JP2022027957A - Financial product transaction management device, financial product transaction management system, and program - Google Patents

Abstract

PROBLEM TO BE SOLVED: To provide a financial product transaction management device, etc., with which it is possible to heighten the convenience of transactions while enabling a plurality of orders to be placed in the way that conforms to various purposes of those who trade financial products.

SOLUTION: An order information generation unit of a financial product transaction management device 1 generates order information so that as many orders as order counts information 141₁, 141₂, and to 141₉, 141₁₀ having been formed by order counts information, price range information, order level information, specific level individual order quantity information and individual order quantity difference information, i.e., those that are included in the order information accepted by an order input acceptance unit, so as to be equal to the price range set by price range information, differ in order counts for each of order levels 31, 32, 33, the number of levels of first to third levels 31, 32, 33 being equal to the level count of order level count information, the order quantity of respective orders set to the first level 31 being equal to the quantity set on the basis of specific level individual order quantity information, and a quantity difference in the order counts of respective orders of adjacent second level 32 being equal to the quantity difference of the individual order quantity difference information.

SELECTED DRAWING: Figure 15

COPYRIGHT: (C)2022,JPO&INPIT

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 making transactions at various places and at various times to improve the convenience of transactions, 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 technique, an invention having a configuration in which an order for a financial product is ordered at a plurality of different prices and an ordered order is executed when the order price and the market price of the ordered order match. Is known (see, for example, Patent Document 1).

Japanese Unexamined Patent Publication No. 2008-9562

Here, when trading financial products, the order price, the date and time of ordering, and the market price are used by the person who places the order for the purpose of efficiently securing profits and avoiding risks due to unexpected market fluctuations. You may want to change the order quantity depending on the situation. However, in the invention described in Patent Document 1, a plurality of orders ordered based on the order information generated based on one sales order application information are all set to the same order quantity. Therefore, in the invention described in Patent Document 1, there is a problem that it may be difficult for a person who places an order to place an order according to each purpose.

The present invention has been made in view of the above problems, and is a financial product capable of enhancing the convenience of transactions while making a plurality of orders in a form according to various purposes of a person who trades financial products. The challenge is to provide transaction management equipment and financial product transaction management systems.

In order to achieve such a problem, the invention according to claim 1 is a financial product transaction management device that manages transactions of financial products, and conducts transactions with an order receiving means that receives information on orders for the financial products. The order receiving means includes an order information generating means for generating order information as information for placing an order for a financial product, and the order receiving means is an order quantity information as information on the number of a plurality of the orders set at different order prices. And the price range information as the price range information of the plurality of the orders, and the order layer number information as the information of the number of layers which is the number of the order layers consisting of at least one said order whose order price is different from that of the other orders. , Specific hierarchy individual order quantity information as information for setting the order quantity of each said order included in the specific said order hierarchy, and the said order quantity of each said said order included in the adjacent said said order hierarchy. The individual order quantity difference information as information for setting the quantity difference is received, and the order information generating means includes the order quantity information and the price range information included in the order information received by the order receiving means. The order formed by the order tier number information, the specific tier individual order quantity information, and the individual order quantity difference information so that the price range between the orders is the price range set by the price range information. The order of the number of pieces of the number information becomes a predetermined value in which the order quantity of the order differs for each order layer, the number of layers of all the order layers becomes the number of layers of the order layer number information, and the specific layer. The order quantity of each of the orders set in is the quantity set based on the specific hierarchy individual order quantity information, and the quantity difference of the order quantity of each of the orders included in the adjacent order hierarchy is the said. It is characterized in that the order information is generated so that the quantity difference is set based on the individual order quantity difference information.

The invention according to claim 2 is, in addition to the configuration according to claim 1, when the order information generation means is set to place an order for the financial product at the order price of a plurality of the order layers. It is characterized in that the order information is generated so that the order quantity becomes larger as the order hierarchy is set to the high price side or the low price side.

The invention according to claim 3 is specified in the case where, in addition to the configuration according to claim 1, the order information generation means is set to place an order for the financial product at the order price of a plurality of the order layers. The order quantity of the order hierarchy is the maximum and the order quantity is smaller on the high price side and the low price side than the specific order price, or the order quantity of the specific order price is the minimum. The high price side and the low price side of the specific order price are characterized in that the order information is generated so that the order quantity becomes large.

In the invention according to claim 4, in addition to the configuration according to any one of claims 1 to 3, in the order information generation means, the order quantity at each order price is a specific user or a specific user. Place the order at each of the order prices so as to be an arbitrarily set ratio to the total transaction amount in the transaction or to the average order amount in the specific user or the specific transaction. It is characterized by generating the order information for the purpose.

The invention according to claim 5 performs, in addition to the configuration according to any one of claims 1 to 4, a process for executing the order related to the order information generated by the order information generation means. It is characterized by being provided with a contract information generation means.

The invention according to claim 6 has the configuration according to any one of claims 1 to 5, and the order information generating means has a plurality of order information as a plurality of order information for ordering a plurality of first orders. The first order information and / or the plurality of second order information as the plurality of said order information for ordering the plurality of second orders, each order price has a predetermined price range based on a specific reference price. It is characterized in that it is generated as follows.

The invention according to claim 7 has the configuration according to any one of claims 1 to 5, and the order information generating means has a plurality of order information as a plurality of order information for ordering a plurality of first orders. The first order information and / or the plurality of second order information as the plurality of said order information for ordering the plurality of second orders, each order price has a predetermined price range based on a specific reference price. When the first order and the second order corresponding to the first order are executed, the first order information corresponding to the executed first order and the executed second order are generated. It is characterized in that the ordering of the first order and the second order is repeated by generating the second order information corresponding to the order again.

The invention according to claim 8 has the configuration according to any one of claims 1 to 5, and the order information generating means is set based on a specific upper limit price and / or a specific lower limit price. A plurality of first order information and / or a plurality of second orders as a plurality of the order information, in which a price range to be set is set and a plurality of first orders are placed as the plurality of the order information in the price range. It is characterized in that a plurality of second order information for ordering an order is generated so that the order prices of the plurality of the first orders and / or the order prices of the plurality of the second orders are set.

The invention according to claim 9 is a financial product transaction management system that manages transactions of financial products, and is for order receiving means for receiving information on orders for the financial products and for placing an order for the financial products to be traded. The order receiving means includes an order information generating means for generating order information as information, and the order receiving means includes an order quantity information as information on the number of the plurality of orders set at different order prices, and a price range of the plurality of the orders. Information on the number of layers, which is information on the number of layers, which is the number of order layers consisting of at least one order whose order price is different from that of other orders, and information on the number of layers, which is included in the specific order layer. Specific tier individual order quantity information as information for setting the order quantity of each said order, and information for setting the quantity difference of the order quantity between the said orders included in the adjacent said order tier. The individual order quantity difference information is received, and the order information generating means includes the order quantity information, the price range information, the order hierarchy number information, and the identification included in the order information received by the order receiving means. The order of the number of the order quantity information is formed so that the price range between the orders is the price range set by the price range information by the hierarchical individual order quantity information and the individual order quantity difference information. , The order quantity of the order is different for each order layer, the number of layers of all the order layers is the number of layers of the order layer number information, and each order set in the specific layer. The order quantity is the quantity set based on the specific hierarchy individual order quantity information, and the quantity difference of the order quantity of each said order included in the adjacent order hierarchy is based on the individual order quantity difference information. It is characterized in that the order information is generated so as to have a set quantity difference.

The invention according to claim 10 is a program, characterized in that any one of claims 1 to 8 functions as a financial instrument transaction management device.

According to the inventions of claims 1 and 9, at least one of a plurality of orders having an order price different from that of the other orders is set as one order hierarchy, and the order quantity is a predetermined value for each order hierarchy. By generating the order information so as to be, when placing an order for a financial product at a plurality of different order prices, it is possible to arbitrarily set the order quantity for each order hierarchy. Therefore, it is possible to trade financial products by setting various order prices based on various circumstances such as the intentions of those who trade financial products. As a result, it is possible to enhance the convenience of transactions while making a plurality of orders in a form according to various purposes of a person who trades financial products.

According to the invention of claim 2, each order is set so that the higher order or the lower order can secure a large profit in one transaction, or the higher order or the lower order can be used. It is possible to set each order so that the risk of trading can be avoided as much as the order. As a result, it is possible to enhance the convenience of transactions while making a plurality of orders in a form according to various purposes of a person who trades financial products.

According to the invention of claim 3, the order information is generated so that the order quantity of the specific order price is the maximum and the order quantity is smaller on the high price side and the low price side than the specific order price. , You can set each order so that you can secure a large profit in one transaction at a specific order price, or you can avoid the risk of trading as the order price is farther from the specific order price. Avoid the risk of trading at a specific order price by generating order information so that the order quantity of a specific order price is the smallest and the order quantity is larger on the high and low prices than the specific order price. It is possible to set each order so that it can be set so that the order price farther from the specific order price can secure a large profit in one transaction. As a result, it is possible to enhance the convenience of transactions while making a plurality of orders in a form according to various purposes of a person who trades financial products.

According to the invention of claim 4, the order quantity of each order price is based on the total transaction amount or the average transaction amount in a specific user or a specific transaction, and the ratio to the total transaction amount or the average transaction amount. Can be set, so that the order quantity for each individual order price can be easily set by calculation based on the transaction status at a predetermined time point or a predetermined period. As a result, it is possible to enhance the convenience of transactions while making a plurality of orders in a form according to various purposes of a person who trades financial products.

According to the invention of claim 5, when a transaction is completed for an order placed based on the generated order information, the order information is processed by executing the execution of the order to obtain the order information. It is possible to realize a transaction for buying and selling financial products based on the above.

According to the invention of claim 6, a plurality of first orders and / or a plurality of second orders are set so that the respective order prices have a predetermined price range based on a specific reference price. This makes it possible to secure profits while diversifying transaction risks.

According to the invention of claim 7, a plurality of first orders and / or a plurality of second orders are set so that the respective order prices have a predetermined price range based on a specific reference price. This makes it possible to secure profits while diversifying transaction risks. In addition, when the first order and the second order corresponding to the first order are executed, the first order corresponding to the executed first order and the second order corresponding to the executed second order are placed. By repeating the transaction, it is possible to secure a larger profit by automatically and continuously conducting a transaction at a price at which the market price is likely to fluctuate once the transaction is completed.

According to the invention of claim 8, a plurality of first orders and / or a plurality of second orders are placed in a price range set based on a specific upper limit price and / or a specific lower limit price. By setting, it is possible to first set a price range for setting the order price, and then set the order price such that each first order and each second order are set in this price range. Therefore, it is possible to realize an ordering method in which the order price of each first order or the order price of each second order is set from the price range, and it is possible to further enhance the convenience of order setting.

