the first settlement order information 1812 is provided with the trail width information 181K, and the second settlement order information 1813 is provided. Stop loss width information 181M is provided as information on a certain price difference between the market price and the second settlement order information 1813, and the order information groups 1810A and 1810B are recorded in the order table 181 on the client terminal 2 side. By performing one order procedure in, it is possible to place an ifdan order using two stop orders and a reserved trail order for financial products of the same type using a computer system. And, in futures trading of financial products, if customers who use the system do not have to carry out complicated ordering procedures, and even if the future market situation changes to the disadvantage of the user, the amount of damage can always be minimized. It becomes possible to place an order. As a result, it is possible to improve the convenience of the customer who uses the system and reduce the risk that the customer incurs when placing an ifdan order.
In the first embodiment, a price information reception management unit 19 that acquires and manages market price information from a financial product exchange, and a contract information generation unit 14 that executes a contract of a financial product based on order information are provided. , The execution information generation unit 14 uses the first-ranked order information 1811 among the order information groups 1810A and 1810B recorded in the order table 181 as valid order information, and the first settlement order information 1812 and the second settlement. The order information 1813 is regarded as invalid order information, and the execution information generation unit 14 sets the order information 1811 as the first order information 1811 among the individual order information 1811, 1812, 1813 forming the order information groups 1810A and 1810B. Execution is performed, and together with the execution, the first settlement order information 1812 and the second settlement order information 1813 are changed from invalid order information to valid order information, and the current market price is the second order information. By executing a financial product contract based on the second settlement order information 1813 when the contract price is reached, a customer using the financial product transaction management system 1A performs a complicated order procedure in the future transaction of the financial product. It is possible to realize an ifdan order that can always minimize the amount of damage even if the future market situation changes unfavorably to the user. As a result, it is possible to improve the convenience of the customer who uses the system and reduce the risk that the customer incurs when placing an ifdan order.

In the first embodiment, the execution information generation unit 14 performs the first-order order information even when slippage occurs when executing the first-order order information 1811 and the second settlement order information 1813. By executing 1811 and the second settlement order information 1813, it is possible to facilitate the execution of the execution of the first and second order information and further reduce the risk incurred by the customer when placing the ifdan order. it can.

In the first embodiment, the order information generation unit 16 generates the order information 1811 of the first order as the order information of the new stop order, thereby standardizing the order contents and processing the information processing in the system. It is possible to prevent complications and simplify the system configuration, prevent complications of ordering procedures, and further enhance the convenience of customers who use the system. Further, by generating the first settlement order information 1812 and the second settlement order information 1813 as the order information of the stop order for settlement, the profit from the order generated by the first order order information 1811 is settled first. The order information 1812 and the second settlement order information 1813 are sequentially confirmed, and the order procedure and information processing in the system can be prevented from becoming complicated.

In the first embodiment, the first-order order information 1811 has attributes of currency pair information 181C, trading direction information 181F, order amount information 181D, trail width information 181K, trail start price information 181L, and valid / invalid information 181N. The first settlement order information 1812 has as information, and is indispensable for specifying the stop order by the ifdan order by having the order price information 181G, the trail width information 181K, and the trail start price information 181L as attribute information. The first order information 1811 and the first settlement order information 1812 can be formed based on the above information.

In the first embodiment, a customer account information table 182 for recording the deposit balance information of a specific customer is provided, and the order information generation unit 16 compares the deposit balance information with the order price information 181G as attribute information of the order information. However, if the value of the deposit balance information is equal to or greater than the value of the order price information, by generating the order information groups 1810A and 1810B, the stop order by ifdan order is accepted only when payment can be surely made, and due to insolvency. The system can be operated without any trouble in commercial transactions.

In the first embodiment, the execution information generation unit 14 has the first-order order information 1811, the first settlement order information 1812, and the first settlement order information 1812 forming the order information groups 1810A and 1810B in the order of the financial product once established. When there is a cancellation request as a request to cancel the order for any one of the settlement order information 1813, the cancellation process for deleting all the order information group including the order information for which the cancellation request has been made from the order table 181. By performing the above, it is possible to prevent the handling of stop orders by ifdan orders from becoming complicated. As a result, it is possible to further enhance the convenience of the customer who uses the system and prevent the system configuration and the complicated information processing in the system.

