JP2021018796A - Financial product transaction management device, financial product transaction management system, and program - Google Patents

Abstract

To provide a financial product transaction management device and the like that simply and appropriately set prices of associated buy and sell orders, reduce transaction risk, and ensure profit acquisition.SOLUTION: An order price setting unit of a financial product transaction management device sets a plurality of first order prices, each of which is separate, and one second order price based on information on an order of a financial product received by an order information reception unit. An order information generation unit generates multiple pieces of first order information for trading first orders 1411, ..., 1415 which turn to the respective first order prices and one piece of second order information for trading a second order 142 that turns to the second order price, and, when at least one of the first orders and the second order are contracted, repetitively generates new first order information for placing a new first order of an order price of the contracted first order and new second order information for placing a new second order of an order price of the contracted second order.SELECTED DRAWING: Figure 7

Description

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

In recent years, as a technology for enhancing the convenience of trading by making transactions occur at various places and at various times, a network is provided to those who trade financial products such as foreign exchange (hereinafter referred to as "traders"). The technology of making a transaction using a computer system connected to is widespread. As such a technology, an invention having a configuration in which a process of placing an order for a financial product at a plurality of different prices and a process of executing the ordered order when the order price and the market price of the ordered order match are performed. Is known (see, for example, Patent Document 1).

Japanese Unexamined Patent Publication No. 2008-9562

Here, in the trading of financial products, if you buy a financial product, you sell it, and if you sell it, you make a profit. Then, in order to trade financial products using a computer system, it is desired that the system can set the order prices of buy orders and sell orders so that appropriate transactions can be performed. This is because if the order price is set improperly, it may be difficult to close the transaction due to the fluctuation of the market price, or it may not be possible to secure the profit when the transaction is closed.

However, in the invention described in Patent Document 1, the correspondence to the buy order as the first order (hereinafter, simply referred to as "first order") which is the order to be executed first among the associated buy / sell orders. Corresponds to the sell order price of the sell order as the second order (hereinafter simply referred to as "second order"), which is the order to be executed later among the attached buy / sell orders, and the sell order as the first order. It is difficult to set the buy order price of the buy order as the second order appropriately because it is necessary for the trader using the system according to the present invention to set an arbitrary order price while checking the fluctuation status of the market price. .. For example, when setting the order price of the second order before the start of the transaction, it is difficult to set the order price of the second order that is likely to be executed in the near future and can secure profits. Also, for example, when setting the order price after the start of trading, if the trader does not continuously monitor the fluctuation of the market price, there is a high possibility that the order will be executed in the near future, and the second order can secure profits. It is difficult to set the order price of.

Therefore, in the invention described in Patent Document 1, there is a risk that the trader will have to take an excessive amount of effort to set an appropriate order price, or that the opportunity to secure profits will be lost because the appropriate order price cannot be set. There is.

The present invention has been made in view of the above problems, and it is possible to easily and appropriately set the price of a buy order or a sell order as a second order associated with the first order, and reduce the transaction risk of a trader. The challenge is to provide a financial product transaction management device and a financial product transaction management system that can ensure that profits are earned.

In order to achieve such a problem, the invention according to claim 1 is a financial product transaction management device for placing an order for a financial product whose market price fluctuates, and order information for receiving information regarding the order for the financial product. With a receiving means, an order information generating means for generating order information as information for trading the financial product, a plurality of first order prices as order prices of a plurality of first orders which are buy orders, and a sell order. It is provided with an order price setting means for setting a second order price as an order price of a corresponding order as a second order, and the order price setting means is used for information on the order received by the order information receiving means. Based on this, a plurality of the first order prices and one second order price are set separately from each other, and the order information generating means becomes the first order price set by the order price setting means, respectively. A plurality of first order information for conducting a transaction of the first order, and each of the first order information for conducting a transaction of the second order having the second order price set by the order price setting means. To generate one second order information to settle each said first order, and at least one said first order based on at least one said first order information and said second. When the second order based on the order information is executed, the new first order information for ordering the new first order of the ordered price of the executed first order and the executed second order are executed. It is characterized in that the generation of the new second order information for ordering the new second order of the order price is repeated.

The invention according to claim 2 is a financial product transaction management device for placing an order for a financial product whose market price fluctuates, and is an order information receiving means for receiving information related to the order of the financial product, and the financial product. An order information generating means that generates order information as information for conducting a transaction, a plurality of first order prices as order prices of a plurality of first orders that are sell orders, and a second order that is a buy order. A plurality of order price setting means for setting a second order price as an order price of a corresponding order are provided, and the order price setting means is different from each other based on the information regarding the order received by the order information receiving means. To set the first order price and the second order price of one, and to carry out the transaction of the first order which becomes the first order price set by the order price setting means, respectively. Corresponding to each of the plurality of first order information and the respective first order information for conducting the transaction of the second order which is the second order price set by the order price setting means, respectively. Generate one second order information to settle the first order, at least one said first order based on at least one said first order information, and said second order based on said second order information. When is executed, the new first order information for ordering the new first order of the ordered price of the executed first order and the new order price of the executed second order are described. It is characterized by repeating the generation with the new second order information for ordering the second order.

In the invention according to claim 3, in addition to the configuration according to claim 1 or 2, the order information generating means corresponds to one or a plurality of the first order information instead of the first second order information. It is characterized in that a plurality of the attached second order information is generated.

The invention according to claim 4 has, in addition to the configuration according to any one of claims 1 to 3, a market information acquisition means for acquiring the market price of the financial instrument and an order for which the market price is the order information. It is characterized in that it is provided with a contract information generating means for executing an order for the financial product based on the order information when the price is reached.

The invention according to claim 5 is a financial product transaction management system for placing an order for a financial product whose market price fluctuates, and is an order information receiving means for receiving information regarding the order of the financial product, and the financial product. An order information generating means that generates order information as information for conducting a transaction, a plurality of first order prices as order prices of a plurality of first orders that are buy orders, and a second order that is a sell order. A plurality of order price setting means for setting a second order price as an order price of a corresponding order are provided, and the order price setting means is different from each other based on the information regarding the order received by the order information receiving means. To set the first order price and the second order price of one, and to carry out the transaction of the first order which becomes the first order price set by the order price setting means, respectively. Corresponding to each of the plurality of first order information and the respective first order information for conducting the transaction of the second order which is the second order price set by the order price setting means, respectively. Generate one second order information to settle the first order, at least one said first order based on at least one said first order information, and said second order based on said second order information. When is executed, the new first order information for ordering the new first order of the ordered price of the executed first order and the new order price of the executed second order are described. It is characterized by repeating the generation with the new second order information for ordering the second order.

The invention according to claim 6 is a financial product transaction management system for placing an order for a financial product whose market price fluctuates, and is an order information receiving means for receiving information regarding the order of the financial product, and the financial product. An order information generating means that generates order information as information for conducting a transaction, a plurality of first order prices as order prices of a plurality of first orders that are sell orders, and a second order that is a buy order. A plurality of order price setting means for setting a second order price as an order price of a corresponding order are provided, and the order price setting means is different from each other based on the information regarding the order received by the order information receiving means. To set the first order price and the second order price of one, and to carry out the transaction of the first order which becomes the first order price set by the order price setting means, respectively. Corresponding to each of the plurality of first order information and the respective first order information for conducting the transaction of the second order which is the second order price set by the order price setting means, respectively. Generate one second order information to settle the first order, at least one said first order based on at least one said first order information, and said second order based on said second order information. When is executed, the new first order information for ordering the new first order of the ordered price of the executed first order and the new order price of the executed second order are described. It is characterized by repeating the generation with the new second order information for ordering the second order.

The invention according to claim 7 is a program, characterized in that a computer functions as a financial instrument transaction management device according to any one of claims 1 to 4.

According to the inventions of claim 1, claim 2, claim 5, and claim 6, the order pricing means has a plurality of separate items based on the information about the order received by the order information receiving means. One order price and one second order price are set, and the order information generating means is a plurality of first orders for conducting a transaction of the first order which is the first order price set by the order price setting means. One to settle each first order by associating it with the information and each first order information for trading the second order which is the second order price set by the order price setting means. By generating the second order information, multiple first order prices and one second order price are set appropriately, and transactions between the first order and the second order are appropriate in response to fluctuations in the market price. Can be done. Further, when at least one first order based on at least one first order information and the second order based on the second order information are executed, the order information generating means is new to the order price of the executed first order. Profit by repeating the generation of new first order information for ordering the first order and new second order information for ordering a new second order with the ordered price of the executed second order. It is possible to prevent the loss of securing opportunities and ensure profit acquisition. This makes it easy to easily and appropriately set the price of a buy order or sell order as a second order associated with a first order of a financial product, reducing the transaction risk of a trader and making a profit. It is possible to provide a financial product transaction management device and a financial product transaction management system that prevent loss of securing opportunities and ensure profit acquisition.

According to the third aspect of the invention, a buy order as a second order associated with the first order is generated by generating a plurality of second order information associated with one or more first order information. It is possible to set the price of a sell order easily and appropriately, reduce the transaction risk of a trader, prevent lost opportunities for securing profits, and ensure profit acquisition.

According to the invention of claim 4, when the market price becomes the order price of the order information, the first order price and the second note price are set by executing the order of the financial product based on the order information. It is possible to execute the execution of the executed financial product based on the order information. As a result, it is possible to surely realize the execution of the order in order to reduce the transaction risk of the trader and ensure the profit acquisition in the transaction using the system.

According to the invention of claim 7, the financial instruments and exchange management device of the present invention can be programmed and realized on various computer hardware.

It is a system block diagram and the functional block diagram of the financial instruments transaction management apparatus in the financial instruments transaction management system of Embodiment 1 of this invention. It is a block diagram which shows the hardware composition of the financial instruments transaction management apparatus as above. It is the schematic diagram of the field definition of the order table of the financial instruments transaction management apparatus. It is the flowchart which shows the processing procedure of the financial instrument transaction management apparatus as above. It is the figure which showed typically the order input screen of the order including "trap trade" in the financial instruments transaction management apparatus. It is a figure which shows typically the 1st order information, the 2nd order information, and stop order information of an order including "trap trade" generated by the financial instruments transaction management apparatus. It is a time chart schematically showing a transaction including a "trap trade" (when a corresponding order price is set before the start of the transaction) performed in the financial instrument transaction management device. It is a time chart schematically showing a transaction including a "trap trade" (when a corresponding order price is set after the start of the transaction) performed in the financial instrument transaction management device. It is a time chart which shows typically the transaction of "the first modification" in the financial instruments transaction management apparatus. It is a time chart which shows typically the transaction of "the second modification" in the financial instruments transaction management apparatus. It is a time chart which shows typically the transaction of the "third modification" in the financial instruments transaction management apparatus. The figure schematically shows the first order information, the second order information, and the stop order information of the order including the "trap repeat toy fudan" generated in the "fourth modification" in the financial instrument transaction management device. is there. The figure schematically shows the first order information, the second order information, and the stop order information of the order including the "trap repeat toy fudan" generated in the "fourth modification" in the financial instrument transaction management device. is there. It is a time chart which shows typically the transaction of the "fourth modification" in the financial instruments transaction management apparatus. It is a figure which shows typically the order input screen of the order which includes "Raku tiger" of "fifth modification" in the financial instruments transaction management apparatus. It is a time chart which shows typically the transaction of "fifth modification" in the financial instruments transaction management apparatus.

