JP4180644B1 - Delayed order compensation determination processing system and method, and program - Google Patents

Abstract

PROBLEM TO BE SOLVED: To provide a delayed order compensation determination processing system and method capable of quickly and appropriately making a compensation determination for a delayed order.
SOLUTION: Customer order data received from a customer terminal device 40 via a network 1 by an order reception processing means 21 and market time data and unit price data acquired from a market system 50 by a market price information data acquisition processing means 24. Using the market price information data, the compensation judgment processing means 25 creates provisional data indicating the state that each order should be executed when there is no delay. By comparing the order data based on the order data used for the creation with the contract data transmitted from the market system 50, it is determined whether or not compensation for the delayed order is necessary, and the determination result is output.
[Selection] Figure 1

Description

  The present invention relates to a delayed order compensation determination processing system comprising a computer that executes compensation determination processing for an order delayed in order processing to a market system, a method thereof, and a program, and an online trade that accepts a customer order via a network. This process can be used to determine the necessity of compensation for customers when a failure occurs in the system.

  In recent years, online trading, which is actively performed, orders data of customers received via the Internet etc. is usually passed to several systems at securities companies or their affiliates before they reach the exchange. Have been ordered. Accordingly, in the case where any one of these systems fails, there is a case where an order from a customer is delayed with respect to an order of a customer accepted via the Internet or the like and a contract opportunity is missed. In such a case, for an order that missed a contract opportunity, compare the order contents with the market price (unit price generated in the market) and the time of occurrence, and correct the contract for each order. Whether or not it was determined manually by a securities company representative. Then, the person in charge at the securities company contacted the customer and contacted them to correct the contract, add it, or cancel it.

  On the other hand, a trading order execution guarantee system that can deal with a case where an order delay occurs is known (see Patent Document 1). In this trading order execution guarantee system, the trading order reception time at a securities company is compared with the order confirmation reception time sent from the exchange to which the trading order is placed to the securities company, and a predetermined condition ( (For example, within 5 minutes) Orders for which the order confirmation reception time is delayed and trading orders for which order confirmation is not accepted are detected as delayed orders. The price fluctuation information at the location is collated, and it is determined whether or not the trade order has been executed if the purchase order is placed without delay.

JP 2006-11731 A (Claims 1, 2, paragraphs [0011], [0014])

  However, when a system failure occurs, due to the recent spread of the Internet, even if processing is interrupted for a short time, the number of orders during that time becomes enormous. In the method of comparing the order contents with the market price etc., it is difficult to contact the customer on the day of the failure to determine the coverage area.

  Moreover, in the trading order execution guarantee system described in Patent Document 1 described above, first, the time for receiving the order confirmation transmitted from the exchange is less than a predetermined condition (for example, within 5 minutes). The target range of delay compensation is narrowed down by detecting a delay order based on whether or not it is delayed. Therefore, if the delayed time is within a predetermined condition (for example, within 5 minutes), it is not subject to delay compensation, but is delayed from a predetermined condition (for example, within 5 minutes). Is subject to delay compensation, and therefore, the presence or absence of delay compensation is divided by a slight time difference, which may cause inequality among customers. Furthermore, even when it is decided to compensate for delay, it is difficult to compensate from when. For example, when the predetermined condition is within 5 minutes, when the delay is 6 minutes, the delay is within 5 minutes. In order to achieve fairness with orders not subject to delay compensation, it is difficult to adjust whether compensation is made after 5 minutes have elapsed or compensation is made from the beginning (at 0 minutes). For example, in the case of a delayed order compensation determination processing system shared by a plurality of securities companies, the compensation method of each securities company may be different, so that any securities company's compensation method can be supported. However, if you decide whether or not to be subject to delay compensation based on whether or not it is delayed from a predetermined condition (for example, within 5 minutes) as described above, Since there is a possibility that the company cannot cope with various compensation methods, the trading order execution guarantee system described in Patent Document 1 described above is a system that can be used jointly by a plurality of securities companies. Not suitable.

  Furthermore, in the trading order execution guarantee system described in Patent Document 1 described above, in detecting a delayed order, the trading company accepts the trading order reception time and is transmitted from the exchange that is the trading order supplier to the securities company. Therefore, the delay due to the failure that occurred in the exchange system will be included, and the delay compensation due to the failure that occurred in the system of the securities company or its affiliated company will be included. It will be beyond.

  An object of the present invention is to provide a delayed order compensation determination processing system, a method thereof, and a program capable of quickly and appropriately making a compensation determination for a delayed order.

  The present invention is a delayed order compensation determination processing system comprising a computer that executes compensation determination processing for an order for which order processing to the market system is delayed, and executes processing for acquiring market time data and unit price data from the market system. Market price information data acquisition processing means, market price information data storage means for storing the market time data and unit price data acquired by the market price information data acquisition processing means in association with the brand identification information, and transmitted from the customer terminal device via the network Order reception processing means for executing processing for receiving customer order data including stock identification information, stock data, trading classification data, limit data in the case of limit order, and customer identification information, and this order reception processing means In case of stock identification information, stock data, trading classification data, limit orders received by Order data storage means for associating limit data, customer identification information, and received order time data received with them as order data of the customer in association with the order identification information, and order data stored in the order data storage means Using order identification data, stock data, trading classification data, limit data in the case of limit orders, customer identification information, and order identification information is created, and the created order data is marketed via a communication line. The contract identification data, the contract time data, the contract stock data, the contract unit price data, the trade classification data, the customer identification information, and the order identification information transmitted from the market system via the communication line. An order processing means for executing the received processing and the contract data received by the order processing means are stored. Constant data storage means, order data stored in the order data storage means, and market price information data stored in the market price information data storage means in association with the same brand identification information as the brand identification information included in the order data. To create provisional data including stock identification information, provisional execution time data, provisional number of shares data, and provisional execution unit price data indicating the order in which order data should be executed when there is no delay By comparing the provisional data and the contract data stored in the contract data storage means in association with the same order identification information as the order identification information included in the order data used to create the provisional data, Compensation determination processing means for determining whether or not compensation for a delayed order is necessary and executing a process for outputting the determination result is provided. .

  In such a delayed order compensation determination processing system, provisional data indicating the state that each order should be executed when there is no order delay using each order data and the market price information data obtained from the market system. By comparing this provisional data with actual execution data, it is judged whether compensation for delayed orders is necessary. Compared with the case of comparing the price with the market price etc., it becomes possible to perform the compensation judgment processing for the delayed order more quickly.

  In addition, since the provisional data is created for each order and compared with the actual contract data, the compensation determination process for the delayed order is performed. Therefore, as in the above-described purchase order execution guarantee system described in Patent Document 1, , Looking at the time, the purchase order received from the exchange, the purchase order was detected as a delayed order by detecting the delayed order based on whether or not it was delayed from a predetermined condition (for example, within 5 minutes) Compared to the case where compensation judgment processing is performed only for customers, there is no difference in the presence or absence of delay compensation for customers, depending on the setting of the temporal threshold for detecting delayed orders. This makes it possible to implement compensation judgment processing that does not occur, and to perform appropriate compensation judgment processing without causing a problem of when to compensate. In, since the possible process corresponding to the various compensation methods according to the securities companies several securities companies is also possible to realize a system to interoperate, said object is achieved by these.

