JP2020191136A - Financial product transaction management device, financial product transaction management system, financial product transaction management method in financial product transaction management system, and program - Google Patents

Abstract

To provide a financial product transaction management device, a financial product transaction management method, and a program that can provide many profitable opportunities.SOLUTION: In a financial product transaction management system 1A, a financial product transaction management device 1 includes: an order information generation unit 16 for generating order information to place a first order and a second order; a contract information generation unit 14 for contracting the first order and the second order; and trail control means for varying a second order price of the second order for each predetermined trail width. The financial product transaction management device generates multiple pieces of order information which are a plurality of first orders at first order prices different from each other, contracts at least some of the plurality of first orders set based on the multiple pieces of order information, contracts at least some of the plurality of second orders in which each second order price varies based on the trail width, and generates multiple pieces of new order information in which the second order is set for new second order prices set as prices different from each other.SELECTED DRAWING: Figure 1

Description

The present invention relates to a technique for managing and supporting transactions. The present invention can be applied to, for example, a device for managing and supporting transactions of financial products such as foreign exchange.

As a trading method of financial products such as foreign exchange, market order (order form in which trading is performed at the market price at the time of ordering), limit order (form in which trading is performed when the market price reaches a predetermined price), etc. It has been known. Conventionally, there are known inventions in which transactions by these order forms, for example, limit orders, are performed using a computer system (see, for example, Patent Document 1). That is, in the present invention, an order for a financial product having a position set at a preset price is placed, and when the market price of the financial product reaches this price, the order is executed to execute a transaction.

Japanese Unexamined Patent Publication No. 2006-99787

Here, the prices of financial instruments are constantly fluctuating, and it is virtually impossible to predict them accurately. For example, when a limit order is placed, the price of a financial instrument may fall (or rise) to the vicinity of a predetermined amount, but may start to rise (fall) without reaching the designated price. There is a possibility that a large profit can be obtained by fluctuating the contract price in accordance with such fluctuations in the market price. There is also the problem that the profits that can be obtained if it is a transaction cannot be obtained.

The present invention has been made in view of the above problems, and is a financial product transaction management device, a financial product transaction management system, and a financial product transaction that can provide an opportunity to obtain many profits in a transaction of a financial product performed by using a computer system. The challenge is to provide a transaction management method in the management system.

In order to solve such a problem, the invention according to claim 1 is a financial product transaction management device for conducting a transaction of a financial product, and includes order information for placing a first order for the financial product, and An order information generating means for generating the order information for placing a second order and recording the generated order information in a recording means, and the first order information generated by the order information generating means. The order information generating means includes one order and an execution information generating means for executing the second order, and the order information generating means executes a plurality of the order information for setting the second order to execute each of the second orders. Each of the second orders is placed when the market price rises or falls above the respective second order prices with respect to the second order prices set as different prices as the reference price. The execution information generating means is set so that the second order is executed after the order is again matched with the second order price, and the order information for setting the first order is set. Of the order information for setting the second order, only the order information for setting the second order is controlled, and the second order of the second order among the first order and the second order is controlled. A trail control means for varying the price for each predetermined trail width is provided, and the order information generation means generates a plurality of the order information which is a plurality of the first orders having different first order prices. The execution information generating means executes at least a part of the plurality of first orders set based on the plurality of order information, and the order information generating means uses the trail control means to execute the trail width. A plurality of the order information for setting the second order whose second order price fluctuates is generated based on the above, and the execution information generation means is set based on the order information and is based on the trail width. At least a part of the second order in which the price of the second order fluctuates is executed, and the order information generating means corresponds to the first order in which the execution is performed. A plurality of new order information for setting the first order is generated, and the execution information generation means executes a plurality of executions of the first order based on the generated plurality of the order information, and the order is placed. The information generating means corresponds to the second order in which the execution is made for each of the new second order prices set as different prices before fluctuating based on the trail width. A plurality of new order information for setting the second order is generated, and the execution information generation means is set based on the plurality of the order information, and each of the second order prices is set based on the trail width. It is characterized in that it is set to perform the execution of the plurality of generated second orders that fluctuate.

The invention according to claim 2 is, in addition to the configuration according to claim 1, the first order and / or the second order is ordered as any of a limit order, a stop order, and a market order. The feature is that it is set as follows.

In the invention according to claim 3, in addition to the configuration according to claim 1 or 2, the order information generating means includes the first order based on the order information for setting the first order and the first order. Set the second order corresponding to the settlement order of the above. After the second order based on the order information is executed, the position of the new first order set based on the generation of the new order information is executed. It is characterized in that it is set to repeat the holding and the settlement of the position by the second order set based on the generation of the new order information.

The invention according to claim 4 is set based on the order information generated when the market price reaches a predetermined price, in addition to the configuration according to any one of claims 1 to 3. It is characterized in that it is provided with a contract information generating means for executing the first order and the second order.

The invention according to claim 5 is a financial product transaction management system for conducting a transaction of a financial product, for ordering order information for placing a first order for the financial product and for placing a second order. An order information generating means that generates the order information of the above and causes the recording means to record the generated order information, and the first order and the first order based on the order information generated by the order information generating means. (Ii) The order information generating means includes a contract information generating means for executing the order, and the order information generating means uses a plurality of the order information for setting the second order as a reference price for executing each of the second orders. For the second order price set as a different price, each said second order is set to be placed when the market price rises or falls above the respective said second order price, and the said execution. The information generation means is set so that the second order is executed after the second order price is matched again after the order is placed, and the order information and the second order for setting the first order are set. Of the order information to be executed, only the order information for setting the second order is controlled, and the second order price of the second order among the first order and the second order is set for each predetermined trail width. The order information generating means generates a plurality of the order information which is a plurality of the first orders having different first order prices, and the contract information generating means generates the contract information. At least a part of the first order, which is set based on the order information, is executed, and the order information generating means uses the trail control means to execute the second order based on the trail width. A plurality of said order information for setting a plurality of said second orders whose prices fluctuate is generated, and the said execution information generating means is set based on the said order information and each said said second order based on the trail width. At least a part of the second order whose price fluctuates is executed, and the order information generating means sets a plurality of the first orders corresponding to the first order for which the execution is performed. A plurality of new order information is generated, the execution information generating means executes a plurality of executions of the first order based on the generated plurality of the order information, and the order information generating means executes the trail. The second order corresponding to the second order in which the execution is made for each new second order price set as a different price before fluctuating based on the width is set. A plurality of generated order information are generated, and the execution information generation means is set based on the plurality of the order information, and each of the second order prices fluctuates based on the trail width. It is characterized in that it is set to carry out the execution of the second order.

The invention according to claim 6 is a financial product transaction management method in a financial product transaction management system for trading financial products, and is a financial product transaction management in a financial product transaction management system for trading financial products. The method is to generate the order information for placing the first order of the financial product and the order information for placing the second order, and record the generated order information in the recording means. The order information generation procedure includes an order information generation procedure and a contract information generation procedure for executing the first order and the second order based on the order information generated in the order information generation procedure. , The market price is different from the second order price set as different prices for the plurality of order information for setting the second order as the reference price for executing the second order. Each of the second orders is set to be placed when the price rises or falls beyond the second order price, and in the execution information generation procedure, the second order price is matched again after the order is placed. Of the order information for setting the first order and the order information for setting the second order, only the order information for setting the second order is set so that the second order is executed. Is provided, and a trail control procedure is provided to perform processing for changing the second order price of the second order among the first order and the second order for each predetermined trail width, and the order information is generated. In the procedure, a plurality of the order information, which is a plurality of the first orders having different first order prices, are generated, and in the contract information generation procedure, a plurality of settings are set based on the plurality of the order information. In the order information generation procedure, the first order is executed, and in the order information generation procedure, the second order is set for each new second order price set as a different price before the trail width is changed. In the execution information generation procedure, a plurality of the second order prices are generated, and the second order price is changed based on the trail width, which is set based on the plurality of the order information. It is characterized in that it is set to perform the above-mentioned execution of the order.

The invention according to claim 7 is a program, and causes a computer to function as the financial instruments transaction management device according to any one of claims 1 to 4 or the financial instruments transaction management system according to claim 5. It is characterized by that.

According to the inventions of claims 1, 5, and 6, the order information for setting the second order is the second order price again after the market price rises or falls beyond the second order price. Since it is set to execute after reaching, it is more likely that you can trade at a price where the falling market turns to the rising market or the price where the rising market turns to the falling market, and you can make a big profit by trading. It can have the potential to be obtained. In addition, a trail control means is provided to change the second order price set as a different price for each of the plurality of second orders for each trail width, and order information for a plurality of first orders having different first order prices is generated. , And the execution of the first order set based on the order information, the generation of the order information that sets the second order whose second order price fluctuates based on the trail width, and the setting based on the order information. When the second order whose second order price fluctuates based on the trail width is executed, the order information that sets the first order of the new first order price is generated, and the first order based on the order information is executed. Set a new second order set as a different price before the second order price fluctuates based on the execution and trail width. Generate multiple new order information and set based on the order information. Since the execution of multiple generated second orders is set so that the price of each second order fluctuates based on the trail width, it is possible to secure a large profit in the event of a large fluctuation in the market price. to enable. As a result, it is possible to provide an opportunity to obtain many profits in the trading of financial products using a computer system.

According to the second aspect of the present invention, the present invention can be applied to various order forms by placing an order information as any of a limit order, a stop order, and a market order.

According to the invention of claim 3, after the first order and the second order are executed, the first order and the second order are placed again, and the continuous transaction is performed based on the simple order processing of the order. Opportunities can be provided to provide opportunities for many profits.

According to the invention of claim 4, the order can be executed based on the generated order information, and the transaction of the financial product can be surely performed.

According to the invention of claim 7, the present invention can be constructed in various computers and various computer systems.

