JP4068130B1 - Step value matching processing system, step value matching processing method, and program - Google Patents

Abstract

PROBLEM TO BE SOLVED: To realize a stable operation of a system and to eliminate or suppress the influence of inaccurate information that may occur in a secondary information source, and to determine whether or not a conditional order is properly processed. Provided is a step value matching processing system and a step value matching processing method capable of improving reliability and realizing more appropriate customer service.
[MEANS FOR SOLVING PROBLEMS] By using market price data and market price time data as primary market price information obtained from an exchange system 70 of a primary information source, processing by first price comparison processing means 29 and secondary information are performed. Using the market price data as the secondary market price information obtained from the source market price information providing system 80 and the market market price generation time data, the second price comparison processing means 30 performs processing, thereby duplicating the price verification processing. Then, the results of the step value comparison processing are compared and output.
[Selection] Figure 1

Description

  The present invention relates to a computer for executing a process for determining whether or not an order process for a conditional order has been properly performed by comparing a conditional price of a conditional order for buying and selling a financial product with a market price. For example, it is used to determine whether or not an order process for a conditional order such as a stop limit order or a W limit order has been properly performed. it can.

  Generally, when buying and selling stocks, an order is issued to a securities company. In this case, various order formats can be selected. While there is a market order as an order form without any conditions, there is also a conditional order that places an order with some conditions, and its basic form is a limit order that specifies the price of trading. In addition to limit orders, conditional orders include donation orders for buying and selling at close prices, and large orders for buying and selling by closing. These market orders, limit orders, donation orders, and large orders are order formats that can be placed directly on the stock exchange.

  On the other hand, in the past, securities companies have also accepted conditional orders in the form of orders that cannot be placed directly on the stock exchange. For example, a stop order is an order to buy if it exceeds a certain price (referred to as a conditional price), or an order to sell if it falls below a certain price (referred to as a conditional price). Since it is not possible to place an order immediately at a stock exchange, the order data is held at a securities company, and a matching process between the condition price specified by the customer and the current market price that changes from time to time is performed. The work of managing the timing at a securities company is underway.

  In addition to this, it is not possible to place an order directly on the stock exchange, and as a conditional ordering format that the securities company manages the order timing to the stock exchange, W limit order (twin limit order), U turn order There are relay orders. W limit order (twin limit order) is an order format that allows you to place limit and stop limit above and below the market price when buying and selling order. For example, when selling a stock holding with a market price of 1500 yen, While placing a limit order of 1550 yen, it is possible to make a setting to correct the limit price to 1380 yen when the stock price drops to 1400 yen. The U-turn order is an order format in which a purchase order for a brand is reserved at the same time as a buy order for a brand. For example, it can be set to buy for 1000 yen and sell for 1050 yen. The relay order is an order form in which when the first order is executed, the next order is automatically placed when the first order is executed.

  Also, in the case of conditional orders that cannot be placed on the stock exchange as they are, such as the limit orders described above, the brokerage firm must manage the timing of ordering to the stock exchange. Compared to the case of an order form that can be immediately placed on the stock exchange (an order form that matches the order form to the stock exchange), the ordering process to the stock exchange by the securities company system is more It can be said that there is a high need to verify whether or not it has been carried out properly as ordered. And the automatic scrutiny system for verifying the validity of such order processing to the stock exchange also exists as a system for realizing SLA (Service Quality Assurance System) (see Non-Patent Document 1). .

Kabu.com Securities Co., Ltd., “SLA (Service Quality Assurance System)”, [online], Kabu.com Securities homepage, [Search May 21, 2007], Internet <URL: http://www.kabu.com/riskmanagement/ sla.asp>

  However, in the automatic scrutiny system for realizing the SLA (Service Quality Assurance System) described above, the market price data obtained from one information source and the customer's order data are collated to the stock exchange. Since only the validity of the ordering process is verified, there is a problem that it is easily affected by a malfunction of a system that is an information source of market yield data.

  In addition, as an information source of market price data, a stock exchange system as a primary information source, and a plurality of market price information providing systems as secondary information sources that secondaryly provide data obtained from the primary information source, However, depending on the market value information providing system of the secondary information source, the obtained data may be different from the data obtained from the stock exchange system of the primary information source. For this reason, the verification result of the validity of the ordering process to the stock exchange may differ depending on which secondary price source provides the market value information providing system and performs the price matching process. It is done.

  The purpose of the present invention is to realize the stable operation of the system and the elimination or suppression of the influence of inaccurate information that may occur at the secondary information source, and whether or not the order processing of the conditional order has been properly performed. It is an object of the present invention to provide a step-value matching processing system, a step-value matching processing method, and a program that can improve the reliability of determination processing and realize more appropriate customer service.

  The present invention relates to a computer for executing a process for determining whether or not an order process for a conditional order has been properly performed by comparing a conditional price of a conditional order for buying and selling a financial product with a market price. An order data storage means for storing conditional order data including conditional price data designated as ordering conditions for the market system by a customer in association with customer identification information, Secondary price information including market price data and market price generation time data is continuously acquired in real time from a market price information providing system as a secondary information source that secondaryly provides primary market price information acquired from the market system. A condition in which the secondary market price information acquisition processing means for executing the process and the market price data acquired by the secondary market price information acquisition processing means are stored in the order data storage means Condition match determination processing means for executing a process for sequentially determining whether or not an order condition based on the case data is satisfied, and an order stored in the order data storage means when the condition match determination processing means determines that the order condition is satisfied Order processing means for executing order processing to the market system using data and storing order time data in the order data storage means, and primary market price information including market price data and price time data from the market system A market price table for a price comparison process configured by pairing a market price data and a market price time data acquired by a primary market price information acquisition process means for executing a process to acquire, and the market price data acquired by the primary market price information acquisition process means. Market value table storage means for comparison to be stored, market price data and market obtained by secondary market price information acquisition processing means A matching market price table storage means for storing a market price table for price matching processing configured with a pair of price generation time data, and the order market data for each customer stored in the order data storage means It is determined whether or not the market price data stored in the value table storage means includes data having the same price as the condition price data stored in the order data storage means. If it is included, the price data corresponding to the market price data or the same price data presence / absence information as to whether or not the same price data as the condition price data is included, and the order stored in the order data storage means Order processing by the order processing means using the time data or the order time data presence / absence information indicating whether or not the order time data is stored in the order data storage means. The first step value matching processing means for executing processing for determining whether or not the processing is properly performed, and the order data of each customer stored in the order data storage means are stored in the matching market price table storage means. It is judged whether or not the data with the same price as the condition price data stored in the order data storage means is included in the market price data, and the market price data when the data with the same price as the condition price data is included. Corresponding market price generation time data, or the same price data presence / absence information indicating whether or not the data of the same price as the condition price data is included, and the order time data stored in the order data storage means or the order data storage means Using the order time data presence / absence information indicating whether or not the order time data is stored, a process for determining whether or not the order processing by the order processing means has been appropriately performed. The second step value matching processing means to be executed, and a process of outputting comparison result data between the step value matching processing result by the first step value matching processing means and the step value matching processing result by the second step value matching processing means are executed. Comparison result output processing means is provided.

  Here, the “financial product” in the present invention is a financial product in which a market price is formed in the market, and the formed market price fluctuates every moment, that is, a financial product that fluctuates many times a day. Alternatively, stock derivatives such as index futures such as Nikkei 225, Nikkei 300, and TOPIX are representative. Therefore, investment trusts whose prices are formed only once a day are not eligible. The same applies to the following inventions.

  Further, the “conditional order” in the present invention is not a conditional order in the form of an order that can be placed in the market system as it is in a normal limit order. For example, a stop limit order, a W limit order (twin limit order) ), Such as a combination order of U-turn order and stop order, a combination order of relay order and stop order, etc., is a conditional order in an order form that cannot be placed in the market system as it is. The same applies to the following inventions.

  In such a quotient matching processing system of the present invention (hereinafter referred to as “invention that duplicates the quoting matching processing using data from the primary information source and the secondary information source”), the market as the primary information source. Using the market price data and the market price time data as the primary market price information obtained from the system, the market price information as the secondary information source is performed while the market price data is processed by the first market price verification processing means. Using the market price data and the market price generation time data as the secondary market price information obtained from the providing system, the second price comparison processing means performs the price comparison process, and further compares these price comparison results. As a result, it is possible to determine whether or not the order processing of the conditional order has been properly performed. Therefore, by duplicating the step value matching process using different information sources, one of the information sources Compared with the case in which the step value comparison processing using, hardly affected by failure or system failure information sources, it is possible to realize a stable operation of the system.

  In addition, since the price comparison processing result by the first price comparison processing means and the price comparison processing result by the second price comparison processing means are compared, there is a risk that it will be generated by the market value information providing system as the secondary information source. It is possible to eliminate or suppress the influence of inaccurate information.

  For this reason, it becomes possible to improve the reliability of the price comparison process for determining whether or not the order processing of the conditional order has been properly performed, and it becomes possible to realize a more appropriate customer service. This achieves the object.

  Moreover, in the above-described price comparison processing system, using the primary market price information obtained from the market system as the primary information source and the secondary market price information obtained from the market price information providing system as the secondary information source, The duplicate price verification process is realized, but the secondary market price information obtained from the first market price information providing system as the secondary information source and the secondary market price information as the secondary information source are as follows. It is good also as a structure which implement | achieves duplication of a step-value collation process using another secondary market price information obtained from 2 market price information provision systems.

  That is, the present invention executes a process for determining whether or not an order process for a conditional order has been properly performed by collating a conditional price of a conditional order for buying and selling a financial product with a market price. Order data storage means for storing conditional order data including conditional price data designated as ordering conditions for a market system by a customer in association with customer identification information And secondary market price data and market price generation time data continuously from the first market price information providing system as a secondary information source for secondary provision of primary market price information obtained from the market system. First secondary market price information acquisition processing means for executing processing for acquiring market price information, and market price data acquired by the first secondary market price information acquisition processing means A condition match determination processing means for sequentially determining whether or not an order condition is satisfied based on the condition price data stored in the data storage means, and an order when the condition match determination processing means determines that the order condition is satisfied. Order processing means for executing order processing to the market system using order data stored in the data storage means and storing order time data in the order data storage means, and first secondary market price information acquisition processing First price market value table storage means for storing a first market price table for price matching processing configured by pairing the market price data acquired by the means and the market price generation time data, and the primary acquired from the market system From the second market price information provision system as another secondary information source that provides market price information secondarily, supplementary market price data and supplementary market Second secondary market price information acquisition processing means for executing processing for acquiring other secondary market price information including price generation time data, auxiliary market price data acquired by the second secondary market price information acquisition processing means, and A second matching market price table storage means for storing a second market price table for the price matching process configured by pairing the auxiliary market market price generation time data, and each customer stored in the order data storage means; For the order data, it is determined whether or not the market price data stored in the first matching market price table storage means includes data having the same price as the condition price data stored in the order data storage means. Whether the market price generation time data corresponding to the market price data when the same price data as the price data is included, or the same price data as the conditional price data is included Order information using the same price data presence / absence information and the order time data stored in the order data storage means, or the order time data presence / absence information indicating whether the order time data is stored in the order data storage means A first step value matching processing unit that executes a process for determining whether or not the ordering process by the processing unit has been appropriately performed; and a second matching current price for each customer's order data stored in the order data storage unit It is determined whether or not the data for the same price as the condition price data stored in the order data storage means is included in the auxiliary market price data stored in the table storage means. If it is included, the same price data as to whether the market price generation time data for auxiliary market corresponding to the market price data for auxiliary sales or data with the same price as the conditional price data is included. Order processing by the order processing means using the data presence / absence information and the order time data stored in the order data storage means or the order time data existence information indicating whether or not the order time data is stored in the order data storage means A second step value matching processing unit that executes a process for determining whether or not the step has been properly performed, a step value matching process result by the first step value matching processing unit, and a step value matching process by the second step value matching processing unit Comparison result output processing means for executing processing for outputting comparison result data with the result is provided.

  In such a quotient matching processing system of the present invention (hereinafter referred to as “invention that duplicates quoting matching processing using data from different secondary information sources”), the “primary information source and secondary information” described above. As in the case of the `` invention that duplicates step value matching processing using data from information sources '', duplication of step value matching processing using different information sources makes it difficult to be affected by malfunctions and failures of the information source system Thus, stable operation of the system can be realized.

  In addition, since the step value matching processing result by the first step value matching processing unit and the step price matching processing result by the second step value matching processing unit are compared, either the first or the second as the secondary information source It is possible to eliminate or suppress the influence of inaccurate information that may be generated by the current market price information providing system.

  For this reason, it becomes possible to improve the reliability of the price comparison process for determining whether or not the order processing of the conditional order has been properly performed, and it becomes possible to realize a more appropriate customer service. This achieves the object.