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

It is a system block diagram and the functional block diagram of the financial instrument transaction management apparatus in the financial instrument transaction management system of Embodiment 1 of this invention. Same as above It is a block diagram showing the hardware configuration of the financial instrument transaction management device. Same as above It is a schematic diagram of the field definition of the order table of the financial instrument transaction management device. Same as above It is a figure schematically showing the first example of calculating the order quantity for each layer in the financial instruments transaction management apparatus. It is a figure which shows typically the 2nd example of calculating the order quantity for each layer in the financial instruments transaction management apparatus. It is a figure which shows typically the 3rd example which calculates the order quantity for each layer in the financial instruments transaction management apparatus. FIG. 1 is a diagram schematically showing a specific example of stratification calculation in the same as above, in the financial instrument transaction management device. The second figure schematically shows a specific example of the calculation of stratification in the same as above, in the financial instrument transaction management device. Same as above. FIG. 3 is a third diagram schematically showing a specific example of stratification calculation in a financial instrument transaction management device. Same as above. FIG. 4 is a fourth diagram schematically showing a specific example of stratification calculation in a financial instrument transaction management device. Same as above The figure schematically showing the difference in average cost between the case where orders set to multiple order prices in the financial instrument transaction management device are not (a) stratified and the case where (b) and (c) are stratified. be. Same as above It is a flowchart which shows the processing procedure of the financial instrument transaction management apparatus. It is the figure which showed schematically the order input screen of the "trap trade" order in the same above-mentioned financial instruments transaction management apparatus. It is a figure which shows typically the order information for carrying out the transaction of the "trap trade" generated in the financial instrument transaction management apparatus as above. It is a figure which shows typically the order of "trap trade" based on the order information generated in the financial instruments transaction management apparatus. It is the figure which showed typically the order input screen of the "tralipi" order in the financial instruments transaction management apparatus as above. It is a figure which shows typically the order information for carrying out the transaction of the "tralipi" order and the "raku tiger" order in the financial instrument transaction management apparatus. It is a figure which shows typically the order information for carrying out the transaction of the "tralipi" order and the "raku tiger" order in the financial instrument transaction management apparatus. It is a figure which shows typically the order of "tralipi" based on the order information generated in the financial instruments transaction management apparatus. It is the figure which showed typically the order input screen of the "Raku tiger" order in the financial instruments transaction management apparatus as above. It is a figure which shows typically the order of "Raku tiger" based on the order information generated in the financial instruments transaction management apparatus.

[System configuration]
1 to 20 show Embodiment 1 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 instrument transaction management system 1A includes a financial instrument transaction management device 1 and N (N ≧ 1) client terminals 2 ₁ to 2 _n , and together with the financial instrument 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. The client terminals 2 ₁ , ..., _2n are communication terminals having a data communication function possessed and used by an individual or a corporation that buys and sells financial products, and corresponds to a personal computer, a mobile phone terminal, or the like. 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 for certain cases, the client terminal 2, the operation unit 21, and the display unit 22 are used.

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 are provided, including an LCD and the like. The auxiliary storage device 104 records OS (Operating System) programs, various application programs, data recorded in a database, and the like, 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 processes various data used in the financial product transaction management device 1, such as generation and processing, and also has 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", database (DB) connection base 17, price information reception It has a management unit 19.

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. It also calculates the amount of margin required for trading financial products.

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

The order information generation unit 16 generates information regarding 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.

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 that it becomes 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 regarding 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. As will be described later, when a contract is established in this embodiment, foreign exchange is bought and sold, and as a result, based on the instruction of the contract information generation unit 14, the account information generation unit 15 performs margin information according to the trading amount. (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 periodically the same as 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 collated with.

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 in 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 and a customer account information table 182 that defines information such as the financial institution in which the trader's account exists, an account name, and a balance, and a currency pair order that defines information regarding 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.

[About the transaction form in this embodiment]
Three typical examples of transaction methods that can be realized by the financial instrument transaction management system 1A of this embodiment are 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.

[Introduction to transaction methods: Orders made by one order procedure]
In this embodiment, a plurality of orders are ordered based on the processing for the plurality of order information generated by the order information generation unit 16 based on one order procedure, including the following [transaction method 1] to [transaction method 3]. Transactions are made by placing orders and contracts, respectively. Here, the "one order procedure" is a predetermined process (for example, a trader) on the order input screen 410 (see FIG. 13), the order input screen 510 (see FIG. 16), the order input screen 610 (see FIG. 19), and the like. The financial instrument transaction management device 1 receives the signal or data indicating that the execution button 41n in the figure has been clicked, and the financial instrument transaction management device 1 receives and accepts the signal or data. It means to do, etc. (hereinafter, the same shall apply in this specification).

[Transaction method 1: Trap trade]
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 order form is simply referred to as "trap trade").

At this time, the order information generation unit 16 has 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 based on the average price, etc.).

However, in this embodiment, the price range between financial products based on the order information generated by the order information generation unit 16 does not have to be constant at all times, and a specific order, for example, the highest price order and one of the lowest prices, is on the lower price side. The price range with the order 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 the orders of other order prices, or the highest price order. The price range may be the same only for a predetermined set of orders, such as the second order from the highest price, the third order from the highest price, the fourth order, and so on.

[Transaction method 2: Trap repeat toy fudan]
Further, in the financial product transaction management device 1 of this embodiment, a plurality of financial products of the same type are ordered by the first order and the execution of the first order by the order information generated by the order information generation unit 16. There are multiple combinations of the second order and (ifdan order), the price range between the first orders and the price range between the second orders are constant, and the profit margin between each first order and the corresponding second order. Is set to be constant, and when the first order and the corresponding second order are filled, a new first order corresponding to the filled first order and a new second corresponding to the filled second order It is possible to realize a transaction in which an ifdan order is repeated with an order (hereinafter, this order form is simply referred to as "trap repeat toifdan").

At this time, the order information generation unit 16 has 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. Based on the average price, etc.), the order prices of all the first orders and the order prices of all the second orders are set based on a predetermined calculation. Further, the order information generation unit 16 may use a predetermined value (for example, a profit margin value input by the trader or predetermined information for calculating the profit margin (for example, the amount of margin owned by the trader or the trader). Information on the expected fluctuation range as the price range assumed by the trader that the market price may fluctuate within a predetermined period, etc. entered by)), the first order and the second order Set the profit margin.

However, in this embodiment, the price range between financial products based on the order information generated by the order information generation unit 16 does not have to be constant at all times, and a specific order, for example, the first order with the highest price and one lower price thereof do not have to be constant. The price range with the first order on the side, the price range between the second order with the highest price and the second order on the lowest price side, and the price range between the first order with the lowest price and the first order on the one higher price side. Or, the price range between the second order with the lowest price and the second order on the higher price side may be different from the fixed price range between the first orders with other order prices, or the highest price. The first order and the second first order from the highest price, the third first order and the fourth first order from the highest price ..., or the second order with the highest price and the second second from the highest price. Orders, the third second order from the highest price, the fourth second order, and so on, only the pairs of predetermined first orders and the pairs of predetermined second orders have the same price range. It may be configured as such.

Further, in this embodiment, a new first order based on the order information generated by the order information generation unit 16 that appears after the specific first order and the second order corresponding to the first order are executed respectively. The new second order does not have to be the same as the order amount or price of the original first order. For example, after a particular first order and a particular second order have been filled, the new first order and the new second order are the original first order order price or the original second order order price. An order is placed at a price that fluctuates to the high price side (or low price side) at a predetermined price (for example, 0.1 yen each), or a new first order and a new second order are the original first order or yuan. The order quantity may be increased (or decreased) by a predetermined order quantity (for example, 0.1 currency unit) from the order quantity of the second order of.

Further, in this embodiment, the order information generated by the order information generation unit 16 after the specific first order and the second order corresponding to the first order are executed due to the fluctuation of the market price or the like. As a result, a new first order and a new second order may be placed in the direction of fluctuation of the market price.

For example, after the highest price first order and the highest price second order are executed due to the fluctuation of the market price, the order information generation unit 16 makes a new first order on the higher price side than the highest price first order. It may be configured to generate new order information so that an order is placed and a new second order is placed on the higher side than the highest price second order. In this case, the price range between the newly generated first order and the original highest price first order and the price range between the newly generated second order and the original highest price second order are the original prices. The price range of the first order may be the same as the price range of the original second order, or the price range may be different (for example, the price range calculated by a predetermined operation based on the fluctuation of the market price in the latest predetermined period). There may be. Further, the profit margin between the newly generated first order and the newly generated second order may be the same as or different from the profit margin between the original first order and the original second order.

[Transaction method 3: Easy tiger]
Further, in this embodiment, the order information generation unit 16 is a price range set between a predetermined upper limit price and a predetermined lower limit price, or a price range set based on the upper limit price and the lower limit price. In addition, it is possible to realize a transaction in which a plurality of orders are set in the same manner as the above-mentioned "trap trade" and "trap repeat price" (hereinafter, this order form is simply referred to as "Raku-Tora").

The upper limit price and the lower limit price are set by, for example, the order information generation unit 16 by the numerical value input by the trader, or the order information generation unit 16 sets the maximum price and the minimum price of the market price in a predetermined period. It is conceivable that the price is set by a predetermined operation based on the above. In addition to this, it may be set by any method.

Further, this price range may be set by, for example, the order information generation unit 16 by numerical values such as the upper limit price and the price range, the lower limit price and the price range, which are input by the trader, or the order information generation unit 16 may set the price range. , A method of setting by a predetermined calculation based on the fluctuation range of the market price in a predetermined period can be considered. In addition to this, it may be set by any method.

Further, the setting of the "trap trade" order and the first order and the second order of the "trap repeat toy fudan" in the price range may be any.

Specifically, for example, the order information generation unit 16 sets the order price of each order so that the upper limit price and the lower limit price of the price range match the highest order price and the lowest order price of "trap trade". Or you may set each order price so that the middle value of the price range matches the average of all order prices.

Further, for example, the order information generation unit 16 sets the upper limit price or the lower limit price of the price range to the order price of the first order of the highest price of "Trap Repeat Toy Fudan", the order price of the second order of the highest price, or the lowest price. Set the order price of each first order or second order so that the order price of the first order or the order price of the second order of the lowest price matches, or set the order price of the lowest price to the lower limit price of the price range. The order prices of the first order and the second order may be set so that the order prices of one order match and the order price of the second order with the highest price matches the upper limit price.

Further, for example, the order information generation unit 16 sets the order price of each first order so that the median value of the price range matches the average value of the order prices of all the first orders, or sets the order price of each first order. The order price of each second order may be set so that the median value matches the average value of the order prices of all the first orders.

In the above [Transaction Form 1] to [Transaction Form 3], the order quantity for each order price, the first order and the second order may be the same from the order order to the execution, or from the order order. It may fluctuate before the execution (for example, if the order quantity at the time of ordering was 10,000 currencies, the order quantity fluctuates with the fluctuation of the market price, and the order quantity at the time of execution becomes 10100 currencies. May be). Further, in the above [Transaction Form 1] to [Transaction Form 3], the order prices of the order, the first order and the second order may be the same from the order order to the execution, or between the order order and the execution. It may fluctuate to.