In the first embodiment, since the financial product is a foreign exchange, the present invention is applied to a financial product in high demand for a stop order by ifdan order, and the convenience of the customer who uses the system is further enhanced. Can be done.
[Embodiment 2 of the Invention]
17 to 22 show Embodiment 2 of the present invention.

The second embodiment of the present invention is realized by the same financial instrument transaction management system 1A (see FIG. 1) as the first embodiment. The order information generation unit 16 of the financial product transaction management device 1 purchases the same type of financial product for the first price and places a stop order based on the first buy / sell order application information, and the second price. From the order information group consisting of order information for placing stop sell orders, the order information for selling stop orders for the same type of financial product at the third price, and the order information for placing stop orders for buying at the fourth price. It is different from the first embodiment in that it generates an order information group. Other than that, the configuration is the same as that of the first embodiment.

Next, the procedure for executing the ifdan order using the stop order in the financial instrument transaction management system 1A of the second embodiment will be described.

Also in the second embodiment, the procedures of steps S1 to S10 shown in FIG. 3 are performed.

A customer who uses the financial product transaction management system 1A accesses the financial product transaction management device 1 using the client terminal 2, and displays the same type of financial product on the transaction selection screen (not shown) displayed on the display unit 22. Place a buy stop order for the "first price" (for example, a combination of US dollars and Japanese yen), place a sell stop order for the "second price", and sell back for the "third price". Place a limit order and select a transaction to place a buy stop order for the "fourth price". The front page distribution unit 11 of the financial instrument transaction management device 1 causes the display unit 22 of the client terminal 2 that has been accessed to display an input screen for inputting the trading conditions.

FIG. 17 shows, in the second embodiment of the present invention, a buy stop order for the “first price” for the same type of financial product displayed on the display unit 22 of the client terminal 2 by the financial product transaction management device 1. It is an image diagram of an input screen in which a stop sell order is placed for the "second price", a stop sell order is placed for the "third price", and a stop buy order is placed for the "fourth price". In the figure, various inputs and selections when placing the same order are displayed.

As shown in FIG. 17, the input screen 40 has the same trading desired currency pair selection button 401, order type selection button 403, order amount input field 408, expiration date selection button 409, and selection button as in the input screen of the first embodiment. 410 is displayed.

Further, on the input screen 40, the first buy / sell type selection button 402a for displaying the type of buy / sell of the limit order to be executed first, and the buy stop order (new) of the currency to be traded as the "first price". The first stop order price entry field 404a as the "first order price entry field" where the first price of the buy stop order) is entered, the trail width amount of the buy stop order as the "first price" First trail width input field 405a, where is entered, the initial sell settlement price, which is the first price of the second order of the ifdan order as the "first price range", the second stop order trail start price input. A field 411a, an order amount input field 408 for inputting an amount for placing a stop buy order as a "first price", and an expiration date selection button 409 are displayed.

Further, on the input screen 40, a second buy / sell type selection button 402b for displaying the type of buy / sell of the limit order to be executed first, and a sell stop order (new) of the currency to be traded as the "third price". Third stop order price entry field 404b as the "first order price entry field" where the first price of the sell stop order) is entered, the trail width amount of the sell stop order as the "third price" Is entered in the second trail width input field 405b, the fourth stop order trail start price input, which is the initial buy settlement price of the second order of the ifdan order as the "second price range". Column 411b, is displayed.