[System configuration]
1 to 16 show embodiments of the present invention.

FIG. 1 is a system configuration diagram and a functional block diagram of the financial instrument transaction management system of this 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 the financial product transaction management device 1 and 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 this embodiment handles foreign exchange as a financial product.

The financial product transaction management device 1 is a server computer managed and operated by a financial product dealer, and has a Web server function and a database function for storing a large amount of data. Client terminals 2 ₁ , ..., _2n are communication terminals possessed and used by individuals or corporations that buy and sell financial products and have a data communication function, and correspond to personal computers, mobile phone terminals, etc. To do. The client terminal 2 ₁ , ..., 2 _n consists of an operation unit 21 ₁ , ..., 21 _n , an LCD (Liquid Crystal Display), etc. used for inputting various instructions such as a mouse and a keyboard. _It has a display unit 22 ₁ , ..., 22 _n that displays various instructions and various images input from ₁ , ..., 21 _n . The operation unit 21 ₁ , ..., 21 _{n of the} client terminal 2 ₁ , ..., 2 _n and the display unit 22 ₁ , ..., 22 _n are coordinate information of the contact position of a pointing device such as a finger or a touch pen. It may be configured as a touch panel type display that performs various inputs based on the above. 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.

[Configuration of financial instrument transaction management device]
FIG. 2 is a block diagram showing a hardware configuration of the financial instrument transaction management device 1 of this embodiment. As shown in the figure, the financial instruments transaction management device 1 includes at least one CPU (Central Processing Unit) 101, a RAM (Random Access Memory) 102 that functions as a work area of the CPU 101, a boot program for booting, and the like. ROM (Read Only Memory) 103 in which various programs and data are recorded, auxiliary storage device 104 such as a hard disk in which various programs and data are recorded, communication interface 105 used for transmitting and receiving data, mouse, keyboard, etc. An operation unit 106 for performing the operation of 1 and a display unit 107 for displaying characters and images including an LCD and the like are provided. OS (Operating System) programs, various application programs, data recorded in a database, etc. are recorded in the auxiliary storage device 104, and these programs and data cooperate with hardware resources by arithmetic processing of the CPU 101. To realize various functions.

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, an order input reception unit 12, and deposit / withdrawal information as functional means. Generation unit 13, execution information generation unit 14 as "contract information generation means", account information generation unit 15, order information generation unit 16 as "order information generation means" and "order price setting means", database (DB) connection It has a base 17 and a price information reception management unit 19 as a "market information acquisition 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. In addition, the amount of margin required for trading financial products is calculated.

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.

Further, the order information generation unit 16 sets the corresponding order price as the order price of the corresponding order as the second order, which corresponds to the setting reference price set based on the first order price as the order price of the first order. Set. The setting of the "setting standard price" and "corresponding order price" and the "setting standard price" and "corresponding order price" will be described later.

When generating ifdan orders and stop orders, the order information generation unit 16 generates order information of the first order so that the first order becomes a new limit order or stop order, and the second order is settled. The order information of the second order is generated so as to be the limit order of, and the order information of the stop order is generated so that the stop order becomes the stop order of settlement. The first order, the second order, and the stop order are distinguished and recorded based on the field definition of the order table 181 described later.

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 on the completed contract process to the client terminal 2 of the trader. 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 trader's order. The contract processing of the contract information generation unit 14 is performed on the order information related to the order satisfying the predetermined contract conditions. As will be described later, when a contract is established in this embodiment, foreign exchange is bought and sold, and as a result, the account information generation unit 15 receives margin information according to the trading amount based on the instruction of the contract information generation unit 14. (Described later) is converted, and further, the deposit / withdrawal information generation unit 13 describes the status of deposits and withdrawals 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 trader 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 is regularly provided with the information on the actual deposit balance of the trader provided by a financial institution such as a bank in order to be consistent with the actual deposit balance. Is matched to.

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 this 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. The database 18 contains an order table 181, a customer account information table 182 that defines information such as the financial institution where the trader's account exists, an account name, and a balance, and a currency pair order that defines information on a combination of currencies to be traded. The condition table 183 and the 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. The details of the order table 181 will be described later.

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

The price information reception management unit 19 acquires information on the prices of financial products handled by the financial product transaction management device 1, and performs processing and management necessary for the data processing unit 10 to use the acquired information. .. In this 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 the expiration date of the first order, the second order, and the stop order based on the date and time information acquired from this timer. It has a deadline management means for managing (described later).

FIG. 3 is a schematic diagram of the field definition of the order table 181. As shown in this 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.

The financial instrument transaction management device 1 may be a system for conducting over-the-counter transactions, or a system for conducting exchange transactions on an exchange of financial supplies (hereinafter, simply referred to as "exchange"). It may be there, or it may be a system for doing both of them. Further, the financial product transaction management device 1 may exist as a server system managed by a business operator handling financial product transactions, a server system managed by a server management company entrusted by this business operator, or the like, or financial product transactions. At least a part of the configuration of the management device 1 (for example, the order information generation unit 16 and the contract information generation unit 14) may exist inside the system of the exchange. Further, the financial product transaction management device 1 may be a computer system composed of one or a plurality of computers or servers owned and managed by a business operator handling financial product transactions, a server management company, or the like, or possessed by those business operators. It may exist as a system such as cloud service or grid computing.

Further, at least a part of the configuration of the financial instrument transaction management device 1 (for example, the order information generation unit 16 and the contract information generation unit 14) exists as the configuration of the client terminals 2 ₁ , ..., _2n. May be good.

[About the transaction method in this embodiment]
A typical example of a transaction method that can be realized by the financial instrument transaction management system 1A of this embodiment is outlined below. It should be noted that these transaction methods are merely examples of transaction methods that can be realized in this embodiment, and any transaction method other than these transaction methods may be performed in the financial instrument transaction management system 1A of this embodiment. Good.

[General trading method: Order by one order procedure]
In this embodiment, transactions are performed by placing or executing a plurality of orders, respectively, based on processing for a plurality of order information generated by the order information generation unit 16 based on one order procedure. .. Here, the "one order procedure" is a predetermined process (for example, a click of the execution button 41n in the same figure by a trader) on the order input screen 410 (see FIG. 5), the order input screen 411 (see FIG. 15), or the like. ) Is received by the financial instrument transaction management device 1 and the process of receiving and accepting the signal or data to the effect that the financial instrument transaction management device 1 has been performed (hereinafter, the present specification). Same in the book.)

Hereinafter, a setting example for conducting a transaction in this embodiment will be described.

[Transaction setting example 1: First order setting]
In the financial product transaction management device 1 of this embodiment, an order form (hereinafter,) in which a plurality of financial products of the same type are reserved for a predetermined order quantity in a predetermined price range by the order information generated by the order information generation unit 16. This form of order is simply referred to as "trap trade").

At this time, the order information generation unit 16 sets a predetermined reference price (for example, the same price as the order price of the highest price order or the lowest price order among a plurality of orders, or the order price of all orders. The order price of all orders is set based on a predetermined calculation, with the trap base price (hereinafter simply referred to as the "trap base price"), which is the standard for setting the order price, as the average price of the price. To do.

FIG. 7 is a diagram schematically showing a state including an order set by trap trading in the financial instrument transaction management device 1 of this embodiment. In FIG. 7, there are a plurality of first orders (hereinafter referred to as “first orders”) as orders to be traded first (for example, a new order of an ifdan order) in order to carry out a sales transaction. Here, a buy order is obtained. The five first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 _{5 set as} are displayed. These first order _{141 1,} 141 _2, 141 _3, 141 4, 141 ₅ are set respectively based on the first order information _{41 1,} 41 _2, 41 _3, 41 4, 41 ₅ shown in FIG. 6, The transaction takes place.

The first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , and 141 ₅ shown in FIG. 7 are set in the “trap trade” state.

As the state of "trap trade", the order amount of the first order 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ is set to 10,000 currencies (here, "yen"). In addition, the price range between the first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ is 1.00 yen (1 dollar = 106.00 yen, 105.00 yen, 104.00 yen, 103.00 yen). The difference is set to 102.00 yen and 1.00 yen each.). In addition, the order amount of each of the first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , and 141 ₅ is set to 10,000 currencies (here, 10,000 yen). In this embodiment, the order amounts of the plurality of first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , and 141 ₅ are set as the average order amount per order. It is not limited, and may be set as the actual order amount of the order amount of each first order 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ , for example.

In this embodiment, a plurality of orders for financial products based on the order information generated by the order information generation unit 16 are as shown in the first order 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ in FIG. It does not have to be in the form of a "trap trade". For example, the price range between the first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , and 141 ₅ does not have to be constant at all times, and the price range of a specific order, for example, the highest price order and the one lower price side order, The price range or the price range between the lowest price order and the one higher price side order may be different from the fixed price range between other order price orders, or from the highest price order and the highest price. The price range may be the same only for a predetermined set of orders, such as the second order, the third order from the highest price, the fourth order, and so on. Also, at least a part of the first order 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ , for example, the order amount of only the first order 141 ₁ is different from the others (for example, 10100, which is 100 currencies more than others). It may be set to (currency). Further, the order amounts of all the first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , and 141 ₅ may be set to be different.

[Transaction setting example 2: Setting of setting standard price and corresponding order price (1)]
FIG. 7 also shows a second order (hereinafter referred to as “second order”) as an order (for example, a settlement order for an ifdan order) to be traded later in order to carry out a sales transaction. In FIG. 7, there is one second order 142 set as a sell order. The second order 142 is set and traded based on the second order information 42 shown in FIG.

The second order 142 shown in FIG. 7 is assumed to be set as a limit order, but may be set as a market order (for example, a trigger market order) or a stop order (FIGS. 8 to 8 to be described later). The same applies to the second order shown in FIGS. 11, 14, and 16.).

In this embodiment, the corresponding order price (hereinafter, simply referred to as “corresponding order price”), which is the order price of the second order 142 as the “corresponding order”, is the first order 141 ₁ , 141 ₂ , 141 ₃ , 141 _4, corresponding to 141 first order price as ₅ order price (hereinafter simply referred to as "first order price".) set criteria is set based on the price (hereinafter simply referred to as "set reference price".) It is set as the price to do. Specifically, the order information generation unit 16 as the "order price setting means" sets the corresponding order price of the second order 142 by a predetermined calculation with respect to the setting reference price.

Specifically, as shown in FIG. 7, the order information generation unit 16 has an average value of the first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ ($ 1 = 106.00 yen, 105.00). The average value of yen, 104.00 yen, 103.00 yen, and 102.00 yen (1 dollar = 104.00 yen) is set as the setting reference price 143.

Then, the order information generation unit 16 sets a price obtained by adding a value calculated by a predetermined calculation to the set reference price 143 as the corresponding order price. Specifically, as shown in FIG. 7, the order information generation unit 16 sets the difference 144 as the difference of 2.50 yen set by inputting to the order screen (see FIG. 7) with respect to the set reference price 143. The added 1 dollar = 106.50 yen is set as the corresponding order price 145.

[Transaction setting example 3: Setting of setting standard price and corresponding order price (2)]
The order information generation unit 16 may set the setting reference price 143 and the corresponding order price 145 by any method other than the above [transaction setting example 2].

