JP2023168630A - Financial product transaction management device, financial product transaction management system and program - Google Patents

Abstract

To provide a financial product transaction management device and the like which easily and properly set a price of a buy-order and a sell-order associated with each other, reduce a transaction risk and allow a profit to be surely obtained.SOLUTION: An order price setting unit of a financial product transaction management device sets a plurality of first order prices that are different from each other and a prescribed second order price. An order information generation unit generates a plurality of pieces of first order information that perform transactions of first orders 1411-1415 that become the set first order prices, generates prescribed second order information for performing the transaction of the second order 142 that settles each first order at the second order price set with a contract price of the first order price of each first order as a reference at prescribed timing after the first order is contracted, and repeats generation of the new first order information and generation of the new second order information when the first order and the second order are contracted.SELECTED DRAWING: Figure 7

Description

The present invention relates to technology for managing and supporting transactions in financial products such as foreign exchange.

In recent years, as a technology to increase the convenience of transactions by allowing transactions to be conducted in various places and at various times, network BACKGROUND OF THE INVENTION Techniques that allow transactions to be conducted using computer systems connected to computers are becoming widespread. Such technology includes an invention that has a configuration that performs a process of placing an order for a financial product at a plurality of different prices, and a process of executing the placed order when the order price of the placed order and the market price match. is known (for example, see Patent Document 1).

Japanese Patent Application Publication No. 2008-9562

In trading financial products, profits are made by selling financial products after buying them, and buying them after selling them. In order to trade financial products using a computer system, it is desirable to have a system that can set order prices for buy orders and sell orders so that appropriate trades can be performed. This is because if the order price is inappropriately set, it may become difficult to conclude a transaction due to market fluctuations, or it may become impossible to secure a profit when a transaction is established.

However, in the invention described in Patent Document 1, the response to the buy order as the first order (hereinafter simply referred to as "first order"), which is the order to be executed first among the associated buy and sell orders, is Corresponds to the sell order price of a sell order as a second order (hereinafter simply referred to as "second order"), which is an order to be executed after the placed buy or sell order, and the sell order as the first order. It is difficult to set the buy order price appropriately for a buy order as a second order because the trader using the system of this invention needs to set an arbitrary order price while checking the market price fluctuation status etc. . For example, when setting the order price for the second order before starting a trade, it is difficult to set the order price for the second order that is likely to be executed in the near future and that will ensure a profit. For example, when setting the order price after the start of a trade, if the trader does not continuously monitor market price fluctuations, the second order that is likely to be executed in the near future and that can secure a profit is It is difficult to set the order price for .

Therefore, in the invention described in Patent Document 1, there is a risk that traders will have to put in too much effort to set an appropriate order price, or that they will be unable to set an appropriate order price and lose an opportunity to secure profits. There is.

The present invention has been made in view of the above problem, and enables the price of a buy order or a sell order as a second order associated with a first order to be easily and appropriately set, thereby reducing transaction risks for traders. It is an object of the present invention to provide a financial product transaction management device and a financial product transaction management system that can ensure profit acquisition.

In order to achieve this object, the invention according to claim 1 is a financial product transaction management device for placing an order for a financial product whose market price fluctuates, which includes an order information system for receiving information regarding the order for the financial product. a reception means, an order information generation means for generating order information as information for trading the financial product, a plurality of first order prices as order prices for placing a plurality of first orders that are buy orders, and order price setting means for setting a second order price as an order price of a corresponding order as a second order that is a sell order, and the order price setting means is configured to set a second order price as an order price of a corresponding order as a second order that is a sell order, and the order price setting means is configured to Based on the information, each of the plurality of separate first order prices and a predetermined second order price are set, and the order information generating means sets each of the first order prices set by the order price setting means. A plurality of pieces of first order information for performing a first order transaction are generated, and at a predetermined timing after the first order based on the first order information is executed, the order price setting means A predetermined condition for performing a transaction of the second order in which each of the first orders is settled at the second order price that is set based on the execution price of the first order price of each of the first orders. When the first order based on the first order information and the second order based on the second order information are executed, the first order price of the executed first order is generated. generating new first order information for placing a new first order at the same first order price, and executing the new first order based on the new first order information; At a later predetermined timing, the order price setting means sets each new first order at a second order price set based on the contract price of the first order price of each of the new first orders. The present invention is characterized in that generating new second order information for performing a new second order transaction for settling the first order is repeated.

The invention according to claim 2 is a financial product transaction management device for placing an order for a financial product whose market price fluctuates, comprising an order information receiving means for receiving information regarding the order of the financial product; An order information generation means for generating order information as information for conducting a transaction, a plurality of first order prices as order prices for placing a plurality of first orders that are sell orders, and a second order that is a buy order. order price setting means for setting a second order price as the order price of the corresponding order of The plurality of first order prices and a predetermined second order price are set, and the order information generating means executes a transaction of the first order at the first order price set by the order price setting means. The order price setting means generates a plurality of first order information for each first order, and at a predetermined timing after the first order based on the first order information is executed, the order price setting means Generating predetermined second order information for performing a transaction of the second order to settle each of the first orders at the second order price set based on the contract price of the first order price. , when the first order based on the first order information and the second order based on the second order information are executed, the first order price is the same as the first order price of the executed first order. generating new first order information for placing a new first order, and at a predetermined timing after the new first order is executed based on the new first order information; The order price setting means settles each of the first orders at a second order price set based on the execution price of the first order price of each of the new first orders executed. The method is characterized in that the process of repeatedly generating new second order information for conducting a transaction of the second order is repeated.

In addition to the structure described in claim 1 or 2, the invention according to claim 3 is characterized in that the order information generating means corresponds to one or more pieces of the first order information instead of one piece of the second order information. The method is characterized in that a plurality of pieces of the second order information are generated.

In addition to the configuration described in any one of claims 1 to 3, the invention according to claim 4 further comprises market price information acquisition means for acquiring the market price of the financial product, and the market price is determined based on the order information of the order information. The present invention is characterized by comprising contract information generating means for contracting an order for the financial product based on the order information when the price is reached.

The invention according to claim 5 is a financial product transaction management system for placing an order for a financial product whose market price fluctuates, comprising: an order information receiving means for receiving information regarding the order of the financial product; An order information generation means for generating order information as information for conducting a transaction, a plurality of first order prices as order prices for placing a plurality of first orders that are buy orders, and a second order that is a sell order. order price setting means for setting a second order price as the order price of the corresponding order of The plurality of first order prices and a predetermined second order price are set, and the order information generating means executes a transaction of the first order at the first order price set by the order price setting means. The order price setting means generates a plurality of first order information for each first order, and at a predetermined timing after the first order based on the first order information is executed, the order price setting means Generating predetermined second order information for performing a transaction of the second order to settle each of the first orders at the second order price set based on the contract price of the first order price. , when the first order based on the first order information and the second order based on the second order information are executed, the first order price is the same as the first order price of the executed first order. generating new first order information for placing a new first order, and at a predetermined timing after the new first order is executed based on the new first order information; The order price setting means settles each of the first orders at a second order price set based on the execution price of the first order price of each of the new first orders executed. The method is characterized in that the process of repeatedly generating new second order information for conducting a transaction of the second order is repeated.

The invention according to claim 6 is a financial product transaction management system for placing an order for a financial product whose market price fluctuates, comprising an order information receiving means for receiving information regarding the order of the financial product; An order information generation means for generating order information as information for conducting a transaction, a plurality of first order prices as order prices for placing a plurality of first orders that are sell orders, and a second order that is a buy order. order price setting means for setting a second order price as the order price of the corresponding order of The plurality of first order prices and a predetermined second order price are set, and the order information generating means executes a transaction of the first order at the first order price set by the order price setting means. The order price setting means generates a plurality of first order information for each first order, and at a predetermined timing after the first order based on the first order information is executed, the order price setting means Generating predetermined second order information for performing a transaction of the second order to settle each of the first orders at the second order price set based on the contract price of the first order price. , when the first order based on the first order information and the second order based on the second order information are executed, the first order price is the same as the first order price of the executed first order. generating new first order information for placing a new first order, and at a predetermined timing after the new first order is executed based on the new first order information; The order price setting means settles each of the first orders at a second order price set based on the execution price of the first order price of each of the new first orders executed. The method is characterized in that the process of repeatedly generating new second order information for conducting a transaction of the second order is repeated.

The invention according to claim 7 is characterized in that it is a program that causes a computer to function as the financial product transaction management device according to any one of claims 1 to 4.

According to the inventions recited in claims 1, 2, 5, and 6, each of a plurality of separate first order prices and a predetermined second order price is determined based on information regarding received orders. and generates multiple pieces of first order information for conducting a first order transaction with the set first order price, and at a predetermined timing after the first order based on the first order information is executed. , a predetermined second order for executing a second order transaction that settles each first order at a second order price set based on the execution price of each first order price of each first order. By generating order information, multiple first order prices and one second order price can be appropriately set, and transactions based on the first order and second order can be appropriately performed in response to market price fluctuations. be able to. Additionally, when the first order based on the first order information and the second order based on the second order information are executed, a new first order will be created at the same first order price as the first order price of the executed first order. Generate new first order information for placing an order, and at a predetermined timing after a new first order based on the new first order information is executed, each executed A new method for executing a new second order transaction that settles each first order at a second order price that is set based on the execution price of the first order price of each new first order. By repeating the process of generating the second order information, it is possible to prevent the opportunity to secure profits from being lost and ensure that profits are earned. This makes it easy to easily and appropriately set the price of a buy or sell order for a financial product as a second order associated with the first order, reducing trading risks for traders and making profits. It is possible to provide a financial product transaction management device and a financial product transaction management system that prevent loss of securing opportunities and ensure profit acquisition.

According to the invention described in claim 3, by generating a plurality of pieces of second order information associated with one or more pieces of first order information, a buy order as a second order associated with the first order is generated. It is possible to easily and appropriately set the price of a sell order or a sell order, reduce the transaction risk of the trader, prevent the loss of an opportunity to secure a profit, and ensure that the profit is earned.