The customer operates the operation unit 21 to select and input the data of the order contents on the input screen 40 (step S1). In FIG. 17, the desired currency pair selection button 401 is used to select US dollars / Japanese yen (buying and selling US dollars in Japanese yen), and the first trading type selection button 402a is used to select "buy" to place an order. With the type selection button 403, "Trend ifdan OCO order (in this embodiment 2, two sets of order information groups of ifdan order using a plurality of stop orders for the same type of financial product are generated, and the market price fluctuates thereafter. An order in which only the order information of one set of order information groups is executed.) ”Is selected, and 103.00 yen and the first trail width are input in the first stop order price input field 404a. A state in which 1.00 yen is entered in the column 405a and 99.50 yen is entered in the second stop order trail start price input field 411a is shown. Further, in FIG. 17, "Sell" is selected with the second trading type selection button 402b, 96.50 yen in the third stop order price input field 404b, and 1.00 yen in the second trail width input field 405b. , The state in which 97.50 yen has been input is displayed in the fourth stop order trail start price input field 411b. Further, in FIG. 17, a state in which 100,000 dollars are input in the order amount input field 408 and "weekend" is selected by the expiration date selection button 409 is displayed.

When the selection button 410 is clicked in this state and the data input / selected on the input screen 40 is supplied to the financial instrument transaction management device 1, the steps S2 to S10 shown in FIG. 3 are performed. In the inspection of step S2, the order input receiving unit 12 sets the current exchange rate only when the customer suffers a disadvantage, that is, the price of the buy stop order entered in the first stop order price input field 404a is the current exchange rate. Only when the price is higher than the price and the price of the sell stop order entered in the third stop order price input field 404b is lower than the current exchange rate price is determined as the appropriate price in step S3. The order information group is generated by the above procedure.

FIG. 18 is a diagram schematically showing the order information groups 1810C and 1810D recorded in the order table 181 in the second embodiment. As shown in the figure, the order information group 1810C has a trading desired currency pair selection button 401, a first trading type selection button 402a, an order type selection button 403, a first stop order price input field 404a, and a first trail width input. It is "first order information" formed based on the data selected and input by the field 405a, the order amount input field 408, the expiration date selection button 409, and the second stop order trail start price input field 411a. It is composed of a first new order information 1811a and a first settlement order information 1812a which is "second order information". Further, the order information group 1810D includes a trading desired currency pair selection button 401, a first trading type selection button 402a, an order type selection button 403, a trading desired currency pair selection button 401, and a second trading type selection button 402b. Select by order type selection button 403, third stop order price input field 404b, second trail width input field 405b, order amount input field 408, expiration date selection button 409, fourth stop order trail start price input field 411b. It is composed of a second new order information 1811b as "first order information" and a second settlement order information 1812b as "second order information" formed based on the input data. The first and second new order information 1811a and 1811b include the initial settlement price information 181R formed by the input data of the initial sale settlement price input field 411a and the fourth stop order trail start price input field 411b. There is.

The above procedure completes the acceptance of orders. In the second embodiment, the order information generation unit 16 completes the ordering of the first-order order information 1811a and 1811b when the acceptance of the order is completed. That is, as shown in FIG. 18, when the acceptance of the order is completed, the flag information of the valid / invalid information 181N of the first and second new order information 1811a and 1811b is "valid".

FIG. 19 is a flowchart showing an execution procedure after acceptance of a stop order in the financial instruments transaction management device 1 of the second embodiment, and FIGS. 21 and 22 show the financial instruments transaction management of the second embodiment. It is a time chart which shows the relationship between the market price of the processing procedure shown in the flowchart of FIG. 19 and the processing of a stop order in apparatus 1. These show the handling when the market price drops after the acceptance of order information is completed. The execution procedure will be described below based on these figures.