For example, the order information generation unit 16 may set the set reference price 143 as the corresponding order price 145, or may set a predetermined price (for example, a predetermined specific price or a price input from the order input screen 410). ) May be set as the setting reference price 143 or the corresponding order price 145. Further, the order information generation unit 16 may perform a predetermined time (for example, when the execution button 41n (see FIG. 5) is clicked, or when a confirmation screen (not shown) for confirming the order contents is displayed. , When a predetermined time has passed from these points, etc.) and the price on the high side or low price side by a predetermined difference from the market price is set as the setting standard price 143 or the corresponding order price 145. You may.

In addition, the order information generation unit 16 sets a value calculated by performing a predetermined calculation on the fluctuation range of the market price of the financial product in the predetermined period (for example, the immediately preceding 3 months) immediately before generating the order information, and the like. Or the corresponding order price may be set as 145. Further, the order information generation unit 16, if the first order ₄₁₄ of _1, 141 2, the order amount of ... 141 ₅ differs, first order _{414 1,} 141 2, orders ... 141 ₅ The average value of the prices may be set as the setting reference price 143 or the corresponding order price 145 by adjusting the price by the deviation depending on the order amount.

Further, the order information generation unit 16 may set the corresponding order price 145 based on the profit amount input on the order input screen 410 (see FIG. 5) and the order input screen 411 (see FIG. 15). For example, instead of the profit amount display fields 41j (described later) displayed on the order input screens 410 and 411 shown in FIGS. 5 and 15, the trader makes the first order 414 ₁ , 141 ₂ , ... 141 ₅ and the first order. (Ii) A profit amount input field (not shown) for inputting the amount of profit desired to be obtained by trading with the order 142 may be set. In this case, the order information generation unit 16 sets a _second order price for each of the first order 414 ₁ , 141 ₂ , ... 141 ₅ set by the numerical input of the trader on the order input screens 410 and 411. If the order is executed, the corresponding order price 145 of the second order 142 is set to the amount that becomes the profit amount entered in the profit amount input field (not shown).

For example, as shown in FIG. 7, the order information generation unit 16 places the first order of the first order 414 ₁ , 141 ₂ , ... 141 ₅ in which the order amount is 1 (10,000 currencies) for 1 dollar = It is assumed that 106.00 yen, 1 dollar = 105.00 yen, ... 1 dollar = 102.00 yen is set. At this time, assuming that 125,000 (yen) is input as the profit amount in the profit amount input field (not shown) on the order input screens 410 and 411 (see FIGS. 5 and 15), the order information generation unit 16 will perform the order information generation unit 16. The average value of each order price (1 dollar = 104.00 yen in FIGS. 7 and 14) is set as the set reference price 143, and the first order for 5 (10,000 currencies) is set at this set reference price 143. 2.50 yen, which is the amount of profit in the case of 125,000 yen, is calculated as the difference 144, and the difference 144 (2.50 yen) with respect to the set standard price 143 (1 dollar = 106.00 yen). The corresponding order price 145 of the second order 142 is set at 1 dollar = 106.50 yen, which is the higher price side (that is, the state shown in FIGS. 7 and 14).

Further, the set reference price 143 does not have to be the price of 1, and a plurality of prices may be set as the setting reference 143, and the corresponding order price 145 may be set by using those prices in the calculation.

[Transaction setting example 4: Setting the difference value]
In this embodiment, the value of the difference 144 used in the calculation for calculating the corresponding order price 145 is set by inputting to the order input screen 410 (see FIG. 5) and the order input screen 411 (see FIG. 15). The value may be set by any method other than the price. Further, the value of the difference 144 may be a value automatically calculated by the order information generation unit 16 by a predetermined calculation.

For example, the order information generation unit 16 may perform a predetermined calculation on the fluctuation range of the market price of a financial product in a predetermined period immediately before generating order information (for example, the immediately preceding three months), or a specific first value. as the order price as a value calculated by performing a predetermined calculation to the price difference between the market price of a given time, such as when the order information is generated in order (e.g., first order information 41 _1), the above difference 144 You may set the value of. Further, the order information generation unit 16 may automatically set the value of the difference 144 described above by any calculation other than this specific example, and may use any value for the order input screen 410 as described above. A value of the difference 144 may be set.

Further, in calculating the corresponding order price 145, the order information generation unit 16 sets the setting reference price 143 as a value other than the average value of the order prices of the first order 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 _5. Value may be used. For example, the order information generation unit 16, a first order 141 ₁ of order price and first order 141 ₅ order price of rates for the highest value as the set reference price 143, the value of the difference 144 to the set reference price 143 The corresponding order price 145 may be set by calculation. Further, the order information generation unit 16 may set the trap reference price (see the description of [1-1] of the [processing procedure] described later) as the setting reference price 143.

[Transaction setting example 5: Setting reference price and corresponding order price setting timing (1: When set before the start of transaction)]
In this embodiment, the order information generation unit 16, the first order _{141 1,} 141 _2, 141 _3, 141 4, 141 first order information ₄₁ for transactions _{5 1,} 41 _2, 41 3, ₄₁ 4, 41 ₅ and, and the second order information 42 for transactions of the second order 142 sets the set reference value 143 during generation of the stop order information 43 to trade stop loss orders (not shown), further sets the reference The corresponding order price 145 is set using the price 143.

The timing for setting the set reference price 143 and the corresponding order price 145, first order information _{41 1,} 41 _2, 41 _3, 41 4, 41 ₅ and, and the second order information 42, the stop orders information 43 It may be at the same time as the generation time, or it may be before or after the generation time of the information. For example, the order information generation unit 16 may perform a process of setting the setting reference price 143 and the corresponding order price 145, and generate the second order information 42 at a subsequent timing. Alternatively, the order information generation unit 16 may generate the second order information 42 and set the corresponding order price 145 in the second order information 42 at a subsequent timing.

The corresponding order price 145 may be set by one process (for example, only the calculation process of the order information generation unit 16), or may be set a plurality of times (for example, the calculation process of the order information generation unit 16 and the trader's calculation process). Numerical input, etc.) may be used. Further, the corresponding order price 145 may be the same as the price used for the transaction of the second order 142, or may be different from the price used for the transaction of the second order 142.

In this embodiment, the second order 142 is ordered by filling all the first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ . However, the second order 142 may be ordered by executing only a part, for example, three (singular or plural) first orders 141 ₁ , 141 ₂ , 141 ₃ . This, for example, order information generation unit 16, to order the first order information 41 ₃ corresponding to the specific order information (e.g. 3 First order 141 from the high side of the _third), the second order contract at the same time The order information generation unit 16 and the execution information generation unit 14 detect the ordering attribute information (not shown) to add the ordering attribute information (not shown) to the second order information 42. It is realized by performing a predetermined process and making the second order 142 already ordered.

[Transaction setting example 6: Setting reference price and corresponding order price setting timing (2: When set after the start of transaction)]
In this embodiment, the order information generation unit 16, trading and the first order _{141 1,} 141 _2, 141 _3, 141 4, 141 _5, trading and the second order 142, (not shown) stop loss order After starting the transaction, the set reference price 143 is set and the corresponding order price 145 using the set reference price 143 is set.

Specifically, for example, as shown in FIG. 8, after one or more first orders, in this case three first orders 141 ₁ , 141 ₂ , 141 _3, have been filled, these first orders 141 ₁ , The average value of the first order prices of 141 ₂ , 141 ₃ is set as the set reference price 143, and the corresponding order price 145 is further set using the set reference price 143.

8, 1 dollar 106.00 ¥ ¥ 105.00, first order ₁₄₁ 1 of three yen _104.00, 141 2, 141 first order ₁₄₁ 1 of _3, 141 2, 141 ₃ sequentially After the execution, the order information generation unit 16 sets the average value of the order prices of the executed first orders 141 ₁ , 141 ₂ , 141 ₃ to 1 dollar = 105.00 yen as the setting reference price 143. Then, the order information generation unit 16 adds 2.50 yen as the difference 144 set by the input to the order input screen 410 (see FIG. 5) to the set reference price 143, and 1 dollar = 107. Set 50 yen as the corresponding order price 145. The order information generation unit 16 generates the second order information 42, and sets the second order 142 at the corresponding order price 145. The order amount of the second order 142 is set to 30,000 currencies, which is the sum of the order amounts of the first orders 141 ₁ , 141 ₂ , 141 ₃ .

If the second order 142 corresponding to some of the first orders 141 ₁ , 141 ₂ , 141 ₃ is executed after being placed, it is out of the unordered second orders 142 (order amount 50,000 currencies). It takes the form of a partial execution in which only a part is executed, and after the partial execution is made, the second order 142 (order amount 30,000 currency) corresponding to the executed first order 141 ₁ , 141 ₂ , 141 ₃ And the second order corresponding to the unfilled first order 141 ₄ , 141 ₅ (not shown, order amount 20000 currency), the second order 142 is placed, and the second order (shown) It is desirable that the order is not placed. This is because the order information generation unit 16 and the execution information generation unit 14 correct the order amount information 181D of the second order information 42, or a new second order (not shown) corresponding to the unordered second order. It is realized by generating order information (not shown).

It should be noted that the order information generation unit 16 also sets the corresponding order price 145 of the second order 142 after the transaction of the first order 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ is started. As described in [Transaction setting example 3], the setting reference price 143 and the corresponding order price 145 may be set by any method.

For example, as described in [Transaction setting example 3], a profit amount input field (not shown) is set on the order input screens 410 and 411 (see FIGS. 5 and 15), and a profit amount input field (not shown) is set. The corresponding order price 145 of the second order 142 may be set by using the profit amount input by the trader.

This will be shown concretely. For example, consider a case where 75,000 (yen) is entered as a profit amount in the profit amount input field (not shown) on the order input screen 410 (see FIG. 5). Then, three first orders 141 ₁ , 141 ₂ , 141 ₃ (each order amount is 1 (10,000) currency) of 1 dollar = 106.00 yen, 105.00 yen, and 104.00 yen are executed in sequence. After that, it is assumed that the corresponding order price 145 of the second order 142 is set. In this case, the order information generation unit 16 sets 1 dollar = 105.00 yen, which is the average value of the ordered prices of the executed first orders 141 ₁ , 141 ₂ , 141 ₃ , as the setting reference price 143. Then, the order information generation unit 16 has a difference of 2.50 yen, which is an amount of 75,000 yen when the first order for 3 (10,000 currencies) is set at the set reference price 143. The corresponding order price of the second order 142 is 145 to 1 dollar = 107.50 yen, which is the higher price side of the difference 144 (2.50 yen) with respect to the set standard price 143 (1 dollar = 105.00 yen). (That is, the state shown in FIG. 8 is obtained).

[Transaction setting example 7: Stop loss order setting]
Although not shown in FIG. 7, there may be a stop loss order (for example, a stop loss order of an ifdan order, hereinafter referred to as a "stop loss order") ordered by the settlement of the first order. This stop loss order (not shown) is an order for suppressing a large loss due to a sudden drop or a sharp rise in the market price. This stop loss order (not shown) is set based on the stop loss order information 43 shown in FIG. 6, and the transaction is performed.

This stop loss order (not shown) is assumed to be set as a stop loss order, but may be set as a market order (for example, a trigger market order) or a limit order.

This stop loss order (not shown) may be set (that is, five may be set) corresponding to the respective first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ respectively. It may be set collectively for at least a part of a plurality of five first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ (that is, for example, one is set). It may be.).