According to the invention described in claim 4, when the market price becomes the order price of the order information, the first order price and the second note price are set by executing the order for the financial product based on the order information. The financial products provided can be executed and processed based on the order information. As a result, it is possible to reliably execute orders in order to reduce trader's transaction risk and ensure profit acquisition in transactions using the system.

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

1 is a system configuration diagram and a functional block diagram of a financial product transaction management device in a financial product transaction management system according to Embodiment 1 of the present invention. FIG. It is a block diagram showing the hardware configuration of the financial product transaction management device same as the above. It is a schematic diagram of the field definition of the order table of the financial product transaction management device same as the above. It is a flowchart which shows the processing procedure of the financial product transaction management device same as the above. FIG. 2 is a diagram schematically showing an order input screen for an order including a "trap trade" in the financial product transaction management device. FIG. 2 is a diagram schematically showing first order information, second order information, and stop order information of an order including a "trap trade" generated by the financial product transaction management device. 2 is a time chart schematically showing a transaction including a "trap trade" (in a case where the corresponding order price is set before the start of the transaction) performed in the financial product transaction management device mentioned above. It is a time chart schematically showing a transaction including a "trap trade" (in a case where the corresponding order price is set after the start of the transaction) performed in the financial product transaction management device same as above. It is a time chart which shows typically the transaction of "the 1st modification" in the same financial product transaction management device. It is a time chart which schematically shows the transaction of the "second modification" in the same financial product transaction management device. It is a time chart which schematically shows the transaction of the "third modification" in the financial product transaction management device same as the above. This is a diagram schematically showing the first order information, second order information, and stop order information of an order including "Trap Repeat If Done" generated in the "Fourth Modified Example" in the same financial instrument transaction management device. be. This is a diagram schematically showing the first order information, second order information, and stop order information of an order including "Trap Repeat If Done" generated in the "Fourth Modified Example" in the same financial instrument transaction management device. be. It is a time chart which schematically shows the transaction of the "4th modification" in the financial product transaction management device same as the above. It is a figure which schematically showed the order input screen of the order containing "Rakutora" of a "fifth modification" in the financial product transaction management device same as the above. It is a time chart which schematically shows the transaction of the "fifth modification" in the same financial product transaction management device.

[System configuration]
Embodiments of this invention are shown in FIGS. 1 to 16.

FIG. 1 is a system configuration diagram and a functional block diagram of a financial product transaction management system according to this embodiment. As shown in the figure, the financial product transaction management system 1A includes a financial product transaction management device 1 and N (N≧1) client terminals 2 ₁ to 2 _n . 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 is equipped with a web server function and a database function for storing large amounts of data. The client terminals 2 ₁ , ..., 2 _n are communication terminals with data communication functions owned and used by individuals or corporations that buy and sell financial products, and include personal computers, mobile phone terminals, etc. do. The client terminals 2 _{1 ,} . . . , 2 _n each include an operation portion 21 ₁ , . It has a display section 22 ₁ , . . . , 22 _n that displays various instructions and various images inputted from the terminals ₁ , . . . , 21 _n . The operation sections 21 ₁ , ..., 21 _n and the display sections 22 ₁ , ..., 22 _n of the client terminals 2 ₁ , ..., 2 _n display coordinate information of the contact position of a pointing device such as a finger or a touch pen. The display may be configured as a touch panel display that allows various inputs to be made based on the above information. Note that since the client terminals 2 ₁ , ..., 2 _n , the operation sections 21 ₁ , ..., 21 _n and the display sections 22 ₁ , ..., 22 _n have the same configuration, it is necessary to distinguish them below. Except in some cases, the client terminal 2, the operation section 21, and the display section 22 are used.

[Configuration of financial product transaction management device]
FIG. 2 is a block diagram showing the hardware configuration of the financial product transaction management device 1 of this embodiment. As shown in the figure, the financial product 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 for the CPU 101, a boot program for starting, etc. A ROM (Read Only Memory) 103 in which various programs and data are recorded, an auxiliary storage device 104 such as a hard disk in which various programs and data are recorded, a communication interface 105 used for sending and receiving data, a mouse, a keyboard, etc. An operation section 106 for performing the operation 1, a display section 107 consisting of an LCD and the like for displaying characters and images, and the like are provided. The auxiliary storage device 104 stores OS (Operating System) programs, various application programs, data recorded in a database, etc. These programs and data are processed by the CPU 101 in cooperation with hardware resources. to realize various functions.

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

The order input reception unit 12 receives data related to various orders input from the client terminal 2, and performs various processes necessary to establish 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 requests for deposits/withdrawals from the client terminal 2, and creates a list of deposits/withdrawals based on the requests.

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

In addition, the order information generation unit 16 generates a corresponding order price as the order price of the corresponding order as the second order, which corresponds to the setting standard price that is set based on the first order price as the order price of the first order. Set. The settings of the "set standard price", "corresponding order price", "set standard price" and "corresponding order price" will be described later.

When generating an if-done order and a stop-loss order, the order information generation unit 16 generates order information for the first order so that the first order becomes a new limit order or a stop-loss order, and the second order becomes a new limit order or a stop-loss order. order information for the second order is generated so that it becomes a limit order, and order information for the stop order is generated so that the stop order becomes a stop order for settlement. Note that whether the order is a first order, a second order, or a stop order is distinguished and recorded based on field definitions of an order table 181, which will be described later.

The contract information generating section 14 performs contract processing based on the order generated by the order information generating section 16 and processing for sending information regarding the completed contract processing to the client terminal 2 of the trader. Note that the term "contract" here refers to various procedures and processes for consummating the purchase and sale of financial products based on a trader's order. The contract processing by the contract information generation unit 14 is performed on order information related to orders that satisfy predetermined contract conditions. As will be described later, when a contract is established in this embodiment, foreign exchange is bought or sold, and as a result, based on instructions from the contract information generation section 14, the account information generation section 15 generates margin information according to the buying and selling amount. (described later), and furthermore, the deposit/withdrawal information generation unit 13 records the status of deposits and withdrawals in a list of deposits/withdrawals. Further, when a contract is established, the contract information generation unit 14 causes the display unit 22 of the client terminal 2 to display text information indicating that the contract has been concluded, and also causes the client terminal to deposit and withdraw money from the bank account based on the buying and 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 to prove that an order can be executed). Note that the information regarding the deposit balance generated by the account information generation unit 15 is periodically compared with information regarding the transaction's actual deposit balance provided by financial institutions such as banks, in order to ensure consistency with the actual deposit balance. is compared to

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

The database 18 records data used by the financial product transaction management device 1. The database 18 in this embodiment is formed by a relational database, but any format suitable for recording and rewriting a large amount of data may be used, such as an object database. The database 18 includes an order table 181, a customer account information table 182 that defines information on the financial institution where the trader's account exists, account name, and balance amount, and a currency pair order that defines information on the combination of currencies to be traded, etc. A condition table 183 and a sequence number table 184 are recorded. The sequence number table 184 records a unique sequence number assigned to each order information (described later). 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 about the prices of financial products handled by the financial product transaction management device 1, and performs necessary processing and management on the acquired information for use in the data processing unit 10. . In this embodiment, the price information reception management section 19 periodically acquires, records, and manages information on foreign exchange market prices.

Although not shown, the financial product transaction management device 1 has a timer that acquires and manages date and time information, and based on the date and time information acquired from this timer, it determines the expiration dates ( (described later)).

FIG. 3 is a schematic diagram of field definitions of the order table 181. As shown in this figure, the order table 181 has fields for the number of items, including field names, data types such as characters, numbers, and date and time, and data lengths such as bit length. , No-blank designation (Not Null), presence or absence of a default value (default value), data item name (remarks), etc. are specified.

The financial product transaction management device 1 may be a system for conducting over-the-counter transactions, or a system for conducting exchange transactions at a financial products exchange (hereinafter simply referred to as an "exchange"). There may also be a system for doing both. Further, the financial product transaction management device 1 may exist as a server system managed by a business that handles financial product transactions, a server system managed by a server management company entrusted by this business, or At least part of the configuration of the management device 1 (for example, the order information generation section 16 and the contract information generation section 14) may exist within the system of the exchange. Further, the financial product transaction management device 1 may be a computer system consisting of one or more computers or servers owned and managed by a business that handles financial product transactions, a server management business, etc. It may exist as a system such as a cloud service or grid computing.

Furthermore, at least part of the configuration of the financial product transaction management device 1 (for example, the order information generation unit 16 and the contract information generation unit 14) exists as a configuration of the client terminals 2 ₁ , . . . , 2 _n . Good too.

[About the transaction method in this embodiment]
Representative examples of transaction methods that can be realized by the financial product transaction management system 1A of this embodiment will be outlined below. Note that these transaction methods are only 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 product transaction management system 1A of this embodiment. good.

[Overview of trading methods: Orders using the order procedure 1]
In this embodiment, a transaction is performed by placing or executing a plurality of orders based on processing of a plurality of order information generated by the order information generation unit 16 based on one order procedure. . Here, "one order procedure" refers to a predetermined process on the order input screen 410 (see FIG. 5), the order input screen 411 (see FIG. 15), etc. (for example, a trader's click of the execution button 41n in the same figure). ) is performed by the financial product transaction management device 1, or the financial product transaction management device 1 performs a process of receiving and accepting the signal or data indicating that the transaction has been carried out (hereinafter referred to in this specification) The same is true in books).

An example of settings for conducting transactions in this embodiment will be described below.

[Trade setting example 1: First order setting]
In the financial product transaction management device 1 of this embodiment, an order form (hereinafter referred to as This order form is simply referred to as a "trap trade").

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

FIG. 7 is a diagram schematically showing a state including an order set by a trap trade in the financial product transaction management device 1 of this embodiment. In FIG. 7, there are multiple first orders (hereinafter referred to as "first orders") as orders to be traded first (for example, new orders for if-done orders) in order to conduct a buy and sell transaction. Five first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ are displayed. These first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ are set based on the first order information 41 ₁ , 41 ₂ , 41 ₃ , 41 ₄ , 41 ₅ shown in FIG. 6, respectively, A transaction is made.

The first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ shown in FIG. 7 are set in a "trap trade" state.