It is a block diagram which conceptually shows the structure of the financial instruments transaction management system and the financial instruments transaction management apparatus which concerns on Embodiment 1 of this invention. It is a figure which shows the field definition of the order table stored in the financial instrument transaction management apparatus shown in FIG. It is a flowchart which shows the processing procedure at the time of placing an order in the financial instrument transaction management apparatus shown in FIG. The same is a conceptual diagram schematically showing the principle of the processing procedure by "once through order" in the financial instrument transaction management device. The same is a conceptual diagram schematically showing the principle of the processing procedure by "once through order" in the financial instrument transaction management device. The same is a conceptual diagram schematically showing the principle of the processing procedure by "once through order" in the financial instrument transaction management device. The same is a conceptual diagram schematically showing the principle of the processing procedure by "once through order" in the financial instrument transaction management device. The same is a conceptual diagram schematically showing the principle of the processing procedure by the “settlement trail order” in the financial instrument transaction management device. The same is a conceptual diagram schematically showing the principle of the processing procedure by the “settlement trail order” in the financial instrument transaction management device. The same is a conceptual diagram schematically showing the principle of the processing procedure by the “settlement trail order” in the financial instrument transaction management device. The same is a conceptual diagram schematically showing the principle of the processing procedure by the “settlement trail order” in the financial instrument transaction management device. The same is a conceptual diagram schematically showing the principle of the processing procedure by the “settlement trail order” in the financial instrument transaction management device. It is a conceptual diagram which shows an example of the input screen displayed by the display part of a client terminal. It is a table which shows the order information group generated by the financial instrument management apparatus which concerns on this Embodiment 1. The same is a conceptual diagram schematically showing a specific processing procedure in the financial instrument transaction management device. The same is a conceptual diagram schematically showing a specific processing procedure in the financial instrument transaction management device. The same is a conceptual diagram schematically showing a specific processing procedure in the financial instrument transaction management device. The same is a conceptual diagram schematically showing a specific processing procedure in the financial instrument transaction management device. The same is a conceptual diagram schematically showing a specific processing procedure in the financial instrument transaction management device. The same is a conceptual diagram schematically showing a specific processing procedure in the financial instrument transaction management device. The same is a conceptual diagram schematically showing a specific processing procedure in the financial instrument transaction management device. The same is a conceptual diagram schematically showing a specific processing procedure in the financial instrument transaction management device. FIG. 5 is a conceptual diagram showing an example of an input screen displayed by a display unit of a client terminal in the financial product transaction management system and the financial product transaction management device according to the second embodiment of the present invention. It is a table which shows the order information group generated by the financial instruments transaction management apparatus as above. The same is a conceptual diagram schematically showing a specific processing procedure in the financial instrument transaction management device. The same is a conceptual diagram schematically showing a specific processing procedure in the financial instrument transaction management device. The same is a conceptual diagram schematically showing a specific processing procedure in the financial instrument transaction management device. The same is a conceptual diagram schematically showing a specific processing procedure in the financial instrument transaction management device. The same is a conceptual diagram schematically showing a specific processing procedure in the financial instrument transaction management device. The same is a conceptual diagram schematically showing a specific processing procedure in the financial instrument transaction management device. The same is a conceptual diagram schematically showing a specific processing procedure in the financial instrument transaction management device. The same is a conceptual diagram schematically showing a specific processing procedure in the financial instrument transaction management device. The same is a conceptual diagram schematically showing a specific processing procedure in the financial instrument transaction management device. FIG. 5 is a conceptual diagram showing an example of an input screen displayed by a display unit of a client terminal in the financial product transaction management system and the financial product transaction management device according to the third embodiment of the present invention. The same is a conceptual diagram schematically showing a specific processing procedure when the "shift function" is performed in the financial instrument transaction management device. It is a conceptual diagram which shows the transaction example at the time of making a transaction in the financial instrument transaction management apparatus which concerns on each of the said-described embodiments.

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

[System configuration]
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 , ..., 2 _n are communication terminals having a data communication function possessed and used by individuals or corporations that buy and sell financial products, such as personal computers, tablets, smartphones, and mobile phone terminals. Corresponds to this. 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 . However, the operation unit 21 ₁ , ..., 21 _n and the display unit 22 ₁ , ..., 22 _n are touch panels and the like operated by the operator by touching or moving a finger, a stylus, or the like to the screen. It may be configured as. 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 and the client terminals 2 ₁ , ..., _2n each have at least one CPU (Central Processing Unit) and a CPU work area. RAM (Random Access Memory) that functions as a CPU, ROM (Read Only Memory) that records boot programs, etc., auxiliary storage devices such as hard disks that record various programs and data, communication interfaces used for sending and receiving data, etc. Is 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.

The financial instruments and exchange management device 1 may be formed by one server computer or may be formed by a plurality of network computer systems.

As shown in FIG. 1, the financial instruments transaction 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, stop orders, as well as 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, the 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 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. 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 account information 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 processes the acquired information necessary for use in the data processing unit 10 and the client terminal 2. And manage. 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).

Data processing unit 10, database 18, front page distribution unit 11, order input reception unit (order input reception means) 12, deposit / withdrawal information generation unit 13, contract information generation unit 14, account information generation unit in the financial product transaction management device 1. The order information generation unit 16, the database connection base unit 17, and the price information reception management unit 19 may be configured in any form. For example, when the financial product transaction management device 1 is formed as a network computer system including a plurality of server computers, each configuration requirement may be distributed and arranged in the plurality of server computers. In addition, those server computers are computers owned or managed by computer systems owned by a plurality of companies and server managers (for example, financial securities exchanges, other financial product transaction management companies, providers, hosting system providers, etc.). It may be arranged across the system). The server computer may be formed as a so-called cloud computer system. Further, data processing unit 10, database 18, front page distribution unit 11, order input reception unit 12, deposit / withdrawal information generation unit 13, contract information generation unit 14, account information generation unit 15, order information generation unit 16, database connection base. At least a part of the configuration of the unit 17 and the price information reception management unit 19 may be provided not in the financial product transaction management device 1 but in the client terminal 2 constituting the financial product transaction management system 1A.

FIG. 2 is a schematic diagram of the 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 can realize a transaction by an ifdan order using a plurality of stop orders for the same type of financial instrument.

[Processing procedure]
Next, the processing procedure when generating the order information in the financial instrument transaction management system 1A of the first embodiment will be described.

FIG. 3 shows a buy stop order (new buy stop order) as the “first price” and a sell back as the “second price” in the financial instrument transaction management device 1 of the first embodiment. It is a flowchart which shows the processing procedure at the time of accepting a limit order (new sell stop order (trail order)). Hereinafter, the processing 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 by using the client terminal 2. 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. The customer inputs the order details on this input screen (step S1). The configuration of the input screen will be described later.

When the data input / selected on the input screen is supplied to the financial instrument transaction management device 1, the order input reception unit 12 of the financial instrument transaction management device 1 confirms the contents of the input order. Further, the order input receiving unit 12 inspects each order price (step S2). Specifically, the order input receiving unit 12 compares the current market price of the selected currency pair with the reference price of the order input from the input screen, and compares the current market price with respect to the current market price. It is confirmed whether or not the reference price is low (or high), and whether or not the current market price exists between the upper limit price and the lower limit price entered on the input screen. As a result of confirmation, when the input price is appropriate (for example, when the order input reception unit 12 is set to be appropriate only when a profit can be obtained by conducting a transaction based on the input price). When the setting is satisfied), the order input reception unit 12 determines that the input price is an appropriate 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 compares the acquired margin information with the total order amount of the customer, and confirms whether or not the margin amount is equal to or more than the order allowable amount.

Here, the "order permissible amount" is an amount required for an order (same as in the present specification). That is, the allowable order amount may be, for example, the required margin amount calculated based on the amount input in the order amount input field 402 on the input screen 40 shown in FIG. 13, or a predetermined ratio to the value. It may be a value of, or it may be a predetermined amount of money.

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). This allows orders to be accepted only if the customer can be assured of payment.

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 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 order other than the above are satisfied (step S6).

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

When various conditions of the order are satisfied (“No” in step S7) and it is determined that the order conditions satisfy all the conditions necessary for the above-mentioned order, the front page distribution unit 11 determines. A confirmation screen (not shown) is displayed on the display unit 22 of the client terminal 2. 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 instruments and exchange 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 an "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 of money entered in the order amount input field 402 or the order amount input field 424. The "buy_sell_id" field 181g defines whether it is a sell order or a buy order selected in the order type selection field 404, and the "ord_rate" field 181h is entered in the order amount input field 402 or the order amount input field 424. A price calculated based on the calculated price and the like is defined, and an order deadline is defined in the "limit_time" field 181i. The “ord_cond” field 181j defines the order type selected in the order type selection field 404. The "trail_range" field 181k defines the trail width input in the trail width input fields 409b and 428, and the "through_range" field 181m is the through price range (in this embodiment, a uniform price is set in advance). Define and
In the "new_close" field 181n, whether it is a new order or a settlement order is defined. Although not shown in FIG. 2, the order table 181 is also provided with a field for defining other data input to the input screen 40. With these fields, all the data input to the input screen 40 is recorded in the order table 181. From the above procedure, the order acceptance process according to the first embodiment is completed.

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). In this case, the order information (described later) 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.

In this state, when the confirmation button 413 is clicked in this state and the data input / selected on the input screen is supplied to the financial instrument transaction management device 1, the steps S2 to S10 shown in FIG. 3 are performed. .. As a result, an order information group (described later) is generated.

[Principle of processing procedure for "once through" order and "settlement trail order"]
4 to 7 are conceptual diagrams schematically showing the principle of the processing procedure when a transaction is performed in the “once through order” in the financial instrument transaction management device 1 of the first embodiment, FIGS. 8 to 12 Is a conceptual diagram schematically showing the principle of the processing procedure when a transaction is performed in the “settlement trail order” in the financial instrument transaction management device 1 of the first embodiment.

Here, "once through order" means that the market price is a new order with respect to the new order price as the "first order price" set as the standard price for executing each new order. An order form that is set to be executed after falling (or rising) beyond the price and then matching the new order price again (hereinafter, simply referred to as "through order"; the same shall apply hereinafter). .. In addition, the "settlement trail order" is the settlement order price, which is the market price for each settlement order as the settlement order price as the "second order price" set as the reference price for executing the settlement order. It is an order that is executed after matching the settlement order price again after rising (or falling) beyond, and the second order is set so that the second order price rises (or falls) based on the trail width information. Refers to the order form placed (hereinafter, simply referred to as "settlement trail order". The same shall apply hereinafter).

Hereinafter, the principle of the processing procedure will be described based on these figures. In the financial instrument transaction management device 1, "once through order" and "settlement trail order" can be used together, or only one of them can be used.

In the following description, the mode in which the "first order" is configured as a new stop order and the "second order" is configured as a stop order for settlement will be described. An example of the configuration of "order" or "second order", in which other aspects, for example, "first order" or "second order" are configured as limit orders or market orders. It may be the one that has been done.