This stop loss order (not shown) is in 50,000 currencies where the order amount is equal to the total amount (10000 currencies) of each of the corresponding first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ It is set. However, the order amount of the stop loss order (not shown) may be set to any value.

This stop loss order (not shown) corresponds to the respective order (eg, the first order 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ ), the first order 141 ₁ , 141 ₂ , respectively. 141 _{3, 141} 4, 141 can either ₅ and to the same number set, at least a portion of the order (e.g., first order _{141 1,} 141 _2, 141 _3, 141 4, 141 all ₅₎ one stop against Loss orders (not shown) can also be set. In addition, when a stop loss order (not shown) is executed, all subsequent orders (for example, all first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ and second orders 142) are traded. It may be configured to be canceled (transaction is forcibly terminated) or conditionally configured to continue trading some or all orders (eg, second order 142 only). May be good.

[Transaction setting example 8: Setting the order amount]
The order amount of the first order 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ is set to 10000 currencies. The order amount of the second order 142 is set to 50,000 currencies. The order price for stop loss orders (not shown) is set at 50,000 currencies. It should be noted that _five stop loss orders (not shown) may be set in the order amount of 10,000 currencies corresponding to the individual first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 1415. ..

[Transaction setting example 9: Setting order amount and order price]
Further, in the above [Transaction setting example 1] to [Transaction setting example 8], the first order 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ , the second order 142, and the stop loss order for each order price (Fig. The order amount (not shown) may be the same from ordering to execution, or may fluctuate between ordering and execution (for example, the order amount at the time of ordering was 10,000 currencies. The order amount fluctuates as the market price fluctuates, and the order amount at the time of execution may be 10100 currencies). Further, in the above [Transaction setting example 1] to [Transaction setting example 8], the first order 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ , the second order 142, and the stop loss order (not shown). The order price may be the same from the order to the execution, or may fluctuate from the order to the execution.

It should be noted that the fluctuation of the first order 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ , the second order 142, and the stop loss order is the first order information 41 of the order information generation unit 16 and the execution information generation unit 14. _{1, 41 2,} 41 _3, 41 4, 41 _5, the second order information 42, carried out by the write-once and modifications like for information constituting the attribute information 181A~181M of the stop order information 43.

[Processing procedure]
FIG. 4 is a flowchart showing a processing procedure of the financial instrument transaction management device 1 of this embodiment. Hereinafter, the processing procedure of this embodiment will be described with reference to the same flowchart. In addition, the following explanation describes the processing procedure when the first order is set as "trap trade" and the transaction is performed, but this is an example of the processing procedure, and in any ordering method other than "trap trade", the following The processing procedure of may be used.

[1. Transaction processing procedure including "trap trade"]
The processing procedure when conducting a transaction including "trap trade" in the financial instrument transaction management system 1A will be described.

[1-1. Screen entry and generation of order information]
A trader who uses the financial instrument transaction management system 1A accesses the financial instrument transaction management device 1 by using the client terminal 2. The front page distribution unit 11 of the financial instrument transaction management device 1 displays an order input screen 410 showing a schematic diagram in FIG. 5 on the display unit 22 of the client terminal 2 that has been accessed.

On the order input screen 410 shown in FIG. 5, an order type selection field 41a is displayed in order to select the type of transaction mode (in FIG. 5, the “trap trade” order is selected). Although not shown, in the order type selection field 41a, when the trader clicks the transaction selection button, in addition to the normal market order, limit order, stop order, OCO order, etc., the above-mentioned "trap trade" order Is displayed, allowing traders to selectively select those orders.

In addition, on the order input screen 410, currency pairs (for example, US dollar and Japanese yen (USD / JPY), euro and Japanese yen (EUY / JPY, etc.)), which are the types of financial products to be traded, are selectively selected. The currency pair selection button 41b for selection is displayed. Further, on the order input screen 410, a buy / sell selection button 41c for selecting whether the first order is a buy order or a sell order is displayed. Further, on the order input screen 410, the reference price when setting the order price of each first order and the order price of each second order (for example, the order price of the highest price order and the lowest price order) are displayed. The trap base price input field 41d for numerically inputting the trap base price (hereinafter, simply referred to as "trap base price"), which is the order price of the central order, the order price of the central order, etc., is displayed. Further, on the order input screen 410, the order amount of the financial product to be traded is set based on the currency unit (here, 1 yen is set as 1 currency unit and can be input for every 10,000 currencies). Order amount input field 41e for selecting and inputting, "number of traps" which is the number of first orders with different order prices (new orders for ifdan orders) and second orders with different order prices (settlement orders for ifdan orders) The number of traps input button 41f for selecting and inputting is displayed.

Further, on the order input screen 410, a price range input field 41g for inputting a price range between a plurality of first orders having different order prices and a price range between second orders having different order prices, and an average of a plurality of first orders. The difference input field 41h for inputting the difference of the second order price of the second order with respect to the amount and the difference of the first order price of the first order with respect to the average amount of the plurality of second orders is displayed.

Further, on the order input screen 410, the profit amount (the first order and all the second orders are executed) obtained by the set execution of the first order and the execution of the set second order calculated by calculation. The profit amount display column 41j in which the estimated amount of the profit amount in the case of the above is displayed is displayed. Further, on the order input screen 410, a stop loss price input field 41k for inputting a stop loss price, which is an order price of a stop loss order (not shown), is displayed.

Further, although not shown, the order input screen 410 is used to change the order amount of a specific order or the price range between specific orders among a plurality of first orders or a plurality of second orders having different order prices. A change information input field (not shown) may be provided.

Further, although not shown, when the corresponding order price 145 of the second order 142 is set by using the profit amount set by the trader in the calculation as shown in the above [Transaction setting example 3] and [Transaction setting example 6]. It is desirable that the order input screen 410 shown in FIG. 5 is provided with a profit amount input field (not shown) for the trader to input the profit amount.

Further, as shown in FIG. 5, a repeat selection button 41m is set on the order input screen 410. When the repeat selection button 41m is selected, the transaction including the "trap trade" is configured to be repeated (that is, the description of [fourth modification] described later and the "fourth modification" shown in FIGS. It is configured to carry out transactions including "Trap Repeat Toy Fudan".)

The trader inputs and selects information necessary for a desired order on the order input screen 410 by operating the operation unit 21 (step S1). In FIG. 5, the currency pair selection button 41b selects "USD / JPY" indicating Japanese yen and US dollars, the buy / sell selection button 41c selects "buy", and the trap reference price input field 41d contains "106. The state in which "00 (yen)" is input is shown. Further, in FIG. 5, "1 (currency)" is input in the order amount input field 41e, "5 (line)" is input in the trap number input button 41f, and "2. The state in which "50 (yen)" is input is shown. Further, in FIG. 5, the profit amount display column 41j is the sum of the sum of the differences between the buy order price and the sell order price multiplied by one currency unit (= 10,000 yen). "Yen)" is displayed, and the state in which "100.00 (yen)" is entered is shown in the stop loss price input field 41k.

When the execution button 41n is clicked on the order input screen 410 of FIG. 5, the data selected and input on the order input screen 410 is transmitted from the client terminal 2 to the financial instruments and exchange management device 1. The order input reception unit 12 confirms the input sales order application information. That is, the order price is inspected by inspecting the price entered in the trap reference price input field 41d and the stop loss price input field 41k, the price entered in the price range input field 41g and the difference input field 41h, and the like (step). S2). Specifically, an inspection is performed to see if the order price is a settable order price.

Subsequently, the order input receiving unit 12 determines the suitability of the inspection result. When the price is determined to be an appropriate price (“No” in step S3), the account information generation unit 15 acquires the margin information of the customer (trader) from the customer account information table 182.

The order input reception unit 12 compares the acquired margin information with the order allowance amount (step S4), and determines whether or not the margin amount is equal to or more than the order allowance amount (step S5).
Here, the "order permissible amount" is an amount that can be ordered (same as in the present specification). The order permissible amount in this embodiment is a value obtained by multiplying the minimum value of the value input in the order amount input field 41e and the minimum value of the value input in the trap number input button 41f, (1 (1 ( (10,000 currencies) x 1 (book) =) 1 (10,000 currencies). However, the permissible order amount may be a value of a predetermined ratio to the value (for example, 10 (10,000 currencies) x 0.1 = 1 (10,000 currencies)), or a predetermined predetermined amount (for example, 10,000 currencies). , 5 (10,000 currencies) uniformly), or a value other than the above or a value calculated by a calculation method may be used.

The order information generation unit 16 generates "order information" and "order information group" described later only when the margin amount is equal to or more than the order permissible amount ("No" in step S5). This allows orders to be accepted only if the trader is sure to pay.

When the margin amount is equal to or greater than the order permissible amount (“No” in step S5), the order input reception unit 12 uses other order conditions (that is, that is, based on the data recorded in the currency pair order condition table 183). , Conditions other than the order price) and various criteria for accepting the order (step S6). Then, it is determined whether or not the other conditions satisfy these criteria (step S7).

If the other conditions do not meet the criteria for the ifdan order (“Yes” in step S7), the order input receiving unit 12 treats the entered order as an error and rejects the order acceptance (step S10).

When various conditions of the ifdan order are satisfied (“No” in step S7), and it is determined that the order conditions satisfy all the conditions necessary for the limit order by the above-mentioned ifdan order, the front page The distribution unit 11 causes the display unit 22 of the client terminal 2 to display a confirmation screen (not shown) for the trader to confirm the content of the generated order information. On the confirmation screen (not shown), the order conditions input and selected on the order selection screen (not shown) and the order input screen 410 are listed, and an order button (not shown) is displayed. The order button (not shown) is clicked by the trader if the listed content is determined to be correct.

When the order button (not shown) is clicked by the operation of the trader's operation unit 21, the order information generation unit 16 of the financial instrument transaction management device 1 places an order based on the buy / sell order application information input in step S1. Information is generated (step S8).

Specifically, order information is generated by grouping a plurality of data input according to the procedure as described above for each order price and assigning sequence numbers in the sequence number table 184 to each group (step S8). Then, information for distinguishing the sequence number used for the order information from the unused sequence number is added to the sequence number table 184. By performing the process of step S8 once, a plurality of order information is generated (in addition, in the "trap repeat toy fudan" and "raku tiger" described later, among these order information, the first order for placing an ifdan order A plurality of order information including the first order information of the above and the second order information of the second order corresponding to the first order form an "order information group").

The order information generation unit 16 records the generated order information in the order table 181 (step S9). In the "trap repeat toy fudan" and "raku tiger" described later, the "order information group" is also recorded in the order table 181.

The order information is recorded in the order table based on the definition of each field shown as an example in FIG.

The “ord_seq” field 181b shown in FIG. 3 is the definition of the sequence number assigned in step S8. The “cust_seq” field 181c is a field for recording a customer number, which is a number determined for each trader. The “style_id” field 181d is a field for recording the product name. The “ccy_pair_id” field 181e is a field for recording an ID number defined for each currency pair. The combination of the ID number and the currency pair is recorded in the ID table (not shown) stored in the database.