In the "trap trade" state, the order amount of each of the first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , and 141 ₅ is set to 10,000 currency (here, "yen"). Also, the price range for the first order 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ is 1.00 yen (1 dollar = 106.00 yen, 105.00 yen, 104.00 yen, 103.00 yen) , 102.00 yen, each with a difference of 1.00 yen). Further, the order amount of each of the first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ is set to 10,000 currency (here, 10,000 yen). In addition, in this embodiment, the order amount of the plurality of first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ is set as the average order amount per order. For example, the order amount may be set as the actual order amount of each first order 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ without limitation.

In this embodiment, multiple orders for financial products based on order information generated by the order information generation unit 16 are arranged as first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ in FIG. It does not have to be in the form of a trap trade. For example, the price range between the first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ does not always need to be constant, and the price range between a specific order, for example, an order with the highest price and an order with the lowest price. The price range, or the price range between the lowest price order and the next higher price order, may be different from the fixed price range between orders with other order prices, or the price range between the highest price order and the order with the highest price. The configuration may be such that only predetermined sets of orders have the same price range, such as the second order, the third order from the highest price, and the fourth order from the highest price. Also, at least some of the first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ , for example, the order amount of only the first order 141 ₁ is different from the others (for example, 10100 which is 100 currencies more than the others) currency). Furthermore, the order amounts for all the first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ may be set to be different.

[Trade setting example 2: Setting reference price and corresponding order price (Part 1)]
FIG. 7 also shows a second order (hereinafter referred to as "second order") as an order to be traded later (for example, a settlement order for an if-done order) in order to perform a buy-sell transaction. In FIG. 7, there is one second order 142 that is set as a sell order. This second order 142 is set based on the second order information 42 shown in FIG. 6, and a transaction is performed.

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

In this embodiment, the corresponding order price (hereinafter simply referred to as "corresponding order price") which is the order price of the second order 142 as a "corresponding order" is the first order 141 ₁ , 141 ₂ , 141 ₃ , Corresponds to the set standard price (hereinafter simply referred to as the "set standard price") that is set based on the first order price (hereinafter simply referred to as the "first order price") as the order price of 141 ₄ and 141 ₅ . The price is set as Specifically, the order information generating unit 16 serving as the "order price setting means" sets the corresponding order price of the second order 142 by performing a predetermined calculation on the set reference price.

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

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

[Trade setting example 3: Setting reference price and corresponding order price (Part 2)]
Note that the order information generation unit 16 may set the set reference price 143 and the corresponding order price 145 using any method other than the above-mentioned [Transaction Setting Example 2].

For example, the order information generation unit 16 may set the set reference price 143 as the corresponding order price 145, or set a predetermined price (for example, a specific price set in advance or a price input from the order input screen 410). ) may be set as the set reference price 143 or the corresponding order price 145. The order information generation unit 16 also generates the order information at a predetermined time (for example, when the execution button 41n (see FIG. 5) is clicked, or when a confirmation screen (not shown) for confirming the order details is displayed. , when a predetermined period of time has elapsed from these points in time, etc.) or a price on the higher or lower side by a predetermined difference from the market price is set as the setting reference price 143 or the corresponding order price 145. It's okay.

In addition, the order information generation unit 16 uses a value calculated by performing a predetermined calculation on the fluctuation range of the market price of a financial product in a predetermined period immediately before generating the order information (for example, the last three months) to the set reference price 143. or the corresponding order price 145. In _addition , _the order information _generation unit 16 generates an order for each of the first orders 414 ₁ , 141 ₂ , _. A price obtained by correcting the average price with a deviation depending on the order amount may be set as the set reference price 143 or the corresponding order price 145.

Further, the order information generation unit 16 may set the corresponding order price 145 based on the profit amount input on the order input screen 410 (see FIG. 5) or the order input screen 411 (see FIG. 15). For example, instead of the _profit amount display field 41j (described later) displayed on the order input screens ₄₁₀ , ₄₁₁ shown in FIGS. A profit amount input field (not shown) may be provided for inputting the amount of profit desired to be obtained from the transaction with the second order 142. In this case, the order information generation unit 16 generates _a second order price for each of the first orders 414 ₁ , 141 ₂ , . When the order is executed, the corresponding order price 145 of the second order 142 is set to the profit amount entered in the profit amount input field (not shown).

For example, as shown in FIG. 7, the order information _generation unit 16 generates first orders 414 ₁ , 141 ₂ , . Assume that 106.00 yen, 1 dollar = 105.00 yen, . . . 1 dollar = 102.00 yen are set. At this time, if 125,000 (yen) is input as the profit amount in the profit amount input field (not shown) on the order input screens 410, 411 (see FIGS. 5 and 15), the order information generation unit 16 The average value of each order price (1 dollar = 104.00 yen in Figures 7 and 14) is set as the setting standard price 143, and the first order for 5 (million currencies) is set at this setting standard price 143. Calculate the difference 144 as 2.50 yen, which is the amount that would make the profit amount 125,000 yen if The corresponding order price 145 of the second order 142 is set to the higher price side of 1 dollar = 106.50 yen (that is, the state shown in FIG. 7 and FIG. 14 is reached).

Further, the setting standard price 143 does not need to be one price, and a plurality of prices may be set as the setting standard 143 and the corresponding order price 145 may be set using those prices in calculation.

[Transaction setting example 4: Setting the difference value]
In this embodiment, the value of the difference 144 used in the calculation for calculating the corresponding order price 145 is set by inputting it on the order entry screen 410 (see FIG. 5) or the order entry screen 411 (see FIG. 15). The value may be set using any method other than the specified price. Further, the value of the difference 144 may be a value automatically calculated by the order information generating section 16 through a predetermined calculation.

For example, the order information generation unit 16 may generate a value calculated by performing a predetermined calculation on the fluctuation range of the market price of a financial product in a predetermined period immediately before generating the order information (for example, the last three months), or The above-mentioned difference 144 is a value calculated by performing a predetermined calculation on the price difference between the order price of the order (for example, first order information 41 ₁ ) and the market price at a predetermined time such as the time when the order information is generated. You may also set the value of . Further, the order information generation unit 16 may automatically set the value of the difference amount 144 described above using any calculation other than this specific example, or use any value for the order input screen 410 to set the value of the above-mentioned difference 144. A value for the difference amount 144 may be set.

Furthermore, in calculating _the corresponding order price ₁₄₅ , _the order information generation unit 16 sets the set reference price ₁₄₃ to _a It may be a value. For example, the order information generation unit 16 sets the order price of the highest-priced first order _141-1 and the lowest-priced first order _141-5 as the set standard price 143, and sets the value of the difference 144 to this set standard price 143. The corresponding order price 145 may be set by calculation. Additionally, the order information generation unit 16 may set a trap reference price (see description in [1-1] of [Processing Procedures] below) as the set reference price 143.

[Trade setting example 5: Timing of setting reference price and corresponding order price (1: When set before trading starts)]
In this embodiment, the order information generation unit 16 generates first order information 41 ₁ , 41 ₂ , 41 ₃ , 41 ₄ , which performs the transaction of first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ . 41 ₅ , the second order information 42 for trading the second order 142, and the stop loss order information 43 for trading the stop loss order (not shown). A corresponding order price 145 is set using the price 143.

Note that the timing to set the set standard price 143 and the corresponding order price 145 is based on the first order information 41 ₁ , 41 ₂ , 41 ₃ , 41 ₄ , 41 ₅ , the second order information 42, and the stop order information 43. It may be done at the same time as when the information is generated, or it may be before or after the time when the information is generated. For example, the order information generation unit 16 may perform a process of setting the set reference price 143 and the corresponding order price 145, and generate the second order information 42 at a subsequent timing. Alternatively, the order information generation unit 16 may generate the second order information 42 and set the corresponding order price 145 in the second order information 42 at a subsequent timing.

Note that the corresponding order price 145 may be set by a single process (for example, by only the calculation process of the order information generation unit 16), or by multiple processes (for example, by the calculation process by the order information generation unit 16 and the transaction process by the trader). numeric input, etc.). Furthermore, the corresponding order price 145 may be the same as the price used in the transaction of the second order 142, or may be different from the price used in the transaction of the second order 142.

In this embodiment, the second order 142 is placed when all the first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ are executed. However, some of the second orders 142 may be placed by, for example, only three (single or plural) first orders 141 ₁ , 141 ₂ , 141 ₃ being executed. For example, the order information generation unit 16 causes the first order information 41 ₃ corresponding to specific order information (for example, the third first order 141 ₃ from the high price side) to place a second order at the same time as the execution. The order information generation section 16 and contract information generation section 14 can add order attribute information (not shown) to the second order information 42 by detecting order placement attribute information (not shown). This is achieved by performing a predetermined process and marking the second order 142 as completed.

[Trade setting example 6: Setting timing of setting reference price and corresponding order price (2: When set after trading starts)]
In this embodiment, the order information generation unit 16 performs transactions such as the first order 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ , the second order 142, and a stop loss order (not shown). After starting a transaction, a set reference price 143 and a corresponding order price 145 using the set reference price 143 are set.

Specifically, as shown in FIG. 8, for example, after one or more first orders, here three first orders 141 ₁ , 141 ₂ , 141 ₃ are executed, these first orders 141 ₁ , The average value of the first order prices of 141 ₂ and 141 ₃ is set as a set reference price 143, and the set reference price 143 is further used to set a corresponding order price 145.

In Figure 8, three first orders _{141 1} , 141 ₂ , 141 ₃ of 1 dollar = 106.00 yen, _105.00 yen, 104.00 _yen are sequentially processed. After the execution, the order information generation unit 16 sets the average value of the order prices of the executed first orders 141 ₁ , 141 ₂ , 141 ₃ , which is 1 dollar = 105.00 yen, as the setting reference price 143. Then, the order information generation unit 16 adds 2.50 yen as the difference 144 set in the input to the order input screen 410 (see FIG. 5) to this set standard price 143, so that 1 dollar = 107. 50 yen is set as the corresponding order price 145. The order information generation unit 16 generates second order information 42 and sets the second order 142 to the corresponding order price 145. The order amount of the second order 142 is set to 30,000 currencies, which is the sum of the order amounts of the first orders 141 ₁ , 141 ₂ , and 141 ₃ .