[Principle of transaction procedure in "Once through order"]
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. For example, the market price at the time of acceptance completion is 1 dollar = 104.00 yen, and the assumed buying rate 51 (the price set as the contract price of a new order based on the input on the input screen. The same in this specification. ) Is 103.00 yen, through price range information (information on the price range in the high price direction or the low price direction with respect to the planned contract price. The same applies in the present specification. In the first embodiment, the through price range information is , Set as a preset price) is 0.20 yen, and the assumed selling rate 52 (based on the input on the input screen, is the price set as the reference price of the contract price of the settlement order. The same applies in the present specification. As will be described later, in this embodiment, the settlement order is not executed even if the market price 61 matches the assumed selling rate 52, and the market price 61 sets the price of the assumed selling rate 52. It is assumed that the price is set as 104.00 yen.)

As shown in FIG. 4, consider a case where the market price 61 has fallen and matches the assumed buying rate 51 of 1 dollar = 103.00 yen. At this stage, the order information generation unit 16 has not yet placed a new order.

Then, as shown in FIG. 5, when the market price 61 falls below 1 dollar = 102.80 yen (that is, the price range of the assumed buying rate 51 and the market price 61 becomes the through price range information (0.20 yen) or more. (Fig. 5 shows a state in which the market price 61 has fallen to $ 1 = 102.70 yen.) In this case, the order information generation unit 16 has a market price 61 of $ 1 = 102. When it reaches 80 yen, a new stop order is placed at the same price as the assumed buying rate 51 (1 dollar = 103.00 yen).

Then, as shown in FIG. 6, the market price 61 has fallen below 1 dollar = 102.00 yen (in FIG. 6, the lowest price has fallen to 101.50 yen per dollar). After that, when the market price 61 rises (in FIG. 6, it shows a state where the dollar has risen to 102.00 yen), the price of the new order remains unchanged at 103.00 yen.

Then, as shown in FIG. 7, when the market price 61 further rises and the assumed buying rate of 1 dollar = 103.00 yen is reached, the contract information generation unit 14 executes a new order.

In FIGS. 4 to 7, a new order of "once through order" is set as a buy order, but it is also possible to set a new order as a sell order. In this case, the settlement order is set as a buy order.

In this way, in the "once through order", the new order is set so that the market price 61 is executed after falling (or rising) above the assumed buying rate 51 and then matching the assumed buying rate 51 again. Therefore, it is more likely that you can trade at a price close to the price at which the falling market turns to the rising market (or the price at which the rising market turns to the falling market), and it is possible to make it difficult to hold unrealized losses. Can be done.

Further, in the "once through order", the trail width information is not provided, and even if the market price 61 drops more than the assumed buying rate 51, the assumed buying rate 51, which is the contract price of the new order, is changed in the downward direction. Therefore, it is possible to suppress the occurrence of unrealized loss due to the acquisition of a position for a new order. As a result, in the transactions of financial products performed by the financial product transaction management device 1 and the financial product transaction management system 1A, the occurrence of disadvantages due to fluctuations in the market price 61 is suppressed, and an opportunity to obtain many profits is provided. it can.

In FIGS. 4 to 7, a new order of "once through order" is set as a buy order, but it is also possible to set a new order as a sell order. In this case, the settlement order is set as a buy order.

[Principle of transaction procedure in "Settlement trail order"]
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. For example, as shown in FIG. 8, the market price at the time of acceptance completion is 1 dollar = 80.00 yen, the assumed buying rate 53 is 78.00 yen, the through price range information is 0.30 yen, and the trail width information is 0. 30 yen, assumed selling rate 54 (In this embodiment, the settlement order is not executed even if the market price 62 matches the assumed selling rate 54, and when the market price 61 falls below the price of the assumed selling rate 54. It is assumed that the contract is set as 79.00 yen. In addition, it is assumed that the above-mentioned "once through order" is used in ordering and executing a new order.

As shown in FIG. 8, the market price 62, which was 1 dollar = 80.00 yen at the time of reception, fell further than the price below the through price range information based on the assumed buying rate 53, and then the market price 62 became When the assumed buying rate of 53, 1 dollar = 78.00 yen, is reached again, the new order will be executed. Then, as shown in FIG. 8, it is considered that the market price 62 has further risen to reach the assumed selling rate 54 of 1 dollar = 79.00 yen. At this stage, the order information generation unit 16 has not yet placed a settlement order.

Then, as shown in FIG. 9, when the market price 62 rises to 1 dollar = 79.30 yen or more (that is, the price range of the assumed selling rate 54 and the market price 62 becomes the trail width information (0.30 yen) or more). (Fig. 9 shows a state in which the market price 62 has risen to 1 dollar = 79.30 yen.) In this case, the order information generation unit 16 has a market price 62 of 1 dollar = 79. When the price reaches 30 yen, a stop settlement order (trail order) is placed at the same price as the assumed selling rate 54 (1 dollar = 79.00 yen).

Then, as shown in FIG. 10, the market price 62 has risen to 1 dollar = 79.60 yen or more (in FIG. 10, the market price 62 has risen to 1 dollar = 79.60 yen). ), The contract information generation unit 14 raises the assumed selling rate 54 of the settlement order from 79.00 yen to 79.30 yen based on the trail width information.

Then, as shown in FIG. 11, the market price 62 further rises to 1 dollar = 79.90 yen or more (in FIG. 11, the market price 62 rises to 1 dollar = 79.90 yen). (Shown.), The execution information generation unit 14 raises the assumed selling rate 54 of the settlement order from 79.30 yen to 79.60 yen based on the trail width information.

Then, as shown in FIG. 12, the market price 62 is 1 dollar = 82.20 yen (that is, from the state shown in FIG. 15, the market price 62 is further higher than the assumed selling rate 54 (1 dollar = 79.90 yen). Consider the case where the price does not rise above the trail width (0.30 yen) and falls (Fig. 12 shows the state where the market price 62 rose to 1 dollar = 80.00 yen and then fell. In this case, the assumed selling rate 54 is not further changed.

Here, even if the market price 62 further drops and reaches the assumed selling rate 54 of 1 dollar = 79.60 yen, the order information generation unit 16 does not execute the settlement order. This leaves the possibility of further increase in profit margin (that is, change of the assumed selling rate 54, which is the contract price of the settlement order, to a higher price side) when the market price 62 starts to rise further. It will be possible.

Then, as shown in FIG. 12, when the market price 62 becomes a price less than 1 dollar = 79.60 yen, which is the assumed selling rate 54, the contract information generation unit 14 executes the settlement order.

In FIGS. 8 to 12, the settlement order of the "settlement trail order" is set as a sell order, but the settlement order can also be set as a buy order. In this case, the new order is set as a sell order.

In this way, in the "settlement trail order", the settlement order is set so that the market price 62 is executed after the market price 62 rises (or falls) above the assumed selling rate 54 and then reaches the assumed selling rate 54 again. Therefore, it is more likely that you can trade at a price where the rising market turns into a falling market or a price close to the price at which the falling market turns into a rising market, and you can have the possibility of making a big profit by trading. .. Further, in the settlement order, when the price range between the market price 62 and the assumed selling rate 54, which is the standard price for settlement after the order is placed, becomes equal to or greater than the predetermined trail width, the market price 62 is set based on the trail information. Since it is set to move in the upward direction (or the downward direction), it is possible to secure a large profit when the market price fluctuates significantly. As a result, it is possible to provide an opportunity to obtain many profits in the trading of financial products using a computer system.

In the "settlement trail order", the settlement order may be executed when the market price 62 and the assumed selling rate 54 match.

[Shift function]
In the financial instrument transaction management device 1 and the financial instrument transaction management system 1A, it is also possible to execute a transaction in combination with processing by the "shift function" after executing a new order and a settlement order that have already been placed. The order by this "shift function" is based on the above-mentioned "once through order", "settlement trail order", and various ifdan orders (for example, "repeat toy fudan order" and "trap repeat toy fudan order" described later). , After a new order and a settlement order are executed at least once, when a new order or a settlement order is placed, the price or price range is shifted to a price or price range different from the price or price range of the previously placed order. This is an order form in which a new order is placed in the state of being placed. The details of this "shift function" will be described later.

[Specific processing procedure for "once through order" order and "settlement trail order"]
13 to 22 are diagrams showing a specific processing procedure of the “once through” order and the “settlement trail” in the financial instrument transaction management system 1A of the first embodiment. Hereinafter, specific processing procedures will be described based on these.

In this processing procedure, a state in which the “once through order” and the “settlement trail order” are combined with the “repeat toy fudan order” is shown. This "repeat toy fudan order" is a transaction in which a new order and a settlement order for this new order are executed, and then the holding of a position by a new new order and the settlement of this position by a settlement order are repeated. It is an order form to be made.

After the process of step S1 shown in FIG. 3, the input screen is displayed on the display unit 22 of the client terminal 2. FIG. 13 is a conceptual diagram showing an example of the input screen 40 displayed on the display unit 22 at this time. On the input screen 40 of the figure, a trap repeat toy fudan order (for one financial product, a new order as a plurality of "first orders", a settlement order as a plurality of "second orders", and each new order. When one settlement order is placed so that the price range is equal to each other, one new order has a position, and one settlement order fills the new order with that position, it is the same as the new order. An order form in which a new order with a new price and a new settlement order with the same price as the settlement order are repeatedly generated. The input screen for placing an order (the same shall apply hereinafter in the present specification) is displayed. It is shown.

The input screen 40 shown in FIG. 13 includes a trading desired currency pair selection button 401 for displaying a tradeable currency pair on the screen, an order amount input field 402 for inputting an order amount of a financial product for each order, and a new order to be placed. Start price input field 403 for inputting the base price (order price that is the basis for ordering each order information), order type selection field 404 for inputting the type of order to be ordered, trap (constituting multiple ordered orders, It is provided with a trap number input field 405 for inputting the number of individual orders. The same applies in the present specification, and a trap price range input field 406 for inputting the price range between a plurality of new orders or between a plurality of settlement orders. ..