[Order type]
In this embodiment, the order information generation unit 16 determines the "trap trade" order, the first or second order of the "repeat toifdan", the order of the "raku tiger", or the first order based on the generated order information. One order or second order can be made by any kind of order. Specifically, for example, the order information generation unit 16 may perform a "trap trade" order, a "repeat toifdan" first or second order, or "raku" by any of a market order, a limit order, and a stop order. Order information can be generated to place a "tiger" order, a first order, or a second order.

More specifically, for example, the order information generation unit 16 can generate order information by a limit order so that the market price matches a specific order price. Similarly, the order information generation unit 16 can generate order information by a stop order so that the market price matches a specific order price. Further, the order information generation unit 16 places a market order when the market price reaches a specific price, and the market order is configured to be executed at a price equal to or close to the specific price (hereinafter simply referred to as simply). It is also possible to generate order information so as to perform "trigger market").

Similarly, the order information generation unit 16 causes the first order and the second order of the "repeat toifdan" and the "raku tiger" to be made by the limit order or the stop order (for example, the market price). However, it is conceivable that the price will fall (or rise) once beyond the contract price of the first order or the second order, then rise (or fall) again, and will be executed when the contract price is matched again.), Trigger market. Order information can be generated, as can be done by. Further, the order information generation unit 16 sets the order information so that the first order and the second order are composed of a combination of different types of orders (for example, the first order is a market order and the second order is a limit order). Can also be generated.

In this embodiment, the order information generation unit 16 has an order for "trap trade", a first order or second order for "repeat toifdan", an order for "raku tiger", a first order or a second order. In addition, it is possible to generate order information so as to have a trail function in which the contract price fluctuates according to the fluctuation of the market price.

Further, in this embodiment, the order information generation unit 16 follows the fluctuation of the market price in the first order and the second order of the "repeat toifdan" and the first order and the second order of the "raku tiger". , The order information can be generated so as to have a function of changing the order price of the first order and the second order, and the first order and the second order repeatedly placed thereafter in the fluctuation direction of the market price. ..

Further, in this embodiment, the order information generation unit 16 has a buy order and a sell order for the first order and the second order of the "repeat toifdan" and the first order and the second order of the "raku tiger". After the execution, the order of the buy order and the sell order is reversed (for example, the first order of the buy and the second order of the sell make the order and the execution, and then the first order of the sell and the buy order. The second order places an order and fills, and then the first buy order and the second sell order place an order and fill ... etc.) Order information can be generated.

Further, in this embodiment, the order information generation unit 16 performs an order for "trap trade", a first order or a second order for "repeat toy fudan", an order for "raku tiger", a first order or a second order. In addition, a stop-loss order (stop loss order), which is an order for suppressing a large loss due to a sharp drop or a sharp rise in the market price, can be generated. This stop-loss order can be set for each stop-loss order, for each first order or for each second order, for all orders, or for each second order. It is also possible to set one stop-loss order for all first orders and all second orders. Further, when a stop-loss order is executed, all subsequent orders and all first and second order transactions may be canceled (transactions are forcibly terminated). , May be conditionally configured to continue some or all transactions.

[Order quantity setting]
In this embodiment, the order information generation unit 16 includes a plurality of orders for "trap trade", a plurality of first orders and a plurality of second orders for "trap repeat toifdan", and a plurality of orders for "raku tiger". A plurality of first orders and a plurality of second orders can be set so that some or all of them have different order quantities.

Specifically, for example, the order information generation unit 16 sets a predetermined order (for example, the highest price order) as a reference among a plurality of orders as the largest order quantity (or the smallest order quantity), and the lower the price side. Each order information can be generated so that the order quantity becomes smaller (or larger) by a predetermined price (for example, by 0.1 yen).

Further, for example, the order information generation unit 16 may use a predetermined order as a reference among a plurality of orders (for example, the second order from the highest price side of the three orders or the second order from the highest price side of the four orders). The order price of the central order or the order equivalent to the central order such as the second order is set as the largest order quantity (or the smallest order quantity), and each time the order is separated from the predetermined order, the predetermined price (for example, 0.1 yen each) is ordered. Each order information can be generated so that the quantity becomes smaller (or larger).

In this embodiment, the order quantity may be set so that the order quantity becomes smaller (or larger) by exactly the same predetermined price (for example, by 0.1 yen), but the prices differ. The order quantity may be set so as to be smaller (or larger) by (for example, 0.1 yen ± 0.05 yen).

In this way, by setting different order quantities according to the order price, for each one or more orders, the order quantity can be increased to generate a large profit, or the order quantity can be reduced to avoid risk. , Multiple orders can be set to multiple order prices.

The order information generation unit 16 can set the order quantity by setting the numerical value itself input on the order input screen 410 (see FIG. 13, described later) or the like as the order quantity, or on the order input screen 410 or the like. It is also possible to set an order quantity by performing a predetermined operation based on the input predetermined information.

[Order Hierarchy]
Further, the order information generation unit 16 can set an order quantity by layering a plurality of orders having different order prices. Specifically, the order information generation unit 16 sets a predetermined number (integer of 0 or more) of orders with the same order quantity as the same order quantity, and sets this as one "order hierarchy", and a plurality of these layers are provided. Order information can be generated as follows.

For example, by generating the order information of the order information generation unit 16, transactions of a total of 100,000 currencies are 110.00 yen per dollar, 109.90 yen per dollar, 109.80 yen per dollar, 109.70 yen per dollar, Consider the case where an order is placed in six orders of 109.60 yen per dollar and 109.50 yen per dollar. In this case, the standard order is the highest price of 110.00 yen per dollar, the standard order quantity is 10,000 currencies, two adjacent orders are in one layer, and each layer is 1,000 currencies. Assuming that the setting is to decrease gradually, the order information generation unit 16 has an order quantity of 10,000 currencies for each constituent order in the first layer (1 dollar 110.00 yen, 1 dollar 109.90 yen) on the highest price side. In the second tier below it (109.80 yen per dollar, 109.70 yen per dollar), the order quantity of each constituent order is 9,000 currencies, and the third tier at the bottom (109. $ 1 109. 60 yen, 109.50 yen per dollar) generates each order information so that the order quantity of each constituent order is 8,000 currencies.

In this embodiment, in each layer, the same number of orders may form one layer, or different numbers of orders (for example, three first layers from the high price side, the second layer). Each tier may be formed by an order having two tiers and one third tier, three first tiers, two second tiers, three third tiers, etc.). Further, the order price constituting each layer may be one or two or more, and the order price constituting a specific layer is 0 (for example, the first layer is two). The order price, the second layer may be an order price of 0 pieces, the third layer may be an order price of 2 pieces, and the like).

The order information generation unit 16 can set the order quantity for each layer by setting the numerical value itself input to the order input screen 410 (see FIG. 13, described later) or the like as the order quantity, or the order input screen. It is also possible to set the order quantity by performing a predetermined calculation based on the predetermined information input to the 410 or the like.

Further, in this embodiment, the "hierarchy" does not necessarily have to be formed by orders and order information having a fixed hierarchical relationship. For example, when the upper layer forms the first layer and the lower layer forms the second layer, at least a part of the orders and order information in the second layer are processed by a predetermined process (for example, fluctuation of the order price based on the trail). The price is equal to or higher than the order price of the order or order information that constitutes the first layer, or the order price of the order or order information that constitutes the second layer by a predetermined process for at least a part of the order or order information in the first layer. It may be configured so that the amount is the same as or less than the above amount.

[Example of layering]
Hereinafter, the order information generation unit 16 in the financial instrument transaction management device 1 of this embodiment will show a plurality of examples of layering a plurality of orders having different order prices. The order quantity of each order constituting each layer in the following layering is the information of the following (a) to (d) input by the trader on the order input screen 410 (see FIG. 13, described later) or the like. It may be determined using (eg, at least some of this information).
(A) Total quantity of transactions (total order quantity of all order prices)
(B) Maximum quantity per tier (order quantity for each tier or individual order price in one tier that is the maximum)
(C) Order quantity in the first stage (order quantity for the entire hierarchy or individual order price in the reference hierarchy (for example, the highest price side, the lowest price side hierarchy, or the center hierarchy))
(D) Number of layers The order information generation unit 16 may calculate and determine one sell order price or one buy order price set in one order price, but it is set in one order price. Calculate and determine the total order quantity of a set of ifdan orders (buy and sell orders) and the total order quantity of a set of ifdan orders and stop-loss orders set at one order price. May be good. The order quantity may be calculated by any calculation method using any information input by the trader on the order input screen 410 (see FIG. 13, which will be described later) or the like.

[Example 1 of layering (regular pyramid type)]
FIG. 4 is a diagram schematically showing a first example of a hierarchy set in the financial instrument transaction management device 1 of this embodiment. In this first example, the order quantity for each layer increases / decreases proportionally as the layer increases / decreases (for example, the first layer has 10,000 currencies, the second layer has 20,000 currencies, the third layer has 30,000 currencies, and the like. ) Is set.

[Example 2 of layering (double increase type)]
FIG. 5 is a diagram schematically showing a second example of the hierarchy set in the financial instrument transaction management device 1 of this embodiment. In this second example, the order quantity for each layer increases / decreases exponentially as the layer increases / decreases (for example, the first layer has 10,000 currencies, the second layer has 20000 currencies, the third layer has 40,000 currencies, and so on. It is set to increase by a power of 2 for each layer, etc.).

[Layered calculation example 3 (floor difference specification type)]
FIG. 6 is a diagram schematically showing a third example of the hierarchy set in the financial instrument transaction management device 1 of this embodiment. In this third example, the order quantity for each tier increases or decreases by a predetermined quantity (hereinafter referred to as "difference") as the tier increases or decreases (for example, the first tier is 10,000 currencies and the second tier is 12000 currencies). , The third layer is set to increase by 2000 currencies for each layer, such as 14000 currencies, etc.).

[Specific setting example 1 of layering]
FIG. 7 is a first diagram schematically showing a specific setting example of layering in the financial instrument transaction management device 1 of this embodiment. In the figure, the first tier on the high price side (one for every five order prices, a total of five orders) and the second tier on the low price side (one for every five order prices, a total of five orders) The case where a total of 100,000 currencies are set to be ordered is illustrated.

As shown in the figure, here, in the first layer, the total order quantity (100,000 currency) is divided by the number of orders (10), which is approximately two-thirds of the value (10,000 passes). 7,000 currencies are set as the order quantity for each order.

In the second tier, the remaining order quantity (65,000 currencies) obtained by subtracting the total order quantity (35,000 currencies) of the first tier from the total order quantity (100,000 currencies) is the order of the second tier. 13,000 currencies, which is an approximate value divided by the number of pieces (5 pieces), is set as the order quantity of each order.

[Specific setting example 2 for layering]
FIG. 8 is a second diagram schematically showing a specific setting example of layering in the financial instrument transaction management device 1 of this embodiment. In the figure, the first tier on the high price side (one for each of the three order prices, a total of three orders), the second tier in the middle (one for each of the three order prices, a total of three orders), and the low price side. An example is shown in which an order of a total of 100,000 currencies is set in the third layer (one for each of the four order prices, a total of four orders).

As shown in the figure, here, in the first layer, the total order quantity (100,000 currency) is divided by the number of all orders (10), which is approximately 3/7 of the value (10,000 currency). , Approximately 4,000 currencies are set as the order quantity for each order.