In addition, if the second order 142 corresponding to some of the first orders 141 ₁ , 141 ₂ , 141 ₃ is executed after being placed, the remaining second orders 142 (order amount 50,000 currency) will be executed. It takes the form of a partial contract where only a part of the contract is executed, and after the partial contract is executed, the second order 142 (order amount 30,000 currency) corresponds to the executed first order 141 ₁ , 141 ₂ , 141 ₃ and a second order (not shown, order amount 20,000 currency) corresponding to the unfilled first order 141 ₄ , 141 ₅ , the second order 142 is placed, and the second order (not shown, order amount 20,000 currency) is placed. It is desirable that the items (1) remain unordered. This is because the order information generation unit 16 and contract information generation unit 14 modify the order amount information 181D of the second order information 42, or create a new second order corresponding to the unplaced second order (not shown). This is realized by generating order information (not shown).

Note that the order information generation unit 16 also performs the above-mentioned process when setting the corresponding order price 145 of the second order 142 after the trading of the first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ is started. As described in [Transaction Setting Example 3], the set reference price 143 and the corresponding order price 145 may be set using any method.

For example, as described in [Trade Setting Example 3], a profit amount input field (not shown) is set on the order input screens 410, 411 (see FIGS. 5 and 15), and a profit amount input field (not shown) is The corresponding order price 145 of the second order 142 may be set using the profit amount input by the trader in step 1).

This will be shown concretely. For example, consider a case where 75,000 (yen) is entered as the profit amount in the profit amount input field (not shown) on the order input screen 410 (see FIG. 5). Then, three first orders 141 ₁ , 141 ₂ , 141 3 (each order amount is 1 (million) currency) at 1 dollar = 106.00 yen, 105.00 yen, 104.00 _yen are executed sequentially. After that, it is assumed that the corresponding order price 145 for the second order 142 is set. In this case, the order information generation unit 16 sets the average value of the order prices of the executed first orders 141 ₁ , 141 ₂ , and 141 ₃ , which is 1 dollar = 105.00 yen, as the set reference price 143. Then, the order information generation unit 16 calculates the difference 144 by adding 2.50 yen, which is the amount that will make the profit amount 75,000 yen when the first order for 3 (million currencies) is set at this set standard price 143. The corresponding order price 145 of the second order 142 is calculated as 1 dollar = 107.50 yen, which is on the higher side by the difference 144 (2.50 yen) from the set standard price 143 (1 dollar = 105.00 yen). (In other words, the state shown in FIG. 8 is reached.)

[Trade setting example 7: Stop loss order setting]
Although not shown in FIG. 7, there may be a stop-loss order (for example, a stop-loss order for an if-done order; hereinafter referred to as a "stop-loss order") that is placed upon settlement of the first order. This stop loss order (not shown) is an order to prevent a large loss due to a sudden drop or rise in the market price. This stop loss order (not shown) is set based on the stop loss order information 43 shown in FIG. 6, and the trade is performed.

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

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

This stop loss order (not shown) has an order amount of 50,000 currencies equal to the total order amount (10,000 currencies) of each of the corresponding first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ It is set. However, the order amount of the stop loss order (not shown) may be set to any value.

This stop loss order (not shown) corresponds to the respective orders (e.g., the respective first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ ) and the first orders 141 ₁ , 141 ₂ , It is also possible to set the same number as 141 ₃ , 141 ₄ , 141 ₅ , or one stop for at least some orders (for example, all of the first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ ) A loss order (not shown) may also be established. Additionally, when a stop loss order (not shown) is executed, all subsequent orders (for example, all first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ and second order 142) are executed. The order may be configured to be canceled (the transaction is forcibly terminated), or may be configured to conditionally continue trading some or all orders (for example, only the second order 142). Good too.

[Trade setting example 8: Order amount setting]
The order amounts for the first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , and 141 ₅ are set to 10,000 currencies. The order amount of the second order 142 is set to 50,000 currencies. The order price of a stop loss order (not shown) is set at 50,000 currencies. In addition, five stop loss orders (not shown) may be set with an order amount of 10,000 currencies corresponding to each first order 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ .

[Trade setting example 9: Setting order amount and order price]
In addition, in the above [Trade Setting Example 1] to [Trade Setting Example 8], the first order 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ , the second order 142, and the stop loss order (Fig. The order amount (not shown) may be the same from the time the order is placed to execution, or may vary from the time the order is placed to execution (for example, if the order amount at the time of order placement was 10,000 currencies, (The order amount may fluctuate as the market price fluctuates, and the order amount at the time of execution may be 10,100 currencies.) In addition, in the above [Trade Setting Example 1] to [Trade Setting Example 8], the first order 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ , the second order 142, and the stop loss order (not shown) are The order price may be the same from order placement to execution, or may vary from order placement to execution.

Note that fluctuations in the first order 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ , the second order 142 , and the stop loss order are based on the first order information 41 of the order information generation unit 16 and contract information generation unit 14 . ₁ , 41 ₂ , 41 ₃ , 41 ₄ , 41 ₅ , the second order information 42 and the stop order information 43 by adding or modifying the information constituting the attribute information 181A to 181M.

[Processing procedure]
FIG. 4 is a flowchart showing the processing procedure of the financial product transaction management device 1 of this embodiment. The processing procedure of this embodiment will be explained below using the same flowchart. Please note that the following explanation describes the processing procedure when setting the first order as a "trap trade" and conducting a transaction, but this is an example of the processing procedure, and the following is not applicable for any order method other than "trap trade". You may also use the following procedure.

[1. Procedures for processing transactions involving “trap trades”]
The processing procedure when conducting a transaction including a "trap trade" in the financial product transaction management system 1A will be explained.

[1-1. Screen input and order information generation]
A trader using the financial product transaction management system 1A accesses the financial product transaction management device 1 using the client terminal 2. The front page distribution unit 11 of the financial product transaction management device 1 displays an order input screen 410 schematically shown in FIG. 5 on the display unit 22 of the accessed client terminal 2.

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

In addition, on the order input screen 410, you can select a currency pair that is the type of financial product to be traded (for example, US dollar and Japanese yen (USD/JPY), euro and Japanese yen (EUY/JPY), etc.). A currency pair selection button 41b for selection is displayed. Further, the order input screen 410 displays a buy/sell selection button 41c for selecting whether the first order is a buy order or a sell order. In addition, the order entry screen 410 also displays prices that serve as standards 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 order, the order price of the lowest order A trap reference price input field 41d is displayed for numerically inputting a trap reference price (hereinafter simply referred to as "trap reference price"), which is the order price of the central order, the order price of the central order, etc. In addition, on the order input screen 410, the order amount of the financial product to be traded is entered in currency units (here, 1 yen is one currency unit, and it is set to be possible to input in increments of 10,000 currencies). Order amount input field 41e for selection and input, "Number of traps" which is the number of first orders with different order prices (new orders of if-done orders) and second orders with different order prices (settlement orders of if-done orders). A trap number input button 41f for selecting and inputting is displayed.

The order entry screen 410 also includes a price range input field 41g for entering the price range between multiple first orders with different order prices, a price range between second orders with different order prices, and an average of multiple first orders. A difference input field 41h is displayed for inputting the difference between the second order price of the second order and the average price of the plurality of second orders.

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

Although not shown, the order input screen 410 also includes a screen for changing the order amount of a specific order or the price range between specific orders among multiple first orders and multiple second orders with different order prices. A change information input field (not shown) may be provided.

Furthermore, although not shown, as shown in [Trade Setting Example 3] and [Trade Setting Example 6], when the corresponding order price 145 of the second order 142 is set using the profit amount set by the trader in the calculation. It is preferable that the order input screen 410 shown in FIG. 5 is provided with a profit amount input field (not shown) in which the trader inputs the profit amount.

Furthermore, as shown in FIG. 5, a repeat selection button 41m is set on the order input screen 410. When this repeat selection button 41m is selected, the transaction including the "trap trade" is configured to be repeated (that is, the "4th modification" described below and shown in FIGS. 12 to 14, " (Trap Repeat If Done).

The trader inputs and selects information necessary for a desired order on the order input screen 410 by operating the operation unit 21 (step S1). In FIG. 5, "USD/JPY" indicating Japanese yen and US dollar is selected in the currency pair selection button 41b, "buy" is selected in the buy/sell selection button 41c, and "106. 00 (yen)" is input. In addition, in FIG. 5, "1 (currency)" is entered in the order amount input field 41e, "5 (pieces)" is entered in the trap number input button 41f, and "2. 50 (yen)" is input. In addition, in FIG. 5, the profit amount display column 41j shows "125,000 (125,000 "100.00 (yen)" is displayed, and "100.00 (yen)" is displayed in the stop loss price input field 41k.

When the execution button 41n is clicked on the order input screen 410 in FIG. 5, the data selected and input on the order input screen 410 is transmitted from the client terminal 2 to the financial product transaction management device 1. The order input receiving unit 12 confirms the input buying and selling order application information. That is, the order price is inspected by inspecting the price input in the trap reference price input field 41d and the stop loss price input field 41k, the price input in the price range input field 41g and the difference input field 41h, etc. (step S2). Specifically, a check is performed to see if the order price is a settable order price.

Subsequently, the order input reception unit 12 determines whether the test results are appropriate. If 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 allowable amount (step S4), and determines whether the margin amount is greater than or equal to the order allowable amount (step S5).
Here, the "allowable order amount" refers to the amount of money that can be ordered (the same applies in this specification). The allowable order amount in this embodiment is a value obtained by multiplying the minimum value input into the order amount input field 41e and the minimum value input into the trap number input button 41f, (1( 1,000,000 currencies) x 1 (book) = ) 1 (1,000,000 currencies). However, the allowable order amount may be a value of a predetermined ratio to the value (for example, 10 (10,000 currency) x 0.1 = 1 (10,000 currency)), or a predetermined amount (for example, , 5 (10,000 currency)), or may be a value calculated by a value or calculation method other than the above.

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

If the margin amount is greater than or equal to the order allowable amount (“No” in step S5), the order input reception unit 12 sets other order conditions (i.e. , conditions other than the order price) and various criteria for accepting the order (step S6). Then, it is determined whether other conditions satisfy these criteria (step S7).