  Further, in the above-described step price matching processing system (invention that duplicates the price matching processing using data from the primary information source and the secondary information source), from the order data of each customer stored in the order data storage means, The step data collation order data creation processing means for executing the processing for creating the collation order data for each customer used in the step price collation processing by the first step value collation processing means and the second step value collation processing means; A collation order table storage means for storing the collation order data for each customer created by the value collation order data creation processing means in association with the customer identification information; The condition price data stored in the order data storage means is within the range of the high price data and the low price data for the market price data acquired by the primary market price information acquisition processing means. Or whether it is within the range of the high price data and the low price data for the market price data acquired by the secondary market price information acquisition processing means, and out of the range of the high price data and the low price data. In some cases, it includes a high / low price out-of-range order excluding processing means for executing processing for excluding the order data including the conditional price data determined to be out of the range from the matching order data. The value matching processing means and the second price matching processing means are preferably configured to perform the price matching processing using the matching order data of each customer stored in the matching order table storage means.

  In addition, the “invention that duplicates the step value matching process using data from different secondary information sources” is as follows. That is, in the above-described price comparison processing system, each of the customer's order data stored in the order data storage means is used for the price verification processing by the first price comparison processing means and the second price verification processing means. The order data creation processing means for step price matching for executing processing for creating order data for customer matching, and the order data for matching of each customer created by the order data creation processing means for price matching are set as customer identification information. And a comparison order table storage means for storing in association with each other, and the order price creation processing means for the step price comparison is such that the condition price data stored in the order data storage means is obtained by the first secondary market price information acquisition processing means. It is determined whether the acquired market price data is within the range of high price data and low price data, or acquired by the second secondary market price information acquisition processing means. An order that includes conditional price data that is determined to be outside the range of high price data and low price data if it is outside the range of high price data and low price data. It includes high order / low price out-of-range order exclusion processing means for executing processing for excluding data from matching order data, and the first step value matching processing means and the second step value matching processing means include a matching order table. It is desirable that the rate matching process is performed using the matching order data for each customer stored in the storage means.

  In this way, when it is configured with a high / low price out-of-range order exclusion processing means, if the condition price specified by the customer is not between the high price and the low price, it will be included in the daily price. Since there is no possibility that the same value as the conditional price exists, it is possible to reduce the amount of calculation processing by excluding orders including such a conditional price from the target of the price matching process. Therefore, it is possible to reduce the load on the system and improve the calculation processing speed.

  Then, in the above-mentioned step price matching processing system (invention that duplicates the price matching processing using data from the primary information source and the secondary information source), from the order data of each customer stored in the order data storage means, The step data collation order data creation processing means for executing the processing for creating the collation order data for each customer used in the step price collation processing by the first step value collation processing means and the second step value collation processing means; A collation order table storage means for storing the collation order data for each customer created by the value collation order data creation processing means in association with the customer identification information; Order time data, cancellation time data or expiry time data, and order time data for conditional orders stored in the order data storage means, as well as predetermined Creates valid time start data and valid time end data using existing start time data and closing time data, and executes the process of adding the created valid time start data and valid time end data to the matching order data The order valid time setting processing means is configured, and the first price comparison processing means is configured such that the price time data stored in the verification market price table storage means is stored in the verification order table storage means. Stored in the order data storage means in the market price data stored in the verification market yield table storage means within the range from the valid time start data to the valid time end data included in the customer verification order data. It is configured to perform a process for determining whether or not data having the same price as the condition price data is included, and the second step value matching processing means is a market price test for matching. In the range from the valid time start data to the valid time end data included in the order data for verification of each customer stored in the verification order table storage means, The market price data stored in the market price table storage means is configured to perform a process of determining whether or not data having the same price as the condition price data stored in the order data storage means is included. desirable.

  In addition, the “invention that duplicates the step value matching process using data from different secondary information sources” is as follows. That is, in the above-described price comparison processing system, each of the customer's order data stored in the order data storage means is used for the price verification processing by the first price comparison processing means and the second price verification processing means. The order data creation processing means for step price matching for executing processing for creating order data for customer matching, and the order data for matching of each customer created by the order data creation processing means for price matching are set as customer identification information. The order data creation processing means for step value matching is stored in association with the order data storage processing means, and the order data creation processing means for order value storage stores the order time data, cancellation time data or expiration time data for the conditional orders stored in the order data storage means , And ordering time data, as well as predetermined start time data and closing time data. And an order valid time setting processing means for executing a process of creating valid time end data and adding the created valid time start data and valid time end data to the verification order data, and the first step value matching process The means is that the market price generation time data stored in the first matching market price table storage means is valid from the valid time start data included in the matching order data of each customer stored in the matching order table storage means. Whether or not the price data stored in the first matching market price table storage means includes data with the same price as the condition price data stored in the order data storage means within the range up to the final data. The second step value collation processing means is configured to perform the process of determining, and the auxiliary market market price occurrence time data stored in the second collation market price table storage means Auxiliary market price data stored in the second verification market price table storage means within the range from the valid time start data to the valid time end data included in the verification order data of each customer stored in the order table storage means It is desirable that the processing for determining whether or not the data having the same price as the condition price data stored in the order data storage means is included in the.

  In the case of the configuration including the order valid time setting processing means as described above, it is determined whether only the step price within the order valid time range has the same value as the condition price specified by the customer. Therefore, it is possible to efficiently perform the step value matching process.

  Furthermore, more specifically, it is desirable that the above-described first step value matching processing means and second step value matching processing means adopt the following configuration.

  That is, in the “invention that duplicates the step value matching process using data from the primary information source and the secondary information source”, the first step value matching processing means is stored in the matching market price value table storage means. It is judged whether or not the market price data includes the same price data as the condition price data stored in the order data storage means, and the same price data as the condition price data is included, and the order data storage If the order time data is not stored in the means, the process of determining that the order is missing, the quote time data corresponding to the market price data when the data of the same price as the conditional price data is included, and the order If there is a divergence greater than or equal to a predetermined time interval with the ordering time data stored in the data storage means, the processing for determining the ordering delay and the data with the same price as the conditional price data. If the order time data is stored in the order data storage means, at least one of the processes for determining an erroneous order is performed, and the second step The value matching processing means determines whether or not the market price data stored in the matching market price table storage means includes data having the same price as the condition price data stored in the order data storage means. If the order price data is not stored in the order data storage means, the process of determining that the order is missing and the data of the same price as the conditional price data were included. If there is a divergence that exceeds a predetermined time interval between the market price generation time data corresponding to the current market price data and the order time data stored in the order data storage means, A process for determining a delay, and a process for determining that the order is incorrect when the order price data is not stored in the order data storage means and data having the same price as the conditional price data is not included. It is desirable that at least one process is performed.

  Further, in the “invention that duplicates the step value matching process using data from different secondary information sources”, the first step value matching processing means is the market price data stored in the first price value table storage means for matching. Whether or not the same price data as the condition price data stored in the order data storage means is included, and the same price data as the condition price data is included, and the order data storage means places an order. If time data is not stored, processing for determining omission of order, market market price generation time data corresponding to market price data when data of the same price as condition price data is included, and order data storage means If there is a divergence of more than a predetermined time interval with the ordering time data stored in the, the ordering delay process and data with the same price as the conditional price data are included If the order time data is stored in the order data storage means, at least one of the processes for determining an erroneous order is performed, and the second step value matching processing means Determining whether or not the supplementary market price data stored in the second matching market price table storage means includes data having the same price as the condition price data stored in the order data storage means; If the order price data is not stored in the order data storage means, the process of determining that the order is missing and the data of the same price as the conditional price data were included. There was a divergence of a predetermined time interval or more between the auxiliary market market price generation time data corresponding to the auxiliary market price data and the order time data stored in the order data storage means. If the order delay data is not included in the processing for determining the order delay and data with the same price as the condition price data and the order time data is stored in the order data storage means, it is determined that the order is wrong. It is desirable that at least one of the processes to be performed be configured.

  More specifically, it is desirable that the order valid time setting processing means of the above-described step-value matching order data creation processing means adopts the following configuration. That is, either “invention that duplicates the step value matching process using data from the primary information source and the secondary information source” or “invention that duplicates the value matching process using the data from different secondary information sources” However, the order valid time setting processing means of the order data creation processing means for step value matching uses the start time data as the valid time start data when the order time data is before the start time data. If the data is later than the start time data, the order time data is the valid time start data, and if the order data storage means stores the cancellation time data or the expiration time data, the cancellation time data or the expiration date is stored. If the time data is valid time end data and the order time data is stored in the order data storage means, the order time data is the valid time end data. However, when none of the cancellation time data, the expiration time data, and the ordering time data is stored in the order data storage means, the processing is performed so that the closing time data is used as the effective time end data. Is desirable.

  Moreover, the following step-value matching processing method of the present invention can be cited as a step-value matching processing method realized by the above-described step-value matching processing system of the present invention.

  That is, the present invention executes a process for determining whether or not an order process for a conditional order has been properly performed by collating a conditional price of a conditional order for buying and selling a financial product with a market price. A step-value matching processing method executed by a price-matching processing system consisting of a computer that performs conditional order data including conditional price data specified by a customer as an ordering condition to the market system. Stored in the order data storage means, and the secondary market price information acquisition processing means from the market price information providing system as a secondary information source that secondary provides primary market price information acquired from the market system. Executes the process of acquiring secondary market price information including market price data and market market price generation time data continuously in time, and the condition matching judgment processing means is secondary market price information acquisition processing means The processing for sequentially judging whether the acquired market price data satisfies the order condition based on the condition price data stored in the order data storage means is executed, and the order processing means satisfies the order condition by the condition match judgment processing means. When the order data stored in the order data storage means is used, the order processing to the market system is performed and the order time data is stored in the order data storage means. Execute the process of acquiring the primary market price information including the market price data and the market price time data from the market system, and configure the market price data and the market price time data obtained by the primary market price information acquisition processing means as a pair. The market price table for value matching processing is stored in the market price table for matching table storage means, and the second market price information acquisition processing means A market price table for price comparison processing configured by pairing the acquired market price data and market market price generation time data is stored in the market price table storage means for verification, and the first price verification process means is stored in the order data storage means. Regarding the stored order data of each customer, whether or not the market price data stored in the reference market yield table storage means includes data with the same price as the condition price data stored in the order data storage means The same price whether or not the same time price data as the market price data or the same price data as the conditional price data is included when the same price data as the conditional price data is included Data presence / absence information and order time data stored in order data storage means, or order time indicating whether order time data is stored in order data storage means Using the data presence / absence information, a process for determining whether or not the order processing by the order processing means has been performed appropriately is executed, and the second step value matching processing means is provided for each customer stored in the order data storage means. For the order data, it is determined whether or not the market price data stored in the matching market price table storage means includes data with the same price as the condition price data stored in the order data storage means, and the condition price data The market price generation time data corresponding to the market price data when the same price data is included, or the same price data presence / absence information as to whether or not the same price data as the condition price data is included, and order data storage means Using the ordering time data stored in the ordering data, or the ordering time data presence / absence information indicating whether or not the ordering time data is stored in the ordering data storage means. A process for determining whether or not the ordering process is properly performed, and the comparison result output processing means performs the step value matching processing result obtained by the first step value matching processing means and the step price obtained by the second step value matching processing means. The present invention is characterized in that a process of outputting comparison result data with the collation process result is executed. This is an “invention that duplicates the step matching process using data from the primary information source and the secondary information source”.

  In addition, the present invention executes a process for determining whether or not the order process for the conditional order is properly performed by comparing the conditional price of the conditional order for buying and selling the financial product with the market price. A step-value matching processing method executed by a price-matching processing system consisting of a computer that performs conditional order data including conditional price data specified by a customer as an ordering condition to the market system. First price information as a secondary information source that secondarily provides primary price information acquired from the market system by the first secondary price information acquisition processing means. A process for obtaining secondary market price information including market price data and market market price generation time data continuously from the information providing system in real time is executed, and the condition matching judgment processing means performs the first secondary market price information. The processing for sequentially determining whether the market price data acquired by the acquisition processing means satisfies the ordering condition based on the condition price data stored in the order data storage means is executed, and the order processing means orders by the condition matching judgment processing means. When it is determined that the condition is satisfied, the order data stored in the order data storage means is used to perform the ordering process to the market system and the order data storage means stores the ordering time data. A first market price table for price comparison processing configured by pairing the market price data acquired by the next market price information acquisition processing unit and the market market price generation time data is stored in the first market price table storage unit for verification. The second market price as another secondary information source in which the second market price information acquisition processing means secondarily provides the primary market price information acquired from the market system. The secondary market price data acquired by the second secondary market price information acquisition processing means by executing a process for acquiring other secondary market price information including the secondary market price data and the secondary market price generation time data from the information providing system. And the second market price table for price comparison processing configured by pairing the auxiliary market market price generation time data with the second market price table storage means for verification, and the first price verification processing means For each customer's order data stored in the data storage means, the data of the same price as the condition price data stored in the order data storage means is included in the market price data stored in the first matching market price table storage means The same as market price generation time data or condition price data corresponding to market price data when data with the same price as condition price data is included. Same price data presence / absence information as to whether price data is included and order time data stored in order data storage means, or order time data as to whether order time data is stored in order data storage means The presence / absence information is used to determine whether or not the order processing by the order processing means has been performed properly, and the second step value matching processing means performs the order of each customer stored in the order data storage means. For the data, it is determined whether or not the data for the same price as the condition price data stored in the order data storage means is included in the auxiliary market price data stored in the second matching market price table storage means, Subsidiary market value time data corresponding to supplementary market value data or data with the same price as conditional price data when the same price data as conditional price data is included The same price data presence / absence information as to whether or not the order data is stored and the order time data stored in the order data storage means or the order time data presence / absence information as to whether or not the order time data is stored in the order data storage means Then, a process for determining whether or not the order processing by the order processing means has been properly performed is executed, and the comparison result output processing means performs the step value matching processing result by the first step value matching processing means and the second step value matching. The present invention is characterized in that a process of outputting comparison result data with a step value matching process result by the processing means is executed. This is an “invention that duplicates the quote matching process using data from different secondary information sources”.