In the second layer, 8,000 currencies, which is twice the order quantity of each order in the first layer, is set as the order quantity of each order.

In the third tier, the remaining order quantity (64,000 currencies) obtained by subtracting the order quantity of the entire first tier and the entire second tier (24,000 currencies) from the total order quantity (100,000 currencies). Is divided by the number of orders (4) in the third layer, and 16,000 currencies are set as the order quantity of each order.

[Specific setting example 3 of layering]
FIG. 9 is a third diagram schematically showing a specific setting example of layering in the financial instrument transaction management device 1 of this embodiment. In the figure, the first tier on the high price side (one for each of the three order prices, a total of three orders), the second tier in the middle (one for each of the four order prices, a total of four orders), and the low price side. An example is shown in which an order of a total of 100,000 currencies is set in the third layer (one for each of the three order prices, a total of three orders). In the above setting example 1 and setting example 2, the order quantity is set to be larger toward the lower layer, but in this setting example 3, the second layer in the middle is the largest order quantity, and this second layer. The order quantity is set to be smaller as the layer is farther from the layer (here, the first layer and the third layer).

[Specific setting example 4 of layering]
FIG. 10 is a fourth diagram schematically showing a specific setting example of layering in the financial instrument transaction management device 1 of this embodiment. In the figure, the first tier on the high price side (one for each of the three order prices, a total of three orders), the second tier in the middle (one for each of the four order prices, a total of four orders), and the low price side. An example is shown in which an order of 100,000 currencies is set in the second layer (one for three order prices, a total of three orders). In this setting example 4, contrary to the above setting example 3, the second layer in the middle has the smallest order quantity, and the order quantity distant from the second layer (here, the first layer and the third layer) is larger. Is set to be.

It should be noted that what is shown in the specific setting example 1 to the specific setting example 4 is an example of the calculation method of the order quantity of the order for each layer, and the calculation method shown in the specific setting example 1 to the specific setting example 4 is used. , Any other tier number of orders, or any tier order may be calculated. Further, the order quantity of each layer may be set by any calculation method other than the calculation method shown in the specific setting example 1 to the specific setting example 4.

A computer system is used to set an order as an order quantity that differs depending on the order price by setting the order quantity of each hierarchy and each order price by using the setting method such as these concrete setting examples. It is possible to easily set each order automatically and appropriately by the calculation.

In the above specific setting examples 1 to 4, when a decimal value is generated or a remainder is generated as a result of division, any processing may be performed on the value after the decimal point or the remainder. For example, processing such as rounding down or rounding up to the nearest whole number may be performed, and if there is a remainder, all the layers are at the bottom (orders with the lowest order price) or at the top (or at the top). It may be added to the order of the above order price).

[Effect of layering]
In this way, by layering multiple orders and setting the order quantity for each layer, you can increase the order quantity for each of multiple orders to generate large profits, or reduce the order quantity to avoid risk. While trying, multiple orders can be set to multiple order prices.

In addition, when the average cost (all orders set to multiple order prices are new transactions of financial products) by gradually increasing (or decreasing) the order quantity from the high price side layer to the low price side layer. The average value of the transactions in. Specifically, for all transactions, the total number obtained by multiplying the individual order price by the transaction quantity at the order price is divided by the total order quantity. The value corresponds to this. The same shall apply hereinafter in the present specification), and it is possible to easily increase the profit and avoid the risk. In addition, it is possible to easily construct a configuration in which an order having such an effect is automatically calculated or set using a computer system.

FIG. 11 is a diagram schematically showing the difference in the average cost between the case where the orders set to a plurality of order prices are not stratified and the case where the orders are stratified in the financial instrument transaction management device 1 of this embodiment. ..

As shown in FIG. 11 (a), the maximum price is 110.00 yen per dollar, and the order price is 10 yen in total (the lowest price is 101.00 yen per dollar) with a price range of 1.00 yen each. Consider the case where an order for a financial product with a total of 100,000 currencies is placed with an order quantity of 10,000 currencies per order. In this case, the average cost is 105.50 (110.00 x 10,000 + 109.00 x 10,000 + 108.00 x 10,000 + ... 103.00 x 10,000 + 102.00 x 10,000 + 101.00 x 10 000) ÷ 100,000 = 105.50).

On the other hand, as shown in FIG. 11 (b), a total of 10 orders are set at the same order price as in FIG. 11 (a), and these are set in the first layer 31 on the high price side and the second layer 32 on the low price side. Consider the case. At this time, the order quantity of the five orders of the first layer 31 (110.00 yen per dollar to 106.00 yen per dollar) is 7,000 currencies per order, and the five orders of the second layer 32 (105 per dollar). It is assumed that the order quantity (from .00 yen to 101.00 yen per dollar) is placed as an order for financial products in 13,000 currencies per order, for a total of 100,000 currencies. In this case, the average cost is 104.75 (110.00 x 7,000 + 109.00 x 7,000 + ... + 106.00 x 7,000 + 105.00 x 13,000 + 104.00 x 13,000 + ... + 101. .00 x 13,000) ÷ 100,000 = 104.75). Comparing this with the case of FIG. 11A, it can be seen that the average cost is improved by 75 pips (105.50-104.75 = 0.75), that is, 0.7%.

Further, as shown in FIG. 11 (c), a total of 10 orders are set at the same order price as in FIG. 11 (a), and these are set in the first layer 31 on the high price side, the second layer 32 in the middle, and so on. Consider the case where the third layer 33 on the low price side is set. At this time, the order quantity of the three orders of the first layer 31 (110.00 yen per dollar to 108.00 yen per dollar) is 4,000 currencies per order, and the three orders of the second layer 32 (107 dollars 1). Order quantity of .00 yen to 105.00 yen per dollar) is 8,000 currencies per order, and order quantity of 4 orders of 3rd layer 33 (104.00 yen to 1 dollar to 101.00 yen per dollar) It is assumed that the order is placed as an order for financial products of 16,000 currencies per order, for a total of 100,000 currencies. In this case, the average cost is 104.12 (110.00 x 4,000 + 109.00 x 4,000 + 108.00 x 4,000 + 107.00 x 8,000 + 106.00 x 8,000 + 105.00 x 8,000 + 104.00. × 16,000 + 103.00 × 16,000 + 102.00 × 16,000 + 101.00 × 16,000) ÷ 100,000 = 104.12). Comparing this with the case of (a) in FIG. 11, it can be seen that the average cost is improved by 138 pips (105.50-104.12 = 1.38), that is, 1.3%.

In this way, by changing the order quantity according to the order price and layering them by order quantity, it is easy to adjust the average cost, increase profits, and avoid risks. Can be done. In addition, it is possible to easily construct a configuration in which an order having such an effect is automatically calculated or set using a computer system.

[Processing procedure]
FIG. 12 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 layering is performed in "trap trade", "tralipi", and "raku tiger", but this is an example of the processing procedure, and the following processing is performed in any ordering method other than the above. The procedure may be used.

[1. Processing procedure in "trap trade"]
The processing procedure when conducting a transaction by "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 causes the display unit 22 of the accessed client terminal 2 to display an order selection screen (not shown).

On the order selection screen (not shown), a transaction selection button (not shown) for selecting a transaction type is displayed. With the trade selection button (not shown), the trader can use the above-mentioned "trap trade" order, "tralipi" order, "raku tiger" in addition to the normal market order, limit order, stop order, OCO order, etc. You can select orders, etc. When the trader selects a specific transaction (here, "trap trade") with the transaction selection button (not shown) and clicks the execute button (not shown), the display unit 22 displays the order input screen shown in FIG. 410 is displayed.

On the order input screen 410 shown in FIG. 13, an order display field 41a in which an order selected by the above-mentioned transaction selection button (not shown) (“trap trade” order in FIG. 13) is displayed, and a financial product to be traded are displayed. Currency pair selection button 41b for selecting currency pairs (for example, Japanese yen and US dollars, Japanese yen and euros, etc.), order amount setting button 41c for setting the average order amount per order by numerical input, The number of traps for which the "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), are set first. The setting button 41d is displayed.

Further, on the order input screen 410, a value obtained by calculating the value of the order amount input to the order amount setting button 41c and the number of traps input to the trap number setting button 41d (here, multiplication of both values). Total order amount display field 41e where (value given in) is displayed, the base 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) , The order price of the lowest order, the order price of the central order, etc.), the start price input field 41f for numerically inputting the "start price" is displayed.

Further, on the order input screen 410, an order type selection button 41g for selecting the type of the order as the start price (for example, the highest price order, the lowest price order, etc.) input in the start price input field 41f. , Trap price range input field 41h for numerically inputting the value of "trap price range" as the price range between orders with different order prices, and hierarchical input field 41j for numerically inputting the number of "hierarchy" of orders are displayed. ..

Further, on the order input screen 410, there is an expiration date selection field 41k for selecting the expiration date of each order (for example, 6 months, 1 year, indefinite period, etc.), and "loss" due to a large drop or rise in the market price. Whether or not to set a "stop loss order" as a stop loss order to prevent it from becoming large, and a stop loss order setting button 41m for numerically inputting the order price of the set stop loss order are displayed. There is.

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. 13, "USD / JPY" indicating Japanese yen and US dollars is selected on the currency pair selection button 41b, "1 (10,000 currencies)" is input on the order amount setting button 41c, and the number of traps setting button 41d. Is entered as "10 (books)", "110.00 (yen)" is entered in the start price input field 41f, and the order type selection button 41g is "new / buy" indicating "new buy order". Is selected, "1.00 (yen)" is entered in the trap value range input field 41h, "3 (hierarchy)" is entered in the hierarchical input field 41j, and "indefinite" in the expiration date selection field 41k. Is selected, and the stop loss order setting button 41m indicates that the stop loss order is not set.

When the execution button 41n is clicked in this state, the data selected / input on the transaction selection button (not shown) and the order input screen 410 is transmitted from the client terminal 2 to the financial instrument transaction management device 1. The order input receiving unit 12 confirms the input sales order application information. That is, the order price is inspected by inspecting the deadline selected in the expiration date selection field 41k, the order amount setting button 41c, the number of traps setting button 41d, the value input in the start price input field 41f, and the like ( Step S2). Specifically, an inspection is performed such as whether or not 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 receiving 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 value input to the order amount setting button 41c and the value input to the trap number setting button 41d, (10,000 (currency) × 10 ( Book) =) 100,000 (currency). However, the permissible order amount may be a value of a predetermined ratio to the value (for example, 100,000 (currency) × 0.1 = 10,000 (currency)), or a predetermined predetermined amount (for example). , It may be uniformly 50,000 (currency)), or it may be a value other than the above or a value calculated by a calculation method.

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 can make a reliable payment.

When the margin amount is equal to or greater than the order permissible amount (“No” in step S5), the order input reception unit 12 uses other order conditions (that is, other order conditions) 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 acceptance of the order (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 ifdan order described above, 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 allowing 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. Generate information (step S8). Specifically, a plurality of data input according to the procedure as described above are grouped for each order price, and the sequence number of the sequence number table 184 is assigned to each group to generate order information (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 "tralipi" and "raku tiger" described later, among these order information, the first order for making an ifdan order is the first. A plurality of order information including one order information 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 "tiger lipi" 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 in FIG.