If the other conditions do not meet the criteria for an if-done order (“Yes” in step S7), the order input reception unit 12 treats the input order as an error and refuses to accept the order (step S10).

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

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

Specifically, order information is generated by grouping a plurality of input data according to the order price according to the procedure described above and assigning a sequence number in the sequence number table 184 to each group (step S8). Then, information for distinguishing sequence numbers used in order information from unused sequence numbers is added to the sequence number table 184. By performing the process of step S8 once, multiple pieces of order information are generated. A plurality of order information including the first order information of the first order 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). Note that in "Trap Repeat If Done" and "Rakutora" which will be described later, "order information group" is also recorded in the order table 181.

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

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

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

The “new_close” field 181k shown in FIG. 3 is a field for recording the distinction between a new order/settlement order. The "trap_seq" field 181m is a field for recording information as to whether "trap trade (described later)" is selected using a trade selection button (not shown). The "repeat_flag" field 181n is a field for recording information on whether to repeat an if-done order.

Although not shown in FIG. 3, the order table 181 includes data input on the order input screen 410, that is, a currency pair selection button 41b, a trap reference price input field 41d, a trap number input button 41f, and a price range input. A field is also provided for recording the data entered in column 41g. In addition, information on the profit margin between the first order and second order, which is set when generating order information for "Trap Repeat If Done" and "Rakutora" transactions described later, and "Rakutora" A field is also provided for recording numerical information input in the upper limit price input field 41p and the lower limit price input field 41q (both see FIG. 15), which are input when generating order information for conducting a transaction. . Using these fields, all data input on the order input screen 410 (FIG. 5) and the order input screen 411 (FIG. 15) are recorded in the order table 181.

In this embodiment, "order information" includes order information (for example, first order information 41 ₁ , schematically shown in FIG. 6, 41 ₂ , . . . 41 ₅ , second order information 42, stop order information 43) are generated as data including attribute information (for example, attribute information 181A to 181M shown in FIG. 6). Note that, as will be described later, the order information in this embodiment will be described below as data that is formed along with various types of attribute information (for example, attribute information 181A to 181M shown in FIG. 6). However, in this embodiment, it is predetermined data before forming the "order information" (for example, a table of orders scheduled to be placed by order price), and based on such "order information" Each order may be configured to be placed.

Further, in this embodiment, order information or order information groups are generated by inputting information into various input fields displayed on the order input screen 410 shown in FIG. The structure of the input field and the type of data to be input are not limited to these, and may be of any type. For example, the order input screen 410 is provided with an input field (not shown) for information regarding the amount of margin owned by the trader, an input field (not shown) for the transaction period as the expected period for the transaction, etc. The order information generation unit 16 performs predetermined calculations based on the information entered in these input fields (not shown) to generate "order information" for placing an order at one or more order prices. , an "order information group" based on the 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 generates a “trap” based on the information selected and input on the transaction selection button (not shown) and the order input screen 410 according to the steps S1 to S10 described above. Generate order information for conducting transactions including "Trade".

[1-2-1. Structure of order information (1)]
FIG. 6 is a diagram schematically showing order information for conducting a transaction including a "trap trade" generated in the financial product transaction management device 1 of this embodiment. As shown in the figure, in this embodiment, the order information generation unit 16 generates a first order for 5 pieces, the number of which is equal to the number (5 pieces) input to the trap number input button 41f. Information 41 ₁ , 41 ₂ , . . . 41 ₅ , one second order information 42 and one stop order information 43 are generated in one order procedure.

The order information generation unit 16 uses information input from the order input screen 410, information input from other screens (not shown), and various information recorded in the financial product transaction management device 1 to generate a predetermined information. By the calculation, first order information 41 ₁ , 41 ₂ , . . . 41 ₅ , second order information 42, and stop order information 43 are generated.

Each of the generated first order information 41 ₁ , 41 ₂ , . . . 41 ₅ , second order information 42, and stop order information 43 includes attribute information as shown in FIG. Specifically, each of the first order information 41 ₁ , 41 ₂ , ... 41 ₅ and the second order information 42 includes a unique order number 181A and customer number information 181B for identifying the transaction party , currency pair information 181C that identifies the selected currency pair, order amount information 181D as the order amount value of each order, first order information 41 ₁ , 41 ₂ , ... 41 ₅ , second order information 42 order time information 181E as the date and time when the order was generated, buy/sell information 181F for identifying sell orders and buy orders, order price information 181G as the order price value of each order, and order expiry date as the expiration date of the order. Information 181H, new/settlement information 181J that identifies a new order and a settlement order when the order is an if-done order, valid/invalid information that identifies whether the order is valid (ordered) or invalid (not yet placed); Rank information 181L that identifies either the first rank (new order) or second rank (settlement order or stop loss order) when the order is an if-done order, and identifies whether there is a trade (traded or untraded). The contract information 181M is provided.

All or part of these attribute information 181A to 181M are recorded in the individual first order information 41 ₁ , 41 ₂ , ... 41 ₅ , second order information 42 , and stop order information 43 . Alternatively, the information may be recorded in the database 18 or the like separately from the individual first order information 41 ₁ , 41 ₂ , . . . 41 ₅ , second order information 42 , and stop order information 43 .

[1-2-2. Structure of order information (2)]
As explained in [1-1] above, each of the first order information 41 ₁ , 41 ₂ , ... 41 ₅ , the second order information 42 , and the stop order information 43 includes attribute information (for example, Predetermined data that does not have some or all of the attribute information 181A to 181M as shown in FIG. It may be configured as

_In this case, attribute information (for example, attribute information _181A as shown in FIG _. ~181M) is generated after the first order information 41 ₁ , 41 ₂ , ... 41 ₅ , the second order information 42, and the stop order information 43 are generated, and the transaction is executed. It may be added at any timing before the transaction is completed, and transactions of financial products may be carried out in that state. (including cases where a single financial product transaction management device 1 is configured by a system that operates a system and an exchange system, or a case where a single financial product transaction management device 1 is configured by multiple systems), or a client terminal 2, Alternatively, a device having a server function other than the financial product transaction management device 1 transmits at least one of the attribute information (for example, attribute information 181A to 181M as shown in FIG. 6) by functional means (for example, by executing a program). It may also be realized by executing it as a functional means to be realized. As a result, trading of financial products is performed.

[1-2-3. Timing of generation of order information]
In this embodiment, the order information generation unit 16 generates all the first order information 41 ₁ , 41 ₂ , ... 41 5 , the first order information 41 1 , 41 ₂ , . The configuration is such that two order information 42 and stop order information 43 are generated together. However, the present invention is not limited to this, and at what timing are some or all of the first order information 41 ₁ , 41 ₂ , ... 41 ₅ , the second order information 42 , and the stop order information 43 generated? may be done.

Specifically, for example, if the same first order 141 ₁ , 141 ₂ , ... 141 ₅ , second order 142 , and stop loss order (not shown) are placed and executed repeatedly ([ 4th modification example] _{, see} [ _5th modification example] in FIG. Each time the respective first orders 141 ₁ , 141 ₂ , ... 141 ₅ , second orders 142 , and stop loss orders (not shown) placed based on the second order information 42 and the stop loss order information 43 are executed. A new first order 141 ₁ , 141 ₂ , . . . 141 ₅ , a second order 142, and a stop loss order (not shown) may be generated.

In addition, the order information generation unit 16 generates a plurality of first orders 141 ₁ for repeating if-done orders, as shown in [Fourth Modification] in FIG. 14 and [Fifth Modification] in FIG. 16. 141 ₁ , 141 ₁ , ... first order 141 ₂ , 141 ₂ , 141 ₂ , ... 141 ₅ , 141 ₅ , 141 ₅ , ..., second order 142, 142, 142, ... A plurality of pieces of first order information 41 ₁ , 41 ₁ , 41 ₁ , . . . , first order information 41 ₂ , 41 ₂ , 41 ₂ , . . . for performing a stop loss order (not shown) . The execution button 41n is clicked for the first order 41 ₅ , 41 ₅ , 41 ₅ , ... second order information 42, 42, 42, ..., stop order information 43, 43, 43, ... You can also generate them all at once. In addition, before the first order information 41 ₁ for conducting a transaction of a specific order, for example, the first order 141 ₁ is generated and the first order 141 ₁ is executed, the first order 141 newly placed ₁ first order information 41 ₁ may be generated.

Furthermore, as will be described later, in this embodiment, immediately after the execution button _41n on the order input screen 410 shown in _FIG . ...141 ₅ , second order 142 , first order information 41 ₁ , 41 ₂ , ... 41 ₅ for trading stop loss orders (not shown), second order information 42 , stop loss order information 43 is generated as including attribute information (for example, attribute information 181A to 181M as shown in FIG. 6), but is not limited to this. Immediately after being clicked, the order information generation unit 16 generates first order information 41 ₁ , 41 ₂ , . ...41 ₅ , generates the second order information 42 and the stop order information 43, and adds attribute information (for example, attribute information 181A to 181M as shown in FIG. 6) that was not included at the time of generation after the fact. Alternatively, the information may be added to the first order information 41 ₁ , 41 ₂ , . . . 41 ₅ , the second order information 42 , and the stop order information 43 . Note that the attribute information (for example, attribute information 181A to 181M as shown in FIG. 6) for the first order information 41 ₁ , 41 ₂ , ... 41 ₅ , the second order information 42 , and the stop order information 43 The addition is performed by the same system that generated _the first order information 41 ₁ , 41 ₂ , . , a server system owned and managed by a specific financial products handling business), or a separate system (for example, a system that constitutes the financial product transaction management device 1 owned and managed by an exchange, or a system owned and managed by an exchange, or an individual system). It may be added at a client terminal 2) operated by a transaction person or the like.