  Such a step-value matching processing method of the present invention (“invention that duplicates the step-value matching processing using the data from the primary information source and the secondary information source”) and “the step using the data from the different secondary information sources”. In the “invention that doubles value collation processing”), the actions and effects obtained by the above-described step value collation processing system of the present invention are obtained as they are, and thereby the above-mentioned object is achieved.

  Furthermore, the program of the present invention is for causing a computer to function as the above-described step value comparison processing system.

  The above-mentioned program or a part thereof is, for example, a magneto-optical disk (MO), a read-only memory (CD-ROM) using a compact disk (CD), a CD recordable (CD-R), a CD rewritable (CD -RW), read-only memory (DVD-ROM) using digital versatile disk (DVD), random access memory (DVD-RAM) using DVD, flexible disk (FD), magnetic tape, hard disk, It can be recorded on storage media such as read-only memory (ROM), electrically erasable and rewritable read-only memory (EEPROM), flash memory, and random access memory (RAM) for storage and distribution. And, for example, a local area network (LA ), A metropolitan area network (MAN), a wide area network (WAN), a wired network such as the Internet, an intranet, or an extranet, or a wireless communication network, or a combination thereof. It is also possible to carry it on a carrier wave. Furthermore, the above program may be a part of another program, or may be recorded on a recording medium together with a separate program.

  As described above, according to the present invention, it is possible to realize the stable operation of the system by making it difficult to be affected by the malfunction or failure of the information source system by duplicating the step value matching process using different information sources. In addition, it is possible to eliminate or suppress the influence of inaccurate information that may be generated by the market value information providing system as a secondary information source by comparing two quotient price comparison processing results using different information sources. Therefore, it is possible to improve the reliability of the step value matching process for determining whether or not the order process of the conditional order has been appropriately performed, and there is an effect that more appropriate customer service can be realized.

  An embodiment of the present invention will be described below with reference to the drawings. FIG. 1 shows the overall configuration of a step value matching processing system 10 of the present embodiment. This step matching system 10 is a system that realizes the above-described “invention that duplicates the step matching process using data from the primary information source and the secondary information source”. 2 and 3 are flowcharts showing the flow of the step value matching process. FIG. 4 is an explanatory diagram of order valid time setting processing, and FIG. 5 is an explanatory diagram of processing for excluding orders outside the high / low price range. Further, FIG. 6 is an explanatory diagram of the step price matching process (an example in a normal case), FIG. 7 is an explanatory diagram of the price matching process (an example in the case of “order missing”), and FIG. FIG. 9 is an explanatory diagram of the step price matching process (example in the case of “order delay”), and FIG. 9 is an explanatory diagram of the price matching process (example in the case of “wrong order”).

  In FIG. 1, the step value matching processing system 10 is constituted by one or a plurality of computers, and includes an order acceptance processing means 21, a secondary market price information acquisition processing means 22, a condition match judgment processing means 23, an ordering process. Means 24, primary market price information acquisition processing means 25, primary market price information data format conversion processing means 26, order price creation order data creation processing means 27, secondary market price information data format conversion processing means 28, first A step price matching processing unit 29, a second step price matching processing unit 30, a comparison result output processing unit 31, and an error order display processing unit 32 are provided.

  Further, the step price matching processing system 10 includes an order data storage unit 41, a secondary market price information storage unit 42, a primary market price information storage unit 43, a high / low price data storage unit 44, and a matching market price. A table storage unit 45, a collation order table storage unit 46, a collation current value table storage unit 47, and a collation error order table storage unit 48 are provided.

  Furthermore, a customer terminal device 50 operated by a customer via the network 1 and a securities company terminal device 60 operated by a person in charge of the securities company via the network 2 are connected to the yield matching processing system 10. Has been. Further, the step value matching processing system 10 is connected to an exchange system 70 which is a market system through a dedicated line 3 and is connected to a market price information providing system 80 through a dedicated line 4. The exchange system 70 and the market price information providing system 80 are connected by a dedicated line 5.

  The network 1 is mainly the Internet in this embodiment, but may be a combination of the Internet and an intranet, a LAN, or the like, regardless of whether it is wired or wireless, or is a mixed type of wired and wireless. In short, it is only necessary that information can be transmitted at a certain speed between a plurality of points (regardless of the length of the distance). In the present embodiment, the network 2 is an in-house network or a group company network composed of an intranet, a LAN, or the like, but may be a network 1 connected to the outside or a dedicated line. Furthermore, the dedicated lines 3 to 5 may be networks.

  The order reception processing unit 21 transmits display data of an order screen (such as a Web screen) for a customer to input a conditional order to the customer terminal device 50 via the network 1 and from the customer terminal device 50. Processing for receiving input data of conditional orders sent by customers via network 1 and storing the received data in order data storage means 41 in association with customer identification information (account number, etc.) as order data Is to execute. The order reception processing means 21 also performs processing for automatically adding order identification information (such as an order reception number) to the order data. Further, the order reception processing means 21 writes the order reception time data indicating the time when the customer input data is received in the order data.

  The secondary market price information acquisition processing means 22 acquires secondary market price information including market price data and market market price generation time data continuously from the market price information providing system 80 via the dedicated line 4 in real time. A process of accumulating and storing the next market price information in the secondary market price information storage unit 42 is executed. At this time, the acquisition process of the secondary market price information may be a process of passively receiving the secondary market price information automatically distributed from the market price information providing system 80 by the timing management of the market price information providing system 80. The information acquisition processing means 22 may actively perform a request for acquiring secondary market price information.

  The condition match determination processing unit 23 refers to the condition price data and determination data (separately “above” or “below”) included in the order data of each customer stored in the order data storage unit 41, and provides secondary market price information. Processing for sequentially determining whether or not the latest market price data acquired by the acquisition processing means 22 satisfies the order price conditions determined by the condition price data and the determination data included in the order data of each customer stored in the order data storage means 41 Is to execute. When the condition matching determination processing unit 23 determines that the ordering condition is satisfied, the time when the secondary information acquisition processing unit 22 receives the market price data that satisfies the ordering condition (hereinafter referred to as “fire time”). ) Is also stored in the order data storage means 41.

  The order processing unit 24 uses the order data stored in the order data storage unit 41 to determine the order data (customer identification information, order identification information, Stock identification information, trading volume data, trading classification data, market selection information or limit data, etc.), and the process of transmitting the created order data to the exchange system 70 via the dedicated line 3 is executed. To do. The order processing means 24 also performs processing for storing the order time data for which the order processing has been performed in the order data storage means 41. Further, the order processing means 24 receives contract data (customer identification information, order identification information, brand identification information, contract time data, contract constant quantity data, contract unit price data, transmitted from the exchange system 70 via the dedicated line 3. The contract data is also stored in the order data storage means 41.

  The primary market price information acquisition processing means 25 acquires primary market price information including market price data and quote time data continuously in real time from the exchange system 70 via the dedicated line 3, and obtains the acquired primary market price information. The process of accumulating and storing in the primary market price information accumulating storage means 43 is executed. At this time, the acquisition process of the primary market price information may be a process of passively receiving the primary market price information automatically distributed by the timing management of the exchange system 70 from the exchange system 70, or the primary market price information acquisition processing means 25. May be a process of actively requesting acquisition of primary market price information. Further, in the present embodiment, the step value matching processing system 10 is connected to a plurality of exchange systems 70 (for example, four markets of TSE, OSE, JASDAQ, and name cards), so the primary market price information acquisition processing means 25 Obtains the primary market price information of each format from each exchange system 70, and accumulates and stores the primary market price information of each format in the primary market price information storage means 43 prepared for each market.

  The primary market price information data format conversion processing means 26 uses the primary market price information stored in the primary market price information accumulation storage means 43 prepared for each market and is used for the process of creating the order data for verification. And data for use in the step price matching process by the first price matching processing means 29 are created in the same data format for each market. In the present embodiment, since the step price matching process is performed twice a day after the closing of the front and after the closing of the closing (except for the large paying party and the large meeting), the processing by the primary market value information data format conversion processing means 26 is performed accordingly. Is performed twice a day, but is not limited to this, and may be performed three or more times a day or once a day. However, twice a day (excluding large payings and big meetings) is preferable because it can lead to faster customer service and the data can be separated.

  Specifically, the primary market price information data format conversion processing means 26 uses the primary market price information stored and stored in the primary market price information accumulation storage means 43 prepared for each market, for each brand, at that time of the day. Calculate (extract) high price and low price data up to (time after closing and time after closing), and associate the calculated high price and low price data with stock identification information (stock code, etc.). Processing to be stored in the data storage unit 44 is performed. At this time, the high / low price data storage means 44 is prepared for each market.

  Further, the primary market price information data format conversion processing means 26 uses the primary market price information stored and stored in the primary market price information storage means 43 prepared for each market, for each brand, market price data and its market price. Creates a market price table (see FIG. 6) composed of a plurality of pairs of market price time data generated in the market, and stores the market price table of each created brand with brand identification information (brand code). Etc.) is stored in the matching market yield table storage means 45. At this time, the reference market yield table storage means 45 is prepared for each market. In this embodiment, when a plurality of market price data constitutes a history, a set of market price data is referred to as market price data, market price data that is a set of market price data, and A state in which the set of the stop time data corresponds is referred to as a market stop price table (see FIG. 6).

  The order value creation processing means 27 for step price matching is based on each customer's order data stored in the order data storage means 41, and the step price matching process by the first step price matching processing means 29 and the second price matching means 30. The verification order data for each customer used in the process is generated, and the generated verification order data for each customer is stored in the verification order table storage means 46 in association with the customer identification information and the order identification information. The order valid time setting processing means 27A and the high / low price out-of-range order exclusion processing means 27B are included. Specifically, the order data creation processing means 27 for step price comparison first performs the processing by the order valid time setting processing means 27A and the high / low price out-of-range order exclusion processing means 27B, first from the order data of each customer. Only the data required for the step price matching process by the first step price matching processing means 29 and the second step price matching processing means 30 is extracted, and the matching order data (see FIGS. 5 to 9) of each customer is created. . Therefore, unnecessary data that is not used in the quote matching process, such as contract data (contract time data, contract constant amount data, contract unit price data, contract amount data, etc.), correction history data (correction time data, etc.), etc. It is removed by the order value creation processing means 27 for step price comparison.

  The order valid time setting processing means 27A receives the order time data, the cancellation time data or the expiration time data, and the order time data (in the present embodiment, the order data storage means 41) for the conditional order stored in the order data storage means 41. Order time data, cancellation time data or expiry time data, and order time data included in the order data for verification created from the order data of the conditional order stored in the Using the market start time data (for example, 9:00: 00) and closing time data (for example, the closing time is 11:00: 00, for example, and the closing time is 15:00: for example) The effective time start data and effective time end data are created, and the created effective time start data and effective time end data are And it executes the process of adding to the case for order data (see FIGS. 5-9). Note that the witness start time data and the closing time data of each market may be described in the program, stored in the witness time data storage means, and read from there.

  Specifically, as shown in FIG. 4, the order valid time setting processing means 27A uses the start time data as valid time start data when the order time data is before the start time data. Add to order data. On the other hand, if the received order time data is later than the witness start time data, the received order time data is set as effective time start data and added to the verification order data.