The “ord_amnt” field 181f shown in FIG. 3 is a field for recording the amount of money input in the order amount input field 41e. The “buy_sell_id” field 181g is a field for recording the distinction between the sell order and the buy order selected in the order type selection field 41a. The “ord_rate” field 181h is a field for recording the value of the order price included in the order information for placing each order. The “limit_time” field 181i is a field for recording the order deadline of the order information. The “ord_cond” field 181j is a field for recording the type of order selected in the order type selection field 41a.

The “new_close” field 181k shown in FIG. 3 is a field for recording the distinction between a new order and a settlement order. The "trap_seq" field 181m is a field for recording information on whether or not "trap trade (described later)" is selected by the transaction selection button (not shown). The “repeat_flag” field 181n is a field for recording information on whether or not to repeat the ifdan order.

Although not shown in FIG. 3, in the order table 181, the data input to the order input screen 410, that is, the currency pair selection button 41b, the trap standard price input field 41d, the number of traps input button 41f, and the price range input A field for recording the data input in the field 41g is also provided. In addition, information on the profit margin between the first order and the second order, which is set when generating order information for trading "Trap Repeat Toy Fudan" and "Raku Tora", which will be described later, and "Raku Tora" There is also a field for recording the numerical information input in the upper limit price input field 41p and the lower limit price input field 41q (both see FIG. 15), which are input when generating the order information for carrying out the transaction. .. Using these fields, all the data input to the order input screen 410 (FIG. 5) and the order input screen 411 (FIG. 15) are recorded in the order table 181.

In this embodiment, the “order information” refers to the order information (for example, the first order information 41 ₁ , schematically shown in FIG. 6) for each order based on the definition of each field shown in FIG. 41 _2, ... 41 ₅ shows a case where the second order information 42 is generated as data including attribute information on the stop order information 43) (e.g., attribute information 181A~181M shown in FIG. 6). As will be described later, the order information in this embodiment will be described below assuming that it is data formed with various attribute information (for example, attribute information 181A to 181M shown in FIG. 6). However, it is predetermined data before forming the "order information" in this embodiment (for example, a table of orders for each order price to be ordered), and is based on such "order information". Each order may be configured to be placed.

Further, in this embodiment, the order information and the order information group are generated by inputting the information in the various input fields displayed on the order input screen 410 shown in FIG. The structure of the input field and the type of data to be input are not limited to these, and may be any. For example, the order input screen 410 is provided with an input field (not shown) for information on the amount of margin owned by the trader, an input field for the transaction period as the planned trading period (not shown), and the like. "Order information" for placing an order at one or more order prices by the order information generation unit 16 performing a predetermined calculation based on the information input in these input fields (not shown). , An "order information group" based on those order information may be generated.

[1-2. Generation of order information]
The order information generation unit 16 of the financial instruments and exchange management device 1 "traps" based on the transaction selection button (not shown) and the information selected / input on the order input screen 410 according to the procedure of steps S1 to S10. Generate order information for conducting transactions including "trade".

[1-2-1. Structure of order information (1)]
FIG. 6 is a diagram schematically showing order information for performing a transaction including a “trap trade” generated by the financial instrument transaction management device 1 of this embodiment. As shown in the figure, in this embodiment, the order information generation unit 16 makes five first orders in which the number of orders is equal to the number (5) input to the trap number input button 41f. information _{41 1,} 41 2, ... ₄₁ 5, one of the second order information 42, one pieces of the stop order information 43 is generated by one order procedure.

The order information generation unit 16 predetermined by using the information input from the order input screen 410, the information input from another screen (not shown), and various information recorded in the financial instruments and exchange management device 1. the calculation of the first order information _{41 1,} 41 2, ... 41 _5, the second order information 42, and generates a stop order information 43.

First order information ₄₁ 1 respectively _generated, 41 2, ... 41 _5, the second order information 42, the stop order information 43 includes attribute information as shown in FIG. Specifically, each of the first order information _{41 1,} 41 2, ... 41 _5, the second order information 42, the order number 181A which is uniquely assigned customer number information for identifying the trader 181B , currency pair information 181C that identifies the selected currency pairs, order amount information as the value of the order amount of each order 181 D, the first order information _{41 1,} 41 2, ... 41 _5, the second order information 42 Order time information 181E as the date and time when was generated, trading information 181F to distinguish between sell and buy orders, order price information 181G as the value of the order price of each order, order deadline as the expiration date of the order Information 181H, New / settlement information 181J that identifies a new order and a settlement order when the order is an ifdan order, Valid / invalid information that identifies whether the order is valid (ordered) or invalid (unordered), Order information 181L that identifies either the first order (new order) or the second order (settlement order or stop loss order) when the order is an ifdan order, and identifies the presence or absence of execution (contracted or uncontracted) The contract presence / absence information 181M to be executed is provided.

Incidentally, all or a portion of these attribute information 181A~181M, the first order information ₄₁ 1 of the _individual, 41 2, ... 41 _5, the second order information 42, it is recorded in the stop order information 43 may be, the first order information ₄₁ 1 of the _individual, 41 2, ... 41 _5, the second order information 42, it may be separately recorded in the database 18 or the like and the stop order information 43.

[1-2-2. Structure of order information (2)]
Incidentally, as described in the above [1-1], the first order information ₄₁ of _1, 41 2, ... 41 _5, the second order information 42, the stop order information 43, the attribute information (e.g., A table shows the orders (without attribute information) for each order price that are to be ordered and do not have part or all of the attribute information 181A to 181M as shown in FIG. It may be configured as

In this case, the first order information _{41 1,} 41 2, ... 41 _5, the second order information 42, does not have the stop order information 43, the attribute information (e.g., 181A attribute information as shown in FIG. 6 at least one of ～181M), the first order information _{41 1,} 41 2, ... 41 _5, the second order information 42, after the stop order information 43 is generated, and the transaction line A financial product may be traded in that state by being added at an arbitrary timing before the payment, or the financial product transaction management device 1 (possessed by a specific financial product trader) constituting the financial product transaction management system 1A. (Including the case where one financial instrument transaction management device 1 is configured by the system and the exchange system, and one financial instrument transaction management device 1 is configured by a plurality of systems), or the client terminal 2. Alternatively, a device having a server function other than the financial instrument transaction management device 1 can provide at least one of the attribute information (for example, attribute information 181A to 181M as shown in FIG. 6) by functional means (for example, by executing a program). It may be realized by executing it as a realized functional means). As a result, financial products are traded.

[1-2-3. Timing of order information generation]
In this embodiment, the order information generation unit 16 are all first order information _{41 1,} 41 2 immediately after the execution button 41n of the order entry screen 410 is clicked as shown in FIG. 5, ... 41 _5, the (2) The order information 42 and the stop order information 43 are collectively generated. However, not limited thereto, the first order information ₄₁ of _1, 41 2, ... 41 _5, the second order information 42, some or all of the stop order information 43, generated at any timing May be done.

Specifically, for example, when the same first order 141 ₁ , 141 ₂ , ... 141 ₅ , second order 142, stop loss order (not shown) and execution are repeated ([Fig. 14]. fourth modification], reference [fifth modification] in FIG. 16.), the order information generation unit 16, is generated, the first order information ₄₁ of _1, 41 2, ... ₄₁ 5, Each time the first order 141 ₁ , 141 ₂ , ... 141 ₅ , the second order 142, and the stop loss order (not shown) placed by the second order information 42 and the stop order information 43 are executed. New first orders 141 ₁ , 141 ₂ , ... 141 ₅ , second orders 142, stop loss orders (not shown) may be generated.

Further, the order information generation unit 16 has a plurality of first orders 141 ₁ for repeatedly performing ifdan orders as shown in [Fourth modification] of FIG. 14 and [Fifth modification] of FIG. 141 ₁ , 141 ₁ , ... First order 141 ₂ , 141 ₂ , 141 ₂ , ... 141 ₅ , 141 ₅ , 141 ₅ , ..., Second order 142, 142, 142, ..., stop loss order (not shown) a plurality of first order information ₄₁ for performing ... _1, 41 1, ₄₁ 1, ..., the first order information _{41 2,} 41 2, ₄₁ 2,.. the first order _{41 5,} 41 5, ₄₁ 5, ... the second order information 42,42,42,..., the stop order information 43,43,43, the ..., is clicked execute button 41n You may generate them all at once. Further, specific order, for example, before the first order 141 first order information 41 ₁ for performing transactions ₁ is generated the first order 141 ₁ is contracted, the first order is newly ordered 141 first order information 41 _{1 1} may be generated.

Further, as will be described later, in this embodiment, immediately after the execution button 41n of the order input screen 410 or the like shown in FIG. 5 is clicked, the order information generation unit 16 performs the first order 141 ₁ , 141 ₂ , ... ... 141 _5, the second order 142, stop loss order 1 first order information ₄₁ for trading (not _shown), 41 2, ... 41 _5, the second order information 42, the stop order information 43 Is generated as including attribute information (for example, attribute information 181A to 181M as shown in FIG. 6), but the present invention is not limited to this, and the execution button 41n of the order input screen 410 or the like shown in FIG. 5 is not limited to this. immediately after being clicked, the order information generation unit 16, the attribute information (e.g., attribute information 181A~181M as shown in FIG. 6) first order information ₄₁ 1 that does not include at least a portion of, ₄₁ 2, · ... 41 _5, the second order information 42, and generates a stop order information 43, the attribute information that was not included in the generated (e.g., attribute information 181A~181M as shown in FIG. 6), post to first order information _{41 1,} 41 2, ... 41 _5, the second order information 42 may be configured to be attached to the stop order information 43. In this, the first order information _{41 1,} 41 2, ... 41 _5, the second order information 42, the attribute information for the stop order information 43 (e.g., attribute information 181A~181M as shown in FIG. 6) addition, the first order information _{41 1,} 41 2, ... 41 _5, the second order information 42, the stop order information 43 the same system and the resulting system (e.g., constituting a financial product transaction management device 1 , It may be performed in a server system owned and managed by a specific financial product dealer, a separate system (for example, a system that constitutes the financial product transaction management device 1 possessed and managed by an exchange, or an individual system. It may be added in the client terminal 2) operated by the trader or the like.

Further, as will be described later, in this embodiment, when the execution button 41n of the order input screen 410 shown in FIG. 5 is clicked once, the order information generation unit 16 causes all the first order information 41 thereafter. _{1, 41} 2, ... 41 _5, the second order information 42, it is assumed to generate a stop order information 43 is not limited to this, several execution button 41n of the order entry screen 410 shown in FIG. 5 by being clicked times, order information generation unit first order information ₄₁ 1 multiple times against _16, 41 2, ... 41 _5, the second order information 42, the generation command stop order information 43 input is, thereby, the first order information ₄₁ 1 a plurality of times the order information generating unit _16, 41 2, ... 41 _5, the second order information 42, may be configured to generate a stop order information 43. Further, by clicking the execution button 41n on the order input screen 410 or the like shown in FIG. 5 once, a plurality of order information generation commands are formed, and these order information generation commands are sequentially issued to the order information generation unit. 16 by causing the generation of the order, order information generation unit 16 first order information ₄₁ 1 a plurality of _times, 41 2, ... 41 _5, the second order information 42, and generates a stop order information 43 It may be configured.
[1-3. Transaction procedure]
7, the order in this way 1 first order information 41 that is generated _by, 41 _2, ... 41 _5, the second order information 42, including a "trap trade" performed based on the stop order information 43 Is a diagram schematically showing. In the figure, the corresponding order information and the order are displayed with the last two digits of the code and the subscripts being the same. For example, the first order 141 2 first order 141 1 transaction is performed based on the first order information 41 _1, the transaction based on the first order information 41 ₂ is _performed, and is displayed as ... .. For the sake of simplification of the description, the stop loss order in which the transaction is performed based on the stop loss order information 43 is not shown in the figure. All the first order 141 ₁ , 141 ₂ , ..., 141 ₅ , the second order 142 shown in the figure, and the stop loss order not shown in the figure are the first order information generated by one order procedure. 41 _{1, 41} 2, ... 41 _5, the second order information 42, the transaction on the basis of the stop order information 43 is carried out.