As shown in FIG. 21 (a), the first new order information 1811b was ordered at the price (96.50 yen) entered in the second stop order price input field 404b due to the completion of acceptance (step S71). After that, the price information reception management unit 19 of the financial instruments transaction management device 1 continues to acquire information on the market price of the foreign exchange market. Then, as shown in FIG. 21 (b), the market price, which was 98.50 yen per dollar when the acceptance was completed, dropped and the sell stop order price (the price entered in the second stop order price input field 404b). ) When 1 dollar = 96.50 yen is reached (step S72a), the execution information generation unit 14 places a sell stop order in step S71 with a sell stop order price of 1 dollar = 96.50 yen. (Step S73). That is, the contract information generation unit 14 converts the flag information of the contract presence / absence information 181Q of the second new order information 1811b from “none” to “yes” together with the contract, and the account information generation unit 15 is instructed by the contract information generation unit 14. Converts the margin information (described later) according to the trading amount, and the deposit / withdrawal information generation unit 13 describes the deposit / withdrawal status in the deposit / withdrawal list. Further, when the contract is established, the contract information generation unit 14 displays text information or the like indicating that the contract has been established on the display unit 22 of the client terminal 2, and deposits and withdraws from the bank account of the client terminal based on the selling price. Processing is performed (when the "contract" is performed in the second embodiment, the financial instruments transaction management device 1 performs the same processing).

Further, in step S73, the order information generation unit 16 converts the flag information of the valid / invalid information 181N of the second settlement order information 1812b from "invalid" to "valid", and is shown in FIG. 21 (b). As you can see, the 4th stop order trail start price input field 411b is the buy stop order price of 1 dollar = 97.50 yen, and the other order information group 1810C is placed. A cancellation process for deleting the information 1811a and 1812a from the order table is performed (step S73).

Further, in step S73, the contract information generation unit 14 even if slippage (the price difference between the ordered price and the contracted price) occurs when the first-ranked order information 1811a is executed. The second new order information 1811b is executed. Specifically, for example, the contract information generation unit 14 is not only when the market price is exactly 96.50 yen per dollar ordered in step S71, but also below 1 dollar = 96.50 yen (for example). If the dollar is lower than 96.50 and the price range is up to 95.50 yen or more per dollar), the second new order information 1811b is set to be executed. As a result, the contract is executed even when slippage occurs (the same applies to steps S77 and S80 described later).
On the other hand, when the market price does not fall to the sell stop order price (step S72b), the contract information generation unit 14 does not convert the flag information of the contract presence / absence information 181Q of the second new order information 1811b. The sell stop order is not executed (step S74). Further, the flag information of the valid / invalid information 181N of the second settlement order information 1812b is not converted, and the order of the second settlement order information 1812b is not performed.

Then, when the market price does not rise to 1 dollar = 97.50 yen but falls to 1 dollar = 95.50 yen after the procedure of step S73 (step S75a), as shown in FIG. 22 (c), the contract is executed. The information generation unit 14 sets the sell stop order price from the $ 1 = 97.50 yen ordered in step S73 to the trail width of the sell stop order (the price entered in the second trail width input field 405b). Change to 1 dollar = 96.50 yen by subtracting 1.00 yen (step S76). That is, the order price information 181G of the second settlement order information 1812b is changed from 1 dollar = 97.50 yen to 1 dollar = 96. Change to 50 yen.

On the other hand, when the market price does not fall to 1 dollar = 95.50 yen but rises to 1 dollar = 97.50 yen after the procedure of step S73 (step S75b), as shown in (c') of FIG. The execution information generation unit 14 executes the sell stop order at the sell stop order price of 1 dollar = 97.50 yen placed in step S73 (step S77).

Further, when the market price does not rise to 1 dollar = 96.50 yen but falls to 1 dollar = 94.50 yen after the procedure of step S76 (step S78a), the execution information generation unit 14 raises the sell stop order. The price is changed to 1 dollar = 95.50 yen, which is obtained by subtracting 1.00 yen, which is the trail width of the stop sell order, from 1 dollar = 96.50 yen changed in step S76 (step S79). The order price information 181G of the second settlement order information 1812b is changed from 1 dollar = 96.50 yen to 1 dollar = 95.50 yen.

On the other hand, when the market price does not fall to 1 dollar = 94.50 yen but rises to 1 dollar = 96.50 yen after the procedure of step S76 (step S78b), as shown in FIG. 22 (d), the contract is executed. The information generation unit 14 executes the sell stop order at the sell stop order price of 1 dollar = 96.50 yen placed in step S73 (step S80).

The above processing procedure is continued until the market price matches the settlement price, that is, the order price information 181G of the second settlement order information 1812b (step S79).