The “ord_seq” field 181b shown in FIG. 3 is a 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 displayed in the total order amount display field 41e. The "buy_sell_id" field 181g is a field for recording the distinction between a sell order and a buy order selected by the order type selection button 41g. 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 selected in the expiration date selection field 41k. The “ord_cond” field 181j is a field for recording the type of order selected by the order type selection button 41g.

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 a trap trade has been 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, the order table 181 shows the data input to the input screen 40, that is, the currency pair selection button 41b, the number of traps setting button 41d, the start price input field 41f, and the trap price range input field. 41h, a field for recording the data input in the hierarchical input field 41j is also provided. In addition, information on the profit margin between the first order and the second order, which is input when generating order information for conducting transactions of "Tralipi" and "Raku Tora", which will be described later, and transactions of "Raku Tora" There is also a field for recording the upper and lower price information of the price range for setting the first order and the second order, which is input when generating the order information for performing the above. Using these fields, all the data entered in the order entry screen 410 is recorded in the order table 181.

In this embodiment, the "order information" will be described below as data formed by attaching attribute information to each order based on the definition of each field shown in FIG. However, with predetermined data before forming the "order information" in this embodiment (for example, a table showing an order (without attribute information) for each order price to be ordered). Yes, each order may be configured to be placed based on such "order information".

Further, in this embodiment, the order information and the order information group are generated by inputting information in various input fields displayed on the order input screen 410 shown in FIG. 13, but the order input screen 410 is configured. The configuration of the input field and the type of data input to the order input screen 410 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 product transaction management device 1 "traps" based on the transaction selection button (not shown) and the information selected and input on the order input screen 410 according to the procedure of steps S1 to S10. Generate order information for conducting "trade" transactions.

FIG. 14 is a diagram schematically showing order information for conducting a “trap trade” transaction 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 has 10 order information 41 whose number of orders is equal to the number (10) input to the trap number setting button 41d. ₁ , _{421, ... 419, 41 10 are generated} in one order procedure.

Then, when the order information generation unit 16 generates the order information 41 ₁ , _{421, ... 419, 41 10 , it} is calculated by the calculation method shown in the above [Specific setting example 2 of layering]. Set the value of the order quantity for each order. As a result, the order information generation unit 16 sets the order quantity of the three orders (110.00 yen per dollar to 108.00 yen per dollar) of the first layer 31 (see FIG. 11) on the high price side to 4 per order. Thousand currencies, the order quantity of three orders (107.00 yen per dollar to 105.00 yen per dollar) of the second layer 32 in the middle (see Fig. 11) is 8,000 currencies per order, the third on the low price side Each order information 41 ₁ so that the order quantity of the four orders (¥ 104.00 to $ 1 to ¥ 101.00 per dollar) in layer 33 (see FIG. 11) is 16,000 currencies per order. , ₄₂₁ , ... ₄₁₉ , 41 Set the value of the order quantity of _{10 10} .

Then, each of the generated order information 41 ₁ , _{421, ... 419, 41 10 includes attribute} information as shown in FIG. Specifically, the respective order information 41 ₁ , ₄₂₁ , ... ₄₁₉ , 41 ₁₀ are uniquely assigned to the respective order information 41 ₁ , ₄₂₁ , ... ₄₁₉ , 41 ₁₀ . Number 181A, customer number information 181B for identifying a trader, currency pair information 181C for identifying a selected currency pair, order amount information 181D as the value of the order amount of each order, order information 41 ₁ , 41 ₂ , ... Order time information 181E as the date and time when 4 1 ₉ and 41 ₁₀ were generated, trading information 181F for distinguishing between sell and buy orders, and order price information 181G as the value of the order price of each order. , Order deadline information 181H as the expiration date of the order, New / settlement information 181J that identifies the new order and the settlement order when the order is an ifdan order, Whether the order is valid (ordered) or invalid (unordered) Valid / invalid information to identify whether the order is an ifdan order, order information 181L to identify either the first order (new order) or the second order (settlement order or stop loss order) when the order is an ifdan order, presence / absence of execution (contract) 181M of contract presence / absence information for identifying (contracted or uncontracted) is provided.

In addition, all or a part of these attribute information _181A to _181M may be recorded in the individual order information 41 ₁ , 421, ... 419, 41 ₁₀ , or the individual order information 41 ₁ , It may be recorded in the database 181 or the like separately from ₄₂₁ , ... ₄₁₉ , 41 ₁₀ .

[1-3. Transaction procedure]
FIG. 15 is a diagram schematically showing an order for a “trap trade” made based on the order information 41 ₁ , _{421, ... 419, 41 10 generated in} this way. 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, an order 141 ₁ in which a transaction is made based on the order information 41 ₁ , an order 141 ₂ in which a transaction is made based on the order information ₄₁₂ , and so on are displayed. All orders 141 ₁ , 141 ₂ , ..., 141 ₉ , 141 ₁₀ shown in the figure are based on the order information 41 ₁ , ₄₂₁ , ... ₄₁₉ , 41 ₁₀ generated in one order procedure. The transaction is carried out.

As shown in FIG. 15, the three orders 141 ₁ , 141 ₂ , 141 ₃ on the high price side are the first layer 31 of the order quantity 4000, and the three orders 141 ₄ , 141 ₅ , 141 ₆ in the middle are the order quantity 8000. The second layer 32 is formed by the four low-priced orders 141 ₇ , 141 ₈ , 141 ₉ , 141 ₁₀ and the third layer 33 having an order quantity of 16000, respectively.

The order information generation unit 16 performs a process of converting the valid / invalid information 181K included in the order information 41 ₁ from "invalid" to "valid", so that the order 141 ₁ places an order.

When the market price reaches the order price of the order 141 ₁ (that is, when the market price matches the order price information 181G included in the order information 41), the execution information generation unit 14 includes the execution presence / absence information 181M included in the order information 41 ₁ . Is converted from "none" to "yes", and the order 141 ₁ is executed.

Similarly, in another order, for example, order ₁₄₁₂ , the order information generation unit 16 and the execution information generation unit 14 process the order information 412 ₍ see _FIG . 14) to place an order or market price of the order 1412. Execution is performed when the price fluctuates and matches the order price of order 141 ₂ .

[2. Processing procedure in "Tralipi"]
Next, a processing procedure in the case of conducting a transaction by "tralipi" in the financial instrument transaction management system 1A will be described.

[2-1. Generation of order information]
When the trader selects "tralipi" on the order selection screen (not shown) and clicks the execute button (not shown), the order input screen 510 shown in FIG. 16 is displayed.

The order input screen 510 shown in FIG. 16 has an order display field 41a, a currency pair selection button 41b, an order amount setting button 41c, a trap number setting button 41d, and a total order amount display, similar to the order input screen 410 shown in FIG. A field 41e, a start price input field 41f, an order type selection button 41g, a trap price range input field 41h, a hierarchy input field 41j, an expiration date selection field 41k, and a stop loss order setting button 41m are displayed.

Further, in addition to these, on the order input screen 510, a setting method of each order price in the transaction selected in the order display field 41a (for example, a setting of "designating a price range" between the first order and the second order. Or, setting to "specify the profit margin" between the first order and the second order to place an ifdan order is conceivable.) Price specification method selection button 51a, the first order and the second to place an ifdan order In the profit margin setting column 51b and the profit margin setting column 51b for numerically inputting the "profit margin" which is the profit margin obtained by the execution with the order (for example, "profit for XX sen obtained by the execution"). Profit amount display field 51c, which displays the profit amount obtained by performing a predetermined operation on the entered value, the transaction price is in the high price direction or following the rise or fall of the market price in the second order of the ifdan order. A settlement trail selection button 51d for selecting whether or not to set a "settlement trail" as an order for setting a "trail" that fluctuates in the low price direction is displayed. In addition, instead of the configuration in which the profit margin is input in the profit margin setting field 51b, the profit amount obtained by the contract between the first order and the second order (for example, "profit of XX sen obtained by the contract") is a numerical value. An input field to be input may be provided, and subsequent processing may be performed according to the value input in this input field.

The number of traps setting button 41d on the order input screen 510 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) that are ordered first. Is used to set by numerical input. Further, the start price input field 41f of the order input screen 510 is a specific first order or a specific second order (for example, the highest price first order, the lowest price second order, the central first order or the central order). It is used to set the start price of (second order, etc.).

The trader inputs and selects information necessary for a desired order on the order input screen 510. The same input as the order input screen 410 is performed on the buttons common to the order input screen 410. In the order input screen 510 of FIG. 16, a state in which the same input as in FIG. 13 is input to the button common to the order input screen 410 is shown. In the start price input field 41f, the order price of the first order with the highest price is input. Further, in the order type selection button 41g, "new / buy" indicating that the first order is a "new buy order" is selected. Further, "1.00 (yen)" is input in the trap value width input field 41h, "3 (layer)" is input in the hierarchical input field 41j, and "indefinite" is selected in the expiration date selection field 41k. The stop-loss order setting button 41m indicates that a check box for selecting the stop-loss order setting is checked and a numerical value is input for the stop-loss order to be 100.00 yen.

Further, in the order input screen 510 of FIG. 16, the setting of "specifying the price range" between the first order and the second order is selected in the price specification method selection button 51a, and "100" is selected in the profit margin setting field 51b. (Qian) ”is input, and the settlement trail selection button 51d indicates a state in which“ setting ”is selected for the“ settlement trail ”.

When the execution button 41n is clicked in this state, the information selected / input on the transaction selection button (not shown) and the order input screen 510 is transmitted from the client terminal 2 to the financial instrument transaction management device 1. The order information generation unit 16 of the financial product transaction management device 1 makes a first order by a transaction of "tralipi" based on the transaction selection button (not shown) and the information selected and input on the order input screen 410. The first order information for conducting a transaction, the second order information for conducting a transaction by a second order, and the stop order information for conducting a transaction by a stop loss order are generated.

17A and 17B are diagrams schematically showing the first order and the second order generated based on the transaction selection button (not shown) and the information selected and input on the order input screen 510. be.

As shown in the figure, in the order information generation unit 16, 10 first order information 51 ₁ , 51 ₂ , ... 51, which is equal to the number (10) input to the trap number setting button 41d. ₉ , 51 ₁₀ , 10 second order information 52 ₁ , 52 ₂ , ... 52 ₉ , 52 ₁₀ , 10 stop order information 53 ₁ , 53 ₂ , ... 53 ₉ , 53 ₁₀ Generated in one order procedure. First order information 51 ₁ and second order information 52 ₁ , first order information 51 ₂ and second order information 52 ₂ , ... First order information 5 1 ₉ and 1st, forming a set of orders for which if-dloss orders are placed. (Ii) Order information 52 ₉ , first order information 51 ₁₀ and second order information 52 ₁₀ , and further, stop-loss order information 53 ₁ , 53 ₂ , ... 53 ₉ , 53 that form a stop-loss order for those ifdan orders. ₁₀ forms an order information group 54 ₁ , _{542, ... 549, 54 10 , respectively} .