  Further, in the above-described delayed order compensation determination processing system, order data including the same customer identification information and the same order identification information for the order data stored in the order data storage means and the execution data stored in the execution data storage means And the order data and the contract data are arranged for each customer and each order, and within the set of order data and the contract data including the same customer identification information and the same order identification information. It includes order execution data creation processing means for executing processing for creating order execution data by arranging the order data and execution data in the order of the order time data and execution time data, and the compensation determination processing means includes the order execution data creation processing means. Same customer identification information and same note in the created order execution data For each set of order data and identification data including identification information, create temporary work data in each set using the order data in each set and the market price information data stored in the market price information data storage means Using the provisional data in each set and the contract data in each set, it is determined whether compensation is required for delayed orders in each set, and processing for outputting the determination result is performed. Is desirable.

  In this way, when the order execution data is created and the compensation determination process for the delayed order is performed, the compensation determination process becomes smooth, and if the order execution data is referred to, the order data and the execution data are determined for each customer. In addition, since it is arranged for each order and arranged in order of time, it is possible to easily grasp the order and execution status of each customer, so by displaying or printing the created order execution data on the screen, It is possible to provide useful reference materials and judgment materials to securities company personnel and customers.

  Furthermore, in the delayed order compensation judgment processing system described above, when performing compensation judgment processing, processing for creating provisional data without considering market volume data and market volume data are considered. In some cases, a process for creating temporary data is performed. In other words, when there is no order delay, it does not take into account whether or not the number of trading shares that can be established in the market is sufficient to establish a trading transaction for the number of shares included in the delayed order data. There are cases where it is considered.

  As in the former case, in the case where the process of creating provisional data is performed without considering the volume stock data in the market, the following configuration can be adopted. That is, in the delayed order compensation determination processing system described above, the compensation determination processing means, when the order data is a limit order, the order time data included in the order data among the market time data stored in the market price information data storage means. The unit price data corresponding to the subsequent market time data is compared with the limit data included in the order data, and when the trade classification data included in the order data is data indicating sale, the unit price data includes data greater than the limit data. It is determined whether or not there is unit price data that satisfies the conditions, and if the trade classification data included in the order data is data indicating buying, whether or not there is unit price data that satisfies the limit data or less in the unit price data If there is unit price data that satisfies the condition, the most market time data corresponding to the unit price data that satisfies the condition is As a result, the provisional execution time data and provisional execution unit price data that make up the provisional data are created, and the provisional data is included in the order data. If the order data is a market order and the order data is the market order data stored in the market price information data storage means, the order time data after the order time data included in the order data is created. In addition to creating the provisional execution time data and provisional execution unit price data that make up the provisional data, it is assumed that the unit price data corresponding to the nearest market time data is provisionally executed. A configuration that performs processing to create provisionally committed number-of-stock data that constitutes provisional data based on the number-of-stock data included in Rukoto can.

  In this way, when the compensation determination processing means is configured to perform a process of creating provisional data without considering the volume stock data in the market, the compensation determination process is simplified, the processing burden of the system is reduced, Processing can be speeded up.

  On the other hand, as in the latter case, when processing for creating provisional data is performed in consideration of market volume data, the following configuration can be adopted. That is, in the delayed order compensation determination processing system described above, the market price information data acquisition processing means is configured to execute processing for acquiring market time data, unit price data, and volume stock data from the market system, and market price information data storage means The market time data, unit price data, and volume stock data acquired by the market price information data acquisition processing means are stored in association with the brand identification information, and the compensation determination processing means, when the order data is a limit order, Unit price data corresponding to the market time data after the order time data included in the order data among the market time data stored in the market price information data storage means is compared with the limit data included in the order data, and included in the order data. When the trade classification data to be sold is data indicating sale, It is determined whether there is unit price data that satisfies the condition, and if the purchase / sale classification data included in the order data is data indicating buy, whether there is unit price data that satisfies the limit data or less in the unit price data If there is unit price data that satisfies the conditions, the provisional contract is made with the unit price data that satisfies the conditions at the earliest market time data among the market time data corresponding to the unit price data that satisfies the conditions. In addition to creating provisional execution time data and provisional execution unit price data that constitute provisional completion data, the volume number data stored in the market price information data storage means is compared with the number of shares included in the order data, and the share number data If the stock volume data is all the earliest market time data if is less than the volume stock data corresponding to the earliest market time data Create provisional commitment number data that constitutes provisional data as provisional commitments. If the number data exceeds the volume data corresponding to the earliest market time data, divide the number data, Of the market time data that exceeds the trading volume data, the provisional data is assumed to be provisionally agreed with the unit price data that satisfies the second and later market time data among the market time data corresponding to the unit price data that satisfies the condition. The provisional execution time data, provisional execution unit price data, and provisional contract number of shares data that make up the data are created. If the order data is a market order, it is included in the order data out of the market time data stored in the market price information data storage means. Unit price corresponding to the closest market time data when the market time data is closest to the order time data The provisional execution time data and provisional execution unit price data constituting the provisional data are created as provisional execution data, and the volume stock data stored in the market price information data storage means, the stock data included in the order data, and If the stock data is less than or equal to the volume data corresponding to the closest market time data, the temporary data is configured as if the stock data was all the closest market time data. If the stock data exceeds the volume data corresponding to the nearest market time data, the stock data is divided, and the portion of the stock data that exceeds the volume data is the market price. When the market time data is close to the second or later market time data stored in the information data storage means, As a provisional agreement with unit price data corresponding to market time data close to, provisional execution time data, provisional execution unit price data, and provisional number of shares data that make provisional data can be created. .

  In this way, when the compensation judgment processing means is configured to perform processing for creating provisional data in consideration of the market share data, the compensation judgment more closely matches the actual situation in the market. Processing can be realized.

  In the delayed order compensation determination processing system described above, the compensation determination processing means is configured such that the contract number data of the contract data and the provisional contract number data of the provisional data are the same, and the contract unit price data of the contract data If the provisional data is different from the provisional contract unit price data and the trade classification data included in the contract data is data indicating sale, the provisional unit price data is higher than the contract unit price data, or When the trade classification data included in the data is data indicating buying, if the provisional contract unit price data is lower than the contract unit price data, the judgment result that the unit price correction is necessary is output, Data for provisional contract number data has been created, but the corresponding contract data does not exist, or contract data for contract data When the quantity is less than the provisionally agreed stock data of the provisional data, the judgment result that the addition of the agreement is necessary is output, and the agreement data exists, but the provisionally agreed stock data of the corresponding provisional data has been created. In the case where there is not, it is desirable that the determination result that the cancellation is necessary is output.

  In this way, when the compensation judgment processing means is configured to output a judgment result indicating that the unit price correction, the contract addition, or the contract cancellation is necessary, the labor of the person in charge of the securities company is further reduced. The

  Further, as a method realized by the delayed order compensation determination processing system of the present invention described above, the following delayed order compensation determination processing method of the present invention can be cited.