FIG. 20 is a flowchart showing an execution procedure after the stop order is accepted in the financial instrument transaction management device 1 of the second embodiment. The procedure shown in FIG. 19 is different from the flowchart shown in FIG. 19 in that it shows the handling when the market price rises after accepting the stop order. The execution procedure will be described below based on this figure.

As shown in FIG. 20, after the acceptance is completed, the first new order information 1811a is ordered at the price (100.50 yen) entered in the first stop order price input field 404a (step S91), and The market price, which was 98.50 yen per dollar when the acceptance was completed, increased to 100.50 yen per dollar, which is the buy stop order price (the price entered in the first stop order price input field 404a). The processing after reaching (steps 92a to S93, S95 to S100) and the processing when the dollar does not reach 100.50 yen (steps S92b, S94) are steps S72a to S73, steps S75 to S80, and steps. It is performed in a form corresponding to the processing of S92b and S94. In step S93, the order information generation unit 16 starts the second stop order trail by converting the flag information of the valid / invalid information 181N of the second order order information 1812a from “invalid” to “valid”. Place a stop sell order of 1 dollar = 99.50 yen, which is the stop sell order price entered in the price input field 411a, and delete the order information 1811b, 1812b, which is the other order information group 1810D, from the order table. Cancel processing is performed (step S93).

By doing so, even if the market price of the financial product rises or falls after generating each order information 1811a, 1812a, 1811b, 1812b, it conforms to the trend of the market price after the order information is generated. It is possible to carry out transactions by trend ifdan order, and it is possible to surely prevent the occurrence of transactions by trend ifdan order, which is no longer necessary to improve the movement of the market, and it is possible to further enhance the convenience of trading. ..

As described above, in the second embodiment, the financial product transaction management device 1 has an order input receiving unit 12 that receives the buying and selling order application information for placing a buying and selling order of the financial product transmitted from the client terminal 2, and an order. An order information generation unit 16 that generates each order information 1811a, 1812a, 1811b, 1812b of a financial product based on the purchase / sale order application information received by the input reception unit 12, and each order information 1811a generated by the order information generation unit 16. An order table 181 for recording 1812a, 1811b, and 1812b is provided, and the order information generation unit 16 buys the same type of financial product for the first price and places a stop order based on one buy / sell order application information. One new order information 1811a, and first settled order information 1812a for selling stop order for the second price, second new order information for selling the same type of financial instrument for the third price. Generate order information groups 1810C and 1810D consisting of 1811b and second settlement order information 1812b for placing a buy stop order for the fourth price, and place a stop order for the first price and the third price. The first and second new order information 1811a and 1811b are ranked first, and the first and second settlement order information 1812a and 1812b are used to place a stop order for the second price and the fourth price. Is given a second rank, and valid / invalid information 181N is provided for identifying valid order information and invalid order information for each individual order information, and each order information is provided with fluctuations in the market price. Fluctuating order price information 181G is provided, trail width information is provided in the first and second settlement order information 1812a and 1812b, and information on the price difference between the market price and the first and second settlement order information 1812a and 1812b. The stop loss width information 181M is provided as the above, and the order information groups 1810C and 1810D are recorded in the order table 181. By performing one order procedure on the client terminal 2 side, one financial product of the same type can be obtained. A computer system can be used to place a sell stop order, a buy stop order, a buy stop order, a sell stop order, and an ifdan order using a reserved trail order. And, in futures trading of financial products, if customers who use the system do not have to carry out complicated ordering procedures, and even if the future market situation changes to the disadvantage of the user, the amount of damage can always be minimized. It becomes possible to place an order. As a result, it is possible to improve the convenience of the customer who uses the system in the transaction of financial products and reduce the risk incurred by the customer when placing an ifdan order.