By performing the process of converting the valid / invalid information 181K to order information generation unit 16 is included in the first order information 41 ₁ from "invalid" to "valid", the first order 141 ₁ is ordered.

When the market price reaches the first order 141 ₁ of order price (i.e., when the market price matches the order price information 181G included in the first order information 41), contract information generation unit 14 to the first order information 41 ₁ The process of converting the included execution presence / absence information 181M from "none" to "yes" is performed, and the first order 141 ₁ is executed.

Other orders, for example, also in the first ordering 141 _2, by the order information generation unit 16 and the contract information generation unit 14 performs processing on the first order information 41 2 _(see FIG. 6), the first order 141 The order of _{2 and} the execution when the market price fluctuates and matches the order price of the first order 141 ₂ are executed.

[1-4. Order modification]
In this embodiment, the order information generation unit 16 first order information _{41 1,} 41 2, ... 41 _5, the second order information 42, after the transaction to generate a stop order information 43 is started , The order price and order amount of at least a part of the first order 141 ₁ , 141 ₂ , ..., 141 ₅ , the second order 142, the stop loss order (not shown) when the predetermined conditions are met. It may be configured so that various conditions of the price range are modified. Specifically, by specific order information for example attribute information 181A~181M like the first order information 41 ₁ for trading particular order for example first order 141 ₁ is modified, the order for example first order The contents of 141 ₁ are modified. The first order 141 ₁ , 141 ₂ , ..., 141 ₅ , the second order 142, and the stop loss order (not shown) to be modified may be all or only a part of them. There may be.

[2. Specific mode of transaction (1)]
FIG. 7 is a time chart schematically showing a transaction in which the second order 142 is placed after all the first orders 141 ₁ , 141 ₂ , ... 141 ₅ are executed. Hereinafter, the processing procedure will be described based on the figure.

Due to fluctuations in the market price, all the first orders 141 ₁ , 141 ₂ , ... 141 ₅ are executed (time point t1), so that the second order 142 places an order (time point t2).

Specifically, when the market price detected by the price information reception management unit 19 matches the order price information 181G of the specific first order, for example, the first order information 41 ₁ of the first order 141 ₁ , the execution information generation unit 14 performs processing for converting the "presence" of the first order information 41 ₁ commitments existence information 181M from "no". As a result, the first order 141 ₁ is treated as executed.

Then, when the market price detected by the price information reception management unit 19 sequentially matches the order price information 181G of another first order, for example, the first order 141 ₃ , 141 ₃ , 141 ₄ , 141 ₅ , the contract information generation unit 14 performs processing for converting the "presence" from the sequence "no" first order information _{41 2,} 41 _3, 41 4, 41 ₅ promises existence information 181M. As a result, the first orders 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ are treated as executed.

Then, when all 141 ₁ , 141 ₂ , ... 141 ₅ are executed, the execution information generation unit 14 changes the valid / invalid information 181K of the second order information 42 of the second order 142 from "invalid" to "valid". Performs the process of converting to the state of. As a result, the second order 142 is treated as if it had been placed.

Then, when the market price detected by the price information reception management unit 19 matches the order price information 181G of the other second order information 42, the execution information generation unit 14 sets the execution presence / absence information 181M of the second order information 42 to "none". Is converted to "Yes". As a result, the second order 142 is treated as executed.

[3. Specific mode of transaction (2)]
FIG. 8 is a time chart schematically showing a transaction in which the second order 142 is placed after only a part of the first order 141 ₁ , 141 ₂ , ... 141 ₅ is executed. Hereinafter, the processing procedure will be described based on the figure.

Consider the case where the market price fluctuates from about 106.50 yen to the dollar after the first order 141 ₁ , 141 ₂ , ... 141 ₅ is placed (at the time t1). Price information reception management unit 19 first order quotes 146 detected specific, for example, the first order _{141 1,} 141 2, the first order information ₄₁ 1 141 _3, 41 2, 41 _3, the order price information 181G When sequentially matching (time t2, t3, t4), the process of converting contract information generation unit 14 sequentially first order information _{41 1,} 41 2, 41 ₃ of the contract existence information 181M from "absence" to "presence" Do. As a result, the first orders 141 ₁ , 141 ₂ , 141 ₃ are treated as executed.

Then, the contract information generation unit 14 performs a process of converting the valid / invalid information 181K of the second order information 42 of the second order 142 from "invalid" to "valid". As a result, the second order 142 is treated as if it had been placed. The order amount information 181D of the second order information 42 is "30,000", which is equal to the sum of "10000" of the order amount information 181D of the executed first orders 141 ₁ , 141 ₂ , 141 ₃ . That is, the second order 142 is treated as if three (10,000) currencies, which are equal to the sum of the ordered amounts of the executed first orders 141 ₁ , 141 ₂ , and 141 ₃ , have been ordered.

Then, when the market price 146 detected by the price information reception management unit 19 matches the order price information 181G of the other second order information 42, the execution information generation unit 14 sets the execution presence / absence information 181M of the second order information 42 to "none". Is converted to "Yes". As a result, the second order 142 is treated as executed (time point t5).

The contract information generation unit 14 performs a process of converting the contract presence / absence information 181M of the second order information 42 from “none” to “yes”, and the trigger for assuming that the second order 142 is ordered is as follows, for example. (Case 1) and (Case 2) can be considered. These triggers are detected by the contract information generation unit 14 and the order information generation unit 16 continuously acquiring the market price information acquired by the price information reception management unit 19.

(Case 1)
This applies when the second order 142 is set to place an order when the market trend changes.

For example, this corresponds to the case where the second order 142 is set to be placed when the market price fluctuates from the downward direction to the upward direction.

As a specific example of the processing mode, for example, the contract information generation unit 14 and the order information generation unit 16 continuously acquire the market price information acquired by the price information reception management unit 19. Then, when it is detected that the market price on a downward trend has risen by a predetermined price (for example, 0.2 yen) within a certain period (for example, within 1 hour), the contract information generation unit 14 and the order information generation unit 16 will change the market price. It can be considered that it has changed from a downward trend to an upward trend.

Alternatively, as another example of the processing mode, for example, the price information reception management unit 19 acquires the market price 146 at a predetermined time (for example, 0 minutes per hour), and the contract information generation unit 14 and the order information generation unit 16 obtain the market price 146. When the acquired market price 146 detects that the predetermined price (for example, 0.2 yen) has risen after the downward trend, the contract information generation unit 14 and the order information generation unit 16 change the market price from the downward trend to the upward trend. It can be treated as fluctuating.

Then, the execution information generation unit 14 and the order information generation unit 16 have executed the order amount information 181D of the second order information 42 of the second order 142 by the time of this detection, and the first order 141 ₁ , 141 ₂ , 141 first order information ₄₁ 1 _3, 41 2, 41 ₃ corresponding to the sum of the order amount information 181D is set to "30000". Then, the execution information generation unit 14 and the order information generation unit 16 convert the valid / invalid information 181K of the second order information 42 from "none" to "yes", and assume that the second order 142 has been ordered. It is conceivable to perform processing.

When the order amount information 181D of the second order information 42 is corrected from "50,000" to "30,000" in the process of (case 1), new second order information (not shown) is further generated. Is desirable. For this new second order information (not shown), it is desirable that the order amount information 181D is set to "20000" and the valid / invalid information 181K is set to "invalid". In this case, the second order 142 is a partial execution of the second order 142 for the order of 3 (10,000) currency and the second order (not shown) for the unordered amount of 2 (10,000) currency. Treated as.

Incidentally, (1) If, when that rate is varied in the fall direction from the raised direction is detected, contract information generation unit 14 and the order information generation unit 16, the first order information 41 _1, 41 _2, 41 _It may be performed by performing the same processing on ₃ and the second order information 42.

(Case 2)
The case where the second order 142 is set to be ordered when a predetermined number, for example, three of the first order 141 ₁ , 141 ₂ , ... 141 ₅ is executed is applicable. For example, the contract information generation unit 14 and the order information generation unit 16 continuously acquire the market price information acquired by the price information reception management unit 19. The market price 146, consistent with the three first order _{141 1,} 141 2, 141 first order information ₄₁ 1 _3, 41 2, 41 ₃ of the order price information 181G, each of commitments existence information 181M When "None" is converted to "Yes", the execution information generation unit 14 and the order information generation unit 16 convert the valid / invalid information 181K of the second order information 42 from "None" to "Yes". The process assuming that the second order 142 has been placed is performed.

The predetermined number of the first orders 141 ₁ , 141 ₂ , ... 141 ₅ may be any number. Further, if a specific order among the first orders 141 ₁ , 141 ₂ , ... 141 ₅ , for example, the first order 141 ₁ , 141 ₂ , 141 ₃ is executed, the second order 142 is assumed to be ordered. If the first three orders 141 ₁ , 141 ₂ , 141 ₃ of the first three orders 141 ₁ , 141 ₂ , ... 141 ₅ are filled, the second order 142 will be placed. You may perform the process assuming that the order has been placed.

The above (case 1) and (case 2) may be set to be used in combination.

By the processing shown above, the first order 141 ₁ , 141 ₂ , ... 141 ₅ and the second order 142 are placed and executed, so that the trader can obtain the profit from the transaction of the financial product.

[Action effect]
As described above, in this embodiment, by setting the corresponding order price 145 by a predetermined calculation with respect to the set reference price 143, the corresponding order price 145 of the corresponding order is set using the set reference price 143. Therefore, by appropriately performing the calculation, the corresponding order price 145 is set appropriately, and the first order 141 ₁ , 141 ₂ , ..., 141 ₅ and the second order 142 correspond to the fluctuation of the market price 146. Transactions can be carried out appropriately. As a result, it is easy to easily and appropriately set the price of the second order 142 associated with the first order 141 ₁ , 141 ₂ , ... 141 ₅ of the financial product, and the transaction risk of the trader can be reduced. It is possible to provide a financial product transaction management device 1 and a financial product transaction management system 1A that can be reduced to prevent the loss of profit securing opportunities and ensure profit acquisition.

In this embodiment, the corresponding order price 145 is set by a simple calculation with respect to the set standard price 143 by setting the price obtained by adding the value calculated by the predetermined calculation to the set standard price 143 as the corresponding order price 145. Can be calculated. As a result, it is possible to easily realize a system configuration that simplifies the system, reduces the transaction risk of the trader, and easily sets the order price to ensure the profit acquisition.

In this embodiment, by setting the average price of the plurality of first order prices as the setting reference price 143, when there are a plurality of first orders 141 ₁ , 141 ₂ , ..., 141 ₅ Based on the order prices of a plurality of first orders 141 ₁ , 141 ₂ , ..., 141 ₅ , the corresponding order price 145 can be calculated by a simple calculation. As a result, it is possible to easily realize a system configuration that simplifies the system, reduces the transaction risk of the trader, and easily sets the order price to ensure the profit acquisition.