Then, the order information generation unit 16 generates the first order information 51 ₁ , 51 ₂ , ... 51 ₉ , 51 ₁₀ , and the second order information 52 ₁ , 52 ₂ , ... 52 ₉ , 52 ₁₀ . At that time, the value of the order quantity of each order is set by the calculation method shown in the above [Calculation example 2 of layering]. As a result, the order information generation unit 16 sets the order quantity of the three orders (110.00 yen per dollar to 108.00 yen per dollar) in the first layer on the high price side to 4,000 currencies per order, and the first in the middle. The order quantity of 3 orders on the 2nd floor (107.00 yen per dollar to 105.00 yen per dollar) is 8,000 currencies per order, and 4 orders on the 3rd floor on the low price side (104.00 yen per dollar). The first order information 51 ₁ , 51 ₂ , ... 51 ₉ , 51 ₁₀ , respectively, so that the order quantity (up to 101.00 yen per dollar) will be 16,000 currencies per order. (Ii) Order information 52 ₁ , 52 ₂ , ... 52 ₉ , 52 ₁₀ , respectively Stop order information 53 ₁ , 53 ₂ , ... 5 3 ₉ , 53 ₁₀ Order quantity values (order amount information in FIG. 17A) 181D value) is set.

[2-2. Transaction procedure]
FIG. 18 shows the first order information 51 ₁ , 52 ₂ , ... 51 ₉ , 51 ₁₀ and the second order information 52 ₁ , 52 ₂ , ... 52 ₉ , 52 ₁₀ generated in this way. , _{And stop order information 53 1} , _{53 2 ,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,, .} It is a figure which shows typically the order of 152 ₉ , 152 ₁₀ and stop loss order 153 ₁ , 153 ₂ , ... 153 ₉ , 153 ₁₀ . In the figure, as in the schematic diagram of FIG. 15, the corresponding order information and the order are displayed with the last two digits of the code and the subscripts being the same. All first orders 151 ₁ , 151 ₂ , ... 151 ₉ , 151 ₁₀ , all second orders 152 ₁ , 152 ₂ , ... 152 ₉ , 152 ₁₀ , all stop loss orders 153 shown in the figure. ₁ , 153 ₂ , ... 153 ₉ , 153 ₁₀ are the first order information 51 ₁ , 51 ₂ , ... 51 ₉ , 51 ₁₀ , and the second order information 52 ₁ , 52 generated in one order procedure. ₂ , ... 52 ₉ , 52 ₁₀ , Stop order information 53 ₁ , 53 ₂ , ... 5 3 ₉ , 53 ₁₀ The transaction is performed.

Predetermined processing performed by the order information generation unit 16 for the first order information 51 ₁ (here, the valid / invalid information 181K included in the first order information 51 ₁ is converted from "invalid" to "valid". This is the process), where a particular first order, eg, first order 151 ₁ is placed.

As shown in FIG. 18, when the market price 71 matches the order price of the first order 151 ₁ (that is, the order price information 181G of the first order information 51 ₁ ), the execution information generation unit 14 changes to the first order information 51 ₁ . The process of converting the included execution presence / absence information 181M from "none" to "yes" is performed, and the first order 151 ₁ is executed.

When the first order 151 ₁ is executed, the valid / invalid information _181K included in the second order information 52 ₁ and the stop order information 531 of the order information generation unit 16 is converted from "invalid" to "valid". .. As a result, the second order 152 ₁ and the stop loss order 153 ₁ are placed.

When the market price matches the order price of the second order 152 ₁ (that is, the order price information 181G of the _second order information 521), a predetermined process (here, the _first ) for the second order information 521 of the execution information generation unit 14 is performed. (Ii) The second order 152 ₁ is executed by the process of converting the execution presence / absence information 181M from “nothing” to “yes” in the order information 52 ₁ .

When the second order 152 ₁ is executed, the order information generation unit 16 processes the ordered stop-loss order 153 ₁ to cancel the order (the process of canceling the order while the order has not been executed yet). , Order information group 54 ₁ having _first order information 51 ₁ corresponding to executed first order 151 ₁ and second order 152 ₁ and second order information 52 ₁ and stop order information 5 31 is generated again. ..

When the market price 71 fluctuates and matches the order price of the first order 151 ₁ and the order price of the second order 152 ₁ , the order information generation unit 16 and the execution information generation unit 14 are generated again. By performing the same processing as the order information 51 ₁ and the second order information 52 ₁ and the above-mentioned processing, the ordering and filling of the first order 151 ₁ and the ordering and filling of the second order 152 ₁ are performed again.

After that, every time the second order 152 ₁ is executed, the order information group 54 ₁ having the _first order information 51 ₁ and the second order information 52 ₁ and the stop order information 5 31 is processed by the order information generation unit 16. The order information generation unit 16 and the execution information generation unit 14 perform the same processing as described above according to the fluctuation of the market price, so that the order and execution of the first order 151 ₁ and the second order 152 ₁ are performed. Orders and contracts are repeated.

Similarly, in the other first order and the second order, for example, the first order 151 ₂ and the second order 152 ₂ , the order information generation unit 16 and the execution information generation unit 14 form the first order information 51 ₁ and the second order. By performing the same processing as described above for information 52 ₁ , the order price of the first order 151 ₂ and the second order 152 ₂ and the market price 71 fluctuate, and the order price of the first order 151 ₂ and the second order An execution may be made when the order price of 152 ₂ is matched, and then a re-order and execution of the first order 151 ₂ and the second order 152 ₂ may be made after the execution of the second order 152 ₂ . Repeated.

Note that the stop order information 531 included in the order information group 541 in which the market price 71 drops after the specific _first order, for example, the first order 151 ₁ is executed, and the market price is the same as the _first order 151 ₁ . When the value of the order price information 181G (1 dollar = 100.00 yen) is reached, the uncontracted second order 152 ₁ is canceled by the execution of the stop loss order 153 ₁ , and this second order 152 ₁ is not yet executed. The transaction is canceled with the contract remaining.

Specifically, the execution information generation unit 14 changes the execution presence / absence information _181M of the stop order information 531 from "none" to "yes", and performs a process for canceling the transaction based on the _first order information 511. (For example, a process of setting a transaction cancellation flag information (not shown) in the first order information 51 ₁ or a process of erasing the first order information 51 ₁ can be considered). When the stop-loss order 153 ₁ is executed, the execution information generation unit 14 is a part of the order information related to the unordered order and the order information related to the unfilled order other than the _second order information 521. Alternatively, it may be configured to perform a process for canceling all of them in the same manner.

Further, although not shown in FIG. 18, a specific order, for example, the _second order 1522 is set as a stop order, and the market price rises or falls beyond the contract price of the specific second order, for example, the _second order 1522. Then, the market price and the contract price of the second order 152 ₂ are included in the predetermined trail width (for example, the order information generation unit 16 and the second order information 52 ₂ ), and the trail width information (FIG.) indicating the numerical value of the trail width. (Not shown)) When opened more than that, it may be set so that the process of rising or falling in the fluctuation direction of the market price is performed by a predetermined fluctuation range (for example, the value of the trail width information (not shown) described above). can.

[3. Processing procedure for "Raku Tora"]
Next, the processing procedure when conducting a transaction by "Raku-Tora" in the financial instrument transaction management system 1A will be described.

[3-1. Generation of order information]
A trader who uses the financial instrument transaction management system 1A causes the display unit 22 of the client terminal 2 to display an order selection screen (not shown), as in the case of conducting a transaction by "tralipi". When the trader selects "Raku-Tora" on the order selection screen (not shown) and clicks the execute button (not shown), the display unit 22 displays the order input screen 610 shown in FIG.

The order input screen 610 shown in FIG. 19 has an order display field 41a, a price specification method selection button 51a, a currency pair selection button 41b, and an order amount setting button 41c, which are similar to the order input screen 510 of the “tralipi” shown in FIG. , Trap number setting button 41d, total order amount display field 41e, start price input field 41f, order type selection button 41g, hierarchy input field 41j, profit margin setting field 51b, profit amount display field 51c, expiration date selection field 41k, stop The loss order setting button 41m is displayed.

Further, in the order input screen 610 shown in FIG. 19, the lower limit price of the price range for setting the first order and the second order is numerically input in place of the trap price range input field 41h of the order input screen 510 of FIG. The lower limit price input button 61a and the upper limit price input button 61b are displayed. When the display unit 22 of the client terminal 2 is a touch panel type display, the coordinates in the price direction on the chart displayed on the display unit 22 (for example, vertical) are replaced with the lower limit price input button 61a and the upper limit price input button 61b. The client terminal 2 may detect the contact position of the pointing device (for example, a trader's finger, a touch pen, etc.) with respect to the axis) to acquire the lower limit price information and the upper limit price information.

The trader inputs and selects information necessary for a desired order on the order input screen 610. The same input as the order input screen 410 is performed on the buttons common to the order input screen 510. The order input screen 610 of FIG. 19 shows a state in which the same input as in FIG. 15 is input to the button common to the order input screen 510.

Further, in the order input screen 610 of FIG. 19, "(1 dollar =) 101.00 (yen)" is input to the lower limit price input button 61a, and "(1 dollar =) 110.00" is input to the upper limit price input button 61b. The state in which "(yen)" is entered is shown.

When the execution button 41n is clicked in this state, the information selected / input on the transaction selection button (not shown) and the order input screen 410 is transmitted from the client terminal 2 to the financial instrument transaction management device 1. The order information generation unit 16 of the financial instrument transaction management device 1 makes a first order by a transaction of "Raku Tora" based on the transaction selection button (not shown) and the information selected and input on the order input screen 610. The first order information for conducting a transaction by the second order and the second order information for conducting the transaction by the second order are generated.

For example, the order information generation unit 16 has "(1 dollar =) 101.00 (yen)" input to the lower limit price input button 61a and "(1 dollar =) 110.00" input to the upper limit price input button 61b. (Yen) ”is divided by (10-1 =) 9, which is the value obtained by subtracting 1 from the value input to the number of traps setting button 41d, which is the price range of 9.00 yen. The value of 1.00 yen obtained by this calculation is set as the price range between the first order and the second order.

The order information generation unit 16 sets the first order price of each first order based on a specific order, for example, the first order with the highest price. Specifically, the order information generation unit 16 sets the order price information 181G of the _{first order information 61 1 of} the first order 1611 which is the first order of the highest price to the upper limit price of the price range (that is, the upper limit price input button). Set to "(1 dollar =) _110.00 (yen)" entered in 61b, and set the order price information (not shown) of the _first order information 1612 of the first order 1612 on the one lower price side. , Set the low price "(1 dollar =) 109.00 (yen)" by the price range (that is, 1.00 yen) obtained by the above calculation from the order price set in the _first order information 611 and further. The order price information _181G of the first order information 613 on the one low price side is set to "(1 dollar =) 109.00 (yen)", and ... , The lowest price first order information 61 ₁₀ first order information 61 ₁₀ order price information 181G is set to "(1 dollar =) 101.00 (yen)".