In the second embodiment, if any one of the first new order information 1811a included in the order information group 1810C and the second new order information 1811b included in the order information group 1810D is executed, the other The order information groups 1810D and 1810C are configured to be canceled, but the present invention is not limited to this, and the first new order information 1811a included in the order information group 1810C and the second new order information included in the order information group 1810D are included. Even if one of 1811b is executed, the other order information group is kept and the processing by the individual order information 1811a, 1812a, 1811b, 1812b included in both order information groups 1810C and 1810D is continued. It can also be.

In the second embodiment, the order information generation unit 16 completes the ordering of the first and second new order information 1811a and 1811b when the acceptance of the order is completed. Alternatively, the first new order information 1811a and 1811b, which are not ordered when the acceptance of the order is completed, may be ordered when the market price after the acceptance is completed satisfies a predetermined condition. For example, as shown in FIG. 17, new order order price input fields 412a and 412b are provided on the input screen 40, and the data input in the input fields 412a and 412b are input to the order table 181 as shown in FIG. The first and second settlement order information 1812a and 1812b are recorded as new order order price information 181S, and are valid / invalid when the market price after the order acceptance is completed matches the price recorded in the new order order price information 181S. The flag information of the information 181N is converted from "invalid" to "valid" to order the first and second new order information 1811a and 1811b, and at the same time, the trail of the first and second new order information 1811a and 1811b is started. It can also be configured to be used. In addition, as in the second embodiment, when the market price after the acceptance is completed does not have a configuration for ordering the unordered first and second new order information 1811a and 1811b when the predetermined condition is satisfied. , The new order order price input fields 412a and 412b of the input screen 40 shown in FIG. 17 and the new order order price information 181S shown in FIG. 18 may not be provided.

In each of the above embodiments, one order information group 1810A, 1810B, 1810C, 1810D is formed for each procedure (every time the selection button 410 is clicked) on the input screen 40. A field for inputting the number of order information groups (that is, the number of pairs of buy orders and sell orders) is provided, and the same order information as the order information group 1810 is 1811, 1812, 1813 for each procedure described above. , 1811a, 1812a, 1811b, 1812b, and a plurality of order information groups (for example, order information groups 1810a, 1810b, 1810c, ... Not shown) are formed, and the transaction according to the procedure of steps S11 to S31 is performed. The processing based on the group 1810a, then the processing based on the order information group 1810b, then the processing based on the order information group 1810c, and so on, can be repeated as many times as the number of the order information groups. As a result, the convenience of the customer who places the ifdan order by the stop order can be further enhanced.

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

The contract information generation unit 14 in the financial instrument transaction management system 1A of each of the above embodiments may be provided as the same server system or the like together with other configurations, or may be provided in another server system via the Internet 3. It may be provided in. Further, the financial instrument transaction management system 1A does not have at least one of the contract information generation unit 14 and the order table 181, and the contract information generation unit 14 and the order table 181 formed in the external system. At least one of them may be configured to perform each function. Thereby, the present invention can be applied to both so-called over-the-counter transactions of financial products and exchange transactions, and it is possible to realize correspondence to various transaction forms.

It goes without saying that each of the above embodiments is an example of the present invention and does not mean that the present invention is limited to each of the above embodiments.

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 generation unit (contract information generation means)
16 ... Order information generation unit (order information generation means)
19 ... Price information reception management department (market price information management means)
1810A, 1810B, 1810C, 1810D ... Order information group 1811 ... First order order information 1812 ... First settlement order information (second order order information)
1813 ... Second settlement order information (second order order information)
1811a ・ ・ ・ First new order information (first order information)
1811b ・ ・ ・ Second new order information (first order information)
1812a ・ ・ ・ First settlement order information (second order order information)
1812b ・ ・ ・ Second settlement order information (second order order information)
181 ... Order table (order information recording means)
182 ... Customer account information table (customer account information recording means)
181C ・ ・ ・ Currency pair information 181D ・ ・ ・ Order amount information 181F ・ ・ ・ Trading direction information 181G ・ ・ ・ Order price information (contract price information)
181H ・ ・ ・ Valid / invalid period information 181K ・ ・ ・ Trail width information 181L ・ ・ ・ Trail start price information 181M ・ ・ ・ Stop loss width information 181N ・ ・ ・ Valid / invalid information (valid / invalid identification information)