  Further, when the cancellation time data or the expiration time data is stored in the order data storage means 41 (in this embodiment, the verification order data created from the order data includes the cancellation time data or the expiration time data. In this case, the cancellation time data or the expiration time data is used as the valid time end data and added to the verification order data. In other words, for an order that has been canceled or expired before placing an order due to the condition matching, the order valid time is defined as the cancellation time or the expiration time. When ordering time data is stored in the order data storage means 41 (in this embodiment, the ordering time data is included in the collation order data created from the order data), the ordering time. The data is used as end-of-valid data and added to the order data for verification. When none of the cancellation time data, the expiration time data, and the order time data is stored in the order data storage means 41 (in this embodiment, the cancellation time data and the expiration time data are included in the verification order data created from the order data. ) And ordering time data are not included.) The closing time data (when processing after closing the front is the closing time data of the front, and when processing after closing, the It becomes the closing time data)) and is added to the verification order data as end-of-valid data.

  Thus, for example, if an order received before the start of the witness in the morning is a conditional order, if the order is not met until the end of the witness without satisfying the conditions, the order valid time will be Is from the beginning of the session to the end of the session. On the other hand, for an order placed and ordered during the witness time, the order valid time is from the order receiving time to the ordering time.

  The high price / low price out-of-range order exclusion processing means 27B, as shown in FIG. 5, is the brand identification information (brand code etc.) and the conditions included in the order data of the conditional order to be processed stored in the order data storage means 41. Price data (in this embodiment, it is the brand identification information and the conditional price data included in the matching order data created from the order data of the conditional orders to be processed stored in the order data storage means 41.) The high price data and low price data of the brand are extracted from the high price / low price data storage means 44 using the extracted brand identification information as a key, and the conditional price data of the conditional order to be processed is changed from the high price data to the low price data. It is determined whether it is within the range. If the condition price is within the range between the high and low prices, the collation order data including the condition price data determined to be within the range is stored in the collation order table storage means 46. On the other hand, when the conditional price is outside the range between the high price and the low price, the matching order data including the conditional price data determined to be out of the range is the first step price matching processing means 29 and the second step price. In order to exclude it from the target of the step price matching process by the matching processing means 30, it is not stored in the matching order table storage means 46.

  The secondary market price information data format conversion processing means 28 uses the secondary market price information stored and stored in the secondary market price information storage and storage means 42 for use in the step price matching processing by the second price quote matching processing means 30. A process for creating data is executed. In the present embodiment, the quotient matching process is performed twice a day after the closing of the front and after the closing of the back (except for the large paying party and the large meeting), and accordingly, the secondary market value information data format conversion processing unit 28 performs the same. The treatment is also performed twice a day, but is not limited to this, and it may be performed three times a day or once a day. However, twice a day (excluding large payings and big meetings) is preferable because it can lead to faster customer service and the data can be separated.

  Specifically, the secondary market price information data format conversion processing unit 28 uses the secondary market price information stored and stored in the secondary market price information storage unit 42 to calculate the market price data and its market price for each brand. Create a market price table composed of multiple pairs of market price generation time data generated in, and store the created market price table in association with the brand identification information (brand code, etc.) in the market price table for verification. Processing to be stored in the means 47 is performed. At this time, the secondary market price information data format conversion processing unit 28 divides the market using the market code with respect to the secondary market price information acquired from the secondary market price information storage unit 42, and creates a market price table of each stock created. And stored in the matching market price table storage means 47 prepared for each market. The configuration of the market price table of each issue is the same as that of the market price table shown in FIG. 6, and the market price data of the market price table corresponds to the market price data of the market price table of FIG. The market price generation time data of the market price table corresponds to the market price time data of the market price table of FIG.

  The first step value matching processing means 29 is the order data of each customer stored in the order data storage means 41 (in this embodiment, the order data for matching of each customer stored in the matching order table storage means 46). )), The market identification information (market code) and the brand identification information (brand code) are extracted, and using the extracted brand code as a key, the comparison market yield table storage means 45 prepared for the market of the extracted market code. From the market price table (see FIG. 6) for the stock in the market, the processing target stored in the order data storage means 41 in the market price data lined up in the acquired market price table The conditional price data of the conditional order (in this embodiment, the conditional price data included in the verification order data to be processed stored in the verification order table storage means 46 Data become.) To determine if it contains the same price data. At this time, the first step value matching processing means 29 extracts the valid time start data and the valid time end data contained in the matching order data to be processed from the matching order table storage means 46, and the matching market yield Effective time start data among the step time data arranged in the market step table (see FIG. 6) for the brand (the market and brand of the conditional order to be processed) acquired from the table storage unit 45. To the market price data corresponding to the quote time data that falls within the range from the valid time to the end of the valid time data, the conditional price data of the conditional orders to be processed stored in the order data storage means 41 (in this embodiment, Whether or not the data includes the same price data as the condition price data included in the verification target order data stored in the verification order table storage means 46.) The judges. The same price data presence / absence information indicating whether or not the price time data corresponding to the market price data when the same price data as the conditional price data is included, or whether the same price data as the conditional price data is included. And ordering time data of processing-target conditional orders stored in the order data storage unit 41 (in this embodiment, the ordering time included in the processing target verification order data stored in the verification order table storage unit 46) Data), or whether or not order time data is stored in the order data storage means 41 (in this embodiment, the order time is included in the verification order data to be processed stored in the verification order table storage means 46) It is determined whether or not the order processing by the order processing means 24 is properly performed using the order time data presence / absence information (whether or not data is included). It is to run the management.

  Specifically, the first step value matching processing unit 29 firstly obtains the market price of the stock (the market and brand of the conditional order to be processed) acquired from the matching market yield table storage unit 45. Included in the verification order data to be processed in the market price data listed in the table (however, the market price data corresponding to the quote time data within the range from the valid time start data to the valid time end data) It is determined whether data having the same price as the conditional price data is included. Next, when data with the same price as the condition price data is included, it is determined whether or not the ordering data for processing to be processed includes ordering time data (whether or not the order has been ordered). If the ordering time data is not included (in the case of an unordered state), it is determined that the order is missing (see FIG. 7). In addition, if data with the same price as the conditional price data is included, and the ordering time data is included in the verification order data to be processed, the market price data with the same price as the conditional price data It is determined whether there is a divergence of a predetermined time interval (for example, 5 minutes) or more between the quote time data corresponding to and the order time data included in the verification order data to be processed If there is a discrepancy, it is determined that the order is delayed (see FIG. 8). Furthermore, if data with the same price as the conditional price data is not included, and if the ordering time data is included in the verification order data to be processed (if already ordered), it is determined that the order is incorrect. (See FIG. 9).

  The second step value matching processing means 30 is the order data of each customer stored in the order data storage means 41 (in this embodiment, the order data for matching of each customer stored in the order table storage means for matching 46). )), The market identification information (market code) and the brand identification information (brand code) are extracted, and the extracted market code is used as a key from the matching market price table storage means 47 prepared for the market of the extracted market code. A market price table (with the same structure as the market price table in FIG. 6) for the stock in the market is acquired and stored in the order data storage means 41 in the market price data arranged in the acquired market price table. Conditional price data of a conditional order to be processed (in this embodiment, it is included in the verification order data for processing stored in the verification order table storage means 46). A condition price data.) To determine if it contains the same price data. At this time, the second step value matching processing means 30 extracts the valid time start data and valid time end data included in the matching order data to be processed from the matching order table storage means 46, and stores the matching current price table. The range from the valid time start data to the valid time end data among the market price generation time data arranged in the market price table for the brand (the market and brand of the conditional order to be processed) acquired from the means 47 Among the market price data corresponding to the market market price generation time data, the condition price data of the conditional orders to be processed stored in the order data storage means 41 (in this embodiment, the matching order table storage means 46 (Condition price data included in the stored order data for verification to be processed.) Determine whether the same price data is included. That. Then, the market price generation time data corresponding to the market price data when the same price data as the condition price data is included, or the same price data existence information indicating whether the same price data as the condition price data is included. And ordering time data of processing-target conditional orders stored in the order data storage unit 41 (in this embodiment, the ordering time included in the processing target verification order data stored in the verification order table storage unit 46) Data), or whether or not order time data is stored in the order data storage means 41 (in this embodiment, the order time is included in the verification order data to be processed stored in the verification order table storage means 46) Whether or not the ordering process by the ordering processing means 24 has been performed appropriately using the ordering time data presence / absence information (whether or not data is included). And it executes the that process.

  Specifically, the second step value matching processing unit 30 is first arranged in the market price table of the relevant brand (the market and brand of the conditional order to be processed) acquired from the matching market price table storage unit 47. Market price data (however, the market price data corresponding to the market price generation time data within the range from the valid time start data to the valid time end data), the condition price data included in the verification order data to be processed, and It is determined whether data with the same price is included. Next, if data with the same price as the conditional price data is included, it is determined whether the ordering time data is included in the verification order data to be processed (whether the order has been ordered). If the ordering time data is not included (in the case of an unordered state), it is determined that the order is missing. In addition, if data with the same price as the conditional price data is included and the ordering time data is included in the verification order data to be processed, the current price data with the same price as the conditional price data It is determined whether or not there is a divergence of a predetermined time interval (for example, 5 minutes) between the corresponding market price generation time data and the order time data included in the verification order data to be processed. If there is a discrepancy, it is determined that the order is delayed. Furthermore, if data with the same price as the condition price data is not included, and if the ordering time data is included in the verification order data to be processed (if already ordered), it is determined that the order is incorrect. To do.

  The comparison result output processing means 31 uses the second step price matching processing result by the first step price matching processing means 29 for the order data of each customer (in this embodiment, the order data for each customer matching) and the second. Processing for creating comparison result data with the result of the step price matching processing by the step price matching processing means 30, and storing the created comparison result data in the matching error order table storage means 48 in association with the customer identification information and the order identification information Is to execute. The comparison result output processing unit 31 also performs processing for outputting the created comparison result data as CSV format data 49.

  More specifically, the comparison result output processing unit 31 compares the result of the step value collation processing by the first step value collation processing unit 29 and the second step value collation processing unit 30 with “order missing”. Result data, comparison result data indicating that they match with "delayed order", comparison result data indicating that they match with "wrong order", and the difference between the price comparison processing results Output the comparison result data. Further, the comparison result data indicating that there is a difference between the two price comparison processing results, more specifically, the result of the price comparison processing by the first price comparison processing means 29 is “order missing”. , Comparison result data indicating that the step value matching processing result by the second step value matching processing means 30 is “normal”. Each comparison result data includes data that is the basis for the judgment such as “missing order”, for example, ordering time data and condition price data of matching order data, and the market price table (see FIG. 6). It is preferable to include time data and market price data, market price generation time data and market price data in the market price table.

  In the present embodiment, if both the quotient matching process results are “normal” and match, there is a possibility that the ordering process has not been properly performed in any way without outputting the comparison result data. Although it is configured to output only the comparison result data about the error order, it may be configured to output the comparison result data indicating that it matches with `` normal '', and in such a configuration, Orders that are excluded from the target of the step price matching process by the high / low price out-of-range order exclusion processing means 27B and are not stored as matching order data in the matching order table storage means 46 are also “normal” or “not subject to matching”. It is preferable to output data indicating that “

  In addition, for example, the order time data that is the time when a conditional order of a customer who specified a conditional price of 1228 yen (in this embodiment, a stop order is taken as an example) is received is 9: 7: 10, If the time of occurrence of the market price of 1228 yen in the market was 9: 7: 9, the time was 9: 7: 10 when the customer placed an order, and the market was already at 9: 7: 9 Since the market price of the yen is generated, the conditional order (stop order) is not placed, and the ordering time data does not exist in the verification order data. However, in this case, the information “market price generation time 9: 07: 9, market price 1228 yen” in the market is “market price” in the market price table (see FIG. 6) of the reference market price table storage means 45. “Time 9:07, market price 1228 yen”, and the market price table in the reference market price table storage means 47 is information in minutes “market time generation time 9:07, market price 1228 yen”. Since the valid time start data is the order time data 9:07:10 and 9:07 in the unit of minutes, the information “market price generation time 9: 07: 9, market price 1228 yen” in the market is In either table, the information is within the range of the order valid time, and the market price of 1228 yen is generated within the range of the order valid time, but it is in an unordered state. , Thus it is determined that the "order leakage". Alternatively, if a market price of 1228 yen is generated again in the market after a certain time interval (for example, 5 minutes) has elapsed, the ordering process is performed at that time. Order time data for later times is written. However, also in this case, the information “market price generation time 9: 07: 9, market price 1228 yen” in the market will be information within the range of the valid order time if the unit is 9:07 in minutes. Even though the market price of 1228 yen was generated at 9:07, the ordering process was performed after a certain time interval (for example, 5 minutes) from 9:07. End up. Therefore, the order time data and the step time data indicating the market price generation time in the market (in the case of the matching market step value table storage unit 45 used in the processing by the first step price comparison processing unit 29) or the market price generation When the time data (in the case of the matching market price table storage means 47 used in the processing by the second step value matching processing means 30) is the same amount (same in terms of minutes), the first step value matching If the step value matching processing result by the processing unit 29 and the step value matching processing result by the second step value matching processing unit 30 are the same result, “no problem” is determined. In this case, “no problem” means that the comparison result data may not be output, or the result of the price comparison processing of both coincides with “order missing”, but the order time and the market price generation time in the market And the comparison result data indicating “no problem” may be output.