The order information generation unit 16 of the _second order ... 162 ₁ , 162 ₂ , ... 162 ₉ , 162 ₁₀ corresponding to the first order 161 ₁ , 1612, ... 161 ₉ , 161 ₁₀ respectively. Set the order price. Specifically, for example, the order information generation unit 16 sets the order price information 181G of the _{first order information 61 1 of} the first order 1611 of the highest price to "(1 dollar =) 110.00 (yen)". , The operation of adding "100 (sen)" input in the profit margin setting field 51b is performed, and the value "(1 dollar =) 111.00 (yen)" is obtained. Then, the order information generation unit 16 adds "(1 dollar =) 111.00 (yen)" calculated by the above calculation to the order price information 181G of the _second order information 621 of the second order 162 ₁ of the highest price. Set.

Next, the order information generation unit 16 adds the order price information 181G of the second order information 62 ₂ of the second order 162 ₂ on the _{one low price side of the second order 162 1 to} the order price information of the second order information 621. "(1 dollar =) 110.00 (yen)" which is the value obtained by subtracting 1.00 yen, which is the price range calculated by the above calculation, from "(1 dollar =) 111.00 (yen)" set in 181G. Set to. Further, the order price information _181G of the second order information 623 of the second order 161 ₃ on the one lower price side is set to "(1 dollar =) 109.00 (yen)", and so on. .. Then, the order information generation unit 16 sets the order price information 181G of the second order information 62 ₁₀ at the lowest price to "(1 dollar =) 101.00 (yen)".

The order information generation unit 16 converts the order price information 181G of the second order information 62 ₁ , 62 ₂ , ... 62 ₉ , 62 ₁₀ into the corresponding _first order information 61 ₁ , 612, ... -It may be calculated by adding "100 (sen)" input in the profit margin setting field 51b to 6 1 ₉ and 61 ₁₀ .

17A and 17B schematically show the order information generated in this way. As shown in the figure, the first order information 61 ₁ , 61 ₂ , 61 ₃ , ... 61 ₁₀ , the second order information 62 ₁ , 62 ₂ generated by the input of the order input screen 610 in one order procedure. , ・ ・ ・ 62 ₉ , 62 ₁₀ , Stop order information 63 ₁ , 63 ₂ , ・ ・ ・ 63 ₉ , 63 ₁₀ , and order information group 64 ₁ , 64 ₂ , ・ ・ ・ 64 ₉ , 64 ₁₀ are orders. First order information 51 ₁ , 51 ₂ , ... 51 ₉ , 51 ₁₀ , second order information 52 ₁ , 52 ₂ , ... 52 ₉ , 52 ₁₀ , stop order information 53, generated by the input screen 510. It is the same as ₁ , 53 ₂ , ... ₅ 3 ₉ , 53 ₁₀ , and the order information group 54 ₁ , 542, ... 549, 54 ₁₀ (however, the order type information _181I is "Raku tiger". It is recorded as information indicating.).

[3-2. Transaction procedure]
_FIG . _{20 shows} the _first order _{161 1 , 1612} , _... And the second order 162 ₁ , 162 ₂ , ... 162 ₉ , 162 ₁₀ based on the second order information 62 ₁ , 62 ₂ , ... 62 ₉ , 62 ₁₀ , and the stop order information 63 ₁ , ,. It is a figure which shows typically the stop-loss order 163 ₁ , 163 ₂ , ... 163 ₉ , 163 ₁₀ based on 63 ₂ , ... ₆ 39, 63 ₁₀ . In the figure, as in the case of FIGS. 15 and 18, the corresponding order information and the order are displayed with the last two digits of the code and the subscripts being the same. All first orders 161 ₁ , 1612, ... 161 ₉ , 161 ₁₀ shown in the figure, all _second orders 162 ₁ , 162 ₂ , ... 162 ₉ , 162 ₁₀ , all stop loss orders 163. ₁ , 163 ₂ , ... 163 ₉ , 163 ₁₀ are the first order information 61 ₁ , 612, ... ₆ 1 ₉ , 61 ₁₀ , the second order information 62 ₁ , 62 generated in one order procedure. _2. Transactions are conducted based on _{629,62 10} , stop order information 63 ₁ , 63 ₂ , ... 63 ₉ , 63 ₁₀ .

As shown in FIG. 20, here, the first order 161 ₁ , _{1612, ... 161 9 ,} 161 ₁₀ has a lower limit price of 65 (a price input to the lower limit price input button 61a) and an upper limit price of 66 (upper limit price). It is set in the price range 67 between the price entered in the input button 61b).

The order information generation unit 16 and the execution information generation unit ₁₄ have the _first order information 61 ₁ , ₆₁₂ , ... By processing the order information 62 ₁ , 62 ₂ , ... 62 ₉ , 62 ₁₀ , the first order 161 ₁ , _{1612, ... 161 9, 161 10 , and} ... , Second order information 62 ₁ , 62 ₂ , ... 62 ₉ , 62 ₁₀ Second order 162 ₁ , 162 ₂ , ... 162 ₉ , 162 ₁₀ The transaction based on the second order 162 1, 162 2, ... is repeated.

[Action effect]
As described above, in this embodiment, when trading financial products at a plurality of prices, order information 41 ₁ , 421, ... ₄ 1 ₉ so that orders with different order prices are placed with different order quantities. , 41 ₁₀ , first order information 51 ₁ , 51 ₂ , ... 51 ₉ , 51 ₁₀ , second order information 52 ₁ , 52 ₂ , ... 52 ₉ , 52 ₁₀ , first order information 61 ₁ , 61 ₂ 、 ・ ・ ・ 6 1 ₉ 、 61 ₁₀ 、 2nd order information 62 ₁ 、 62 ₂ ， ・ ・ ・ 62 ₉ 、 62 ₁₀ 、 By generating, when ordering financial products at different order prices In addition, it is possible to set the order quantity arbitrarily. Therefore, it is possible to trade financial products by setting various order prices based on various circumstances such as the intentions of those who trade financial products. As a result, it is possible to enhance the convenience of transactions while making a plurality of orders in a form according to various purposes of a person who trades financial products.

In this embodiment, the order information 41 ₁ , 421, ... ₄ 1 ₉ , 41 ₁₀ , the first order information 51 ₁ , 51 ₂ , ... 51 ₉ , 51 ₁₀ , the second order information 52 ₁ , 52 ₂ 、 ・ ・ ・ 52 ₉ 、 52 ₁₀ 、 1st order information 61 ₁ 、 6 1 ₂ 、 ・ ・ ・ 6 1 ₉ 、 61 ₁₀ 、 2nd order information 62 ₁ 、 62 ₂ 、 ・ ・ ・ 62 ₉ 、 62 ₁₀ Based on this, it is possible to set each order so that the higher price side order or the lower price side order can secure a large profit in one transaction, and the higher price side order or the lower price side order can avoid the risk of the transaction. It is possible to set each order as follows. As a result, it is possible to enhance the convenience of transactions while making a plurality of orders in a form according to various purposes of a person who trades financial products.

In this embodiment, the order information 41 ₁ , ₄₂₁ , ... 41 ₉ , 41 ₁₀ , first order information 51 ₁ , 51 ₂ , ... 51 ₉ , 51 ₁₀ , second order information 52 ₁ , 52 ₂ , ... 52 ₉ , 52 ₁₀ , first order information 61 ₁ , 61 ₂ , ・ ・ ・ 6 1 ₉・ 61 ₁₀ ， 2nd order information 62 ₁ , 62 ₂ ， ・ ・ ・ 62 ₉ 、 62 ₁₀ Each order can be set so that the risk of trading can be avoided as the order price is farther from the specific order price, and the order quantity of the specific order price is specified as the minimum. Order information 41 ₁ , ₄₂₁ , ... _{419, 41 10 ,} first order information 51 ₁ , 51 ₂ , ... 51 so that the order quantity is larger on the high and low prices than the order price of. ₉ , 51 ₁₀ , Second order information 52 ₁ , 52 ₂ , ... 52 ₉ , 52 ₁₀ , First order information 61 ₁ , 61 ₂ , ... 6 1 ₉ , 61 ₁₀ , Second order information 62 ₁ , By generating 62 ₂ , ... 62 ₉ , 62 ₁₀ , it is possible to set so that the risk of trading can be avoided at a specific order price, and the order price farther from the specific order price can be set in one transaction. It is possible to set each order so as to secure a large profit. As a result, it is possible to enhance the convenience of transactions while making a plurality of orders in a form according to various purposes of a person who trades financial products.

In this embodiment, the order information 41 ₁ , 421, ... ₄ 1 ₉ , 41 ₁₀ , the first order information 51 ₁ , 51 ₂ , ... 51 ₉ , 51 ₁₀ , the second order information 52 ₁ , 52 ₂ , ・ ・ ・ 52 ₉ , 52 ₁₀ , 1st order information 61 ₁ , 61 ₂ , ・ ・ ・ 6 1 ₉・ 61 ₁₀ 、 2nd order information 62 ₁ 、 62 ₂ 、 ・ ・ ・ 62 ₉ 、 62 ₁₀ In generation, the order quantity of each order price can be set by the ratio to the total transaction amount and average transaction amount based on the total transaction amount and average transaction amount in a specific user or a specific transaction, so a predetermined time point Alternatively, it is possible to easily set the order quantity for each individual order price by calculation based on the transaction status in a predetermined period. As a result, it is possible to enhance the convenience of transactions while making a plurality of orders in a form according to various purposes of a person who trades financial products.

In this embodiment, the order information 41 ₁ , 421, ... ₄ 1 ₉ , 41 ₁₀ , the first order information 51 ₁ , 51 ₂ , ... 51 ₉ , 51 ₁₀ , the second order information 52 ₁ , 52 ₂ 、 ・ ・ ・ 52 ₉ 、 52 ₁₀ 、 1st order information 61 ₁ 、 _{6 2} 、 ・ ・ ・ 6 1 ₉ 、 61 ₁₀ 、 2nd order information 62 ₁ 、 62 ₂ 、 ・ ・ ・ 62 ₉ 、 62 ₁₀ In generation, two or more order prices are set as one order quantity, and by setting multiple order hierarchies, multiple order prices constituting one order hierarchy are all set as one order quantity, and each order hierarchy is set. Since the size of the order quantity can be set, it is possible to simplify the stage of the order quantity and facilitate the setting, and to secure profits and avoid risks for each price range consisting of multiple order prices that make up the order hierarchy. Is possible. This makes it possible to further enhance the convenience of transactions.