Claims (4)

A financial product transaction management device that manages sales transactions of financial products whose market prices fluctuate.
An order input receiving means for receiving a trading order application information for placing a trading order for a financial product,
Based on the sales order application information received by the order input receiving means,
An order information generating means for generating order information of the financial product, and
It is provided with a contract information generating means for executing the buy / sell order of the financial product based on the generated order information.
The order information generating means is based on the above-mentioned sales order application information.
The order information for placing a buy or sell order at the first price set as the reference price for executing the first order in the ifdan order, and the first in the ifdan order for the same type of financial instrument. A plurality of order information groups consisting of the order information for placing a sell order or a buy order at a second price set as a reference price for executing the second order placed by the execution of the order are generated.
The order information for placing a buy or sell order at the first price and / or the order information for placing a sell or buy order at the second price is described in response to fluctuations in the market price. Trail width information is provided as price range information that fluctuates the price that is the basis for execution.
The generated order information group is recorded in the order information recording means,
The contract information generation means
With the fluctuation of the market price, the price that is the reference for the execution of the first order and / or the second order is changed based on the trail width information.
With respect to the first order, the market price fluctuates to one of the high price side and the low price side, and the order price of the first order is trailed for each trail width set by the trail width information. When the market price matches the first price once and the fluctuating market price matches the first price one or more predetermined times, the contract is executed at the first price.
as well as,
For the second order, the market price fluctuates to the other side of the high price side and the low price side, and the order price of the second order is trailed for each trail width set by the trail width information. Then, when the market price matches the second price once and the fluctuating market price matches the first price one or more predetermined times, the contract is executed at the second price. A financial instrument transaction management device characterized in that things are repeated multiple times. An order information recording means for recording the order information generated by the order information generating means, and
It is equipped with a market price information management means for acquiring and managing the market price information of the financial product.
The contract information generating means sets the first order as a valid order and the second order as an invalid order among the order information groups recorded in the order information recording means.
Of the individual order information forming the order information group, the financial instrument is executed based on the first order, and the second order is changed from an invalid order to a valid order together with the execution. The financial product according to claim 1, wherein the financial product is executed based on the second order when the current market price becomes a reference price for executing the second order. Transaction management device. A financial product transaction management system that manages sales transactions of financial products whose market prices fluctuate.
An order input receiving means for receiving a trading order application information for placing a trading order for a financial product,
Based on the sales order application information received by the order input receiving means,
An order information generating means for generating order information of the financial product, and
It is provided with a contract information generating means for executing the buy / sell order of the financial product based on the generated order information.
The order information generating means is based on the above-mentioned sales order application information.
The order information for placing a buy or sell order at the first price set as the reference price for executing the first order in the ifdan order, and the first in the ifdan order for the same type of financial instrument. A plurality of order information groups consisting of the order information for placing a sell order or a buy order at a second price set as a reference price for executing the second order placed by the execution of the order are generated.
The order information for placing a buy or sell order at the first price and / or the order information for placing a sell or buy order at the second price is described in response to fluctuations in the market price. Trail width information is provided as price range information that fluctuates the price that is the basis for execution.
The generated order information group is recorded in the order information recording means,
The contract information generation means
With the fluctuation of the market price, the price that is the reference for the execution of the first order and / or the second order is changed based on the trail width information.
With respect to the first order, the market price fluctuates to one of the high price side and the low price side, and the order price of the first order is trailed for each trail width set by the trail width information. When the market price matches the first price once and the fluctuating market price matches the first price one or more predetermined times, the contract is executed at the first price.
as well as,
For the second order, the market price fluctuates to the other side of the high price side and the low price side, and the order price of the second order is trailed for each trail width set by the trail width information. Then, when the market price matches the second price once and the fluctuating market price matches the first price one or more predetermined times, the contract is executed at the second price. A financial instruments transaction management system characterized by having people repeat things multiple times. A program characterized in that a computer functions as the financial instrument transaction management device according to claim 1 or 2.

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