  That is, the present invention is a delayed order compensation determination processing method executed by a delayed order compensation determination processing system comprising a computer that executes compensation determination processing for an order for which order processing to the market system is delayed, and obtains market price information data The processing means executes processing for acquiring market time data and unit price data from the market system, and associates the market time data and unit price data acquired by the market price information data acquisition processing means with the brand identification information in the market price information data storage means. Processing for storing and receiving customer order data including order identification information, stock number data, trade classification data, and limit data in the case of limit orders, sent from the customer terminal device via the network The stock identification information, stock data, trading zone received by the order acceptance processing means Data, limit data in the case of limit orders, and received order time data are stored in the order data storage means as customer order data in association with customer identification information and order identification information, and the order processing means Using the order data stored in the data storage means, order identification data, stock data, trading classification data, limit data in the case of limit orders, customer identification information, and ordering data including order identification information were created. In addition to sending ordering data to the market system via the communication line, the brand identification information, contract time data, contract number data, contract unit price data, trade classification data, customer identification information transmitted from the market system via the communication line , And processing for receiving the contract data including the order identification information is executed, and the contract received by the order processing means is executed. Data is stored in the contract data storage means, and the compensation determination processing means is associated with the order data stored in the order data storage means and the brand identification information identical to the brand identification information included in the order data. Using the market price information data stored in the storage means, stock identification information, provisional execution time data, provisional contracted stock data, and provisional execution unit price that indicate the state in which the order of the order data should be executed when there is no delay Create provisional data including data and store it in the contract data storage means in association with the same order identification information as the created provisional data and the order identification information included in the order data used to create the provisional data By comparing with the contracted data, and determining whether compensation for delayed orders is necessary, and executing a process of outputting the determination result Is.

  In such a delayed order compensation determination processing method of the present invention, the operations and effects obtained by the above-described delayed order compensation determination processing system of the present invention can be obtained as they are, thereby achieving the object.

  The program of the present invention is for causing a computer to function as the delayed order compensation determination processing system described above.

  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, each order data and the market price information data acquired from the market system are used to indicate provisional data indicating the state that each order should be executed when there is no order delay. By comparing this provisional data with actual execution data, it is determined whether compensation for delayed orders is necessary, so that the compensation determination process for delayed orders can be performed quickly and appropriately. There is.

  An embodiment of the present invention will be described below with reference to the drawings. FIG. 1 shows the overall configuration of a delayed order compensation determination processing system 10 of the present embodiment. FIG. 2 is a flowchart showing the flow of processing by the delayed order compensation determination processing system 10. 3 shows the configuration of the order data storage means 30, FIG. 4 shows the configuration of the contract data storage means 31, and FIG. 5 shows the configuration of the order execution data storage means 32. 6 shows the configuration of the market price information data storage means 33, FIG. 7 shows the configuration of the provisional data 34, and FIG. 8 shows the configuration of the form data.

  In FIG. 1, a delayed order compensation determination processing system 10 is a system composed of one or a plurality of computers for executing compensation determination processing for orders whose order processing to the market system 50 is delayed. , Order processing means 22, order execution data creation processing means 23, market price information data acquisition processing means 24, and compensation determination processing means 25. Further, the delayed order compensation determination processing system 10 includes order data storage means 30, execution data storage means 31, order execution data storage means 32, and market price information data storage means 33.

  A customer terminal device 40 operated by the customer is connected to the delayed order compensation determination processing system 10 via the network 1. The network 1 is mainly the Internet, but it may be a combination of the Internet and a LAN, an intranet, etc., and it does not matter whether it is wired or wireless, or is a mixed type of wired and wireless. The customer terminal device 40 is configured by a computer, but may be a mobile device such as a mobile phone (including PHS) and a personal digital assistant (PDA).

  The delayed order compensation determination processing system 10 is connected to a market system 50 such as a stock exchange system via a dedicated line 2 that is a communication line. Specifically, the market system 50 is, for example, a system such as the Tokyo Stock Exchange, the Osaka Stock Exchange, or JASDAQ, and is a system that performs securities trading processing, market price information provision processing, and the like. The market system 50 may be not only an existing market system but also a system of an emerging market that will be formed in the future, and the connection to these market systems 50 is not a dedicated line 2 but a network. 1 may be performed.

  The order reception processing means 21 is the case of market identification information (market code, etc.), brand identification information (brand code, etc.), stock number data, trade classification data, limit order transmitted from the customer terminal device 40 via the network 1 Limit data (which is blank for market orders), and customer order data including customer identification information (customer account number, etc.), and the received order data includes the received order time data. In addition, a process of storing in the order data storage means 30 in association with the order identification information (order number or the like) is executed. The order identification information (order number or the like) is automatically given by the order reception processing means 21. Regarding the market order, when the limit data is stored in the order data storage means 30, conversion from blank to 0 yen is performed.

  The order processing means 22 uses the order data stored in the order data storage means 30 to use the brand identification information (brand code, etc.), the number of shares data, trading classification data, limit data in the case of limit orders (in the case of market orders) Order data including customer identification information (customer account number, etc.) and order identification information (order number, etc.) is created, and the created order data is sent via a dedicated line 2 which is a communication line. In addition to transmitting to the market system 50, the brand identification information (brand code, etc.), contract time data, contract number data, contract unit price data, and trade classification data transmitted from the market system 50 via the dedicated line 2 as a communication line. Receives contract data including customer identification information (customer account number, etc.) and order identification information (order number, etc.), along with market identification information (market code, etc.) And it executes a process of storing the 憶 means 31.

  The order contract data creation processing means 23 uses the same customer identification information (customer account number, etc.) and the same order for the order data stored in the order data storage means 30 and the contract data stored in the contract data storage means 31. By collecting order data and contract data including identification information (order number, etc.), order data and contract data are arranged for each customer and for each order, and the same customer identification information and the same order identification information are displayed. Within the set of order data and execution data included, the order execution data is created by arranging the order data and execution data in the order of the order time data and execution time data, and the created order execution data is stored in the order execution data storage means 32. The process to memorize | store is performed.

  The market price information data acquisition processing unit 24 acquires market price information data including market time data, unit price data, and volume stock data for each stock from the market system 50 via the dedicated line 2 which is a communication line. A process of storing the market price information data in the market price information data storage unit 33 in association with the brand identification information (brand code, etc.) is executed. The market price information data acquisition processing means 24 performs, for example, data acquisition processing twice a day at the end of the front market and at the end of the back market, and converts the market price information data for a certain period (for example, about one week) into the market price information. The data is stored in the data storage means 33. In addition, when the format of the provided market price information data is different for each market system 50, the market price information data acquisition processing means 24 stores the format in the market price information data storage means 33 in a combined state. .

  The compensation determination processing unit 25 includes a matching processing unit 25A and an editing processing unit 25B.

  The matching processing means 25A includes order data including the same customer identification information (customer account number, etc.) and the same order identification information (order number, etc.) in the order execution data stored in the order execution data storage means 32, and For each set of execution data, using the order data in each set and the market price information data stored in the market price information data storage means 33, provisional data 34 (see FIG. 7) in each set is created. Provisional data 34 in each created set and execution data in each set (that is, execution data including the same order identification information as the order identification information included in the order data used to create the provisional data 34) Is executed to determine whether or not compensation for delayed orders is necessary in each set.