Furthermore, as will be described later, in this embodiment, when the execution button 41n of the order input screen 410 shown in FIG. ₁ , 41 ₂ , . . . 41 ₅ , second order information 42 , and stop order information 43 are generated, but the present invention is not limited to this. By being clicked twice, an instruction to generate the first order information 41 ₁ , 41 ₂ , ... 41 ₅ , the second order information 42 , and the stop order information 43 is input to the order information generation unit 16 multiple times. In this way, the order information generation unit 16 may generate the first order information 41 ₁ , 41 ₂ , . . . 41 ₅ , the second order information 42, and the stop order information 43 multiple times. Further, by clicking the execution button 41n on the order input screen 410 etc. shown in FIG. 16 to generate orders, the order information generation unit 16 generates the first order information 41 ₁ , 41 ₂ , ... 41 ₅ , the second order information 42 , and the stop order information 43 multiple times. It may also be a configuration.
[1-3. Transaction procedure]
FIG. 7 shows an order including a "trap trade" performed based on the first order information 41 ₁ , 41 ₂ , ... 41 ₅ , second order information 42 and stop order information 43 generated in this way. FIG. In addition, in the same figure, corresponding order information and orders are displayed with the same last two digits of the code and the same subscript. For example, the first order 141 ₁ is traded based on the first order information 41 ₁ , the first order 141 ₂ is traded based on the first order information 41 ₂ , etc. . Note that, for the sake of simplification, a stop-loss order in which a trade is performed based on the stop-loss order information 43 is not shown in the figure. All the first orders 141 ₁ , 141 ₂ , ..., 141 ₅ shown in the figure, the second order 142 , and the stop loss order not shown in the figure are the first order information generated in one order procedure. 41 ₁ , 41 ₂ , . . . 41 ₅ , second order information 42 , and stop order information 43 , the transaction is performed.

The first order 141 ₁ is placed by the order information generating unit 16 converting the valid/invalid information 181K included in the first order information 41 ₁ from "invalid" to "valid".

When the market price reaches the order price of the first order _141-1 (that is, when the market price matches the order price information 181G included in the first order information 41), the execution information generation unit 14 changes the order price to the first order information _41-1 . Processing is performed to convert the included contract existence information 181M from "absent" to "exist", and the first order ₁₄₁₁ is contracted.

Similarly, for other orders, for example, the first order ₁₄₁₂ , the order information generation section 16 and execution information generation section 14 process the first order information ₄₁₂ (see FIG. 6), so that the first order 141 ₂ is placed, and an execution is made when the market price fluctuates and matches the order price of the first order ₁₄₁₂ .

[1-4. Modify order]
In this embodiment, after the order information generation unit 16 generates first order information 41 ₁ , 41 ₂ , ... 41 ₅ , second order information 42 , and stop order information 43 and a transaction is started, , when predetermined _conditions are met, the order _{price ,} order amount, It may be configured such that various conditions of the price range are modified. Specifically, by modifying specific order information such as attribute information 181A to 181M of the first order information ₄₁₁ for trading a specific order, for example, the first order ₁₄₁₁ , that order, for example, the first order 141 The contents of ₁ are revised. Note that the first order 141 ₁ , 141 ₂ , ..., 141 ₅ , the second order 142 , and the stop loss order (not shown) that are subject to modification may be all or only some of them. There may be.

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

Due to market price fluctuations, all the first orders 141 ₁ , 141 ₂ , . . . 141 ₅ are executed (time t1), and the second order 142 is placed (time t2).

Specifically, when the market price detected by the price information reception management unit 19 matches the order price information 181G of the first order information 41 ₁ of a specific first order, for example, the first order 141 ₁ , the contract information generation unit 14 performs a process of converting the contract existence information 181M of the first order information ₄₁₁ from "absent" to "exist". As a result, the first order ₁₄₁₁ is treated as having been executed.

Then, when the market price detected by the price information reception management section 19 sequentially matches the order price information 181G of other first orders, for example, first orders 141 ₃ , 141 ₃ , 141 ₄ , 141 ₅ , the contract information generation section 14 performs a process of sequentially converting the execution information 181M of the first order information 41 ₂ , 41 ₃ , 41 ₄ , 41 ₅ from "absent" to "present". As a result, the first orders 141 ₂ , 141 ₃ , 141 ₄ , and 141 ₅ are treated as having been executed.

_Then , when all 141 ₁ , 141 ₂ , . Perform processing to convert to the state. As a result, the second order 142 is treated as having been placed.

Then, when the market price detected by the price information reception management unit 19 matches the order price information 181G of the other second order information 42, the execution information generation unit 14 sets the execution status information 181M of the second order information 42 to “None”. Performs processing to convert from "Yes" to "Yes". As a result, the second order 142 is treated as having been executed.

[3. Specific aspects of transactions (Part 2)]
FIG. 8 is a time chart schematically showing a transaction in which a second order 142 is placed after only some of the first orders 141 ₁ , 141 ₂ , . . . 141 ₅ are executed. The processing procedure will be explained below based on the same figure.

Consider a case where the market price changes downward from about 106.50 yen to the dollar after the first order 141 ₁ , 141 ₂ , . . . 141 ₅ is placed (time t1). The market price 146 detected by the price information reception management unit 19 is the order price information 181G of a specific first order, for example, the first order information 41 ₁ , 41 ₂ , 41 ₃ of the first order 141 ₁ , 141 ₂ , 141 ₃ . (times t2, t3, t4), the execution information generation unit 14 executes a process of sequentially converting execution information 181M of the first order information 41 ₁ , 41 ₂ , 41 ₃ from "absent" to "exist". conduct. As a result, the first orders 141 ₁ , 141 ₂ , 141 ₃ are treated as having been executed.

Then, the contract information generating unit 14 performs a process of converting the valid/invalid information 181K of the second order information 42 of the second order 142 from "invalid" to "valid". As a result, the second order 142 is treated as having been placed. Note that the order amount information 181D of the second order information 42 is "30000" which is equal to the sum of "10000" of the order amount information 181D of the contracted first orders 141 ₁ , 141 ₂ , 141 ₃ . That is, the second order 142 is treated as an order for 3 (million) currencies, which is equal to the total order amount of the contracted first orders 141 ₁ , 141 ₂ , 141 ₃ .

Then, when the market price 146 detected by the price information reception management unit 19 matches the order price information 181G of the other second order information 42, the execution information generation unit 14 changes the execution status information 181M of the second order information 42 to “No ” to “Yes”. As a result, the second order 142 is treated as being executed (time t5).

Note that the execution information generation unit 14 performs processing to convert the execution information 181M of the second order information 42 from "absent" to "exist", and the trigger for determining that the second order 142 has been placed is, for example, as follows. (Case 1) (Case 2) are possible. These triggers are detected by the contract information generation unit 14 and the order information generation unit 16 continuously acquiring market price information acquired by the price information reception management unit 19.

(Case 1)
This applies to the case where the second order 142 is set to be placed when the market price trend changes.

For example, this applies to a case where the second order 142 is set to be placed when the market price changes from a downward direction to an upward direction.

As a specific example of the processing mode, for example, the contract information generation section 14 and the order information generation section 16 continuously acquire the market price information acquired by the price information reception management section 19. If it is detected that the market price, which is on a downward trend, has increased by a predetermined price (for example, 0.2 yen) within a certain period of time (for example, within one hour), the contract information generation unit 14 and the order information generation unit 16 It is conceivable to treat it as a change from a downward trend to an upward trend.

Alternatively, as another processing example, for example, the price information reception management unit 19 acquires the market price 146 at a predetermined time (for example, 0 minutes every hour), and the contract information generation unit 14 and the order information generation unit 16 When it is detected that the acquired market price 146 has increased by a predetermined price (for example, 0.2 yen) after a downward trend, the execution information generation unit 14 and the order information generation unit 16 detect that the market price has changed from a downward trend to an upward trend. It is conceivable to treat it as something that has changed.

Then, the execution information generation unit 14 and the order information generation unit 16 convert the order amount information 181D of the second order information 42 of the second order 142 into the first orders 141 ₁ , 141 ₂ , 141 that have been executed up to the time of this detection. It is set to "30000" corresponding to the sum of the order amount information 181D of the first order information 41 ₁ , 41 ₂ , 41 ₃ of _{No. 3} . Then, the execution information generation unit 14 and the order information generation unit 16 convert the valid/invalid information 181K of the second order information 42 from “absent” to “present”, and it is assumed that the second order 142 has been placed. It is conceivable to carry out processing.

In addition, when the order amount information 181D of the second order information 42 is revised from "50000" to "30000" in the process of (case 1), new second order information (not shown) is further generated. is desirable. In this new second order information (not shown), it is desirable that the order amount information 181D is set to "20000" and the valid/invalid information 181K is set to "invalid". In this case, the second order 142 is a partial execution of the second order 142 for orders for 3 (million) currencies and the second order (not shown) for unplaced orders for 2 (million) currencies. treated as.

In (case 1), when it is detected that the market price has changed from an upward direction to a downward direction, the execution information generation unit 14 and the order information generation unit 16 generate the first order information 41 ₁ , 41 ₂ , 41 ₃ or the second order information 42.

(Case 2)
This is the case where the second order 142 is set to be placed when a predetermined number, for example three, of the first orders 141 ₁ , 141 ₂ , . . . 141 ₅ are executed. For example, the contract information generation unit 14 and the order information generation unit 16 continuously acquire market price information acquired by the price information reception management unit 19. Then, the market price 146 matches the order price information 181G of the first order information 41 ₁ , 41 ₂ , 41 ₃ of the three first orders 141 ₁ , 141 ₂ , 141 ₃ , and the execution status information 181M of each In the case of conversion from “absence” to “existence”, the contract information generation unit 14 and order information generation unit 16 convert the valid/invalid information 181K of the second order information 42 from “absence” to “existence”, Processing is performed to assume that the second order 142 has been placed.

Note that the predetermined number of first orders 141 ₁ , 141 ₂ , . . . 141 ₅ may be any number. Furthermore _, when _a specific order among _the first orders 141 ₁ , 141 _{2 ,} . Alternatively, if any _of the first three orders 141 ₁ , 141 ₂ , 141 3 among the first orders 141 ₁ , 141 ₂ , . . . 141 ₅ are executed, the second order 142 is executed. Processing may be performed to assume that the order has been placed.

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

Through the process described above, the first order 141 ₁ , 141 ₂ , . . . 141 ₅ and the second order 142 are placed and executed, so that the trader can earn profits from trading financial products.