Further, on the input screen 40, the profit amount input field 407 for inputting the profit amount obtained when one new order and one settlement order are executed, and once selecting whether or not to perform "once through order". Through selection field 408, settlement trail selection field 409a for selecting whether to place a "settlement trail order", market price interval at which the second order price fluctuates when placing a settlement trail order, and / or fluctuation. "Trail width" as the fluctuation range of the second order price for each time (in this embodiment, the interval of the market price at which the second order price fluctuates, and the fluctuation of the second order price for each fluctuation A trail width input field 409b for inputting "trail width" as a width; the same shall apply hereinafter in the present specification) is provided.

Further, the input screen 40 is continuing by executing the stop order in the shift function selection field 410 for selecting the execution of the process by the "shift function", when the market price falls or rises to a predetermined price. Select whether or not to provide a stop loss price (hereinafter simply referred to as "stop loss price"), which is a price at which processing for canceling the transaction or subsequent transaction (hereinafter simply referred to as "stop loss processing") is performed. Stop loss selection field 411a, stop loss price input field 411b for inputting stop loss price, erase button 412 for erasing the display of the input screen 40 from the display unit 22 to stop the input process, each input field and selection field 401 A confirmation button 413 is provided for causing the order input receiving unit 12 to confirm the data input / selected in ~ 412.

In FIG. 13, "US dollar / Japanese yen (buying and selling US dollars in Japanese yen)" is selected with the desired currency pair selection button 401, and "100,000 dollars" is entered in the order amount input field 402. "100.50 yen" is entered in the start price input field, "Limit order for new purchase as the first order" is selected in the order type selection field 404, and "1" is entered in the trap number input field 405. , "50,000 yen" is entered in the profit amount input field 407, "0.20 yen" is entered in the trap price range input field 406, and the through selection field 408 and the settlement trail selection field 409a are once selected (checked). In the input state), "0.20" yen is selected in the trail width input field 409b, the shift function selection field 410 is not selected, and the stop loss selection field 411a is selected, and the stop loss price is input. The state in which the "98.00" yen is entered in the column 411b is shown.

It should be noted that the input screen 40 is not provided with a part or all of the through selection field 408, the settlement trail selection field 409a, the trail width input field 409b, the stop loss selection field 411a, and the stop loss price input field 411b. You may.

That is, the financial instrument transaction management device 1 may be configured not to have one of the functions of "temporarily through order" and "settlement trail order", or of "temporarily through order" and "settlement trail order". One or both may be configured to be automatically set for all orders entered from the input screen 40 and placed. Further, only the settlement trail selection field 409a is provided on the input screen 40, the trail width input field 409b does not exist, and the settlement trail price of the "payment trail order" is uniformly set at a specific preset price. It may be. Further, the configuration may be such that "stop loss processing" is not performed, or the input screen 40 is provided with only the stop loss selection field 411a and the stop loss price input field 411b does not exist, so that the "stop loss price" is displayed. It may be a configuration that is uniformly set at a specific price.

Further, the input screen 40 may be set so that the shift function selection field 410 does not exist and the transaction using the "shift function" is not performed. Further, the input screen 40 has a shift width input field (not shown) in addition to the shift function selection field 410, and is configured so that the customer can freely input and set the shift width. It may be present, or the shift width may be uniformly set at a specific preset price as in the first embodiment.

Furthermore, in the first embodiment, the price entered in the trail width input field 409b is used once as the price difference between the settlement order price (settlement price) and the market price, which is the basis for executing the trail. It is used together with the price range that fluctuates the settlement order in each trail (for example, the settlement order is trailed based on the order information generated in the state where "0.20 yen" is input in the trail width input field 409b. In this case, every time the market price fluctuates by 0.20 yen, the settlement price is changed in the direction of increasing (or decreasing) by 0.20 yen.) The input process is simplified and simplified. However, not limited to this, on the input screen 40, the information on the price difference between the settlement order price and the market price and the information on the price range that fluctuates the settlement order when performing the trail are input separately and separately. The configuration may be set as a value.

Further, in the first embodiment, the input screen 40 is provided with the start price input field 403 and the profit amount input field 407, and the order information generation unit 16 makes a settlement order based on the numerical values input in these input fields 403. It is configured to calculate the order price information (that is, the settlement price) of the information (described later). However, instead of this, a configuration such as a "settlement price input field" for inputting a numerical value of the settlement price may be provided on the input screen 40, or the input in the profit amount input field 407 and the settlement price may be input. The configuration may be such that the customer can select the input according to the configuration. Further, instead of inputting the profit amount, a price difference (for example, information such as "○○ yen" or "○○ points") may be input, or information regarding any other profit margin may be input. It may be a configuration.

When the confirmation button 413 is clicked in a state where various input fields and selection fields 401 to 411b of the input screen 40 shown in FIG. 13 are appropriately input or selected, the order information generation unit 16 inputs or selects these. The order information is generated by performing an operation based on the numerical value based on. Then, an order information group is generated by a plurality of order information. This order information group is derived from a plurality of order information having a specific relationship (for example, a series of orders placed at the same time, or a relationship between a new order and a settlement order or a stop loss order corresponding to the new order). It is a set of information and a set of data that generates such information.

FIG. 14 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. 14, the order information group 1810A places a stop order for the first price, new order information 18101 as "first order information", and a "first stop order" for the second price. Settlement order information 18102 as "first settlement order information" forming "second order order information" and stop as "second settlement order information" forming "second order order information" It consists of loss order information 18103. Here, the "first order order information" is the order information having a high priority as the execution order, and the "second order order information" is the order information having a low priority as the execution order. ..

As shown in FIG. 14, the new order information 18101, the settlement order information 18102, and the stop loss order information 18103 are the order information 181A as the serial number of the order, the customer number 181B uniquely assigned to each customer, and the target of trading. Currency pair information 181C for identifying a currency combination (mainly a combination of Japanese yen and a foreign currency), a position as a foreign currency position in one order (hereinafter simply referred to as "position"; the same shall apply hereinafter). Order amount information 181D as price information, order time information 181E as information on the time when the order was placed, trading direction information 181F as flag information for identifying whether the order is a "sell order" or a "buy order". , Order price information 181G as "contract price information", order expiration date information 181H as information indicating the expiration date of each order information 1811 to 1816, for example, identifying the type of order such as "market order" and "ifdan order". Order type information 181J, through price range information 181K, trail width information 181L, flag information that identifies whether each order information is a "new order", a "settlement order", or a "limit order". Has new / payment information 181M as. Although not shown in FIG. 14, each order information 18101 to 18103 is, in addition to these, valid order information as order information of an ordered stop order (or limit order), or stop order (or stop order) before ordering. Valid / invalid information, which is flag information for identifying invalid order information as order information of limit order), and each order information 18101 to 18103 are the first order information or the second order information. It has rank information as flag information for identifying whether it is order information, and execution presence / absence information as flag information for identifying "yes" and "no" of each order 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. 14, individual order information 18101 to 18103 is provided with contract price information as order amount information 181D. As will be described later, the contract price specified in the order amount information 181D is based on the trail width information 181L, the trail start price information (not shown), and the stop loss width information (not shown), as the market price fluctuates. fluctuate.

As shown in FIG. 14, the order price information 181G (that is, the new order price) of the new order information 18101 is set based on the numerical value input in the start price input field 403, and the order price information 181G (that is, the new order price) of the stop loss order information 18103 is set. The stop loss price) is set based on the numerical value entered in the stop loss price input field 411b. Further, the order price information 181G (that is, the settlement order price) of the settlement order information 18102 is a numerical value (100.50 yen) input in the start price input field 403 and a numerical value (50,000 yen) input in the profit amount input field 407. ) Is divided by the numerical value (100,000) entered in the order amount input field 402 (0.5 yen) and added (101.00 yen).

As shown in FIG. 14, in the first embodiment, the through price range information 181K of the new order information 18101 and the settlement order information 18102 is fixed as specific price difference information set in advance. Specifically, this through price range information is set as "20 (indicating 1 dollar = 0.20 yen)". This numerical value is price information for setting the price difference between the order price information 181G of the new order information or the settlement order information and the "order trigger" which is the trigger price of the order of the new order or the settlement order. In the first embodiment, the through price range information 181K is automatically set to a specific value (that is, 1 dollar = 0.20 yen) by the order information generation unit 16. However, the input screen 40 may be provided with an input field for inputting the through price range information so that the customer can freely set the through price range information 181K. Further, the trail width information 181L of the settlement order information 18102 is set as "(indicating 1 dollar = 0.20 yen) 20" which is a numerical value input in the trail width input field 409b of the input screen 40. However, the trail width input field 409b may not be provided on the input screen 40, and the order information generation unit 16 may automatically set the trail width of a specific value.

In the first embodiment, the order information generation unit 16 uses the trail width information 181L of the settlement order information 18102 as the trigger information when trailing and the price fluctuation width of the order price information 181G for each trail. (That is, when the trail width information 181L is set to "20", every time the market price rises (or falls) by 0.20 yen, the order price information 181G also becomes 1 dollar = Increase (or decrease) by 0.20 yen). However, depending on the configuration of the input screen 40, the trigger information at the time of trailing and the information of the price fluctuation range for each trail may be set separately, or the order information generation unit 16 may set either one of them separately. It may be configured to be set automatically. Further, the order information generation unit 16 may be configured to set the market price at the time of generation of the settlement order information 18102 and the price difference of the order price information 181G as the trail width information 181L, or the financial instruments transaction management device 1 may set the price difference. The order price information 181G may be increased (or decreased) while maintaining the price difference between the market price at the time of generation of the settlement order information 18102 and the order price information 181G.

Although not shown in FIG. 14, in the valid / invalid information (not shown), all the initially generated order information 18101 to 18103 are first invalid as an unordered state (hereinafter, simply referred to as "invalid". ) Is defined as invalid order information.

In addition, all order information 18101 to 18103 are ordered and executed as stop orders. To this end, all order information 18101-18103 includes limit direction identification information for identifying a (forward) limit order and a stop order, and in this limit direction identification information, an order for a stop order. It may have a structure defined as information. By having such limit order identification information, it becomes possible to apply "once through order" and "settlement trail order" to various order forms.

As shown in FIG. 15, it is assumed that the market price 63 is 1 dollar = 101.00 yen when the acceptance of the order is completed. As shown in FIG. 16, the market price 63 further dropped beyond 1 dollar = 100.50 yen, and 1 dollar = 100.30 yen (that is, 1 dollar entered in the start price input field 403 = 1 dollar = When it reaches the value (value obtained by subtracting (1 dollar =) 0.20 yen) set in the through price range information 181K from 100.50 yen, this arrival becomes the order trigger BT1 and based on the new order information 18101, 1 dollar = A new order B1 (new stop order) of 100.50 yen places an order (in the figure, the arrow indicates a state in which another specific price order is placed by one specific price order trigger. The following conceptual diagram. The same applies to.)