  As shown in FIG. 7, the provisional data 34 created by the matching processing means 25A includes order identification information (order number, etc.), provisional execution time data, customer identification information (customer account number, etc.), market identification information. (Market code, etc.), brand identification information (brand code, etc.), trading classification data, provisional contract unit price data, provisional contract number data, and the like. The provisional data 34 is created by the matching processing means 25A and is temporarily stored in the main memory. However, the provisional data 34 is stored in a nonvolatile provisional data storage means constituted by, for example, a hard disk. May be.

  The edit processing unit 25B executes a process of outputting a determination result of necessity of compensation for the delayed order by the matching processing unit 25A. Specifically, the edit processing means 25B creates form data 60 (see FIG. 8) including data indicating the determination result. Specifically, the form data 60 is, for example, a Microsoft Excel sheet or the like. The created form data 60 is printed or recorded on a recording medium such as a CD-ROM and delivered to the person in charge of the securities company, or operated by the person in charge of the securities company via the network 1. It is transmitted to a terminal device (not shown). At this time, the determination result is output to the form data 60 by adding, for example, data indicating OK or NG to each order data, each contract data, and each provisional data 34, or in the case of NG, for example, It is performed by adding data indicating that unit price correction, contract addition, and contract cancellation are necessary. If contract addition is necessary, there is no contract data. Therefore, data indicating NG or data indicating that contract addition is necessary may be added to the order data or provisional data 34. In the present embodiment, when the form data 60 is created by the editing processing means 25B, as shown in FIG. 8, the order data and the contract data stored in the order contract data storage means 32 (see FIG. 5), In addition, although it is created based on the provisional data 34 (see FIG. 7) created by the matching processing means 25A, it is not limited to this, and the order stored in the order data storage means 30 (see FIG. 3). Data, contract data stored in the contract data storage means 31 (see FIG. 4), and provisional data 34 created by the matching processing means 25A (see FIG. 7) may be used as a basis.

  As shown in FIG. 3, the order data storage means 30 includes, as customer order data, order identification information (order number, etc.), data indicating new / correction / cancellation, and data transmitted from the customer terminal device 40. Order reception time data indicating the time when the order reception processing means 21 is received, customer identification information (customer account number, etc.), market identification information (market code, etc.), brand identification information (brand code, etc.), and sales type It stores trading category data, limit data in the case of limit orders (0 yen in the case of market orders), stock number data, and the like.

  As shown in FIG. 4, the contract data storage means 31 includes order identification information (order number, etc.), contract time data, customer identification information (customer account number, etc.), market identification information (market code, etc.) as contract data. , Brand identification information (brand code, etc.), trading classification data, contract unit price data, contract number of shares data, etc. are stored.

  As shown in FIG. 5, the order execution data storage means 32 includes, as order execution data, order identification information (order number, etc.), data indicating order / contract, data indicating new / correction / cancellation, customer Order time data or contract time data indicating the time at which the data received from the terminal device 40 is received by the order reception processing means 21, customer identification information (customer account number, etc.), market identification information (market code, etc.), brand Identification information (stock code, etc.), trading classification data indicating the type of trading, limit data for limit orders (0 yen for market orders) or contract unit price data, stock data or contract stock data, etc. It is something to remember.

  As shown in FIG. 6, the market price information data storage means 33 stores market time data, unit price data, volume stock data, etc. in association with brand identification information (brand code etc.) as market price information data for each brand. To do.

  In the above, each processing means 21 to 25 included in the delayed order compensation determination processing system 10 includes a central processing unit (CPU) provided inside the computer main body constituting the delayed order compensation determination processing system 10, and the CPU. This is realized by one or a plurality of programs that define the operation procedure.

  Each of the storage means 30 to 33 included in the delayed order compensation determination 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 Flash memory, RAM, MO, CD-ROM, CD-R, CD-RW, DVD-ROM, DVD-RAM, FD, magnetic tape, or a combination thereof may be employed.

  In this embodiment, compensation determination processing for a delayed order is performed by the delayed order compensation determination processing system 10 as follows.

  In FIG. 2, first, the order reception processing means 21 transmits online trade order screen display data to the customer terminal device 40 via the network 1 in response to a customer request from the customer terminal device 40. The customer inputs order data on the order screen displayed on the customer terminal device 40 operated by the customer, and transmits the order data to the delayed order compensation determination processing system 10 via the network 1. In the delayed order compensation determination processing system 10, market identification information (market code etc.), brand identification information (brand code etc.), stock number data transmitted from the customer terminal device 40 via the network 1 by the order acceptance processing means 21. , Receive customer order data including trading category data, limit data for limit orders (blank for market orders), and customer identification information (customer account number, etc.) Order identification information (order number or the like) is automatically given, and the received order data is stored in the order data storage means 30 in association with the order identification information (order number or the like) (step S1). At this time, the order reception processing means 21 also stores the order reception time data indicating the time when the order data is received. The customer identification information (customer account number and the like) may be received in a previous step separately from other data.

  Next, the order processing means 22 uses the order data stored in the order data storage means 30 to use the stock identification information (stock code, etc.), the stock data, the trade classification data, the limit data in the case of limit order (market order) In this case, the order data including customer identification information (customer account number, etc.) and order identification information (order number, etc.) is created, and the created order data is used as a communication line. 2 is sent to the market system 50 of the market identification information (market code etc.) included in the order data (step S2).

  Subsequently, the order processing means 22 receives the brand identification information (brand code, etc.), the contract time data, the contract number data, the contract unit price data, and the trading category transmitted from the market system 50 via the dedicated line 2 as a communication line. The contract data storage means 31 receives the contract data including data, customer identification information (customer account number, etc.) and order identification information (order number, etc.) and the received contract data together with the market identification information (market code etc.). (Step S3).

  On the other hand, the processes in steps S1 to S3 described above are repeated each time a customer order (including new, correction, and cancellation) is performed. Twice a day, the market price information including the market time data, unit price data, and volume share data for each stock from each market system 50 via the dedicated line 2 that is a communication line by the market price information data acquisition processing means 24 Information data is acquired, and the acquired market price information data is stored in the market price information data storage means 33 in association with the brand identification information (brand code, etc.) (step S4).

  Thereafter, when a system failure occurs, the order contract data creation processing unit 23 uses the same customer identification information (customer) for the order data stored in the order data storage unit 30 and the contract data stored in the contract data storage unit 31. Order data and contract data including the same order identification information (order number, etc.) and order data are arranged for each customer and for each order, and the same customer The order execution data is created by arranging the order data and execution data in the order of the order time data and execution time data in the order data and execution data collection including the identification information and the same order identification information. Is stored in the order execution data storage means 32 (step S5). For example, as shown in FIG. 5, the order data and contract data of Yamato Taro with account number = A are collected, and further, the order data and contract data of order number = 1 are collected among the data of Taro Yamato, Similarly, by collecting the order data and execution data of order number = 3, and collecting the order data and execution data of order number = 4, the order data and execution data are arranged for each customer and for each order. Yes. Further, for example, for order data and contract data with account number = A and order number = 1, order time data and 9:00, 9:02, 9:05, 9:07, etc. Arranged in order of time of execution time data.