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

In this embodiment, by setting a price obtained by adding a value calculated by a predetermined calculation to the set standard price 143 as the corresponding order price 145, the corresponding order price 145 can be determined by a simple calculation on the set standard price 143. It can be calculated. As a result, it is possible to easily realize a system configuration that simplifies the system while easily setting an order price that reduces transaction risks for traders and ensures profit acquisition.

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

In this embodiment, the corresponding order price 145 can be set before the transaction based on the first order 141 ₁ , 141 ₂ , . . . , 141 ₅ or the second order 142 is performed. As a result, before trading with the first order 141 ₁ , 141 ₂ , ..., 141 ₅ or the second order 142 , the order price is set to reduce the trader's transaction risk and ensure profit acquisition. It becomes possible to do this easily.

In this embodiment, the corresponding order price 145 can be set after a transaction based on the first order 141 ₁ , 141 ₂ , . . . , 141 ₅ or the second order 142 is started. As a result _, after the first order 141 ₁ , 141 ₂ , . It becomes possible to easily set an order price that ensures acquisition.

In this embodiment, _first orders 141 ₁ , 141 ₂ , . (not shown) can be executed and processed based on the first order information 41 ₁ , 41 ₂ , . . . , 41 ₅ , the second order information 42, and the stop order information 43. As a result, it is possible to reliably execute orders in order to reduce trader's transaction risk and ensure profit acquisition in transactions using the system.

[Modification of this embodiment]
[First Modification] to [Seventh Modification] as modifications of this embodiment will be described below. Both modifications are realized by the processing of the order information generation section 16 and the contract information generation section 14, similarly to the above-described embodiments. That is, through the processing of the order information generation unit 16 and the execution information generation unit 14, the first order information 41 ₁ , 141 ₂ , ... 141 ₅ , the second order information 42, the stop order information 43, etc. are generated and processed. As a result, the first orders 141 ₁ , 141 ₂ , . . . 141 ₅ are realized by placing and executing the second orders 142 and stop loss orders (not shown).

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

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

[Third modification]
FIG. 11 shows a third modification of this embodiment. In this third modification, the first order 141 is set as a sell order, and the second orders 142 ₁ , 142 ₂ , . . . 142 ₅ are set as a plurality of buy orders. In this third modification, on the order input screen 410 shown in FIG. It is set as a configuration for inputting information for setting a plurality of second order information (not shown) for conducting transactions of orders 142 ₁ , 142 ₂ , . . . 142 ₅ .

In the third modification, when the first order 141 is executed (time t1), the second orders 142 ₁ , 142 ₂ , . . . 142 ₅ are placed (time t2). Note that the first order 141 may be set as a buy order, and the second orders 142 ₁ , 142 ₂ , . . . 142 ₅ may be set as a plurality of sell orders.

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

FIGS. 12 and 13 are diagrams schematically showing order information including "trap repeat if done" generated in the fourth modification. FIG. 14 is a diagram schematically showing transactions performed based on order information generated in the fourth modification.

The codes and subscripts of the order information in FIGS. 12 and 13 and the last two digits and subscripts of the order code in FIG. 14 are shown in a corresponding state. That is, for example, by processing using the first order information _41-11 in FIGS. 12 and 13, the first order _141-11 in FIG. 14 is placed and executed, and for example, the second order information 42 in FIGS. ₁ , the second order ₁₄₂₁ in FIG. 14 is placed and executed.

Furthermore, the numbers in the tens digit of the subscripts of the first order information shown in FIGS. 12 and 13 indicate that items with the same number are first orders placed at the same timing. For example, first order information 41 ₁₁ , 41 ₁₂ , . . . 41 ₁₅ are all first orders placed at the same timing (first orders 141 ₁₁ , 141 ₁₂ , . ...141 ₁₅ ) indicates that the information is for conducting transactions.

Furthermore, the numbers in the ones digits of the subscripts of the first order information shown in FIGS. 12 and 13 indicate that items with the same number are first orders with the same order price. For example, the first order information 41 ₁₁ , 41 ₂₁ , 41 ₃₁ indicates that they are all information for performing a first order transaction with the same order price (1 dollar = 106.00 yen).

Furthermore, in FIGS. 12 and 13, a set of order information for making a set of if-done orders is configured as an order information group. For example, the first order information 41 ₁₁ , 41 ₁₂ , ... 41 ₁₅ , the second order information 42 ₁₁ , and the stop order information 43 ₁₁ constitute the order information group 51 ₁ , and the first order information 41 ₂₁ , 41 ₂₂ ,...41 ₂₅ , second order information 42 ₂₁ , stop order information 43 ₂₁ constitute an order information group 51 ₃ , and so on, a plurality of order information groups 51 ₁ , 51 ₂ , 51 ₃ ,... are configured. Note that if there is no need to record or manage data depending on the processing unit due to the system configuration of the financial product transaction management device 1 or the data structure of the database 18, the order information groups 51 ₁ , 51 ₂ , 51 ₃ , . . .・does not need to be provided.

FIG. 14 shows financial products executed based on the first order information 41 ₁₁ , 41 ₁₂ , ... 41 ₁₅ , the second order information 42 ₁₁ , the stop order information 43 ₁₁ . . . shown in FIGS. 12 and 13. 1 is a time chart schematically showing transactions of . As shown in the figure, in this [fourth modification], the first orders 141 ₁₁ , 141 ₁₂ , ... 141 ₁₅ are set as multiple buy orders, and the second order 142 ₁₁ is set as a sell order. . When the first order 141 ₁₁ , 141 ₁₂ , . . . 141 ₁₅ is placed and executed (time t1), the second order 142 ₁₁ is placed (time t2). When the second order 142 ₁₁ is executed, new first orders 141 ₂₁ , 141 ₂₂ , . . . 141 ₂₅ are placed (time t3). When the new first orders 141 ₂₁ , 141 ₂₂ , . . . 141 ₂₅ are executed, a new second order 142 ₂₂ is placed (time t4). When the new second order 142 ₂₂ is executed, further new first orders 141 ₃ , 141 ₃₂ , ... 141 ₃₅ are placed (time t5), and due to these executions, a new second order 142 ₃ is placed. (time t6). In the fourth modification example 4, the placing and filling of a plurality of first orders and the placing and filling of second orders are repeated.

In addition, in the fourth modification, when the first order placement/execution and the second order placement/execution are repeated, the order price, order amount, and stop loss order ( (not shown), order price, order amount, order type such as market order, limit order, stop order, etc. may change.

In addition, in the fourth modification, when placing and executing the first order and placing and executing the second order, as the market price rises (or falls), a specific first order, e.g. The first order _{141 15} on the lowest price side (or the first order 141 ₁₁ on the highest price side) disappears, and instead, it is placed on the higher price side (or The configuration may be such that a new first order (not shown) is set on the lowest price side (lower than the first order 141 _{to 15} on the lowest price side, which is the side in which the market price fluctuates).

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

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

In FIG. 15, in the order type selection field 41a, there is a transaction including "Rakutora", which is an order type in which multiple first orders and multiple second orders are set in the price range between the upper limit price and the lower limit price. The selected state is shown. Order information generated using this order input screen 411 is transmitted to the financial product transaction management device 1.

The order information generation unit 16 of the financial product transaction management device 1 generates a value in a price range between the numerical value (upper limit value) input in the upper limit price input field 41p and the numerical value (lower limit value) input in the lower limit price input field 41q. (4.00 yen) is divided by the value entered in the number of traps input field minus 1 (4) as the price range (4.00 ÷ 4 = 1.00 yen), and the upper limit price input field Based on the value input in 41p (1 dollar = 106.00 yen), the order price for each calculated price range value (1.00 yen) (or the value input in lower limit price input field 41q (1 dollar = 106.00 yen)) To set the first order 141 ₁₁ , 141 ₁₂ , 141 ₁₃ , 141 ₁₄ , 141 ₁₅ to the order price for each calculated price range value (1.00 yen) based on the dollar = 102.00 yen) First order information 41 ₁₁ , 41 ₁₂ , 41 ₁₃ , 41 ₁₄ , 41 ₁₅ . . . is set.

The order information generation unit 16 also generates second order information 42 ₁₁ , 42 ₂₁ , . . . stop order information 43 ₁₁ , 43 ₂₁ , . . . using the same procedure as in the above-described embodiment. Thereby, the generated order information has the same configuration as each order information schematically shown in FIG. 13.

FIG. 16 shows first orders 141 ₁₁ , 141 ₁₂ , . . . 141 ₁₅ , 141 ₂₁ , 141 ₂₂ , . . . 141 ₂₅ , 141 ₃₁ , 141 ₃₂ , .・This is a time chart schematically showing transactions between 141 ₃₅ and second orders 142 ₁₁ , 142 ₂₁ , 141 ₃₁ . As shown in the figure, between the upper limit price 147 and the lower limit price 148, first orders 141 ₁₁ , 141 ₁₂ , ... 141 ₁₅ , 141 ₂₁ , 141 ₂₂ , ... 141 ₂₅ , 141 ₃₁ , 141 ₃₂ , ...141 ₃₅ ... are set. As a result, transactions involving "Rakutora" are realized. Specifically, between the upper limit price 147 and the lower limit price 148, an order for performing a transaction including the above-mentioned [trap trade] or a transaction including the "trap repeat if done" shown in the [fourth modification] An order will be set to carry out this.

In addition, in this [fifth modification], first orders 141 ₁₁ , 141 ₁₂ , . . . 141 ₁₅ , 141 21 , 141 11 , 141 ₁₂ , . 141 ₂₂ , _. . . 141 ₂₅ , 141 ₃₁ , 141 ₃₂ , . . _{. 141 35} . In addition, transactions that include "Rakutora" may be configured such that the first order 141 ₁₁ , 141 ₂₁ , 141 ₃₁ , etc. match only the upper limit price 147, or the first order only matches the lower limit price 148. 141 ₁₅ , 141 ₂₅ , 141 ₃₅ , . . . match, or both the upper limit price 147 and the lower limit price 148 include the first order 141 ₁₁ , 141 ₁₂ , . . . 141 ₁₅ , 141 ₂₁ , 141 ₂₂ , . _. . 141 ₂₅ , 141 ₃₁ , 141 ₃₂ , .