In this embodiment, the corresponding order price 145 can be set before the transaction by the first order 141 ₁ , 141 ₂ , ..., 141 ₅ or the second order 142 is performed. As a result, before trading with the first order 141 ₁ , 141 ₂ , ..., 141 ₅ or the second order 142, the trading risk of the trader is reduced and the profit is surely set. Can be easily performed.

In this embodiment, the corresponding order price 145 can be set after the transaction by the first order 141 ₁ , 141 ₂ , ..., 141 ₅ or the second order 142 is started. As a result, after the trading by the first order 141 ₁ , 141 ₂ , ..., 141 ₅ and the second order 142 is started, the trading situation etc. is reflected to reduce the trading risk of the trader and make a profit. It is possible to easily set the order price to ensure the acquisition.

In this embodiment, the first order 141 ₁ , 141 ₂ , ..., 141 ₅ , the second order 142 in which the corresponding order price 145 is set based on the set reference price 143, and the stop loss order (FIG. the Shimese not), the first order information _{41 1,} 41 2, ..., 41 ₅ and, and the second order information 42, it is possible to perform the processing is contracted on the basis of the stop order information 43. As a result, it is possible to surely realize the execution of the order in order to reduce the transaction risk of the trader and ensure the profit acquisition in the transaction using the system.

[Modified example of this embodiment]
Hereinafter, [first modification] to [seventh modification] will be described as modifications of this embodiment. Each modification is realized by the processing of the order information generation unit 16 and the contract information generation unit 14, as in the above-described embodiment. That is, by the processing of the order information generation unit 16 and the execution information generation unit 14, the first order information 41 ₁ , 141 ₂ , ... 141 ₅ , the second order information 42, the stop order information 43, etc. are generated and processed. By being executed, the first order 141 ₁ , 141 ₂ , ... 141 ₅ is realized by placing the second order 142 and the stop loss order (not shown) or executing the contract.

[First modification]
FIG. 9 is a first modification of this embodiment. In this first modification, the first order 141 ₁ , 141 ₂ , ... 141 ₅ are set as a plurality of sell orders, and the second order 142 is set as a buy order. The set standard price 143 is set as 1 dollar = 105.50 yen, which is the average value of the order prices of the first order 141 ₁ , 141 ₂ , ... 141 ₅ and is set as the difference 144 from the set standard price 143. One dollar = 102.50 yen, which is obtained by subtracting 50 yen (adding -2.50 yen), is set as the corresponding order price 145. When all the first orders 141 ₁ , 141 ₂ , ... 141 ₅ are filled (time point t1), the second order 142 places an order (time point t2).

[Second variant]
FIG. 10 is a second modification of this embodiment. In this second modification, the first order 141 ₁ , 141 ₂ , ... 141 ₅ are set as a plurality of sell orders, and the second order 142 is set as a buy order. The set standard price 143 is set as 1 dollar = 104.50 yen, which is the average value of the order prices of the first orders 141 ₅ , 141 ₄ , 141 ₃ , and 2.50 yen as a difference 144 is set to the set standard price 143. The subtracted (added -2.50 yen) 1 dollar = 101.50 yen is set as the corresponding order price 145. In this second modification, the first order 141 ₅ , 141 ₄ , ... 141 ₅ is ordered (time point t1), and the first order 141 ₅ , 141 ₄ , 141 ₃ is placed as the market price rises 146. When the market is executed sequentially (time point t2, t3, t4) and it is detected that the market price has changed from an upward trend to a downward trend, the set reference price 143 is set as the average value of the executed first orders 141 ₅ , 141 ₄ , 141 _3. Then, the difference 144 is subtracted from the set reference price 143 to set the corresponding order price 145, the second order information 42 is generated, and the second order 142 is ordered (time point t5).

[Third variant]
FIG. 11 is a third modification of this embodiment. In the third modification, the order is first order 141 Sell, second order _{142 1,} 142 2, ... 142 ₅ is configured as a plurality of purchase orders. In this third modification, in the order input screen 410 shown in FIG. 5, the buy / sell selection button 41c, the trap reference price input field 41d, the order amount input field 41e, the number of traps input button 41f, and the price range input field 41g are second. order _{142 1,} 142 2, is set as a configuration for inputting the information for setting a plurality of second order information for performing transactions ... 142 ₅ (not shown).

In the third modification, the first order 141 is contracted (time point t1), the second order _{142 1,} 142 2, ... 142 ₅ is ordered (time t2). Note that the order is first order 141 buy, the second order _{142 1,} 142 2, ... 142 ₅ may be set as an order multiple of selling.

[Fourth variant]
12 to 14 are fourth modifications of this embodiment. In this fourth modification, an order form in which a plurality of ifdan orders by a first order set at a plurality of order prices and a second order set at a plurality of order prices are repeated (hereinafter, "trap repeat toy fudan order"). A transaction including (referred to as) is carried out. For example, the financial instrument transaction management device 1 is set so that the "trap repeat toy fudan order" is executed when the trader clicks the repeat selection button 41 m on the order input screen 410 shown in FIG. It is possible that there is.

12 and 13 are diagrams schematically showing order information including the "trap repeat toy fudan" generated in the fourth modification. FIG. 14 is a diagram schematically showing a transaction performed based on the order information generated in the fourth modification.

The code and subscript of the order information in FIGS. 12 and 13 and the last two digits and subscript of the order code in FIG. 14 are shown in corresponding states. That is, for example, by the process using the first order information 41 ₁₁ in FIGS. 12 and 13, the order or execution of the first order 141 ₁₁ in FIG. 14 is performed, and for example, the second order information 42 in FIGS. 12 and 13. By the process using ₁ , the process of ordering and executing the second order 142 ₁ in FIG. 14 is performed.

Further, the tens digit number of the subscript of the first order information shown in FIGS. 12 and 13 indicates that the same number is the first order ordered at the same timing. For example, the first order information 41 ₁₁ , 41 ₁₂ , ... 41 ₁₅ are all ordered at the same timing as the first order (first order 141 ₁₁ , 141 ₁₂ ordered at time point t1 in FIG. 14).・ ・ It indicates that the information is for conducting the transaction of 141 ₁₅ ).

Further, the number of ones digit of the subscript of the first order information shown in FIGS. 12 and 13 indicates that the ones having the same number are the first orders having the same order price. For example, the first order information 41 ₁₁ , 41 ₂₁ , 41 ₃₁ indicates that the information is for trading the first order with the same order price (1 dollar = 106.00 yen).

Further, in FIGS. 12 and 13, a set of order information for placing a set of ifdan orders is configured as an order information group. For example, the first order information 41 ₁₁ , 41 ₁₂ , ... 41 ₁₅ , the second order information 42 ₁₁ , and the stop order information 43 ₁₁ constitute the order information group 51 ₁ , and the first order information 41 ₂₁ , 41 ₂₂ , ・ ・ ・ 41 ₂₅ , second order information 42 ₂₁ , stop order information 43 ₂₁ constitutes order information group 51 _3, and so on, a plurality of order information groups 51 ₁ , 51 ₂ , 51 ₃ , ... are configured. If it is not necessary to record and manage data depending on the processing unit due to the system configuration of the financial instrument transaction management device 1 and the data structure of the database 18, the order information groups 51 ₁ , 51 ₂ , 51 ₃ , ...・ It is not necessary to provide.

FIG. 14 shows a financial instrument based on the first order information 41 ₁₁ , 41 ₁₂ , ... 41 ₁₅ , the second order information 42 ₁₁ , the stop order information 43 ₁₁ ..., Which are shown in FIGS. 12 and 13. It is a time chart schematically showing the transaction of. As shown in the figure, in this [fourth modification], the first order 141 ₁₁ , 141 ₁₂ , ... 141 ₁₅ is set as a plurality of buy orders, and the second order 142 ₁₁ is set as a sell order. .. When the first order 141 ₁₁ , 141 ₁₂ , ... 141 ₁₅ is ordered and executed (time point t1), the second order 142 ₁₁ is placed (time point t2). When the second order 142 ₁₁ is filled, new first orders 141 ₂₁ , 141 ₂₂ , ... 141 ₂₅ are placed (time point t3). When the new first order 141 ₂₁ , 141 ₂₂ , ... 141 ₂₅ is filled, a new second order 142 ₂₂ is placed (time point t4). When a new second order _{142 22} is contracted, newer first order _{141 3,} 141 32,.. _{141 35} is ordered (time t5), newer second order 142 ₃ orders by their commitments (Time point t6). In the fourth modification, such a plurality of first order orders / executions and second order orders / executions are repeated.

In the fourth modification, when the first order order / execution and the second order order / execution are repeated, the order price, order amount, and stop loss order of the first order and the second order 142 ( The order price and order amount (not shown), the types of orders such as market orders, limit orders, and stop orders, etc. may change.

Further, in the fourth modification, when the order / execution of the first order and the order / execution of the second order are repeated, a specific first order, for example, is given as the market price rises (or falls). The lowest-priced first order 141 ₁₅ (or the highest-priced first order 141 ₁₁ ) disappears, and instead, the highest-priced first order 141 ₁₁ on the market fluctuation direction side is higher (or higher) than the highest-priced first order 141 _11. A new first order (not shown) may be set on the first order 141 ₁₅ on the lowest price side, which is the fluctuation direction side of the market price.

[Fifth variant]
15 and 16 are a fifth modification of this embodiment.

FIG. 15 is a diagram schematically showing an order input screen 411 for setting a fifth modification. The order input screen 411 of the figure has an upper limit price input field 41p and a lower limit price input field 41q in place of the trap reference price input field 41d of the order input screen 410 shown in FIG. It has the same configuration as 410.

In FIG. 15, in the order type selection field 41a, a transaction including "Raku-Tora", which is an order form in which a plurality of first orders and a plurality of second orders are set in a price range between the upper limit price and the lower limit price, is executed. The selected state is shown. The order information generated by using the order input screen 411 is transmitted to the financial instrument transaction management device 1.

The order information generation unit 16 of the financial instruments transaction management device 1 is a numerical value in the price range between the numerical value (upper limit value) input in the upper limit price input field 41p and the numerical value (lower limit value) input in the lower limit price input field 41q. The price range (4.00 ÷ 4 = 1.00 yen) is the value obtained by dividing (4.00 yen) by the value (4) obtained by subtracting 1 from the value entered in the number of traps input field, and the upper limit price input field. Based on the numerical value (1 dollar = 106.00 yen) entered in 41p, the numerical value (1) entered in the lower limit price input field 41q for the order price for each value of the calculated price range (1.00 yen). (Dollar = 102.00 yen) as a reference, to set the first order 141 ₁₁ , 141 ₁₂ , 141 ₁₃ , 141 ₁₄ , 141 ₁₅ for each value of the calculated price range (1.00 yen) The first order information 41 ₁₁ , 41 ₁₂ , 41 ₁₃ , 41 ₁₄ , 41 ₁₅ ... Is set.

In addition, the order information generation unit 16 also generates second order information 42 ₁₁ , 42 ₂₁ , ... Stop order information 43 ₁₁ , 43 ₂₁ , ... By the same procedure as in the above-described embodiment. As a result, the generated order information has the same structure as each order information schematically shown in FIG.