  The error order display processing means 32 receives the error order display request signal from the securities company terminal device 60 by the person in charge of the securities company via the network 2 and stores the error order stored in the verification error order table storage means 48. Using the comparison result data for, create display data for screens (such as Web screens) that list or individually display conditional orders (for example, limit orders) that may not have been properly processed Then, a process of transmitting the created display data to the securities company terminal device 60 via the network 2 is executed.

  The order data storage means 41 is the order data (the data to be written thereafter) of the conditional orders (in this embodiment, the limit order is taken as an example) received from the customer terminal device 50 by the order reception processing means 21. Are stored in association with customer identification information and order identification information. Order data for each customer includes customer identification information (department code, account number), order identification information (order receipt number), brand identification information (brand code), market identification information (market code), trading volume data (stock information) Stock price data), trade classification data (separately between “sell” and “buy”), limit data (not in the case of market orders), conditional price data (amount data defining the order conditions for limit orders) , Judgment data (data that defines the ordering conditions for stop order with a conditional price as a threshold, for example, 1: “more than”, 2: “less than”), order time data (indicating the time when the order was received) Data), ordering time data (data indicating the ordering time written when the order is placed), fire time data (when the order fulfills the ordering conditions, the time when the market price data satisfying the ordering conditions was received) To data), contract data (contract time data, contract quantity data, contract unit price data, contract amount data, and the like), the historical data of the correction (corrected time data, etc.), cancellation time data, contains the expiration time data, and the like.

  The secondary market price information storage means 42 stores and stores the secondary market price information received from the market price information providing system 80 by the secondary market price information acquisition processing means 22 in association with the brand identification information (brand code, etc.). . Secondary market price information includes market identification information (market code), brand identification information (brand code), market price data (unit price), market market price generation time data (in minutes), market price data, market price data, market price Includes quantity data. The market price data (unit price) and the market price generation time data (in minutes) as the secondary market price information are basically the market price data (unit price) and the market price time data (primary price information as described below). However, it may be different in that it has undergone data processing in the market price information providing system 80.

  The primary market price information accumulating storage means 43 accumulates and stores the primary market price information received from the exchange system 70 by the primary market price information acquisition processing means 25 in association with the brand identification information (brand code etc.). The primary market price information includes brand identification information (brand code), market price data (unit price), quote time data (in minutes) when the market price is generated, quote price data, quote quantity data, and the like. The primary market price information storage unit 43 is prepared for each market.

  The high / low price data storage means 44 uses the primary market price information stored and stored in the primary market price information accumulation storage means 43 by the primary market price information data format conversion processing means 26 at that time of the day (previous The high price data and the low price data up to the time after closing and the time after closing) are stored in association with the brand identification information (brand code, etc.). The high / low price data storage means 44 is prepared for each market.

  The reference market price table storage means 45 is a market price table for each brand created by using the primary market price information stored and stored in the primary market price information storage means 43 by the primary market price information data format conversion processing means 26. (See FIG. 6) is stored in association with the brand identification information (brand code, etc.). As shown in FIG. 6, the market price table for each brand is composed of a plurality of pairs of market price data (unit price) and price time data (in minutes). The reference market yield table storage means 45 is prepared for each market.

  The matching order table storage means 46 stores each customer's matching order data created from the order data of each customer stored in the order data storage means 41 by the step price matching order data creation processing means 27 with customer identification information. (Department code, account number) and order identification information (order receipt number) are stored in association with each other. As shown in FIGS. 5 to 9, each customer's verification order data includes customer identification information (department code, account number), order identification information (order receipt number), brand identification information (brand code), and market identification. Information (market code), conditional price data (amount data defining the ordering conditions for stop order), judgment data (data defining the ordering conditions for stop order with a conditional price as a threshold, for example, 1: “above” 2: Other than “below”, order time data (data indicating the time when the order was received), order time data (data indicating the order time written when the order is placed), fire time data (when the order is When the order condition is satisfied, data indicating the time when the market price data satisfying the order condition is received), valid time start data (order valid time added by the order valid time setting processing means 27A) Beginning data indicating a time), it includes a valid time end data (data indicating the time of termination of the added ordered effective time by orders effective time setting processing unit 27A).

  The matching market price table storage means 47 is a market price table for each brand created using the secondary market price information stored in the secondary market price information storage means 42 by the secondary market price information data format conversion processing means 28 ( 6) is stored in association with the brand identification information (brand code, etc.). Similar to the market price table shown in FIG. 6, the market price table of each brand is composed of a plurality of pairs of market price data (unit price) and market price generation time data (in minutes). . The matching market price table storage means 47 is prepared for each market.

  The verification error order table storage means 48 stores the order of each customer created by the comparison result output processing means 31 using the step price matching processing results by the first step price matching processing means 29 and the second step price matching processing means 30. The comparison result data of the two price comparison processes for the data (in this embodiment, the order data for each customer's verification) is stored in association with the customer identification information and the order identification information. In the comparison result data, the comparison result data indicating that they are matched by “order missing”, the comparison result data indicating that they are matched by “delayed order”, and that they are matched by “wrong order” There is comparison result data, and comparison result data indicating that there is a difference between the two price comparison processing results (for example, comparison result data indicating that one is “missing order” and the other is “normal”). .

  In the above, each processing means 21 to 32 included in the step value matching processing system 10 includes the central processing unit (CPU) provided in the computer main body constituting the step value matching processing system 10 and the operation of this CPU. Implemented by one or more programs that define the procedure.

  Each of the storage means 41 to 48 included in the step value matching processing system 10 is preferably realized by, for example, a hard disk or the like. However, as long as there is no problem in storage capacity, access speed, etc., ROM, EEPROM, A flash memory, RAM, MO, CD-ROM, CD-R, CD-RW, DVD-ROM, DVD-RAM, FD, magnetic tape, or a combination thereof may be employed.

  Further, the step value matching processing system 10 is not limited to one realized by one computer or one CPU, and may be realized by performing distributed processing with a plurality of computers or the like.

  The customer terminal device 50 and the securities company terminal device 60 are configured by a computer, and include input means such as a mouse and a keyboard, display means such as a liquid crystal display and a CRT display, and output means such as a printer and a plotter. ing. The customer terminal device 50 and the securities company terminal device 60 may be portable devices such as a mobile phone (including PHS) and a personal digital assistant (PDA).

  The exchange system 70 is configured by a computer, and is a system as a primary information source installed in each market such as TSE, OSE, JASDAQ, and name cards, for example. The market system in the present invention includes not only an existing market system but also an emerging market system when an emerging market is formed.

  The market price information providing system 80 is a system as a secondary information source configured by a computer and operated by a person (company) other than the exchange, and the primary market price information acquired from each exchange system 70 as the primary information source It is a system that edits and processes and provides it to others (other systems) as secondary market price information.

  In the present embodiment as described above, the duplicated price matching process is performed by the price matching system 10 as follows.

  In FIG. 2, when a customer operates the customer terminal device 50 and transmits a display request signal for an order screen to the quote verification processing system 10 via the network 1, the quote verification processing system 10 transmits this display request signal. The received order reception processing means 21 transmits order screen display data to the customer terminal device 50 via the network 1. Then, an order screen on which a conditional order (in this embodiment, a limit order is taken as an example) can be input on the screen of the customer terminal device 50. , Items necessary for conditional orders (stop orders), for example, trading brands, markets, trading volumes, trading categories, conditional prices, market or limit selection information, limit prices (not in the case of market). Etc., and the input data is transmitted together with the customer identification information to the step value matching processing system 10 via the network 1. For example, brand A (brand code = AAAAA), TSE (market code = 1), 3,000 shares, “sell”, conditional price 1,228 yen (sale order when 1,228 yen or less), conduct or Enter limit order such as limit price 1,220 yen (sale for 1,220 yen or more), or brand B (brand code = BBBBB), TSE (market code = 1), 2,000 shares, "buy" A stop price order such as a conditional price of 1,500 yen (a purchase order when the price exceeds 1,500 yen), a market price or a limit price of 1,510 yen (“buy” at 1,510 yen or less) is entered. The customer identification information may be input at an earlier stage. In the step value matching processing system 10, the order reception processing means 21 receives the customer input data transmitted from the customer terminal device 50 via the network 1, and uses the received data as the order data to identify the customer. It is stored in the order data storage means 41 in association with information (account number etc.) (step S1). Further, the order reception processing means 21 automatically adds and writes the order identification information (order reception number etc.) to the order data in the order data storage means 41 and also stores the order time data in the order data in the order data storage means 41. Write.

  The order acceptance processing from the customer in step 1 is performed at any time within the time zone set by the system as a time zone in which the step price matching processing system 10 is operating and can be accepted. If there is no conditional order (stop order) that can be processed, the subsequent processing will be meaningless, so this is the first step for convenience of explanation.

  Subsequently, the secondary market price information acquisition processing means 22 acquires secondary market price information including market price data and market market price generation time data from the market price information providing system 80 via the dedicated line 4 in real time. Next market price information is stored in the secondary market price information storage means 42 (step S2).

  Then, the condition match determination processing means 23 refers to the condition price data and the determination data (separately “above” or “below”) included in the order data of each customer stored in the order data storage means 41, and the secondary It is determined whether or not the latest market price data acquired by the market price information acquisition processing unit 22 satisfies the ordering condition determined by the condition price data and the determination data included in the order data of each customer stored in the order data storage unit 41. (Step S3). If it is determined that the ordering condition is satisfied, the fire condition data indicating the time when the secondary information acquisition processing unit 22 receives the market price data satisfying the ordering condition is received by the condition matching determination processing unit 23. Write to the order data in the data storage means 41.

  Further, when the condition matching determination processing means 23 determines that the order condition is satisfied, the order processing means 24 uses the order data stored in the order data storage means 41 to place order data (customer identification information, order Identification information, brand identification information, trading quantity data, trading classification data, market selection information or limit data, etc.) are created, and the created ordering data is transmitted to the exchange system 70 via the dedicated line 3. (Step S4). Further, the order processing means 24 writes the order time data for which the order processing has been performed, into the order data in the order data storage means 41. After the contract, the contract data (customer identification information, order identification information, brand identification information, contract time data, contract constant amount data, transmitted from the exchange system 70 via the dedicated line 3 by the order processing means 24. The contract unit price data, contract amount data, etc.) is received, and the received contract data is written in the order data storage means 41.

  The processes in steps S2 to S4 described above are repeated during the witnessing period, that is, during the period in which secondary market price information that varies from market price information providing system 80 is provided in real time.

  On the other hand, in parallel with the processing of the above steps S2 to S4, the market price data and the quote time data are included in real time from each exchange system 70 via the dedicated line 3 by the primary market price information acquisition processing means 25. The primary market price information is acquired, and the acquired primary market price information is stored in the primary market price information storage means 43 prepared for each market (step S5). The process of step S5 is also repeatedly performed during the witnessing period, that is, during the period in which the primary market price information that varies from moment to moment from each exchange system 70 is provided in real time.

  Thereafter, the primary market price information data format conversion processing means 26 uses the primary market price information of each data format stored and stored in the primary market price information accumulation storage means 43 prepared for each market after the closing of the front market and after the closing of the market. The data for use in the creation processing of the matching order data and the data for use in the step price matching processing by the first step price matching processing means 29 are created in the same data format for each market (step S6). That is, the primary market price information data format conversion processing unit 26 uses the primary market price information stored and stored in the primary market price information storage unit 43 for each brand at that time (the time after the closing of the market and the closing of the market). High price data and low price data up to a later time point are calculated (extracted), and the calculated high price data and low price data are stored in the high price / low price data storage means 44 in association with the brand identification information (brand code, etc.). Further, by using the primary market price information stored and stored in the primary market price information storage unit 43 by the primary market price information data format conversion processing unit 26, the market price data and the step in which the market price is generated in the market for each brand. Create a market price table (see Fig. 6) consisting of multiple pairs of price / time data, and collate the created market price table for each brand with the brand identification information (brand code, etc.) This is stored in the market market price table storage means 45.

  Subsequently, the step value by the first step value matching processing unit 29 and the second step value matching processing unit 30 is obtained from the order data of each customer stored in the order data storage unit 41 by the order data creation processing unit 27 for step value matching. Only the data necessary for the value matching process is extracted, and the order data for matching for each customer (see FIGS. 5 to 9) is created (step S7). Therefore, unnecessary data that is not used in the price matching process, such as contract data (contract time data, contract amount data, contract unit price data, contract price data, etc.), correction history data, etc. It is removed by the creation processing means 27.