In this embodiment, the generated order information 41 ₁ , 421, ... _{419, 41 10 ,} first order information 51 ₁ , 51 ₂ , ... 51 ₉ , 51 ₁₀ , _second order information 52 ₁ , 52 ₂ , ... 52 ₉ , 52 ₁₀ , 1st order information 61 ₁ , 61 ₂ , ... 6 1 ₉ , 61 ₁₀ , 2nd order information 62 ₁ , 62 ₂ , ... 62 ₉ , When a transaction is completed for an order placed based on 62 ₁₀ , the execution information generation unit 14 determines the order information 41 ₁ , 421 ₂ , ... _{419, 41 10 ,} and the first order information 51 ₁ , 51 ₂ . , ・ ・ ・ 51 ₉ , 51 ₁₀ , 2nd order information 52 ₁ , 52 ₂ , ・ ・ ・ 52 ₉ , 52 ₁₀ , 1st order information 61 ₁ , 612, ・ ・ ・ 6 1 ₉ , 61 ₁₀ , _{2nd Order information 62 1} , _{62 2 , ...} Information 51 ₁ , 52 ₂ , ... 51 ₉ , 51 ₁₀ , Second order information 52 ₁ , 52 ₂ , ... 52 ₉ , 52 ₁₀ , First order information 61 ₁ , 61 ₂ , ... 6 1 ₉ , 61 ₁₀ , Second order information 62 ₁ , 62 ₂ , ... 62 ₉ , 62 ₁₀ It is possible to realize a transaction for buying and selling financial instruments.

In this embodiment, a plurality of first orders based on a plurality of first order information 51 ₁ , 51 ₂ , ... 51 ₉ , 51 ₁₀ 1, 61 ₁ , 612, ... ₆ 1 ₉ , 61 ₁₀ And / or a plurality of second orders based on a plurality of second order information 52 ₁ , 52 ₂ , ... 52 ₉ , 52 ₁₀ , 62 ₁ , 62 ₂ , ... ₆₂₉ , 62 ₁₀ By setting each order price within a predetermined price range based on the standard price, it is possible to secure profits while diversifying transaction risks.

In this embodiment, a plurality of first orders based on a plurality of first order information 51 ₁ , 51 ₂ , ... 51 ₉ , 51 ₁₀ 1, 61 ₁ , 612, ... ₆ 1 ₉ , 61 ₁₀ And / or a plurality of second orders based on a plurality of second order information 52 ₁ , 52 ₂ , ... 52 ₉ , 52 ₁₀ , 62 ₁ , 62 ₂ , ... ₆₂₉ , 62 ₁₀ By setting each order price within a predetermined price range based on the standard price, it is possible to secure profits while diversifying transaction risks. In addition, the first order based on the first order information 51 ₁ , 51 ₂ , ... 51 ₉ , 51 ₁₀ , 61 ₁ , 61 ₂ , ... 6 1 ₉ , 61 ₁₀ and the first order corresponding to the first order. _{( Ii} ) If the _second order based _on the order information _{52 1} , _{52 2} , ... Corresponds to the first order based on the first order information 51 ₁ , 51 ₂ , ... 51 ₉ , 51 ₁₀ , 61 ₁ , 61 ₂ , ... 6 1 ₉ , 61 ₁₀ and the executed second order. , Second order information 52 ₁ , 52 ₂ , ... 52 ₉ , 52 ₁₀ , 62 ₁ , 62 ₂ , ... 62 ₉ , 62 By repeating the order with the second order based on ₁₀ the transaction is once completed. It is possible to secure a larger profit by automatically and continuously conducting transactions at a price that is established and the market price 71 is likely to fluctuate.

In this embodiment, a plurality of first order information 51 ₁ , 51 ₂ , ... 51 ₉ , 51 ₁₀ in a price range set based on a specific upper limit price and / or a specific lower limit price. , 61 ₁ , 62 ₂ , .... 6 1 ₉ , 61 ₁₀ and / or multiple second order information 52 ₁ , 52 ₂ , ... 52 ₉ , 52 ₁₀ , 62 ₁ By setting multiple second orders based on, 62 ₂ , ... 62 ₉ , 62 ₁₀ , first set the price range for setting the order price, and then set each first order and each first order in this price range. (2) It is possible to set the order price such as setting an order. Therefore, it is possible to realize an ordering method in which the order price of each first order or the order price of each second order is set from the price range, and it is possible to further enhance the convenience of order setting.

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 used when dealing with other financial products such as stocks and bonds. Applicable. Further, the financial product transaction management system 1A of the above embodiment is a financial product other than other legal financial products or a financial product other than legal financial products that is traded at a variable market price, for example, virtual currency, precious metal, or the like. The present invention can also be applied when dealing with futures transactions such as agricultural products and crude oil.

Further, in the financial instrument transaction management system 1A of each of the above embodiments, the buy order information forming the order information group is set as the "first order" and the sell order information is set as the "second order". The sell order information may be the "first order" and the buy order information may be the "second order".

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

1A ... Financial product transaction management system 1 ... Financial product transaction management device 2, 2 ₁ to 2 _n ... Client terminal 14 ... Contract information generation unit (contract information generation means)
16 ... Order information generation unit (order information generation means)
31 ... 1st level (order level)
32 ... 2nd layer (order layer)
33 ... 3rd level (order level)
_{41 1 , 41 2 ,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,, _ _}
52 ₁ , 52 ₂ , ... 52 ₉ , 52 ₁₀ ... Second order information (order information)
53 ₁ , 53 ₂ , ... 53 ₉ , 53 ₁₀ ... Stop order information (order information)
65 ... Lower limit price 66 ... Upper limit price 67 ... Price range 71 ... Market price 141 ₁ , 141 ₂ , ... 141 ₉ , 141 ₁₀ ... Order 151 ₁ , 151 ₂ , ...・ 151 ₉ , 151 ₁₀ , 161 ₁ , 161 ₂ , ・ ・ ・ 161 ₉ , 161 ₁₀・ ・ ・ First order 152 ₁ , 152 ₂ , ・ ・ ・ 152 ₉ , 152 ₁₀ , 162 ₁ , 162 ₂ , ・ ・・ 162 ₉ , 162 ₁₀・ ・ ・ Second order 153 ₁ , 153 ₂ , ・ ・ ・ 153 ₉ , 153 ₁₀ , 163 ₁ , 163 ₂ , ・ ・ ・ 163 ₉ , 163 ₁₀・ ・ ・ Stop order

Claims (10)

A financial product transaction management device that manages financial product transactions.
An order receiving means for receiving information on orders for financial products,
It is equipped with an order information generation means for generating order information as information for placing an order for a financial product to be traded.
The order receiving means is
Order quantity information as information on the quantity of a plurality of said orders set at different order prices, and
Price range information as price range information of a plurality of said orders,
Order tier number information as information on the number of tiers, which is the number of order tiers consisting of at least one said order having a different order price from the other said order,
Specific hierarchy individual order quantity information as information for setting the order quantity of each said order contained in the specific said order hierarchy, and
It accepts individual order quantity difference information as information for setting the quantity difference of the order quantity between the orders included in the adjacent order hierarchy.
The order information generating means includes the order quantity information, the price range information, the order hierarchy number information, the specific hierarchy individual order quantity information, and the individual order quantity difference included in the order information received by the order receiving means. With information,
A predetermined order in which the order quantity of the order quantity information is different for each order hierarchy, which is formed so that the price range of each of the orders is the price range set by the price range information. The number of layers of all the order layers becomes the number of layers of the order layer number information, and the order quantity of each of the orders set in the specific layer is based on the specific layer individual order quantity information. The order information is generated so that the quantity difference becomes the set quantity and the quantity difference of the order quantity of each of the orders contained in the adjacent order hierarchy becomes the quantity difference set based on the individual order quantity difference information. A financial instrument transaction management device characterized by doing so. When the order information generation means is set to place an order for the financial product at the order price of a plurality of the order layers, the order information layer is set to the high price side or the low price side. The financial instrument transaction management device according to claim 1, wherein the order information is generated so that the order quantity becomes large. When the order information generation means is set to place an order for the financial product at the order price of a plurality of the order layers, the order quantity of the specific order layer is the maximum and the order price is higher than the specific order price. The high price side and the low price side have the order quantity small, or the order quantity of the specific order price is the minimum and the high price side and the low price side have the order quantity large. The financial instrument transaction management device according to claim 1, wherein the order information is generated. In the order information generation means, the order quantity at each order price is the total transaction amount in a specific user or a specific transaction, or the average order amount in the specific user or the specific transaction. On the other hand, according to any one of claims 1 to 3, the order information for placing the order at each of the order prices is generated so as to have an arbitrarily set ratio. Financial instrument transaction management device. The finance according to any one of claims 1 to 4, further comprising a contract information generation means for performing a process for executing the order related to the order information generated by the order information generation means. Commodity transaction management device. The order information generation means has a plurality of first order information as the plurality of order information for ordering a plurality of first orders, and / or a plurality of the plurality of the order information for ordering a plurality of second orders. The financial instrument transaction management according to any one of claims 1 to 5, wherein the second order information is generated so that each order price has a predetermined price range based on a specific reference price. Device. The order information generation means is
Specifying a plurality of first order information as a plurality of the order information for ordering a plurality of first orders and / or a plurality of second order information as a plurality of the order information for ordering a plurality of second orders. Based on the standard price of, each order price is generated so that it has a predetermined price range, and
When the first order and the second order corresponding to the first order are executed, the first order information corresponding to the executed first order and the first order corresponding to the executed second order are executed. (Ii) The financial instrument transaction management device according to any one of claims 1 to 5, wherein the ordering of the first order and the second order is repeated by generating the order information again. The order information generation means is
Set a price range set based on a specific upper limit price and / or a specific lower limit price,
In the price range, a plurality of first order information for ordering a plurality of first orders as a plurality of the order information, and / or a plurality of second orders as a plurality of the order information for ordering a plurality of second orders. One of claims 1 to 5, wherein the order information is generated so that the order prices of the plurality of the first orders and / or the order prices of the plurality of the second orders are set. The financial instruments transaction management device described in. A financial product transaction management system that manages financial product transactions.
An order receiving means for receiving information on orders for financial products,
It is equipped with an order information generation means for generating order information as information for placing an order for a financial product to be traded.
The order receiving means is
Order quantity information as information on the quantity of a plurality of said orders set at different order prices, and
Price range information as price range information of a plurality of said orders,
Order tier number information as information on the number of tiers, which is the number of order tiers consisting of at least one said order having a different order price from the other said order,
Specific hierarchy individual order quantity information as information for setting the order quantity of each said order contained in the specific said order hierarchy, and
It accepts individual order quantity difference information as information for setting the quantity difference of the order quantity between the orders included in the adjacent order hierarchy.
The order information generating means includes the order quantity information, the price range information, the order hierarchy number information, the specific hierarchy individual order quantity information, and the individual order quantity difference included in the order information received by the order receiving means. With information,
A predetermined order in which the order quantity of the order quantity information is different for each order hierarchy, which is formed so that the price range of each of the orders is the price range set by the price range information. The number of layers of all the order layers becomes the number of layers of the order layer number information, and the order quantity of each of the orders set in the specific layer is based on the specific layer individual order quantity information. The order information is generated so that the quantity difference becomes the set quantity and the quantity difference of the order quantity of each of the orders contained in the adjacent order hierarchy becomes the quantity difference set based on the individual order quantity difference information. A financial instrument transaction management system characterized by doing so. A program characterized in that a computer functions as a financial instrument transaction management device in any one of claims 1 to 8.

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