Furthermore, the mode of transactions in the [Fifth Modification] is similar to the [Fourth Modification], with the order placement/execution of the first order 141 ₁₁ , 141 ₁₂ , . . . 141 ₁₅ and the execution of the second order 142 ₁₁ . The order placement/execution, the order placement/execution of the first order 141 ₂₁ , 141 ₂₂ , . . . 141 ₂₅ , the order placement/execution of the second order 142 ₂₁ , etc. are repeated (from time t1 to time t6).

In addition, when placing and executing the first order and placing and executing the second order, the first order 141 ₁₁ , 141 ₁₂ , ... 141 ₁₅ , the first order 141 ₂₁ , 141 ₂₂ , ... 141 ₂₅ ,..., second orders 142 ₁₁ , 142 ₂₁ ,..., order prices and amounts of stop loss orders (not shown), market orders, limit orders, and stop orders. The type, etc. may change. In addition, when placing and executing the first order and placing and executing the second order, as the market price rises (or falls), a specific first order, for example, the first order 141 on the lowest price side, ₁₅ (or the first order 141 ₁₁ on the highest price side) disappears, and instead, the first order 141 ₁₁ on the highest price side, which is on the side in the direction of market fluctuation, is higher (or the highest order on the side in the direction of market fluctuation). A new first order (not shown) may be set on the lower price side (lower than the first order 141 _{to 15} on the low price side).

[Sixth modification]
A trail is set for some or all of the orders in the embodiment of the invention described above or the [first modification] to [fifth modification], and the order price increases or increases in accordance with market fluctuations. It may be configured to fall.

For example, in the embodiment of _the invention described above, a trail is set for each of the first orders 141 ₁ , 141 ₂ , . For example, if the order price of some or all of the first orders 141 ₁ , 141 ₂ , ... 141 ₅ decreases after the order is placed, so that the order price is reset to an upward price (for example, 0.1 yen). , the order price may be executed when the market price 146 changes from a decrease to an increase and the market price 146 and the order price match.

In addition, a trail is set for the second order 142 and the stop loss order (not shown), and the order price follows the rise in the market price (for example, the order price increases to a specific price (for example, 0.1 yen) above the market price 146). The order price of the second order 142 and stop loss order (not shown) increases after the order is placed (so that the order is reset), and the market price 146 changes from rising to falling, and the market price 146 and the order price match. The contract may then be configured to be executed.

When realizing this [sixth modification], the trail is implemented as attribute information in the first order information 41 ₁ , 41 ₂ , ... 41 ₅ , the second order information 42, and the stop order information 43. It is desirable to set information for the purpose of tracking (for example, trail width information that is information on the range between the market price 146 and the order price, fluctuation range information that is information on the fluctuation range of the market price in which the trail is executed, etc.).

[Seventh modification]
One or more of the above-mentioned [first modification] to [sixth modification] may be combined with the configuration of the above-mentioned [embodiment of the invention], or [first modification] Example] to [Sixth Modified Example] may be combined in a configuration. For example, the first order and the second order shown in at least one of [First Modification] to [Third Modification] may be different from [Fourth Modification] or [Fifth Modification]. ] may be configured so that order placement and execution are repeated.

Although the financial product transaction management system 1A of the above embodiment handles foreign exchange as a financial product, the present invention is not limited to this, and the present invention can also be applied when handling other financial products such as stocks and bonds. Applicable. In addition, the financial product transaction management system 1A of the above embodiment can handle other legal financial products and non-legal financial products that are traded at a fluctuating exchange rate, such as virtual currency (crypto assets). ), the present invention can also be applied when dealing with futures trading of precious metals, agricultural products, crude oil, etc.

It goes without saying that the above-mentioned embodiments are illustrative of the present invention, and do not mean that the present invention is limited only to the above-described embodiments.

1A...Financial product transaction management system 1...Financial product transaction management device 14...Contract information generation unit (contract information generation means)
16...Order information generation unit (order information generation means, order price setting means)
19...Price information reception management department (market price information acquisition means)
41,41 ₁ ,41 ₂ ,...41 ₅ ,41 ₁₁ ,41 ₁₂ ,...41 ₁₅ ,41 ₂₁ ,41 ₂₂ ,...41 ₂₅ ,41 ₃₁ ,41 ₃₂ ,...41 ₃₅・...First order information 42, _{42 11} , 42 ₂₁ , 42 ₃₁ ...Second order information 141, 141 ₁ , 141 ₂ , ... 141 ₅ , 141 ₁₁ , 141 ₁₂ , ... 141 ₁₅ , 141 ₂₁ ,141 ₂₂ ,...141 ₂₅ ,141 ₃₁ ,141 ₃₂ ,...141 ₃₅ ...First order 142,142 1,142 ₂ ,...142 _{5 ...} Second order 143...・Setting standard price 145... Corresponding order price 146... Market price

Claims (7)

A financial product transaction management device for placing orders for financial products whose market prices fluctuate,
order information receiving means for receiving information regarding orders for the financial products;
order information generation means for generating order information as information for trading the financial product;
An order that sets multiple first order prices as order prices for placing multiple first orders that are buy orders, and a second order price as the order price of the corresponding order as a second order that is a sell order. and pricing means;
The order price setting means sets the plurality of first order prices and a predetermined second order price, each of which is separate, based on information regarding the order received by the order information receiving means,
The order information generating means includes:
generating a plurality of pieces of first order information for conducting a first order transaction each having the first order price set by the order price setting means;
At a predetermined timing after the first order based on the first order information is executed, the order price setting means sets the contract price of each of the first orders based on the contract price of each of the first orders. generating predetermined second order information for performing a transaction of the second order that settles each of the first orders at the second order price;
When the first order based on the first order information and the second order based on the second order information are executed,
Generating new first order information for placing a new first order at the same first order price as the first order price of the executed first order;
At a predetermined timing after the new first order based on the new first order information is executed, the first order price of each executed new first order is determined by the order price setting means. generating new second order information for executing a new second order transaction that settles each of the first orders at a second order price set based on the contract price of A financial product transaction management device characterized by repetition. A financial product transaction management device for placing orders for financial products whose market prices fluctuate,
order information receiving means for receiving information regarding orders for the financial products;
order information generation means for generating order information as information for trading the financial product;
An order that sets multiple first order prices as order prices for placing multiple first orders that are sell orders, and second order prices as the order prices of corresponding orders as second orders that are buy orders. and pricing means;
The order price setting means sets the plurality of first order prices and a predetermined second order price, each of which is separate, based on information regarding the order received by the order information receiving means,
The order information generating means includes:
generating a plurality of pieces of first order information for conducting a first order transaction each having the first order price set by the order price setting means;
At a predetermined timing after the first order based on the first order information is executed, the order price setting means sets the contract price of each of the first orders based on the contract price of each of the first orders. generating predetermined second order information for performing a transaction of the second order that settles each of the first orders at the second order price;
When the first order based on the first order information and the second order based on the second order information are executed,
Generating new first order information for placing a new first order at the same first order price as the first order price of the executed first order;
At a predetermined timing after the new first order based on the new first order information is executed, the first order price of each executed new first order is determined by the order price setting means. generating new second order information for executing a new second order transaction that settles each of the first orders at a second order price set based on the contract price of A financial product transaction management device characterized by repetition. 2. The order information generating means generates a plurality of pieces of second order information that are associated with one or more pieces of first order information instead of one piece of second order information. 2. The financial product transaction management device according to 2. Market price information acquisition means for acquiring the market price of the financial product;
Any one of claims 1 to 3, further comprising execution information generation means for executing an order for the financial product based on the order information when the market price becomes the order price of the order information. The financial product transaction management device described in . A financial product transaction management system for placing orders for financial products whose market prices fluctuate,
order information receiving means for receiving information regarding orders for the financial products;
order information generation means for generating order information as information for trading the financial product;
An order that sets multiple first order prices as order prices for placing multiple first orders that are buy orders, and a second order price as the order price of the corresponding order as a second order that is a sell order. and pricing means;
The order price setting means sets the plurality of first order prices and a predetermined second order price, each of which is separate, based on information regarding the order received by the order information receiving means,
The order information generating means includes:
generating a plurality of pieces of first order information for conducting a first order transaction each having the first order price set by the order price setting means;
At a predetermined timing after the first order based on the first order information is executed, the order price setting means sets the contract price of each of the first orders based on the contract price of each of the first orders. generating predetermined second order information for performing a transaction of the second order that settles each of the first orders at the second order price;
When the first order based on the first order information and the second order based on the second order information are executed,
Generating new first order information for placing a new first order at the same first order price as the first order price of the executed first order;
At a predetermined timing after the new first order based on the new first order information is executed, the first order price of each executed new first order is determined by the order price setting means. generating new second order information for executing a new second order transaction that settles each of the first orders at a second order price set based on the contract price of A financial product transaction management system characterized by repetition. A financial product transaction management system for placing orders for financial products whose market prices fluctuate,
order information receiving means for receiving information regarding orders for the financial products;
order information generation means for generating order information as information for trading the financial product;
An order that sets multiple first order prices as order prices for placing multiple first orders that are sell orders, and second order prices as the order prices of corresponding orders as second orders that are buy orders. and pricing means;
The order price setting means sets the plurality of first order prices and a predetermined second order price, each of which is separate, based on information regarding the order received by the order information receiving means,
The order information generating means includes:
generating a plurality of pieces of first order information for conducting a first order transaction each having the first order price set by the order price setting means;
At a predetermined timing after the first order based on the first order information is executed, the order price setting means sets the contract price of each of the first orders based on the contract price of each of the first orders. generating predetermined second order information for performing a transaction of the second order that settles each of the first orders at the second order price;
When the first order based on the first order information and the second order based on the second order information are executed,
Generating new first order information for placing a new first order at the same first order price as the first order price of the executed first order;
At a predetermined timing after the new first order based on the new first order information is executed, the first order price of each executed new first order is determined by the order price setting means. generating new second order information for executing a new second order transaction that settles each of the first orders at a second order price set based on the contract price of A financial product transaction management system characterized by repetition. A program that causes a computer to function as the financial product transaction management device according to any one of claims 1 to 4.

Images