  Then, the order valid time setting processing means 27A of the order value creation order data creation processing means 27, as shown in FIG. 4, the order time data and cancellation time data for the conditional order stored in the order data storage means 41. Alternatively, the expiry time data and the order time data (in this embodiment, the order time data and the cancellation time data included in the matching order data created from the order data of the conditional order stored in the order data storage means 41. Alternatively, the expiration time data and the order time data), and the predetermined start time data of each market (for example, 9:00: 00) and the closing time data (the closing time of the front field is, for example, 11: 0:00, etc., the closing time is 15:00, etc.) Over to create data (see FIGS. 5-9), the effective time beginning data and the valid time end data created and added to the collation order data (step S8). For example, in the collation order data shown in FIG. 5, the order reception time is 8:12:10, which is before the witness start time 9:00: 00, so the witness start time 9:00: 00 is the valid time. Add to the order data for verification.

  Further, the high price / low price range out-of-range order excluding processing means 27B of the order data creation processing means 27 for step price matching, as shown in FIG. Etc.) and conditional price data, and using the extracted brand identification information as a key, high price data and low price data of the brand are extracted from the high price / low price data storage means 44, and the conditional price data of the conditional order to be processed is Then, it is determined whether or not it is within the range from high price data to low price data. If the conditional price is within the range between the high and low prices, the matching order data including the conditional price data determined to be within the range is stored in the matching order table storage means 46. On the other hand, when the conditional price is outside the range between the high price and the low price, the matching order data including the conditional price data determined to be out of the range is the first step price matching processing means 29 and the second step price. In order to exclude it from the target of the step price matching process by the matching processing means 30, it is not stored in the matching order table storage means 46 (step S9). In the example of FIG. 5, the stock code AAAAA and the conditional price data 900 yen are extracted from the matching order data, and the high price / low price data storage means 44 uses the stock code AAAAA as a key and the high price data 1258 yen and the low price data. It is determined whether or not the condition price data 900 yen is within the range of the high price data 1258 yen and the low price data 1221 yen and is out of the range. In this case, the condition price data 900 yen is extracted. The included matching order data is not stored in the matching order table storage means 46 in order to be excluded from the target of the step price matching process.

  Further, in parallel with the processing of steps S6 to S9 described above, or after the processing of steps S6 to S9 or before the processing of steps S6 to S9, the secondary market value information data format conversion processing means 28 Using the secondary market price information stored and stored in the secondary market price information storage means 42, each brand is composed of a plurality of pairs of market price data and market price generation time data in which the market price is generated in the market. The created market price table is stored in the matching market price table storage means 47 in association with the brand identification information (brand code, etc.) (step S10).

  Thereafter, the matching order data of each customer stored in the matching order table storage means 46 is sequentially processed, and is created by the first step price matching processing means 29 using the primary market price information, and the matching market. Using the market price table (see FIG. 6) stored in the price table storage means 45, it is determined whether or not the order processing by the order processing means 24 has been properly performed (step S11).

  First, the first step value matching processing means 29 extracts market identification information (market code) and brand identification information (brand code) from the processing order matching order data stored in the matching order table storage means 46. Then, using the extracted brand code as a key, the market price table (see FIG. 6) for the brand in the market is acquired from the reference market price table storage means 45 prepared for the market of the extracted market code. In the example of FIG. 6, market code = 1 (TSE) and stock code = AAAAA are extracted from the verification order data to be processed, and stock code = 1 (TSA) is prepared using the stock code = AAAAA as a key. The market yield table shown in FIG. 6 (market code = 1, brand code = AAAAA) is acquired from the matching market yield table storage means 45. Then, the first step value matching processing means 29 extracts the valid time start data and the valid time end data included in the matching order data to be processed from the matching order table storage means 46, and the matching market yield value table Of the market price table data (see FIG. 6) for the relevant brand (the market and brand of the conditional order to be processed) acquired from the storage means 45, the valid time start data is used. Same as the condition price data included in the verification order data to be processed stored in the verification order table storage means 46 in the market price data corresponding to the quote time data that falls within the valid period end data. Determine whether price data is included. In the example of FIG. 6, the valid time start data 9:00 and the valid time end data 9:06:51 included in the verification order data to be processed are extracted, and the market price table ( Of the quote time data lined up in market code = 1, stock code = AAAAA), valid time start data 9:00: 00 (9:00 in minutes) to valid time end data 9: 06: 51 (min Conditional price data 1228 yen included in the order data for processing to be processed in the market price data (within the thick frame in FIG. 6) corresponding to the quote time data within the range of 9:06). It is determined whether or not data with the same price is included. In the example of FIG. 6, there is market price data 1228 yen having the same price as the condition price data 1228 yen when the step time data is 9:06 (shaded portion in FIG. 6).

  Next, in the market price table (see FIG. 6), when the market price data within the range of the order valid time (within the thick frame in FIG. 6) includes data with the same price as the conditional price data Determines whether or not ordering time data is included in the verification order data to be processed (whether or not the order has already been ordered), and if the ordering time data is not included (in the case of an unordered state) Is judged as omission of ordering (see FIG. 7). That is, although there is data in the market price data that matches the order conditions (condition price), the order has not been placed, so it is determined that the order has been missed. In the example of FIG. 7, the market price data 1228 yen having the same price as the condition price data 1228 yen is included in the market price data within the order valid time range of the market price table (market code = 1, brand code = AAAAA). However, since the ordering time data is not written in the verification order data to be processed, it is determined that the order is missing. In the example of FIG. 7, the valid time end data is the closing time data 11:00:00 (in the case of the previous play), but the valid time end data is also the cancellation time data or the expiration time. Even when the data is used, the order time data is not written in the verification order data to be processed because it is canceled or expired before the order is placed.

  In addition, when the market price data within the range of the order valid time in the market price table (see FIG. 6) (within the thick frame in FIG. 6) includes data with the same price as the conditional price data. In addition, when ordering time data is included in the verification order data to be processed, the quote time data corresponding to the market price data having the same price as the condition price data and the verification order data to be processed It is determined whether or not there is a divergence of a predetermined time interval (for example, 5 minutes) with the included ordering time data. If there is a divergence, it is determined that the order is delayed (see FIG. On the other hand, if there is no divergence, it is determined as normal (see FIG. 6). In the example of FIG. 8, the market price data within the range of the order valid time in the market price table (market code = 1, brand code = AAAAA) is the market price data 1228 yen having the same price as the conditional price data 1228 yen. And the ordering time data 9:12:45 is written in the verification order data to be processed. However, the step time data 9:06 corresponding to the market price data 1228 yen having the same price as the condition price data 1228 yen and the order time data 9:12:45 written in the collation order data to be processed Since there is a divergence of a predetermined time interval (for example, 5 minutes) between them, it is determined that the order is delayed. On the other hand, in the example of FIG. 6, the conditional price data is included in the market price data (within the thick frame in FIG. 6) within the order valid time range of the market yield table (market code = 1, issue code = AAAAA). Market price data 1228 yen having the same price as 1228 yen is included, and ordering time data 9:06:51 is written in the collation order data to be processed. Then, the step time data 9:06 corresponding to the market price data 1228 yen having the same price as the condition price data 1228 yen and the order time data 9:06:51 written in the collation order data to be processed Since there is no divergence between them, it is judged as normal.

  Furthermore, in the market price table (see FIG. 6), when the market price data within the range of the order valid time (within the thick frame in FIG. 6) does not include data with the same price as the conditional price data. In addition, if the ordering time data is included in the verification order data to be processed (when the order has been ordered), it is determined that the order is incorrect (see FIG. 9). That is, since there is no data in the market price data that matches the order condition (condition price), the order has been placed, so it is determined that the order is incorrect. In the example of FIG. 9, the market price data 1228 yen having the same price as the conditional price data 1228 yen is included in the market price data within the order valid time range of the market price table (market code = 1, brand code = AAAAA). However, since the ordering time data 9:06:51 is written in the verification order data to be processed, it is determined that the order is incorrect.

  Then, in parallel to the above-described step-value matching processing by the first step-value matching processing unit 29 in step S11, or after the step-value matching processing by the first step-value matching processing unit 29 in step S11, or step S11. Before the step value matching processing by the first step value matching processing unit 29, the order data for matching of each customer stored in the order table storage unit for matching 46 is sequentially processed, and the second step value matching processing is performed. Order processing means using a market price table (similar to the market price table of FIG. 6) created by means 30 using the secondary market price information and stored in the matching market price table storage means 47 It is determined whether or not the order processing by 24 has been properly performed (step S12).

  First, market identification information (market code) and brand identification information (brand code) are extracted from the processing order matching order data stored in the matching order table storage means 46 by the second step price matching processing means 30. Then, from the reference market price table storage means 47 prepared for the market of the extracted market code using the extracted brand code as a key, the market price table for the brand in the market (with the same configuration as the market price table of FIG. 6). Stuff). Then, the second step value matching processing means 30 extracts the valid time start data and the valid time end data included in the matching order data to be processed from the matching order table storage means 46, and the matching current price table storage means. 47 of the market price generation time data lined up in the market price table (similar to the market price table in FIG. 6) of the market (the market and brand of the conditional order to be processed) acquired from 47 Among the market price data corresponding to the market price generation time data within the range from the valid time start data to the valid time end data, the verification order data to be processed stored in the verification order table storage means 46 It is determined whether data with the same price as the included conditional price data is included.

  Next, when the market price data within the order valid time range of the market price table (with the same structure as the market price table in FIG. 6) includes data with the same price as the condition price data , It is determined whether or not the ordering time data is included in the verification order data to be processed (whether or not the order has already been ordered), and if the ordering time data is not included (in the case of an unordered state) Judge that the order is missing. That is, although there is data that matches the ordering condition (condition price) in the history (market price) of the market price data, it is determined that the order has been missed because it has not been ordered.

  Further, when the market price data within the order valid time range of the market price table (with the same structure as the market price table in FIG. 6) includes data having the same price as the condition price data, and If the order data for verification included in the processing target verification data is included in the market price generation time data corresponding to the market price data of the same price as the condition price data and the verification order data for processing It is determined whether there is a divergence more than a predetermined time interval (for example, 5 minutes) with the ordering time data, and if there is a divergence, it is determined that the order is delayed. If there is no, it is determined to be normal.

  Further, when the market price data within the order valid time range of the market price table (with the same structure as the market price table in FIG. 6) does not include data with the same price as the condition price data, and If the ordering time data is included in the verification order data to be processed (if the order has been placed), it is determined that the order is incorrect. That is, since there is no data that matches the ordering condition (condition price) in the market price data history (step price), it is determined that the order has been placed, and therefore, it is determined to be an erroneous order.

  Thereafter, the comparison result output processing means 31 performs the step value matching processing result by the first step value matching processing means 29 and the step value matching processing result by the second step value matching processing means 30 for the order data for matching of each customer. The comparison result data is created, and the created comparison result data is stored in the matching error order table storage means 48 in association with the customer identification information and the order identification information (step S13). Further, the comparison result output processing means 31 performs processing for outputting the created comparison result data as CSV format data 49.

  Subsequently, when a person in charge of the securities company operates the securities company terminal device 60 and transmits an error order display request signal to the quote matching processing system 10 via the network 2, the error order display that has received the display request signal. The processing means 32 uses the comparison result data for the error orders stored in the verification error order table storage means 48 to place a conditional order (stop order) that may not have been properly processed. Display data for a screen for list display or individual display (such as a Web screen) is created, and the created display data is transmitted to the securities company terminal device 60 via the network 2 (step S14). Then, on the screen of the securities company terminal device 60, a screen for displaying a list or individual display of conditional orders (stop orders) that may not have been properly processed for ordering is displayed. This screen displays the results of two quoting matching processes using primary market price information and secondary market price information for conditional orders (stop orders) that may not have been properly processed. “Matched”, “Matched order”, “Matched order”, “Matched order”, and there was a difference in the results of the price comparison process (one was “Order missed”) And the other is “normal”). Further, the person in charge of the securities company can obtain the CSV format data 49 online from the step value matching processing system 10 via the network 2 or obtain it on a recording medium such as an FD or a CD-ROM.

  According to this embodiment, there are the following effects. That is, the step price matching processing system 10 uses the market price data and the price time data as the primary market price information obtained from the exchange system 70 which is a market system as the primary information source, to perform the first price matching processing. The second price comparison process using the market price data and the market price generation time data as the secondary market price information obtained from the market price information providing system 80 as the secondary information source while performing the price comparison process by the means 29 By performing the step price matching process by the means 30, and by comparing the result of the price matching process by the comparison result output processing means 31, a conditional order (in this embodiment, a stop limit order is taken as an example). Since it is configured to determine whether or not the ordering process has been performed properly, either of the two can be done by duplicating the price matching process using different information sources. Compared with the case in which the rectangular information sources step value comparison processing using the, hardly affected by failure or system failure source, it is possible to realize a stable operation of the system.