  Subsequently, the matching processing means 25A of the compensation determination processing means 25 uses the same customer identification information (customer account number, etc.) in the order execution data stored in the order execution data storage means 32 (see FIG. 5) and the same. For each set of order data and order data including order identification information (order number, etc.), the order data in each set and the market price information data stored in the market price information data storage means 33 are used. Are created (see FIG. 7) (step S6).

  At this time, the process of creating provisional data may be performed without considering the market volume data (see Fig. 6), or the process of creating temporary data in consideration of the market volume data. You may go. In other words, when there is no order delay, it does not take into account whether or not the number of trading shares that can be established in the market is sufficient to establish a trading transaction for the number of shares included in the delayed order data. There are cases where it is considered.

  As in the former case, when the process of creating provisional data is performed without taking into account the volume data (see FIG. 6) in the market, it is as follows. That is, when the order data is a limit order, unit price data corresponding to market time data after the order time data included in the order data among the market time data stored in the market price information data storage means 33 (see FIG. 6). And the limit data included in the order data, and if the trade classification data included in the order data is data indicating sell, whether there is unit price data that satisfies the limit data or more in the unit price data When the trade classification data included in the order data is data indicating buying, it is determined whether there is unit price data that satisfies the limit data or less in the unit price data. If there is, the unit price data that satisfies the condition at the earliest market time data among the market time data corresponding to the unit price data that satisfies the condition As those temporary contract, as well as create a temporary contract time data and the temporary contract bid data constituting the provisional able data, the number of shares data included in the order data, creating a temporary contract shares data constituting a provisional can data.

  When the order data is a market order, the market time data closest to the order time data after the order time data included in the order data among the market time data stored in the market price information data storage means (see FIG. 6). At the time, the provisional execution time data and provisional execution unit price data constituting the provisional data are created as the provisional contract with the unit price data corresponding to the nearest market time data, and the stock data included in the order data Then, provisionally contracted stock data constituting the provisional data is created.

  On the other hand, as in the latter case, when the process for creating provisional data is performed in consideration of the volume stock data (see FIG. 6) in the market, it is as follows. That is, when the order data is a limit order, unit price data corresponding to the market time data after the order time data included in the order data among the market time data stored in the market price information data storage means (see FIG. 6); The limit data included in the order data is compared, and when the trade classification data included in the order data is data indicating sale, it is determined whether or not there is unit price data that satisfies the limit data or more in the unit price data. If the purchase / sale classification data included in the order data is data indicating buying, it is determined whether there is unit price data satisfying the limit data or less in the unit price data, and there is unit price data satisfying the condition. If the market time data corresponding to the unit price data that satisfies the condition is the earliest market time data, As a result, provisional execution time data and provisional execution unit price data constituting provisional completion data are created, and the number of shares included in the order price data and the volume stock data stored in the market price information data storage means (see FIG. 6) Compared with the data, if the stock data is below the volume data corresponding to the earliest market time data, it is assumed that all of the stock data is the earliest market time data, and the provisional data If the share data exceeds the volume data corresponding to the earliest market time data, the share data is divided, and the share data that exceeds the volume share data When the market time data corresponding to the unit price data that satisfies the condition is the second or later market time data, the condition is satisfied. As those provisional contract with price data, to create temporary contract time data that make up the provisional can be data, provisional contract unit price data, and the provisional commitments shares data.

  When the order data is a market order, the market time data closest to the order time data after the order time data included in the order data among the market time data stored in the market price information data storage means (see FIG. 6). At this time, provisional execution time data and provisional execution unit price data constituting provisional completion data are created as provisional execution with unit price data corresponding to the nearest market time data, and a market price information data storage means (FIG. 6). If the stock data is equal to or less than the stock data corresponding to the nearest market time data, the stock data is compared with the stock data included in the order data. Assuming provisional execution at the time of the closest market time data, the provisional number of shares constituting the provisional data is created. When the volume data corresponding to the market time data is exceeded, the share data is divided, and the portion of the share data exceeding the volume share data is stored in the market price information data storage means (see FIG. 6). When the market time data is close to the second or later of the market time data, the provisional execution time data constituting the provisional data, temporary Create contract unit price data and provisional contract number data.

  After the provisional data is created as described above, the same customer identification information (customer account number, etc.) and the same order identification information (order number, etc.) are obtained by the matching processing means 25A of the compensation determination processing means 25. For each set of order data and contract data that includes, the provisional data in the set and the contract data in the set (that is, the order identification information included in the order data used to create the provisional data) To the contract data including the same order identification information), it is determined whether or not compensation for the delayed order is necessary (step S6).

  At this time, the matching processing unit 25A of the compensation determination processing unit 25 determines whether or not compensation for a delayed order is necessary as follows. The contract data of the contract data and the provisionally contracted data of the provisional data are the same, and the contract price data of the contract data and the provisional contract data of the provisional data are different and included in the contract data. When the trade classification data to be sold is data indicating sale, the provisional contract unit price data is higher than the contract unit price data (that is, the provisional contract unit price data is more advantageous to the customer) Or, when the trade classification data included in the contract data is data indicating buy, the provisional unit price data is lower than the contract unit price data (that is, the provisional unit price data is more advantageous to the customer) If it is determined that “NG” or “Unit price correction” is necessary, it is determined. In addition, when provisional contracted stock data for provisional data has been created, but there is no corresponding contract data, or when the quantity of contracted data for contract data is less than the provisional data for provisional data, It is determined that “NG” or “addition of contract” is necessary. Further, when there is contract data, but no provisionally agreed stock data for the corresponding provisional data has been created, it is determined that “NG” or “contract cancellation” is necessary.

  For example, it is assumed that a system failure occurs in the delayed order compensation determination processing system 10 from 9:04 to 9:10. In FIG. 5, the data of account number = A (Taro Yamato) and order number = 1 is a set of a total of four data of two order data and two contract data. Includes a new order received at 9:00 and a corrected order received at 9:05 (a corrected order for changing the limit from 100 yen to 97 yen).

  First, the order of 9:00 is the purchase of 3,000 shares with a limit of 100 yen or less (see FIG. 5), and referring to the market price information data storage means (see FIG. 6), The unit price data and volume data of the stock are 100 yen and 2,000 shares at 9:02. At this point, 2,000 shares of the 3,000 share buy orders are executed and the order execution data. The storage means 32 (see FIG. 5) stores execution data “contract time 9:02, Taro Yamato, Y company stock, buy, contract unit price 100 yen, contract number 2,000 shares”.