Then, as shown in FIG. 17, when the market price 63 starts to rise from the fall and reaches 100.50 yen per dollar again, the new order B1 is executed. The contract information generation unit 14 performs a process for bringing the new order information 18101 into a contracted state. Specifically, for example, the contract information generation unit 14 rewrites the attribute information (not shown) for setting the contract / uncontract / cancellation included in the new order information 18101 to the "contract" state, and the customer account. The information table 182 is rewritten. As a result, the new order is treated as if it was filled.

Next, as shown in FIG. 18, the market price 63 further rises and exceeds 1 dollar = 101.00 yen to 1 dollar = 101.20 yen (that is, the order price information 181G of the settlement order information 18102 (that is). When the value reaches (1 dollar =) 101.00 yen plus (1 dollar =) 0.20 yen set in the through price range information 181K), this arrival becomes the order trigger ST1 and is based on the settlement order information 18102. Then, a settlement order S1 (settlement stop order) of 1 dollar = 101.00 yen is placed.

After that, as shown in FIG. 19, when the market price 63 further rises, every time 1 dollar = 0.20 yen (that is, the price set by the trail width information 181L of the settlement order information 18102) rises (1 dollar). =) Reaching the price every 0.20 yen serves as the trail order trigger ST1 and the trail is performed, and the settlement order price set in the order price information 181G increases by 1 dollar = 0.20 yen.

In FIG. 19, when the market price 63 reaches 1 dollar = 101.20 yen and the settlement order of 1 dollar = 100.00 yen is placed, and then the market price 63 reaches 1 dollar = 101.40 yen, this arrival is reached. When the trail order trigger raises the settlement order price to 101.20 yen per dollar and the market price 63 reaches 101.60 yen per dollar, this arrival triggers the trail order and the settlement order price As a result of repeating that the price rose to 101.40 yen per dollar, the market price 63 reached 102.40 yen per dollar, and this arrival triggered the ordering of the trail and the settlement order price. Is shown to have risen to 102.20 yen per dollar.

Then, after this state, as shown in FIG. 20, when the market price 63 changes from rising to falling and the market price 63 becomes less than 1 dollar = 100.40 yen, the contract information generation unit 14 setstle the order information. A process for executing a settlement order is performed on 18102. Specifically, for example, the contract information generation unit 14 rewrites the attribute information (not shown) for setting the contract / uncontract / cancellation included in the settlement order information 18102 to the “contract” state, and the customer account information. Rewrite table 182. As a result, the settlement order is processed as if it was filled. In addition, in FIGS. 19 to 20, the market price 63 shows a state of falling after rising to 1 dollar = 102.40 yen, but even if the price that changes from rising to falling is higher or lower than this. Often, in that case, the price at which the settlement order is filled can also be different from the state shown in FIG. For example, when the market price changes from rising to falling at 1 dollar = 102.30 yen and falls to less than 102.20 yen per dollar, the contract information generation unit 14 places a settlement order for the settlement order information 18102. Perform the process for making a contract.

When the new order and the settlement order are executed, the stop loss order information 18103 of the order information group 1810A is canceled. Specifically, for example, the contract information generation unit 14 rewrites the attribute information (not shown) for setting the contract / uncontract / cancel included in the stop loss order information 18103 to the “cancelled” state. As a result, the stop loss is treated as canceled. After the new order is executed, the market price 63 does not rise to the price that triggers the ordering of the settlement order (in this case, 1 dollar = 101.20 yen), and the stop loss order information 18103 is the order price information 181G. If the price drops to 100.00 yen per dollar, the settlement order will be canceled and subsequent transactions (that is, transactions of financial products by the order information group 1810A) will also be cancelled. However, the transaction can be continued without this cancellation.

As shown in FIG. 20, when a new order and a settlement order are executed, the execution information generation unit 14 deletes the order information group 1810A including the executed new order information 18101 and the settlement order information 18102 from the order table 181 and places an order. The information generation unit 16 generates a new order information group 1810A. The newly generated order information group 1810A is also generated in the same state as when the original order information group 1810A shown in FIG. 14 was generated.

Transactions of financial instruments are continued based on the newly generated order information group 1810A, and similar transactions are repeated. That is, as shown in FIG. 21, when the market price 63 of the financial product falls again and reaches 100.30 yen per dollar again, this arrival becomes the order trigger BT1 and the order information generation unit 16 is 1 dollar. = 100.50 yen new order B1 will place an order again. After that, when the market price 63 starts to fall and rise again, the contract information generation unit 14 contracts the new order B1, and when the market price 63 rises further and reaches 1 dollar = 101.20 yen, this arrival Is the order trigger ST1, and the order information generation unit 16 places an order for the settlement order S1 of 1 dollar = 101.00 yen. After that, when the market price 63 rises by (1 dollar =) 0.20 yen or more, a trail of settlement order (that is, change of order price information 181G of settlement order information 18102) is performed every (1 dollar =) 0.20 yen. In addition, when the market price 63 changes from rising to falling and becomes less than the settlement order price, the execution information generation unit 14 performs a process of executing the settlement order and a process of canceling the stop loss order. After that, such transactions will be repeated.

FIG. 22 shows a state in which the ordering and execution of a new order and the ordering, trail and execution of a settlement order are repeated three times with the fluctuation of the market price 63 in this way. In this way, in this embodiment, it is possible to repeatedly perform the processing by the "temporary through order" and the processing by the "settlement trail order".

As described above, in the first embodiment, the new order information 18101 is set to the price set in the order price information 181G again after the market price 63 falls or rises beyond the price set in the order price information 181G. It is set to execute after matching, and the settlement order information 18102 is set to the order price information 181G again after the market price 63 rises or falls beyond the price set in the order price information 181G. Since it is set to execute after reaching the price, it is more likely that you can trade at a price where the falling market turns to the rising market or the price where the rising market turns to the falling market, and you can make a big profit by trading. Can be given the possibility of being obtained. Further, since the settlement order information 18102 is set to be moved in the upward direction or the downward direction based on the trail width information, it is possible to secure a large profit when the market price fluctuates significantly. Further, by providing the trail width information 181L only in the settlement order information 18102, it is possible to suppress the occurrence of unrealized loss due to the acquisition of the position of the new order by the new order information 18101. As a result, in the trading of financial products using a computer system, it is possible to suppress the occurrence of disadvantages due to fluctuations in market prices and provide an opportunity to obtain many profits.

In the first embodiment, the order is placed when the price range between the market price 63 of the financial product and the price set in the order price information 181G of the new order information 18101 is equal to or larger than the through price range set by the through price range information 181K. By being set to be, it is possible to make a transaction to execute the ordered order surely after the rising market turns into the falling market or after the falling market turns into the rising market, and it is an opportunity to make a lot of profits. Can be provided appropriately.

In the first embodiment, since the through price range information 181K is fixed as the specific price difference information set in advance, it is possible to easily input the order.

In the first embodiment, after rising or falling beyond the price set in the order price information 181G of the settlement order information 18102, it falls or rises beyond the price set in the order price information 181G. By setting the position to be settled at the time, even after the market price matches the price set in the order price information 181G of the settlement order information 18102, the transaction of the financial product based on the settlement order information 18102 is continued. , It is possible to retain the possibility of increasing the amount of profit from the transaction. This can increase the opportunities for many profits.

In the first embodiment, after the new order based on the new order information 18101 and the settlement order based on the settlement order information 18102 are executed, the new order and the settlement order are placed again, and based on the simple order processing of the order. , Can provide continuous trading opportunities and provide many profitable opportunities.

In the first embodiment, the order can be executed based on the generated new order information 18101 and the settlement order information 18102, and the transaction of the financial product can be surely performed.

In the first embodiment, the new order information 18101 is set as a new buy order and the settlement order information is set as a sell settlement order, but conversely, the new order information 18101 is set as a sell new order and settlement. Order information can also be set as a buy settlement order (the same applies to all embodiments below).

[Embodiment 2 of the Invention]
23 to 33 show Embodiment 2 of the present invention.

In the financial instrument transaction management system of the second embodiment, a state in which the “temporary through order” and the “settlement trail order” are combined with the “trap repeat toy fudan order” is shown. This "trap repeat toy fudan order" is set so that a plurality of first orders and a plurality of second orders of the same financial product placed at different prices are repeatedly ordered and placed. Say an order.

Hereinafter, the configuration and specific processing contents in the second embodiment will be shown. Here, the description will be described based on a configuration in which the "first order" is placed as a new order for an ifdan order and the "second order" is placed as a settlement order for an ifdan order.

The system configuration of the second embodiment is the same as that of the first embodiment. Then, after the process of step S1 shown in FIG. 3, the input screen is displayed on the display unit 22 of the client terminal 2. FIG. 23 is a conceptual diagram showing an example of the input screen 40 displayed on the display unit 22 at this time. This input screen 40 is different from the input screen 40 of the first embodiment of the invention shown in FIG. 13, and is significantly different in that "5" is input in the trap number input field 405. Further, the point that "100,000" yen is input in the profit amount input field 407 is also different from the first embodiment.

When the confirmation button 413 is clicked in the state shown in FIG. 23, the order information generation unit 16 generates the order information group 1810B shown in FIG. 24.

FIG. 24 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.

The order information group 1810B is generated in a state of having new order information and settlement order information for the number of traps (that is, five) input in the trap number input field 405. That is, the order information group 1810B has five new order information 18111, 18112, 18113, 18114, 18115, five settlement order information 18116, 18117, 18118, 18119, 18120, and one stop loss order information 18121. ..

The configuration of the new order information 18111, 18112, 18113, 18114, 18115, respectively, is the same as that of the new order information 18101 of the first embodiment. The configuration of each settlement order information 18116, 18117, 18118, 18119, 18120 is the same as that of the settlement order information 18102 of the first embodiment. The configuration of the stop loss order information 18121 is the same as that of the stop loss order information 18103 of the first embodiment.