  Further, in the step value matching processing system 10, the comparison result output processing means 31 generates the step value matching processing result by the first step value matching processing means 29 and the step value matching processing result by the second step value matching processing means 30. Since the comparison is made, it is possible to eliminate or suppress the influence of inaccurate information that may be generated by the market price information providing system 80 as the secondary information source.

  For this reason, it is possible to increase the reliability of the price comparison process for determining whether or not the order process for the conditional order (the stop order order) has been appropriately performed, and to realize a more appropriate customer service. it can.

  Further, since the step price matching processing system 10 includes the high / low price out-of-range order excluding processing means 27B, the condition price designated by the customer is not between the high price and the low price in the first place, that is, the day. When it is unlikely that the same price as the conditional price can exist in the step price, an order containing such a conditional price is excluded from the target of the price matching process. The amount can be reduced, the load on the system can be reduced, and the calculation processing speed can be improved.

  Then, since the price comparison processing system 10 includes the order valid time setting processing means 27A, only whether the price within the order valid time range has the same value as the condition price specified by the customer or not. Therefore, it is possible to efficiently perform the step value matching process.

  Note that the present invention is not limited to the above-described embodiment, and modifications and the like within a scope where the object of the present invention can be achieved are included in the present invention.

  In other words, in the above embodiment, the high price / low price data storage means 44 uses the primary market price information stored and stored in the primary market price information storage storage means 43 by the primary market price information data format conversion processing means 26. The high price / low price out-of-range order exclusion processing means 27B uses the high price data and low price data created using the primary market price information to exclude orders outside the high / low price range. However, the present invention is not limited to such a configuration, and the high price / low price data storage means in the present invention includes the secondary market price information data format conversion processing means 28 to store and store secondary market price information. The high price data and the low price data created using the secondary market price information accumulated and stored in the means 42 are stored in the present invention. The high price / low price out-of-range order exclusion processing means may be configured to perform processing for excluding orders outside the high / low price range using the high price data and the low price data created using the secondary market price information. .

  In addition, the market price comparison processing system 10 of the above embodiment uses the market price data and the market price time data as primary market price information obtained from the exchange system 70 which is a market system as a primary information source. The second step is performed by using the step price matching processing by the step price matching processing means 29, and using the market price data as the secondary market price information and the market price generation time data obtained from the market price information providing system 80 as the secondary information source. A configuration in which the step value matching processing unit 30 performs step value matching processing, and the comparison result output processing unit 31 compares and outputs these step value matching processing results, that is, data from the primary information source and the secondary information source Has been configured to duplicate the step value matching process, but as shown below, the step value reference is made using data from different secondary information sources (two secondary information sources). Process may be used as the structure to be duplicated.

  In the case of a configuration in which the quotient matching process is duplicated using data from different secondary information sources (two secondary information sources), the following is performed on the quotient matching process system 10 of the above embodiment. It only has to be replaced.

  (1) The market price information providing system 80 of the above embodiment is replaced with a “first market price information providing system”. The secondary market price information acquisition processing unit 22 of the above embodiment is replaced with “first secondary market price information acquisition processing unit”. The secondary market price information storage unit 42 of the above embodiment is replaced with “first secondary market price information storage unit”. The secondary market price information data format conversion processing means 28 of the above embodiment is replaced with “first secondary market price information data format conversion processing means”. The matching market price table storage unit 47 of the above embodiment is replaced with “first matching market price table storage unit”, and “market price table” is replaced with “first market price table”. The above only changes the nickname, and the processing contents and storage contents are the same as those in the above embodiment.

  (2) A “second market price information providing system” as another secondary information source is provided between the exchange system 70 of the embodiment which is a market system and the primary market price information acquisition processing means 25 of the embodiment. In addition, the primary market price information acquisition processing means 25 of the above embodiment is replaced with “second secondary market price information acquisition processing means”. The primary market price information storage unit 43 in the embodiment is replaced with a “second secondary market price information storage unit”. The primary market price information data format conversion processing means 26 in the above embodiment is replaced with “second secondary market price information data format conversion processing means”. The matching market price table storage unit 45 of the embodiment is replaced with a “second matching market price table storage unit”, and the “market price table” of the embodiment is replaced with a “second market price table”. Further, the “market price data and price time data” constituting the “market price table” of the above embodiment is replaced with “subsidiary market price data and auxiliary market price generation” constituting the “second market price table”. Replace with "time data". The processing contents and storage contents for performing the processing performed using the primary market price information obtained from the primary information source in the embodiment using the secondary market price information obtained from another secondary information source are as described above. It is a change. The high price data and the low price data stored in the high price / low price data storage means 44 may be obtained by using the secondary market price information stored and stored in the “first secondary market price information storage and storage means”. It may be obtained using the secondary market price information stored and stored in the “second secondary market price information storage unit”.

  (3) The market price data and the market price as primary market price information obtained from the exchange system 70, which is the market system as the primary information source, are used in the market price verification process by the first market price verification processing unit 29 of the above embodiment. The secondary market price information obtained from the “first market price information providing system” as the secondary information source is used as the secondary information source. It replaces with the processing performed using the “market price data and market market price generation time data”. Further, the step price matching processing by the second price matching processing means 30 of the above embodiment is the market price data and the market price generation time data as the secondary market price information obtained from the market price information providing system 80 as the secondary information source. The secondary market price information obtained from the “second market price information providing system” as another secondary information source is used as the secondary market price information processing. It replaces with the processing performed using the “subsidiary market price data and supplementary market price generation time data”.

  Even in the case where the step value matching process is duplicated using data from different secondary information sources (two secondary information sources) as described above, the primary information source and the secondary information source as in the above embodiment. The same effect can be obtained as when the step value matching process is duplicated using the data from.

  As described above, the price comparison processing system, the price verification processing method, and the program according to the present invention determine whether or not the order processing of a conditional order such as a stop limit order or a W limit order has been appropriately performed, for example. Suitable for use in judgment.

BRIEF DESCRIPTION OF THE DRAWINGS The whole block diagram of the step-value collation processing system of one Embodiment of this invention. The figure of the flowchart which shows the flow (the 1) of the step-value collation process by the step-value collation processing system of the said embodiment. The figure of the flowchart which shows the flow (the 2) of the step-value collation process by the step-value collation processing system of the said embodiment. Explanatory drawing of the order effective time setting process by the step-value collation processing system of the said embodiment. Explanatory drawing of the exclusion process of the order outside the high price / low price range by the step-value collation processing system of the embodiment. Explanatory drawing of the step-value collation process by the step-value collation processing system of the said embodiment (example in the case of normal). Explanatory drawing of the step-value collation process by the step-value collation processing system of the said embodiment (example in the case of "order missing"). Explanatory drawing of the step-value collation process by the step-value collation processing system of the said embodiment (example in the case of "order delay"). Explanatory drawing of the step-value collation process by the step-value collation processing system of the said embodiment (example in the case of "wrong order").

Explanation of symbols

DESCRIPTION OF SYMBOLS 10 Step value collation processing system 22 Secondary market price information acquisition processing means 23 Condition matching judgment processing means 24 Order processing means 25 Primary market price information acquisition processing means 27 Order value creation order data creation processing means 27A Order valid time setting processing means 27B High price Low order out-of-range order exclusion processing means 29 First step value matching processing means 30 Second step value matching processing means 31 Comparison result output processing means 41 Order data storage means 45 Matching market price table storage means 46 Matching order table storage Means 47 Stock value table storage means for collation 70 Exchange system which is a market system 80 Market value information providing system

Claims (7)