  Next, the correction order at 9:05 was to buy 1,000 shares of Y company stock at a limit of 97 yen or less (see Fig. 5), but this is an order to buy 3,000 shares at 9:00 Is the purchase of the remaining 1,000 shares that were not promised at 9:02, and the revised limit of 97 yen is entered by Taro Yamato, the customer, but the 1,000 shares are the order data storage means The contract time 9 stored in the contract data storage means 31 (see FIG. 4) from the stock number data = 3,000 shares included in the order data of the new order with the order time of 9:00 stored in 30 (see FIG. 3). : Automatically calculated by subtracting 2,000 strain data included in the contract data of 02. Then, referring to the market price information data storage means (see FIG. 6), the unit price data and the volume number data of the stock of Y company are 97 yen and 2,200 shares at 9:10. : The remaining 1,000 shares should be executed at 10. However, since a system failure has occurred in the delayed order compensation determination processing system 10 from 9:04 to 9:10, during this time, the correction order of 9:05 in which the limit was changed to 97 yen was placed in the market system 50. In the market system 50, there remains a purchase order for 1,000 shares that remain at the limit of 100 yen. Then, referring to the market price information data storage means (see FIG. 6), the unit price data and the volume share data of the stock of Y company are 100 yen and 2,300 shares at 9:07. A purchase order for 1,000 shares is executed, and the order execution data storage means 32 (see FIG. 5) includes “Agreement time 9:07, Taro Yamato, Y company shares, buy, contract unit price 100 yen, number of contract shares 1, “000 shares” is stored.

  Under such circumstances, when provisional result data is created by the matching processing means 25A of the compensation determination processing means 25, first, when processing that does not consider the volume stock data of the market price information data storage means (see FIG. 6) is performed. Is as follows. The order at 9:00 is to buy 3,000 shares at a limit of 100 yen or less (see Fig. 5), and referring to the market price information data storage means (see Fig. 6), Unit price data and trading volume data are 100 yen and 2,000 shares at 9:02, but we do not consider that the trading volume data is only 2,000 shares. All orders are tentatively executed, and provisional data (not shown) is created as “provisional execution time 9:02, Taro Yamato, Y company shares, buying, provisional contract unit price 100 yen, 3,000 provisional contracts” The

  Therefore, provisional data (not shown) of “provisional execution time 9:02, Taro Yamato, Y company shares, buying, provisional contract unit price 100 yen, provisional contract number 3,000 shares” and order execution data storage means 32 ( (See FIG. 5) "Contract time 9:02, Taro Yamato, Y company shares, buy, contract unit price 100 yen, 2,000 shares" contract time 9:07, Taro Yamato, Y company shares , Buy, contract unit price 100 yen, 1,000 contracts "actual contract data. And the total number of 3,000 shares of provisional contracts in the provisional data and 2,000 shares in the actual contract data (contract time 9:02) and 1,000 contracts (contract time 9:07) 3,000 shares match, and the purchase price of provisional data is 300,000 yen (100 yen x 3,000 shares), and the actual purchase price is 300,000 yen (100 yen x 2,000) Stock +100 yen × 1,000 shares), the compensation determination result for order number = 1 is “OK”. In this case, although the contract is made in a disadvantageous manner for the customer, the compensation judgment result is “OK” because the processing is performed without considering the market volume number of shares.

  In addition, if the order processing to the market of the correction order of 9:05 is normally performed without a system failure from 9:04 to 9:10, the actual contract data is “the contract time 9 : 07, Taro Yamato, Y company shares, buy, contract unit price 100 yen, contract number 1,000 shares "" Taro 9:10, Yamato Taro, company Y shares, buy, contract unit price 97 yen, contract number 1,000 shares ”, in this case, provisional data“ provisional execution time 9:02, Taro Yamato, Y company shares, buy, provisional contract unit price 100 yen, provisional contract number 3,000 shares ” (Not shown) and “contract time 9:02, Taro Yamato, Y company shares, buy, contract unit price of 100 yen, contract number of 2,000 shares” stored in the order contract data storage means 32 (see FIG. 5) and “ Contract time 9:10, Taro Yamato, Y company stock, buy, contract price 97 yen, Comparing the actual contract data that constant number of shares 1,000 shares ". And, the total number of 3,000 temporary contracts in the provisional data, 2,000 contracts in the actual contract data (contract time 9:02) and 1,000 contracts (contract time 9:10) 3,000 shares are the same, and the actual purchase data purchase price is 297,000 yen (100 yen x 2,000 shares + 97 yen x 1,000 shares). Because it is less than Yen (100 Yen x 3,000 shares) (In the case of sale amount, it is necessary to have more). The result is “OK”.

  Next, when the processing considering the volume stock data of the market price information data storage means (see FIG. 6) is performed, the processing is as follows. The order at 9:00 is to buy 3,000 shares at a limit of 100 yen or less (see Fig. 5), and referring to the market price information data storage means (see Fig. 6), Unit price data and trading volume data are 100 yen and 2,000 shares at 9:02, so considering that the trading volume data is only 2,000 shares, buy 2,000 shares at this point. The order is tentatively executed, and provisional completion data (see FIG. 7) is created as “provisional execution time 9:02, Taro Yamato, Y company shares, buying, provisional contract unit price 100 yen, 2,000 provisional contract shares” . That is, taking into account the volume stock data of the market price information data storage means (see FIG. 6), 3,000 shares of the order data are equal to 2,000 shares as the volume stock data, and 1/1 that exceeds the volume stock data. Divide into 000 shares.

  In addition, the correction order of 9:05 is a purchase of 1,000 shares with a limit of 97 yen or less (see FIG. 5), and referring to the market price information data storage means (see FIG. 6), The unit price data and volume data of the company stock are 97 yen and 2,200 shares at 9:10, and 1,000 shares of the correction order data share data is 2,200 shares of the volume share data. At this point, the purchase order for 1,000 shares was provisionally executed, and “provisional execution time 9:10, Taro Yamato, Y company shares, purchase, provisional contract unit price of 97 yen, provisional contract number of 1,000 shares. Is created (see FIG. 7).

  Therefore, provisional data (see FIG. 7) “provisional execution time 9:02, Taro Yamato, Y company shares, buy, provisional contract unit price 100 yen, provisional contract number 2,000 shares” and order execution data storage means 32 (See FIG. 5) and the actual contract data stored in (contract time 9:02, Taro Yamato, Y company shares, buy, contract unit price 100 yen, contract number 2,000 shares) ), Provisional contract time 9:10, Taro Yamato, Y company shares, buy, provisional contract unit price 97 yen, provisional contract number of 1,000 shares (see FIG. 7) and order contract data storage means 32 Compared to actual contract data stored in (See Fig. 5) "Contract time 9:07, Taro Yamato, Y company shares, buy, contract unit price 100 yen, contract number 1,000 shares" (Comparison 2) . In the former comparison (Comparison 1), the time, unit price, and number of shares are the same, so there is no problem, but in the latter comparison (Comparison 2), the number of shares is the same and the unit price is different. Since the unit price of the provisional data is lower at the time of the purchase order, that is, the provisional data is more advantageous to the customer, the compensation determination result for the order number = 1 is “ “NG” or “unit price correction” (see FIG. 8). If the 9:10 volume data is not 2,200, for example, there are only 600 shares, 1,000 shares in the correction order data will exceed 1,000 shares in the volume data. The excess 400 shares are provisionally executed at the next time that satisfies the limit condition, and if there is an excess at the next time, the provisional contract is executed at the next time that satisfies the limit condition. Repeat until no more occurs.

  Similarly, it is assumed that a system failure occurs in the delayed order compensation determination processing system 10 from 9:04 to 9:10. In FIG. 5, the data of account number = A (Taro Yamato) and order number = 3 is a set of three data in total including two order data and one execution data. Includes a new order received at 9:02 and a cancel order received at 9:06.