As shown in FIG. 24, the order information generation unit 16 makes a new order of (1 dollar =) 100.00 yen input in the start price input field 403 based on the input information of the input screen 40 shown in FIG. The reference price is set, and this price is set in the order price information 181G of the new order information 18111. Then, the new order information 18112, 18113, respectively, so that the value (1 dollar =) 0.20 yen entered in the trap price range input field 406 becomes the price range of the new order information 18112, 18113, 18114, 18115. , 18114, 18115 are generated. That is, as shown in FIG. 24, the order price information 181G of the new order information 18111, 18112, 18113, 18114, 18115 is (1 dollar =) 100.00 yen, 99.80 yen, 99.60 yen, respectively. It is set at 99.40 yen and 99.20 yen.

Further, in the order information generation unit 16, the profit amount when the corresponding new order and settlement order (for example, new order information 18111 and settlement order information 18116) are executed is the amount (100,000 yen) entered in the profit amount input field 407. ), The order amounts of the respective settlement order information 18116, 18117, 18118, 18119, 18120 are set. That is, the value (1 dollar =) 1.00 yen, which is the value obtained by dividing the value (100,000 yen) entered in the profit amount input field 407 by the value (100,000) entered in the order amount input field 402, corresponds. The order amount of each settlement order information 18116, 18117, 18118, 18119, 18120 is set so as to be the price difference between the new order and the settlement order. That is, as shown in FIG. 24, the order price information 181G of the settlement order information 18116, 18117, 18118, 18119, 18120 is (1 dollar =) 101.00 yen, 100.80 yen, 100.60 yen, 100. It is set as 40 yen and 100.20 yen. Other than that, the configuration is the same as that of the first embodiment of the invention.

In the second embodiment, the ordering and execution modes of the new order and the settlement order due to the fluctuation of the market price are the same as those of the new order and the settlement order of the first embodiment of the invention. Specifically, first, when the acceptance of the order is completed, as shown in FIG. 25, it is assumed that the market price 64 is 1 dollar = 100.20 yen (the black circle on the left side of the figure). After that, as shown in FIG. 26, when the market price 64 gradually drops from 1 dollar = 100.20 yen, when the market price 64 becomes 1 dollar = 98.80 yen, the order trigger BT1 (new). When the new order B1 (based on the order information 18111) places an order and the market price 64 becomes 1 dollar = 98.60 yen, the new order B2 (based on the new order information 18112) places an order by the order trigger BT2, and so on. Then, as the market price 64 falls, new orders B1, B2, B3, B4, B5 (based on new order information 18111, 18112, 18113, 18114, 18115) are placed. Note that FIG. 26 shows a state in which the market price 64 has fallen to 98.70 yen per dollar, but depending on the situation of the market price decline, all new orders B1, B2, B3, B4 and B5 may not be ordered. There is also. For example, in FIG. 26, if the market price falls to 99.10 yen per dollar and then starts to rise, the market price 64 does not reach the order trigger BT5 (based on the new order information 18115). The new order B5 remains unordered (in this case, since only four new orders are placed, the combination of transactions between the new order and the settlement order is also four or less).

After that, as shown in FIG. 27, when the market price 64 rises to 1 dollar = 100.20 yen, 100.40 yen, ... 101.00 yen, new orders B5, B4, B3, B2, B1 Will be executed sequentially.

After that, as shown in FIG. 28, when the market price 64 further rises and exceeds 1 dollar = 100.20 yen and reaches 1 dollar = 101.40 yen, this arrival becomes the order trigger ST5 and the settlement order information. Based on 18120, a settlement order S5 (stop settlement order) of 1 dollar = 100.20 yen is placed.

After that, as shown in FIG. 29, when the market price 64 further rises, every time 1 dollar = 0.20 yen rises, the arrival of the price every (1 dollar =) 0.20 yen becomes the trail order trigger ST5. The trail is carried out, and the settlement order price set in the order price information 181G increases by 1 dollar = 0.20 yen. In FIG. 29, the market price 64 rises to 1 dollar = 100.70 yen, a settlement order S4 of 1 dollar = 100.40 yen (based on the settlement order information 10119) is placed, and (settlement order information 10120). A trail is made to the settlement order S5 (based on), and the settlement price (based on the order price information 181G) has risen to 100.40 yen per dollar.

After that, as shown in FIG. 30, when the market price 64 changes from rising to falling and becomes less than 1 dollar = 100.60 yen, the contract information generation unit 14 performs a process of executing the settlement orders S4 and S5. As a result, the transactions of the new orders B4 and B5 (based on the new order information 18114 and 18115) and the ifdan orders by the settlement orders S4 and S5 (based on the settlement order information 18119 and 18120) are completed, respectively. As a result, the order information generation unit 16 generates new new orders B4 and B5 and original settlement orders S4 and S5, which are the same as the original new orders B4 and B5 and the original settlement orders S4 and S5. FIG. 30 shows new orders B4 and B5 that are newly generated and will be ordered. In addition, based on the newly generated new orders B4 and B5 and settlement orders S4 and S5, the same orders and executions as the original new orders B4 and B5 and settlement orders S4 and S5 will be repeated.

Then, after the state shown in FIG. 30, as shown in FIG. 31, when the market price 64 starts to rise again from the fall and rises, the settlement order S3 (based on the settlement order information 10118, 10117, 10116) S2 and S1 are sequentially ordered based on the order triggers ST3, ST2 and ST1. In addition, every time the market price 64 rises by 1 dollar = 0.20 yen, a trail is performed and the order price of the settlement order S3 and the settlement order S2 (based on the order price information 181G) rises. FIG. 31 shows a state in which the market price 64 has risen to 101.20 yen per dollar, and the order prices of the settlement orders S1, S2, and S3 have all reached 101.00 yen per dollar.

After the state shown in FIG. 31, when the market price 64 further rises as shown in FIG. 32, the order prices of the settlement orders S1, S2, and S3 also rise sequentially by 1 dollar = 0.20 yen along with the rise. .. Then, as shown in FIG. 33, when the market price 64 changes from rising to falling and becomes less than the order price of the settlement orders S1, S2, S3 (1 dollar = 102.40 yen in FIG. 33), the contract information generation unit 14 fills the settlement orders S1, S2, S3. As a result, transactions of ifdan orders by new orders B1, B2, B3 (based on new order information 18111, 18112, 18113) and settlement orders S1, S2, S3 (based on settlement order information 18116, 18117, 18118) are completed, respectively. To do. After that, the order information generation unit 16 performs the same new new orders B1, B2, B3 as the original new orders B1, B2, B3, and the same new settlement orders S1, S2 as the original settlement orders S1, S2, S3. , S3 is newly generated, and based on the newly generated new orders B1, B2, B3 and settlement orders S1, S2, S3, the original new orders B1, B2, B3 and settlement orders S1, S2, S3 Similar orders and contracts will be repeated.

In the second embodiment, a plurality of new orders based on the plurality of new order information 18111, 18112, 18113, 18114, 18115, and a plurality of settlement orders based on the plurality of settlement order information 18116, 18117, 18118, 18119, 18120. By placing orders at different prices, the order can be distributed to multiple prices, which causes unexpected fluctuations in the market price after the order is placed in a specific price. The risk of occurrence can be reduced.

In the second embodiment, a plurality of first orders (for example, new orders for ifdan orders) and a plurality of second orders (for example, settlement orders for ifdan orders) are ordered only once and executed (hereinafter, "" It can also be applied to (referred to as "trap trade orders"). In this case, it is desirable that the input screen 40 is set to a configuration in which "trap trade order" and "trap repeat toy fudan order" can be selected. It should be noted that this "trap trade order" may be configured to trade ifdan orders with one second order execution for multiple first order executions, or for one first order execution. It is also possible to execute the execution of the ifdan order with a plurality of executions of the second order.

[Embodiment 3 of the invention]
34 and 35 show Embodiment 3 of the present invention.

In the financial instrument transaction management system of the third embodiment, a state is shown in which the "temporary through order" and the "settlement trail order" are combined with the order by the "Raku-Tora" and the "shift function" is further performed. In this "Raku-Tora" order, the upper limit price and the lower limit price are set based on the customer's input, etc., and between the upper limit price and the lower limit price, a plurality of first orders and / or a plurality of first orders are set. (Ii) An order form for setting an order.

Hereinafter, the configuration and specific processing contents in the third embodiment will be shown. Here, the "first order" is placed as a new order for the ifdan order, the "second order" is placed as the settlement order for the ifdan order, and the transaction is performed as the "trap repeat toy fudan order" similar to the second embodiment. The explanation will be based on the configuration in which the "shift function" is performed.

The system configuration of the third embodiment is the same as that of the first and second embodiments. Then, after the process of step S1 shown in FIG. 3, the input screen is displayed on the display unit 22 of the client terminal 2. FIG. 34 is a conceptual diagram showing an example of the input screen 40 displayed on the display unit 22 at this time. This input screen 40 replaces the order amount input field 402, the start price input field 403, and the trap price range input field 406 in the input screen 40 of the first embodiment of the invention shown in FIG. 13, and the upper limit price input field 421. A lower limit price input field 422 is provided. Number of traps input field 423, order amount input field 424, profit amount input field 425, once through selection field 426, settlement trail selection field 427, trail width input field 428, shift function selection field 429, stop loss selection field 430, stop loss The price input field 431, the erase button 412, and the confirmation button 413 are the trap number input field 405, the order amount input field 402, the profit amount input field 407, the once through selection field 408, the settlement trail selection field 409a, and the trail according to the second embodiment. It has the same configuration as the width input field 409b, the shift function selection field 410, the stop loss selection field 411a, the stop loss price input field 411b, the erase button 412, and the confirmation button 413. In the third embodiment, (1 dollar =) 100.00 yen is input to the upper limit price input field 421 and (1 dollar =) 99.20 yen is input to the lower limit price input field 422. The value input in the upper limit price input field 421 forms the "upper limit price information", and the value input in the lower limit price input field 422 forms the "lower limit price information".

When the confirmation button 413 is clicked in the state shown in FIG. 34, the order information generation unit 16 generates the same order information group 1810B as the order information group 1810B (see FIG. 24) of the second embodiment. That is, the order information generation unit 16 is the price entered in the upper limit price input field 421 based on the input information on the input screen 40 shown in FIG. 34, from (1 dollar =) 100.00 yen to the lower limit price input field. The price entered in 422, which is the value obtained by subtracting (1 dollar =) 99.20 yen, (100.00-99.20 =) 0.80 yen, is 1 from the number of traps (5). 0.20 yen, which is the value divided by the subtracted value (4 pieces), is set as the price range between each new order and between settlement orders. Further, the order information generation unit 16 divides the value (100,000 yen) entered in the profit amount input field 407 by the value (100,000) entered in the order amount input field 402 (1.0 yen). Set as the price difference between each new order and each corresponding settlement order.