FIG. 16 shows the first order 141 ₁₁ , 141 ₁₂ , ... 141 ₁₅ , 141 ₂₁ , 141 ₂₂ , ... 141 ₂₅ , 141 ₃₁ , 141 ₃₂ , ..., Set on the order input screen 411 of FIG. It is a time chart schematically showing transactions by 141 ₃₅ , and second order 142 ₁₁ , 142 ₂₁ , 141 _31, .... As shown in the figure, between the upper limit price 147 and the lower limit price 148, the first order 141 ₁₁ , 141 ₁₂ , ... 141 ₁₅ , 141 ₂₁ , 141 ₂₂ , ... 141 ₂₅ , 141 ₃₁ , 141 ₃₂ , ... 141 ₃₅ ... Is set. As a result, transactions including "Raku Tiger" are realized. Specifically, an order for conducting a transaction including the above-mentioned [trap trade] between the upper limit price 147 and the lower limit price 148, and a transaction including the "trap repeat toy fudan" shown in the [fourth modification]. An order will be set to do so.

In this [fifth variant example], as a transaction including "Raku tiger", the first order 141 ₁₁ , 141 ₁₂ , ... 141 ₁₅ , 141 ₂₁ , between the upper limit price 147 and the lower limit price 148, The configuration may be such that 141 ₂₂ , ... 141 ₂₅ , 141 ₃₁ , 141 ₃₂ , ... 141 ₃₅ ... and the second order 142 ₁₁ , 142 ₂₁ , 141 ₃₁ ... Are set. In addition, what is set as a transaction including "Raku-Tora" has a configuration in which the first order 141 ₁₁ , 141 ₂₁ , 141 ₃₁ , ... Matches only the upper limit price 147, or the first order only the lower limit price 148. 141 ₁₅ , 141 ₂₅ , 141 ₃₅ , ... Are matched, and the upper limit price 147 and the lower limit price 148 are both the first order 141 ₁₁ , 141 ₁₂ , ... 141 ₁₅ , 141 ₂₁ , ... 141 ₂₂ , ... 141 ₂₅ , 141 ₃₁ , 141 ₃₂ , ... 141 ₃₅ ... may not match any of the configurations.

Further, the transaction mode of the [fifth modification] is the same as that of the [fourth modification], and the order / execution of the first order 141 ₁₁ , 141 ₁₂ , ... 141 ₁₅ and the second order 142 ₁₁ Orders / executions, first orders 141 ₂₁ , 141 ₂₂ , ... 141 ₂₅ orders / executions and second orders 142 ₂₁ orders / executions, ... Are repeated (time points t1 to time point t6).

When the order / execution of the first order and the order / execution of the second order are repeated, the first order 141 ₁₁ , 141 ₁₂ , ... 141 ₁₅ , the first order 141 ₂₁ , 141 ₂₂ , ... At least a part of 141 ₂₅ , ..., second order 142 ₁₁ , 142 ₂₁ , ... and stop loss order (not shown) order price and order amount, market order, limit order and stop order The type and the like may change. In addition, when the order / execution of the first order and the order / execution of the second order are repeated, a specific first order, for example, the first order 141 on the lowest price side, is accompanied by a rise in the market price (or a fall in the market price). ₁₅ (or the first order 141 ₁₁ on the highest price side) disappears, and instead, the highest price side (or the most price side on the fluctuation direction side of the market price) than the first order 141 ₁₁ on the highest price side, which is the fluctuation direction side of the market price. A new first order (not shown) may be set on the first order 141 _{15 on the} lower price side (lower price side).

[Sixth variant]
A trail is set for some or all of the embodiments of the above invention and some or all of the above [first modification] to [fifth modification], and the order price rises or follows the fluctuation of the market price. It may be configured to fall.

For example, in the embodiment of the above invention, a trail is set for each of the first orders 141 ₁ , 141 ₂ , ... 141 ₅ and follows the decline in the market price (for example, a specific price (for example, a specific price rather than the market price 146). For example, 0.1 yen) The order price of some or all of the first order 141 ₁ , 141 ₂ , ... 141 _{5 after} the order has fallen (so that the order price is reset to the upper price) , The market price 146 may be configured to fluctuate from a fall to a rise and to execute when the market price 146 and the order price match.

In addition, trails are set for the second order 142 and the stop loss order (not shown), and the order price follows the rise in the market price (for example, the order price is higher than the market price 146 by a specific price (for example, 0.1 yen)). The order price of the second order 142 and the stop loss order (not shown) after ordering rises, and the market price 146 fluctuates from rising to falling, and the market price 146 and the order price match. Then, it may be configured to execute.

In this case to realize the sixth modification of] is the first order information _{41 1,} 41 2, ... 41 ₅ or the second order information 42 and the stop order information 43, as attribute information, achieved a trail It is desirable that information (for example, trail width information which is information on the width of the market price 146 and the order price, fluctuation width information which is information on the fluctuation width of the market where the trail is performed, etc.) is set.

[7th variant]
One or more of the above-mentioned [first modification] to [sixth modification] may be combined with the configuration of the above-mentioned [embodiment of the invention], or [first modification]. An example] may be a combination of some of the [sixth modification]. For example, the first order and the second order shown in at least one of [first modification] to [third modification] are [fourth modification] and [fifth modification]. ], The ordering and the execution may be repeated.

The financial instrument transaction management system 1A of the above embodiment handles foreign exchange as a financial product, but the present invention is not limited to this, and the present invention is also applied to other financial products such as stocks and bonds. Applicable. Further, the financial product transaction management system 1A of the above embodiment is a virtual currency (cryptographic asset), for example, a financial product other than other legal financial products or a financial product other than the legal financial product that is traded at a variable market price. ), The present invention can also be applied when dealing with futures trading of precious metals, agricultural products, crude oil, etc.

It goes without saying that the above-described embodiment is an example of the present invention and does not mean that the present invention is limited to the above-mentioned embodiment.

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, order price setting means)
19 ... Price information reception management department (market information acquisition means)
41 _{1, 41 2,} ... _{41 5,} 41 _{11, 41 12,} ... 41 15, _{41 21,} 41 22, _... 41 25, _{41 31,} 41 32, ... _{41 35} -・ ・ First order information 42, 42 ₁₁ , 42 ₂₁ , 42 ₃₁・ ・ ・ Second order information 141, 141 ₁ , 141 ₂ , ・ ・ ・ 141 ₅ , 141 ₁₁ , 141 ₁₂ , ・ ・ ・ 141 ₁₅ , 141 ₂₁ , 141 ₂₂ , ... 141 ₂₅ , 141 ₃₁ , 141 ₃₂ , ... 141 ₃₅ ... First order 142, 142 ₁ , 142 ₂ , ... 142 ₅ ... Second order 143 ...・ Set standard price 145 ・ ・ ・ Corresponding order price 146 ・ ・ ・ Market price

Claims (7)

A financial product transaction management device for placing orders for financial products whose market prices fluctuate.
An order information receiving means for receiving information on an order for the financial product,
An order information generating means for generating order information as information for conducting a transaction of the financial product, and
Order pricing that sets multiple first order prices as order prices for multiple first orders that are buy orders and second order prices as order prices for corresponding orders as one second order that is a sell order. With means,
The order price setting means sets a plurality of the first order prices and one second order price, which are separate from each other, based on the information regarding the order received by the order information receiving means.
The order information generating means is
A plurality of first order information for conducting a transaction of the first order, which is the first order price set by the order price setting means, and the second order price set by the order price setting means. (Ii) Generate one second order information for closing each of the first orders, which is associated with each of the first order information for conducting a transaction of the second order.
When at least one of the first orders based on the first order information and the second order based on the second order information are executed, a new first order price of the executed first order is executed. The generation of the new first order information for ordering one order and the new second order information for ordering the new second order with the order price of the executed second order is repeated. A financial instruments transaction management device characterized by this. A financial product transaction management device for placing orders for financial products whose market prices fluctuate.
An order information receiving means for receiving information on an order for the financial product,
An order information generating means for generating order information as information for conducting a transaction of the financial product, and
Order price setting that sets multiple first order prices as order prices for multiple first orders that are sell orders and second order prices as order prices for corresponding orders as one second order that is a buy order. With means,
The order price setting means sets a plurality of the first order prices and one second order price, which are separate from each other, based on the information regarding the order received by the order information receiving means.
The order information generating means is
A plurality of first order information for conducting a transaction of the first order, which is the first order price set by the order price setting means, and the second order price set by the order price setting means. (Ii) Generate one second order information for closing each of the first orders, which is associated with each of the first order information for conducting a transaction of the second order.
When at least one of the first orders based on the first order information and the second order based on the second order information are executed, a new first order price of the executed first order is executed. The generation of the new first order information for ordering one order and the new second order information for ordering the new second order with the order price of the executed second order is repeated. A financial instruments transaction management device characterized by this. The first or more order information generating means is characterized in that, in place of one of the second order information, a plurality of the second order information associated with the one or a plurality of the first order information is generated. The financial instrument transaction management device according to 2. A means for acquiring market information for acquiring the market price of the financial product, and
Any one of claims 1 to 3, further comprising a contract information generating means for executing an order for the financial product based on the order information when the market price becomes the order price of the order information. The financial instruments transaction management device described in 1. A financial product transaction management system for placing orders for financial products whose market prices fluctuate.
An order information receiving means for receiving information on an order for the financial product,
An order information generating means for generating order information as information for conducting a transaction of the financial product, and
Order pricing that sets multiple first order prices as order prices for multiple first orders that are buy orders and second order prices as order prices for corresponding orders as one second order that is a sell order. With means,
The order price setting means sets a plurality of the first order prices and one second order price, which are separate from each other, based on the information regarding the order received by the order information receiving means.
The order information generating means is
A plurality of first order information for conducting a transaction of the first order, which is the first order price set by the order price setting means, and the second order price set by the order price setting means. (Ii) Generate one second order information for closing each of the first orders, which is associated with each of the first order information for conducting a transaction of the second order.
When at least one of the first orders based on the first order information and the second order based on the second order information are executed, a new first order price of the executed first order is executed. The generation of the new first order information for ordering one order and the new second order information for ordering the new second order with the order price of the executed second order is repeated. A financial instruments and exchange management system characterized by this. A financial product transaction management system for placing orders for financial products whose market prices fluctuate.
An order information receiving means for receiving information on an order for the financial product,
An order information generating means for generating order information as information for conducting a transaction of the financial product, and
Order price setting that sets multiple first order prices as order prices for multiple first orders that are sell orders and second order prices as order prices for corresponding orders as one second order that is a buy order. With means,
The order price setting means sets a plurality of the first order prices and one second order price, which are separate from each other, based on the information regarding the order received by the order information receiving means.
The order information generating means is
A plurality of first order information for conducting a transaction of the first order, which is the first order price set by the order price setting means, and the second order price set by the order price setting means. (Ii) Generate one second order information for closing each of the first orders, which is associated with each of the first order information for conducting a transaction of the second order.
When at least one of the first orders based on the first order information and the second order based on the second order information are executed, a new first order price of the executed first order is executed. The generation of the new first order information for ordering one order and the new second order information for ordering the new second order with the order price of the executed second order is repeated. A financial instruments and exchange management system characterized by this. A program characterized in that a computer functions as the financial instrument transaction management device according to any one of claims 1 to 4.

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