  First, the order of 9:02 is the sale of 2,000 shares with a limit price of 500 yen or more (see FIG. 5), and referring to the market price information data storage means (see FIG. 6), company Z The unit price data and the stock volume data of stocks are 500 yen and 6,100 shares at 9:08, so if there is no order correction or cancellation by this point, sell order of 2,000 shares at this point All of this will be executed. However, the order was canceled at 9:06 (see FIG. 5), and no unit price that meets the limit conditions of the 9:02 order has been generated by 9:06. So, the 9:02 order should not be filled. However, since a system failure has occurred in the delayed order compensation determination processing system 10 from 9:04 to 9:10, the 9:06 cancellation order has not been placed in the market system 50, and the market system 50 has 9: Since the order 02 is still left, the order execution data storage means 32 (see FIG. 5) contains “Agreement time 9:08, Taro Yamato, Company Z shares, Sell, Contract unit price 500 yen, Number of contract shares Contract data “2,000 shares” is stored.

  Under such circumstances, when provisional data is created by the matching processing means 25A of the compensation determination processing means 25, the following results. For data with account number = A (Taro Yamato) and order number = 3, processing that does not consider the volume stock data in the market price information data storage means (see FIG. 6) and processing that takes into account It will be the same as doing it. The 9:02 order sells 2,000 shares at a limit of 500 yen or more for the Z company stock (see FIG. 5), but this 9:02 order was canceled at 9:06 ( (See FIG. 5). Then, referring to the market price information data storage means (see FIG. 6), since the unit price that satisfies the limit price of 500 yen or more is not generated in the market before the cancellation order of 9:06 is made, Not created (see FIG. 7). On the other hand, in the order execution data storage means 32 (see FIG. 5), the execution data “contract time 9:08, Taro Yamato, Z company stock, sale, contract unit price 500 yen, contract number 2,000 shares” is stored. It is remembered. Therefore, the compensation determination result for order number = 3 is “NG” or “contract cancellation” (see FIG. 8).

  Similarly, it is assumed that a system failure occurs in the delayed order compensation determination processing system 10 from 9:04 to 9:10. In FIG. 5, the data of account number = A (Taro Yamato) and order number = 4 is only one order data received at 9:04.

  This order of 9:04 is selling X company shares at a limit price of 200 yen or more (see FIG. 5), and referring to market price information data storage means (see FIG. 6), Since the unit price data and volume data of the stock are 200 yen and 3,500 shares at 9:05, all the selling orders for 1,000 shares will be executed at 9:05. It will be. However, since the system failure occurred in the delayed order compensation determination processing system 10 from 9:04 to 9:10, the order data of 9:04 has not been ordered to the market system 50, and the order execution data storage means 32 (FIG. 5)), there is no execution data.

  Under such circumstances, when provisional data is created by the matching processing means 25A of the compensation determination processing means 25, the following results. For data with account number = A (Taro Yamato) and order number = 4, processing that does not take into account the volume data of the market price information data storage means (see FIG. 6) and processing that takes into account It will be the same as doing it. The order of 9:04 is the sale of 1,000 shares with a limit price of 200 yen or more (see Fig. 5), and referring to the market price information data storage means (see Fig. 6), Unit price data and trading volume data are 200 yen and 3,500 shares at 9:05, so at the time of 9:05, all 1,000 stock selling orders were provisionally executed. 9:05, Taro Yamato, Company X shares, selling, provisional contract unit price 200 yen, provisional contract number 1,000 shares "(see FIG. 7) is created. On the other hand, there is no contract data in the order contract data storage means 32 (see FIG. 5). Therefore, the compensation determination result relating to order number = 4 is “NG” or “addition of contract” (see FIG. 8).

  Similarly, it is assumed that a system failure occurs in the delayed order compensation determination processing system 10 from 9:04 to 9:10. In FIG. 5, the data of account number = B (Hanako Yamato) and order number = 2 is a set of two data in total, one order data received at 9:01 and one contract data.

  The order of 9:01 is the purchase of 1,500 shares of company X with a limit price of 198 yen or less (see FIG. 5), and referring to the market price information data storage means (see FIG. 6), Since the unit price data and volume stock data are 198 yen and 5,000 shares at 9:03, all of the 1,500 share purchase orders will be executed at this point. This 9:01 order is placed in the market system 50 before a system failure occurs in the delayed order compensation determination processing system 10, and thereafter there is no correction or cancellation of the order. 32 (see FIG. 5) stores execution data such as “contract time 9:03, Hanako Yamato, company X shares, purchase, contract unit price 198 yen, contract number 1,500 shares”.

  Under such circumstances, when provisional data is created by the matching processing means 25A of the compensation determination processing means 25, the following results. For data with account number = B (Yamato Hanako) and order number = 2, processing that does not consider the volume stock data in the market price information data storage means (see FIG. 6) and processing that takes into account It will be the same as doing it. The order of 9:01 is the purchase of 1,500 shares of company X with a limit price of 198 yen or less (see FIG. 5), and referring to the market price information data storage means (see FIG. 6), Unit price data and trading volume data are 198 yen and 5,000 shares at 9:03. At this point, all of the 1,500 share buy orders are provisionally executed, and “provisional execution time 9:03, Temporary data (see FIG. 7) is created, “Yamato Hanako, X company shares, buy, provisional contract unit price 198 yen, provisional contract number 1,500 shares”. Therefore, provisional data (see FIG. 7) “provisional execution time 9:03, Yamato Hanako, X company shares, buying, provisional contract unit price 198 yen, provisional contract number 1,500 shares” and order contract data storage means 32 Compared to the actual contract data stored in (See Fig. 5) “Trade time 9:03, Yamato Hanako, Company X shares, buy, contract unit price 198 yen, contract number 1,500 shares”, time, unit price Since the number of shares is the same, the compensation determination result for order number = 2 is “OK” (see FIG. 8).

  Then, the form data 60 (see FIG. 8) including data indicating the determination result of necessity of compensation for the delayed order by the matching processing means 25A is created by the editing processing means 25B of the compensation determination processing means 25 (step S7). The created form data 60 is printed or recorded on a recording medium such as a CD-ROM and delivered to the person in charge of the securities company, or operated by the person in charge of the securities company via the network 1. It is transmitted to a terminal device (not shown). The person in charge of the securities company refers to the form data 60 printed or displayed on the screen, contacts the customer to confirm the intention of the customer such as the contract correction, or to the government office having the jurisdiction that the contract correction is performed. Report.