In the third embodiment, the same processing as that shown in FIGS. 25 to 33 is performed, and the same transaction as in the second embodiment is performed by the plurality of new orders and the plurality of settlement orders.

Here, the shift function will be described.

For example, in the third embodiment, the same state as in FIG. 33 of the second embodiment, that is, the new orders B1, B2, B3, B4, B5 and the settlement orders S1, S2, S3, S4, S5 are executed, respectively. Think about the state. At this time, when the order information group 1810B is generated with the shift function selection field 429 checked on the input screen 40 as shown in FIG. 34, the order information generation unit 16 causes the settlement order S1 and Transactions of new orders B1, B2, B3, B4, B5 and settlement orders S1, S2, S3, S4, S5 of order information group 1810B based on the contracted price of S2 and S3, which is 102.40 yen per dollar. Shift prices respectively.

Specifically, for example, new order information 18111, which is shown in FIG. 35, for ordering new orders B1, B2, B3, B4, B5 and settlement orders S1, S2, S3, S4, S5 (before being shifted), The market price 64 when ~ 18115 and settlement order information 18116-18120 (see FIG. 24) are generated is 1 dollar = 99.50 yen shown at point P1 in FIG. 35, and settlement orders S1, S2, S3. Consider the case where the market price 64 at the time of execution is 102.40 yen per dollar shown in point P2. At this time, the order information generation unit 16 shifts the order price information 181G of the new order information 18111, to 18115 and the settlement order information 18116 to 18120 in a state where the hierarchical relationship between the market price and each order and the price difference are equal. Let me. For example, the new order B5 shown in FIG. 35 is (1 dollar =) 99.50 yen- (1 dollar =) 99.20 yen = (1 dollar) 0.30 yen with respect to the market price 64 of the point P1. Since it is located below, after the shift, it is (1 dollar =) 0.30 yen below the market price (1 dollar =) 102.40 yen shown at point P2, (1 dollar =) 102.10. Shift to a circle. Then, the order price information 181G of the newly generated new order information 18115 is also set to (1 dollar =) 102.10 yen. The same processing is performed for the other new orders B1, B2, B3, B4 and the settlement orders S1, S2, S3, S4, S5.

In this way, the new new orders B1, B2, B3, B4, B5 and the new settlement orders S1, S2, S3, S4, S5 generated by using the shift function are the original new orders B1, B2. B3, B4, B5 and the original settlement orders S1, S2, S3, S4, S5 are the price range between the new orders B1, B2, B3, B4, B5 and the original settlement orders S1, S2, S3, S4, S5. The price range of is shifted to the upper (or lower) price range while maintaining the price difference between the specific new order (for example, B1) and the corresponding specific settlement order (for example, S1). In FIG. 35, the original price range Q1 between the upper limit price and the lower limit price of the new order is the market price when the new order information 18111, to 18115 and the settlement order information 18116 to 18120 (see FIG. 24) are generated. It shows a state of shifting to the new price range Q2 while maintaining the relationship with 64.

In this way, the new new order information 18111, 18112, 18113, 18114, 18115 and the new settlement order information 18116, 18117, 18118, 18119, 18120 in which the new order price information 181G is set by the shift function are provided. A new order information group 1810B including is generated. Then, the respective order information 18111-18121 constituting the original order information group 1810B is canceled.

As a result, in the newly generated order information group 1810B, the order price information 181G of the new order information 18111, 18112, 18113, 18114, 18115 is (1 dollar =) 102.90 yen, 102.70 yen, 102. It becomes 50 yen, 102.30 yen, 102.10 yen, and the order price information 181G of the settlement order information 18116, 18117, 18118, 18119, 18120 is (1 dollar =) 103.90 yen, 102.70 yen, 102. It will be 50 yen, 102.30 yen, 102.10 yen.

The processing by the shift function may be performed by any method other than the above-mentioned processing procedure. For example, in the state shown in FIG. 35, new new order information (or new settlement order information, or new settlement order information, centering on the reference price of 1 dollar = 102.40 yen when the settlement orders S1, S2, S3 are executed. The order price information 181G of both of these information) may be set. Specifically, when setting new new order information centered on 1 dollar = 102.40 yen, new order information 18111, 18112, 18113, 18114, which sets new orders B1, B2, B3, B4, B5, The respective order price information of 18115 is (1 dollar =) 102.80 yen, 102.60 yen, 102.40 yen, 102.20 yen, and 102.00 yen.

By conducting a transaction using this "shift function", it is possible to continuously perform a transaction with a new new order and a new settlement order based on the market price 62 when the settlement order is executed. As a result, it is possible to provide the possibility of obtaining a large amount of profit by repeatedly placing an order reflecting the market price 64.

The above-mentioned "shift function" can also be applied in the configuration of the first embodiment of the present invention and the second embodiment of the invention.

As described above, in the third embodiment, a plurality of new order information 18111, 18112, 18113, 18114 in which the respective order price information 181G is set to a different price between the input upper limit price information and the lower limit price information. , 18115 and a plurality of settlement order information 18116, 18117, 18118, 18119, 18120 in which each order price information 181G is set to a different price, thereby generating the upper limit price information and the lower limit price input by the customer. The information allows the customer to specify a price range in which he / she wants to trade, and can trade with a plurality of first and second orders in this price range. As a result, it is possible to easily perform the process of placing a plurality of new orders and settlement orders at a plurality of prices, and to reliably place the order.

In the third embodiment, the upper limit price is input in the upper limit price input field 421 and the lower limit price is input in the lower limit price input field 422 on the input screen 40, but the present invention is not limited to this. For example, in a tablet or the like in which the display unit 22 is formed by a touch-sensitive touch panel, the upper limit price or the lower limit price can be set by the customer touching the screen with a finger, a touch pen, or the like.

As described above, in each of the above embodiments, in the transaction of financial products performed using a computer system, there is an opportunity to suppress the occurrence of disadvantages due to fluctuations in market prices 61, 62, 63, 64 and to obtain many profits. Can be provided.

[Embodiment 4 of the Invention]
In the financial instrument transaction management system of the fourth embodiment of the present invention, the "temporary through order", the "settlement trail order", and the "shift function" are combined with the so-called "double repeat toy fudan order" and the like.

Here, the "double repeat toy fudan order" is specifically, each time the first order (for example, buy order) and the second order (for example, sell order) are executed, in the reverse order of the immediately preceding order. It is a transaction form in which a transaction is performed so that the holding of the position and the settlement of the position are repeated by the first order and the second order. As a result, the effect of the present invention can be exerted in the ifdan order configured so that the profit of each transaction is further increased.

[Embodiment 5 of the invention]
In the financial instrument transaction management system according to the fifth embodiment of the present invention, an order by "once through order", "settlement trail order", or "shift function" is combined with a so-called OCO order. Specifically, orders based on the first order information (for example, the first new order), orders based on the second order information (for example, the first settlement order for placing an ifdan order based on the first new order), etc. In addition, an order based on the third order information (for example, a second new order) that holds a position when the market price of a financial instrument reaches a predetermined third price, and a fourth, which has a predetermined market price. Generate order information to place an order based on the fourth order information (for example, a second settlement order that places an ifdan order based on the second new order) to settle the position when the price is reached, and the first When one of the order based on the order information and the order based on the third order information (for example, the first new order based on the first order information) is executed, the settlement order for the other and the other (for example, the third order information) The second new order based on and the second settlement order based on the fourth order information) are set to be canceled and the transaction is performed.

In the fifth embodiment, while conducting transactions regardless of whether the market price fluctuates in the upward direction or the downward direction, the occurrence or expansion of a substantial disadvantage due to the continuation of the order in the direction opposite to the fluctuation direction of the market price. It can be deterred, and it is possible to deter the occurrence of disadvantages while reliably conducting transactions.

[Embodiment 6 of the Invention]
In the financial instrument transaction management system 1A of the sixth embodiment of the present invention, the "trap trade order" and the "repeat toifdan", which are the objects to be combined with the "temporary through order" and the "settlement trail order" in the above embodiments 1 to 5. In any of the configurations of "order", "trap repeat toy fudan order", "easy tiger" order, "double repeat toy fudan order", and "OCO order", a part of the orders generated by the order information generation unit 16 or By generating all of them by market orders, the same configurations as those of the first to fifth embodiments are formed, and the same transaction processing is performed. Specifically, for example, in [Embodiment 1 of the invention], the market price 63 has fallen by more than 1 dollar = 100.50 yen, and further, 1 dollar = 100, which is the trigger price of the order of the new order information 18111. When the price drops above .30 yen and then rises to 100.50 yen per dollar (in the state shown in FIG. 17), the order information generation unit 16 places the same market order as the new order information 18101. Then, the contract information generation unit 14 makes a contract, or after the contract of a new order, the market price 63 rises and the price satisfying the settlement conditions (as shown in FIG. 20, the market price changes from rising to falling 1). When the dollar = less than 102.20 yen), the order information generation unit 16 may place an order for the same market order as the settlement order information 18102, and the execution information generation unit 14 may execute the contract.

In the sixth embodiment, the present invention can be applied to various order forms by ordering the order information as any of limit order, stop order, and market order.

[Embodiment 7 of the invention]
In the financial instrument transaction management system 1A of the seventh embodiment of the present invention, the "trap trade order" and the "repeat toifdan", which are the objects to be combined with the "temporary through order" and the "settlement trail order" in the above embodiments 1 to 6. Order, "Trap Repeat Toy Fudan Order", "Raku Tora" Order, "Double Repeat Toy Fudan Order", "OCO Order", or "Shift Function" to place an order, or market order In the configuration realized by, the price range between a plurality of first orders and the price difference between a plurality of first orders and the second order, which are partially or completely different, are set based on predetermined conditions. It can also be set, and the order price of the original first order and second order and the newly generated order price of the first order and second order when the first order and the second order are repeated. Of these, some or all of them may be set at different order prices. In addition, in a configuration in which the same first order and the same second order are repeatedly ordered and executed, when the order information is generated, the "sell order" and "buy order" of the first order and the second order are executed. The order of is reversed from the previous order (for example, in the order information generated for the first time, the "first order" is a buy order and the "second order" is a sell order, and the order is generated for the second time. In the order information, the "first order" may be a sell order and the "second order" may be a buy order).