A step comprising a computer that executes processing for determining whether or not the order processing of the conditional order is appropriately performed by comparing the conditional price of the conditional order for buying and selling the financial product with the market price. A value matching processing system,
Order data storage means for storing the order data of the conditional order including the condition price data designated as the order condition to the market system by the customer in association with the customer identification information;
Secondary market price information including market price data and market price generation time data is continuously acquired in real time from a market price information providing system as a secondary information source for secondary provision of primary market price information acquired from the market system. Secondary market price information acquisition processing means for executing processing to perform,
Condition matching judgment processing for sequentially judging whether the market price data acquired by the secondary market price information acquisition processing means satisfies the ordering condition based on the condition price data stored in the order data storage means Means,
When it is determined that the order condition is satisfied by the condition match determination processing means, the order data stored in the order data storage means is used to perform order processing to the market system and the order data storage means Order processing means for executing processing for storing data;
Primary market price information acquisition processing means for executing processing for acquiring the primary market price information including market price data and quote time data from the market system;
A matching market price table storage means for storing a market price table for a price matching process configured by pairing the market price data and the price time data acquired by the primary market price information acquisition processing means;
A matching market price table storage means for storing a market price table for a quote matching process configured by pairing the market price data acquired by the secondary market price information acquisition processing means and the market market price generation time data;
For the order data of each customer stored in the order data storage means, if the order time data included in the order data is earlier than predetermined start time data, the start of the start If the time data is valid time start data, and the order time data is later than the witness start time data, the order time data is the valid time start data, and the order data includes cancellation time data or expiration time data. Is included, the cancellation time data or the expiration time data is used as the effective time end data. If the order data is included in the order data, the order time data is used as the effective time. End date data, and the order data includes any of the cancellation time data, the expiration time data, and the order time data. If not, the predetermined closing time data is used as the valid time end data, and the obtained valid time start data and valid time end data are included in the order data. By adding to the price data and the order time data, a process for creating the order data for each customer's matching used in the price matching process is executed from the order data of each customer stored in the order data storage means. Order data creation processing means for step verification;
A collation order table storage unit for storing the collation order data of each customer created by the step collation order data creation processing unit in association with customer identification information;
For the matching order data for each customer stored in the matching order table storage means, the step time data stored in the matching market yield table storage means is stored in the matching order table storage means. In the market price data stored in the verification market yield table storage means within the range from the effective time start data to the effective time end data included in the verification order data of each customer It is determined whether or not data having the same price as the conditional price data included in the verification order data stored in the verification order table storage means is included,
When the data of the same price as the conditional price data is included, and the ordering time data is not stored in the matching order table storage means, a process of determining that the order is missing,
Between the step time data corresponding to the market price data when the data of the same price as the conditional price data was included, and the order time data stored in the matching order table storage means, When there is a divergence over a predetermined time interval, a process for determining an order delay,
If the data of the same price as the conditional price data is not included and the ordering time data is stored in the verification order table storage means, at least one of the processes for determining that the order is incorrect A first step value matching processing means for executing a process for determining whether or not the order processing by the order processing means has been appropriately performed by performing one process;
For the matching order data for each customer stored in the matching order table storage means, the market price generation time data stored in the matching market price table storage means is stored in the matching order table storage means. within a range of up to the effective time end data from said effective time beginning data included the in collation order data for each customer, ordering the verification in the market data stored in the matching market table storage means Determining whether data of the same price as the conditional price data included in the order data for verification stored in the table storage means is included;
When the data of the same price as the conditional price data is included, and the ordering time data is not stored in the matching order table storage means, a process of determining that the order is missing,
Between the market market price generation time data corresponding to the market price data when the data of the same price as the condition price data was included, and the order time data stored in the order table storage unit for verification, When there is a divergence over a predetermined time interval, a process for determining an order delay,
If the data of the same price as the conditional price data is not included and the ordering time data is stored in the verification order table storage means, at least one of the processes for determining that the order is incorrect A second step value matching processing means for executing a process for determining whether or not the order processing by the order processing means has been appropriately performed by performing one process;
Comparing result output processing means for executing processing for outputting comparison result data between the step value matching processing result by the first step value matching processing means and the step value matching processing result by the second step value matching processing means A pedestrian collation processing system characterized by that. A step comprising a computer that executes processing for determining whether or not the order processing of the conditional order is appropriately performed by comparing the conditional price of the conditional order for buying and selling the financial product with the market price. A value matching processing system,
Order data storage means for storing the order data of the conditional order including the condition price data designated as the order condition to the market system by the customer in association with the customer identification information;
Secondary market price including market price data and market price generation time data continuously in real time from the first market price information providing system as a secondary information source that secondary provides primary market price information acquired from the market system. First secondary market price information acquisition processing means for executing processing for acquiring information;
A condition for executing a process for sequentially determining whether or not the market price data acquired by the first secondary market price information acquisition processing unit satisfies the ordering condition based on the condition price data stored in the order data storage unit; Match judgment processing means;
When it is determined that the order condition is satisfied by the condition match determination processing means, the order data stored in the order data storage means is used to perform order processing to the market system and the order data storage means Order processing means for executing processing for storing data;
A first verification price table for storing a first market price table for price comparison processing configured by pairing the market price data acquired by the first secondary market price information acquisition processing means and the market market price generation time data. A market price table storage means;
From the second market price information providing system as another secondary information source that secondarily provides the primary market price information acquired from the market system, another secondary data including supplementary market price data and supplementary market price generation time data. Second secondary market price information acquisition processing means for executing processing for acquiring next market price information;
A second market price table for step value matching processing configured by pairing the supplementary market price data acquired by the second secondary market price information acquisition processing means and the supplementary market market price generation time data is stored. Two matching market price table storage means;
For the order data of each customer stored in the order data storage means, if the order time data included in the order data is earlier than predetermined start time data, the start of the start If the time data is valid time start data, and the order time data is later than the witness start time data, the order time data is the valid time start data, and the order data includes cancellation time data or expiration time data. Is included, the cancellation time data or the expiration time data is used as the effective time end data. If the order data is included in the order data, the order time data is used as the effective time. End date data, and the order data includes any of the cancellation time data, the expiration time data, and the order time data. If not, the predetermined closing time data is used as the valid time end data, and the obtained valid time start data and valid time end data are included in the order data. By adding to the price data and the order time data, a process for creating the order data for each customer's matching used in the price matching process is executed from the order data of each customer stored in the order data storage means. Order data creation processing means for step verification;
A collation order table storage unit for storing the collation order data of each customer created by the step collation order data creation processing unit in association with customer identification information;
For the matching order data of each customer is stored in the collation order table storage unit, the first of the market market generating time data stored in the matching market table storage means, the collation order table storage means In the range from the valid time start data to the valid time end data included in the verification order data of each customer stored in the data, the current price data stored in the first verification current price table storage means It is determined whether or not data having the same price as the conditional price data included in the matching order data stored in the matching order table storage means is included,
When the data of the same price as the conditional price data is included, and the ordering time data is not stored in the matching order table storage means, a process of determining that the order is missing,
Between the market market price generation time data corresponding to the market price data when the data of the same price as the condition price data was included, and the order time data stored in the order table storage unit for verification, When there is a divergence over a predetermined time interval, a process for determining an order delay,
If the data of the same price as the conditional price data is not included and the ordering time data is stored in the verification order table storage means, at least one of the processes for determining that the order is incorrect A first step value matching processing means for executing a process for determining whether or not the order processing by the order processing means has been appropriately performed by performing one process;
Wherein for said matching order data for each stored in collation order table storage unit customer, the second of said auxiliary market market generating time data stored in the matching market table storage means, the matching order table The auxiliary stored in the second matching market price table storage means within the range from the valid time start data to the valid time end data included in the matching order data of each customer stored in the storage means It is determined whether or not data for the same price as the conditional price data included in the order data for matching stored in the matching order table storage means is included in the current market price data,
When the data of the same price as the conditional price data is included, and the ordering time data is not stored in the matching order table storage means, a process of determining that the order is missing,
The auxiliary market market price generation time data corresponding to the auxiliary market price data when data having the same price as the condition price data is included, and the order time data stored in the matching order table storage means; If there is a divergence greater than or equal to a predetermined time interval, the process of determining an order delay,
If the data of the same price as the conditional price data is not included and the ordering time data is stored in the verification order table storage means, at least one of the processes for determining that the order is incorrect A second step value matching processing means for executing a process for determining whether or not the order processing by the order processing means has been appropriately performed by performing one process;
Comparing result output processing means for executing processing for outputting comparison result data between the step value matching processing result by the first step value matching processing means and the step value matching processing result by the second step value matching processing means A pedestrian collation processing system characterized by that. Before Kifuchi collation for order data creation processing means,
Determining whether the condition price data stored in the order data storage means is within a range of high price data and low price data for the market price data acquired by the primary market price information acquisition processing means, or It is determined whether it is within the range of the high price data and the low price data for the market price data acquired by the secondary market price information acquisition processing means, and if it is outside the range of the high price data and the low price data, the order data including the condition price data determined to be outside the range, and characterized by being configured to include a high-low range order exclusion process means for performing a process of excluding from the collation order data The pedestrian collation processing system according to claim 1. Before Kifuchi collation for order data creation processing means,
It is determined whether or not the condition price data stored in the order data storage means is within a range of high price data and low price data for the market price data acquired by the first secondary market price information acquisition processing means. Or whether it is within the range of the high price data and the low price data for the auxiliary market price data acquired by the second secondary market price information acquisition processing means, and the range of the high price data and the low price data A high / low price out-of-range order exclusion processing means for executing processing for excluding the order data including the conditional price data determined to be out of the range from the matching order data. step value comparison processing system according to claim 2, characterized in that it is. A step comprising a computer that executes processing for determining whether or not the order processing of the conditional order is appropriately performed by comparing the conditional price of the conditional order for buying and selling the financial product with the market price. A step value matching processing method executed in a value matching processing system,
The order data of the conditional order including the conditional price data designated as the ordering condition to the market system by the customer is stored in the order data storage means in association with the customer identification information,
The market price information and the market price generation time continuously from the market price information providing system as a secondary information source for secondary provision of the primary market price information acquired from the market system by the secondary market price information acquisition processing means. Execute the process to obtain secondary market price information including data,
A process for sequentially determining whether or not the market price data acquired by the secondary market price information acquisition processing unit satisfies the ordering condition based on the condition price data stored in the order data storage unit. Run
When the order processing means judges that the order condition is satisfied by the condition match judgment processing means, the order data stored in the order data storage means is used for order processing to the market system and the order data Execute processing to store the order time data in the storage means,
The primary market price information acquisition processing means executes a process of acquiring the primary market price information including market price data and quote time data from the market system,
Storing the market price table for the price comparison process configured by pairing the market price data and the market price time data acquired by the primary market price information acquisition processing means in the market price value table storage means for verification;
Storing a market price table for price matching processing configured by pairing the market price data acquired by the secondary market price information acquisition processing unit and the market market price generation time data in the market price table storage unit for verification;
For the order data creation processing means for the step price comparison, the order time data included in the order data for the order data of each customer stored in the order data storage means is predetermined witness start time data. Earlier than the witness start time data, if the order time data is later than the witness start time data, the order time data as the valid time start data, When the order data includes cancellation time data or expiration time data, the cancellation time data or the expiration time data is regarded as effective time end data, and the order data includes the order time data. Includes the order time data as the valid period end data, and the order data includes the cancellation time data, the expiration time data, If neither the order time data nor the order time data is included, predetermined closing time data is used as the valid time end data, and the obtained valid time start data and the valid time end data are obtained, By adding to the conditional price data and the order time data included in the order data, the order data for each customer stored in the order data storage means can be used to check each customer used in the price matching process. Execute the process to create the order data,
The order data for verification of each customer created by the order data creation processing means for price verification is stored in the order table storage means for verification in association with customer identification information,
For the customer order data for each customer stored in the customer order table storage means, the first time value processor processing means, the step time data stored in the customer market price table storage means for verification, Stored in the verification market yield table storage means within the range from the valid time start data to the valid time end data included in the verification order data of each customer stored in the verification order table storage means Determining whether or not the market price data includes data having the same price as the condition price data included in the matching order data stored in the matching order table storage means;
When the data of the same price as the conditional price data is included, and the ordering time data is not stored in the matching order table storage means, a process of determining that the order is missing,
Between the step time data corresponding to the market price data when the data of the same price as the conditional price data was included, and the order time data stored in the matching order table storage means, When there is a divergence over a predetermined time interval, a process for determining an order delay,
If the data of the same price as the conditional price data is not included and the ordering time data is stored in the verification order table storage means, at least one of the processes for determining that the order is incorrect By performing one process, a process for determining whether or not the order processing by the order processing means has been appropriately performed,
The second step value matching processing means, for the matching order data of each customer stored in the matching order table storage means, the market market price generation time data stored in the matching market price table storage means, Within the range from the valid time start data to the valid time end data included in the collation order data of each customer stored in the collation order table storage means, the value stored in the collation current price table storage means Determining whether the current price data includes data of the same price as the conditional price data included in the verification order data stored in the verification order table storage means;
When the data of the same price as the conditional price data is included, and the ordering time data is not stored in the matching order table storage means, a process of determining that the order is missing,
Between the market market price generation time data corresponding to the market price data when the data of the same price as the condition price data was included, and the order time data stored in the order table storage unit for verification, When there is a divergence over a predetermined time interval, a process for determining an order delay,
If the data of the same price as the conditional price data is not included and the ordering time data is stored in the verification order table storage means, at least one of the processes for determining that the order is incorrect By performing one process, a process for determining whether or not the order processing by the order processing means has been appropriately performed,
The comparison result output processing means executes a process of outputting comparison result data between the step value matching processing result by the first step value matching processing means and the step value matching processing result by the second step value matching processing means. A feature value matching processing method. A step comprising a computer that executes processing for determining whether or not the order processing of the conditional order is appropriately performed by comparing the conditional price of the conditional order for buying and selling the financial product with the market price. A step value matching processing method executed in a value matching processing system,
The order data of the conditional order including the conditional price data designated as the ordering condition to the market system by the customer is stored in the order data storage means in association with the customer identification information,
The first secondary market price information acquisition processing means continuously provides the market price in real time from the first market price information providing system as a secondary information source that secondary provides primary market price information acquired from the market system. Execute the process to obtain secondary market price information including data and market market price generation time data,
Whether the market price data acquired by the first secondary market price information acquisition processing unit satisfies the order condition based on the condition price data stored in the order data storage unit is sequentially determined by the condition match determination processing unit. Execute the process to judge,
When the order processing means judges that the order condition is satisfied by the condition match judgment processing means, the order data stored in the order data storage means is used for order processing to the market system and the order data Execute processing to store the order time data in the storage means,
A first market price table for price comparison processing configured by pairing the market price data acquired by the first secondary market price information acquisition processing means and the market market price generation time data is a first market price table for verification. Memorize it in the memory means,
The second secondary market price information acquisition processing means, from the second market price information providing system as another secondary information source for secondary provision of primary market price information acquired from the market system, auxiliary market price data and Execute the process to obtain other secondary market price information including the market time generation time data for auxiliary,
A second market price table for quotient comparison processing configured by pairing the supplementary market price data acquired by the second secondary market price information acquisition processing means and the supplementary market market price generation time data is a second Store it in the current value table storage means for verification,
For the order data creation processing means for the step price comparison, the order time data included in the order data for the order data of each customer stored in the order data storage means is predetermined witness start time data. Earlier than the witness start time data, if the order time data is later than the witness start time data, the order time data as the valid time start data, When the order data includes cancellation time data or expiration time data, the cancellation time data or the expiration time data is regarded as effective time end data, and the order data includes the order time data. Includes the order time data as the valid period end data, and the order data includes the cancellation time data, the expiration time data, If neither the order time data nor the order time data is included, predetermined closing time data is used as the valid time end data, and the obtained valid time start data and the valid time end data are obtained, By adding to the conditional price data and the order time data included in the order data, the order data for each customer stored in the order data storage means can be used to check each customer used in the price matching process. Execute the process to create the order data,
The order data for verification of each customer created by the order data creation processing means for price verification is stored in the order table storage means for verification in association with customer identification information,
The market price generation time data stored in the first verification market price table storage means for the customer's verification order data stored in the verification order table storage means. Is stored in the verification order table storage means within the range from the valid time start data to the valid time end data included in the verification order data of each customer, the first verification current price table storage Determining whether or not the current price data stored in the means includes data having the same price as the conditional price data included in the matching order data stored in the matching order table storage means;
When the data of the same price as the conditional price data is included, and the ordering time data is not stored in the matching order table storage means, a process of determining that the order is missing,
Between the market market price generation time data corresponding to the market price data when the data of the same price as the condition price data was included, and the order time data stored in the order table storage unit for verification, When there is a divergence over a predetermined time interval, a process for determining an order delay,
If the data of the same price as the conditional price data is not included and the ordering time data is stored in the verification order table storage means, at least one of the processes for determining that the order is incorrect By performing one process, a process for determining whether or not the order processing by the order processing means has been appropriately performed,
A second step value comparison processing unit, wherein the said verification order data of each customer stored in the collation order table storage unit, the second is stored in the matching market table storage means and said auxiliary market market generated The second verification current price within the range from the valid time start data to the valid time end data included in the verification order data of each customer stored in the verification order table storage means. Whether or not the auxiliary market price data stored in the table storage means includes data having the same price as the conditional price data included in the verification order data stored in the verification order table storage means Judging
When the data of the same price as the conditional price data is included, and the ordering time data is not stored in the matching order table storage means, a process of determining that the order is missing,
The auxiliary market market price generation time data corresponding to the auxiliary market price data when data having the same price as the condition price data is included, and the order time data stored in the matching order table storage means; If there is a divergence greater than or equal to a predetermined time interval, the process of determining an order delay,
If the data of the same price as the conditional price data is not included and the ordering time data is stored in the verification order table storage means, at least one of the processes for determining that the order is incorrect By performing one process, a process for determining whether or not the order processing by the order processing means has been appropriately performed,
The comparison result output processing means executes a process of outputting comparison result data between the step value matching processing result by the first step value matching processing means and the step value matching processing result by the second step value matching processing means. A feature value matching processing method. A program for causing a computer to function as the step value matching processing system according to any one of claims 1 to 4 .

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