In each of the above embodiments, the financial product transaction management system 1A is realized in the client / server system of the network computer system, but various computers such as personal computers that do not constitute the client / server system, mobile terminals, tablets, etc. It is also possible to realize the same functions as the financial product transaction management system 1A in various communication terminals and mobile information terminals. At this time, at least a part of the system configuration of the financial product transaction management device 1 and the financial product transaction management system 1A is configured as a computer program, and the program is implemented on various computers, various communication terminals, and mobile information terminals. It is also possible.

Further, in each of the above embodiments, foreign exchange is handled as a financial product, but the present invention is not limited to this, and the present invention can be applied to other financial products such as stocks and bonds. ..

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.

[Example]
FIG. 36 shows an embodiment of the present invention.

In this embodiment, in each of the above embodiments, for example, in the financial instrument transaction management system 1A shown in [Embodiment 1 of the invention], a new order is placed as a buy order of "once through order". This is a comparison between (the present invention) and the case of an existing transaction in which a new order is placed as a trail order (comparative example). Chart 71 of FIG. 36 shows the exchange rate price 63 of the US dollar / Japanese yen foreign exchange rate from January 2008 to January 2011.

Based on the US dollar / Japanese yen foreign exchange rate during this period, the present invention and comparative examples were simulated as follows.
Conditions common to the Inventions and Reference Examples: Ifdan orders with a new order price of 100.00 yen (buy order) and a settlement order of 101.00 yen (sell order) have been placed.
Condition only for the present invention: The "through price range" is 1.00 yen for the new order price of 100.00 yen (buy order) (that is, the market price 63 falls by more than 100.00 yen to 99. A new order will be placed when the price reaches .00 yen.) After placing an order, the new order price 55 is constant at 100.00 yen regardless of fluctuations in the market price 63.
Condition of reference example: The "trail width" is 1.00 yen for the new order price of 100.00 yen (buy order) (that is, the market price 63 falls by more than 100.00 yen 99. A new order will be placed when the price reaches 00 yen.) In addition, the trail width is set to 0.20 yen (that is, every time the market price 63 drops by 0.20 yen to 98.80 yen, 98.60 yen, 98.40 yen, etc. (1) The order price is 98.80 yen, 98.60 yen, 98.40 yen, and so on, which means that the order price drops by 0.20 yen.)

When the simulation was performed with such settings, the results shown below (Table 1) were obtained.

上記の通り、本件発明においては、最大ドローダウン（最大の含み損のこと。）もバックテスト終了時の評価損益も小さく、特に評価損益は０円となっている。これは、発注された第一注文が、相場が下落してもそれに伴って下落することがなく、当初の新規注文価格５５である１００．００円まで相場価格６３が再上昇しないと評価額の下落が少ないことに起因する。これにより、本件発明においては、下落相場においても、評価額の低下による損失が少なく、必要な証拠金の準備高が過大になることを抑止できていることが判る。

As described above, in the present invention, the maximum drawdown (the maximum unrealized loss) and the valuation gain / loss at the end of the back test are small, and the valuation gain / loss is 0 yen in particular. This is because the first order placed does not fall as the market price falls, and the market price 63 does not rise again up to the initial new order price of 55, which is 100.00 yen. This is due to the small decline. As a result, it can be seen that in the present invention, even in a declining market, there is little loss due to a decrease in the valuation amount, and it is possible to prevent the necessary margin reserve from becoming excessive.

On the other hand, in the reference example, both the maximum drawdown and the valuation gain / loss at the end of the back test are large. This is because the new order price 55 is gradually lowered by the trail as the market price 63 falls even in the falling market price of the first order placed, so that the order is easy to hold a position and draw down (unrealized loss). It is caused by making it easier to hold. As a result, in the reference example, it can be seen that in the down market, the loss becomes large and the required margin reserve becomes excessive.

As shown above, it has been confirmed that the present invention can suppress the occurrence of disadvantages due to fluctuations in market prices in the trading of financial products using a computer system, especially in a declining market price.

1A ... Financial instruments transaction management system 1 ... Financial instruments transaction management device 14 ... Contract information generation unit (contract information generation means)
16 ... Order information generation unit (order information generation means)
61, 62, 63, 64 ... Market price 181 ... Order table (recording means)
181L ... Trail width information 181K ... Through price range information 18101, 18111, 18112, 18113, 18114, 18115 ... New order information (order information)
18102, 18116, 18117, 18118, 18119, 18120 ... New order information (order information)
18103, 18121 ... Stop loss order information (order information)

Claims (7)

A financial product transaction management device for trading financial products.
An order information generating means for generating the order information for placing the first order of the financial product and the order information for placing the second order, and recording the generated order information in the recording means. ,
The first order and the execution information generation means for executing the second order based on the order information generated by the order information generation means are provided.
The order information generation means uses a plurality of the order information for setting the second order as a reference price for executing the second order with respect to the second order price set as different prices. Set so that each said second order is placed when the market price rises or falls above each said second order price.
The execution information generation means is set so that the second order is executed after the second order price is matched again after the order is placed.
Of the order information for setting the first order and the order information for setting the second order, only the order information for setting the second order is controlled, and among the first order and the second order. , A trail control means for varying the second order price of the second order for each predetermined trail width is provided.
The order information generation means generates a plurality of the order information which is a plurality of the first orders having different first order prices.
The execution information generating means executes at least a part of the plurality of first orders set based on the plurality of order information.
The order information generating means generates a plurality of the order information for setting the plurality of the second orders whose second order price fluctuates based on the trail width by the trail control means.
The execution information generating means performs the execution of at least a part of the plurality of second orders whose respective second order prices fluctuate based on the trail width, which is set based on the order information.
The order information generation means generates a plurality of new order information for setting a plurality of the first orders corresponding to the first order for which the execution has been performed.
The contract information generation means executes a plurality of contracts of the first order based on the generated plurality of the order information.
The order information generating means corresponds to the second order in which the execution is made for each new second order price set as a different price before the trail width fluctuates. Generate a plurality of new order information for setting a second order,
The contract information generating means is set based on the plurality of the order information, and the price of each of the second orders fluctuates based on the trail width so as to perform the contract of the plurality of generated second orders. A financial instrument transaction management device characterized by being set. The financial instrument transaction according to claim 1, wherein the first order and / or the second order is set to be placed as any of a limit order, a stop order, and a market order. Management device. The order information generating means includes the first order based on the order information for setting the first order, and the second order based on the order information for setting the second order corresponding to the settlement order of the first order. Is executed, and then the holding of the position by the new first order set based on the generation of the new order information and the said by the second order set based on the generation of the new order information. The financial instrument transaction management device according to claim 1 or 2, wherein the settlement of positions is repeated. A claim comprising a contract information generating means for executing the first order and the second order, which are set based on the generated order information when the market price reaches a predetermined price. The financial instrument transaction management device according to any one of items 1 to 3. A financial product transaction management system for trading financial products.
An order information generating means for generating the order information for placing the first order of the financial product and the order information for placing the second order, and recording the generated order information in the recording means. ,
The first order and the execution information generation means for executing the second order based on the order information generated by the order information generation means are provided.
The order information generating means uses a plurality of the order information for setting the second order as a reference price for executing the second order with respect to the second order price set as different prices. Set so that each said second order is placed when the market price rises or falls above each said second order price.
The execution information generation means is set so that the second order is executed after the second order price is matched again after the order is placed.
Of the order information for setting the first order and the order information for setting the second order, only the order information for setting the second order is controlled, and among the first order and the second order. , A trail control means for varying the second order price of the second order for each predetermined trail width is provided.
The order information generation means generates a plurality of the order information which is a plurality of the first orders having different first order prices.
The execution information generating means executes at least a part of the plurality of first orders set based on the plurality of order information.
The order information generating means generates a plurality of the order information for setting a plurality of the second orders whose second order price fluctuates based on the trail width by the trail control means.
The execution information generating means performs the execution of at least a part of the plurality of the second orders whose respective second order prices fluctuate based on the trail width, which is set based on the order information.
The order information generation means generates a plurality of new order information for setting a plurality of the first orders corresponding to the first order for which the execution has been performed.
The contract information generation means executes a plurality of contracts of the first order based on the generated plurality of the order information.
The order information generating means corresponds to the second order in which the execution is made for each new second order price set as a different price before the trail width fluctuates. Generate a plurality of new order information for setting a second order,
The contract information generating means is set based on the plurality of the order information, and the price of each of the second orders fluctuates based on the trail width so as to perform the contract of the plurality of generated second orders. A financial instruments transaction management system characterized by being set. A financial product transaction management method in a financial product transaction management system for conducting financial product transactions.
An order information generation procedure for generating order information for placing a first order for a financial product and order information for placing a second order, and recording the generated order information in a recording means. ,
The first order and the execution information generation procedure for executing the second order based on the order information generated in the order information generation procedure are provided.
In the order information generation procedure, a plurality of the order information for setting the second order is used as a reference price for executing the second order with respect to the second order price set as different prices. , Set so that each said second order is placed when the market price rises or falls above each said second order price.
In the execution information generation procedure, it is set so that the second order is executed after the second order price is matched again after the order is placed.
Of the order information for setting the first order and the order information for setting the second order, only the order information for setting the second order is controlled, and among the first order and the second order. , A trail control procedure for performing a process for changing the second order price of the second order for each predetermined trail width is provided.
In the order information generation procedure, a plurality of the order information, which is a plurality of the first orders having different first order prices, are generated.
In the execution information generation procedure, a plurality of executions of the first order set based on the plurality of order information are performed.
In the order information generation procedure, a plurality of the order information for which the second order is set for each new second order price set as different prices before the trail width is changed. Generate and generate
In the execution information generation procedure, it is set to perform the execution of the plurality of the second orders whose second order price fluctuates based on the trail width, which is set based on the plurality of the order information. A financial instrument transaction management method in a financial instrument transaction management system characterized by. A program characterized in that a computer functions as the financial instruments transaction management device according to any one of claims 1 to 4 or the financial instruments transaction management system according to claim 5.

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