  In the present embodiment, as shown in FIG. 8, the output of the determination result to the form data 60 is the order data and contract data stored in the order contract data storage means 32 (see FIG. 5), and the matching processing means. This is performed based on the provisional data 34 (see FIG. 7) created by 25A. That is, “OK” or “NG” (“unit price correction”, “contract cancellation”, “add contract”) is assigned to each order data, each contract data, and each provisional data 34. The delayed order that is advantageous to the customer may be “NG” (“unit price correction”, etc.) in the sense that it is different from the original state to be executed, but in this embodiment, as long as profits are generated for the customer. Since no problem occurs, “OK” is set. In addition, if one system failure causes a delayed order that is advantageous to the customer and a delayed order that is disadvantageous to the customer, the customer can be compensated within the range in which profits and losses due to the delay can be offset. The unit price correction or the like may be performed for a delayed order that is advantageous to the customer. For example, when an order delay for one order generates a profit of 200,000 yen for a customer and a delay for another order causes a loss of 300,000 yen for a customer, If “NG” is selected, the profit of 200,000 yen of the customer disappears, but the loss of 300,000 yen also disappears. Consequently, the profit of 100,000 yen is obtained for the customer, so both are made “NG”. On the other hand, when an order is delayed for one order, a profit of 400,000 yen is generated for the customer, and when an order is delayed for another order, a loss of 300,000 yen is generated for the customer. If “NG” is set to “NG”, the loss of 300,000 yen of the customer disappears, but the profit of 400,000 yen also disappears. Therefore, the loss of 100,000 yen is generated for the customer, so the loss of 300,000 yen occurred to the customer. The delayed order is “NG”, but the delayed order in which a profit of 400,000 yen is generated for the customer is “OK”.

  According to this embodiment, there are the following effects. That is, since the delayed order compensation determination processing system 10 includes the compensation determination processing means 25, each order data and the market price information data acquired from the market system 50 are used for each order when there is no order delay. By creating temporary work data indicating the state that should be executed by the original, and comparing the temporary completion data with the actual execution data, it is possible to determine whether or not compensation for the delayed order is necessary. For this reason, as compared with the case where the person in charge of the securities company manually compares the contents of the order with the market price as in the conventional case, the compensation determination process for the delayed order can be quickly performed.

  Further, the compensation judgment processing means 25 creates provisional data for each order and compares it with actual contract data to perform compensation judgment processing for delayed orders. As in the system, first, looking at the time, the delayed order is detected based on whether or not the acceptance time of the order confirmation sent from the exchange is delayed from a predetermined condition (for example, within 5 minutes). Compared to the case where compensation judgment processing is performed only for trading orders detected as orders, the presence or absence of delay compensation to customers is not determined depending on the setting of the temporal threshold for detecting delayed orders. Compensation judgment processing that does not cause unfairness in the meantime can be realized, and appropriate compensation judgment processing can be performed without causing problems such as when to compensate. It is possible.

  Further, since the delayed order compensation determination processing system 10 includes the order execution data creation processing means 23, the order execution and the execution data are arranged for each customer and for each order and arranged in time order. Data (see FIG. 5) can be created. Therefore, the compensation determination process can be smoothly performed using the created order execution data, and easy-to-read form data 60 including data indicating the compensation determination result of the delayed order using the created order execution data (see FIG. 8). ) Can be created. In addition, the created order execution data can be displayed on the screen or printed and used. By referring to the order execution data displayed on the screen or printed (see FIG. 5), the order and execution status of each customer can be easily obtained. Since it can be grasped, it is possible to provide useful reference materials and judgment materials to securities company personnel and customers.

  When the compensation determination processing means 25 performs the process of creating provisional data without considering the volume stock data in the market, the compensation determination process can be simplified and the processing burden on the system can be reduced. The processing can be speeded up. On the other hand, when the compensation judgment processing means 25 performs the process of creating provisional data in consideration of the market volume stock data, the compensation judgment process that is more in line with the actual situation in the market is realized. can do.

  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.

  For example, in the above-described embodiment, the form data 60 (see FIG. 8) created by the editing processing unit 25B of the compensation determination processing unit 25 is printed or displayed on the screen, and the person in charge of the securities company refers to this to correct the unit price to the customer. The type of cases (response measures) that are assumed as compensation for delays in ordering (for example, “corrected unit price”, “addition of contract”, “cancellation of contract”, etc.) Approval may be obtained from the customer in advance. In this case, for example, when a customer concludes an online trade contract with a securities company or whenever an online order is made via the network 1, the customer obtains a pre-approval and the pre-approval data is identified by the customer. It is stored in advance in the pre-approval data storage means in association with the information (customer account number, etc.), and when the system failure occurs, the determination result of the necessity of compensation by the matching processing means 25A of the compensation judgment processing means 25 is displayed. In response, using the pre-approval data stored in the pre-approval data storage means, it is determined whether or not the case is a pre-approved case (corresponding measure), and the determination result of the presence or absence of the pre-approval is output. .

  Specifically, first, in response to a request from the customer, the display data of the pre-approval registration screen is transmitted to the customer terminal device 40 via the network 1 by the pre-approval registration processing means of the delayed order compensation determination processing system 10. Then, the customer uses the pre-approval registration screen to input for pre-approval registration, and transmits the input pre-approval data to the delayed order compensation determination processing system 10 via the network 1. In the delayed order compensation determination processing system 10, the pre-approval registration processing means receives the pre-approval data transmitted from the customer terminal device 40, and associates it with the customer identification information (customer account number, etc.) and pre-approval data storage means. Register and save in. Further, the input operation for registration of pre-approval may be performed by the person in charge at the securities company based on the customer's application. In short, when a system failure occurs, each pre-approval data storage means stores each customer's application. The pre-approval data may be stored in advance and registered.

  For example, in the pre-approval data storage means, determination result identification information (for example, “unit price correction” = 1, “contract cancellation” = 2, “add contract” = 3, etc.) and presence / absence of pre-approval corresponding thereto Identification information (for example, “pre-approval (response measures are good automatically)” = 1, “pre-approval (contact required)” = 2, “can be left without taking countermeasures” = 3 Etc.) may be stored in association with customer identification information (customer account number, etc.).

  Next, the pre-approval determination processing means of the compensation determination processing means 25 takes a countermeasure according to the determination result according to the determination result of necessity of compensation by the matching processing means 25A of the compensation determination processing means 25. It is determined whether or not prior approval has been obtained, and in the case where the prior approval has been obtained (response measure), determination of the necessity of compensation in the form data 60 (see FIG. 8). Corresponding to the data indicating the result, the data indicating the pre-approval is included. In addition, in the case where the prior approval has not been obtained (response measures), data indicating that the approval is not required may be included in association with the data indicating the determination result of the necessity of compensation, or Corresponding to all the data indicating the determination result excluding “OK” (that is, “NG” data that requires some countermeasures), data indicating pre-approval or data indicating non-pre-approval Any one of the above may be included. In short, data indicating the presence / absence of prior approval may be included in association with the data indicating the determination result of whether or not compensation is required.

  For example, if the determination result of whether or not compensation is required by the matching processing unit 25A of the compensation determination processing unit 25 is a case where “unit price correction” is necessary, prior approval is made and “contract cancellation” or “addition of contract” is performed. If the determination result is “unit price correction” when registration is made that pre-approval is not made, the form data 60 (see FIG. 8) includes “unit price correction”. Corresponding to the data indicating that “is required”, data indicating that prior approval has been completed is included, and if the determination result is “cancellation of contract” or “addition of contract”, the form data 60 ( In FIG. 8), data indicating that pre-approval has not been included is included in correspondence with data indicating that “contract cancellation” or “addition of contract” is necessary. Accordingly, the person in charge of the securities company can easily determine whether or not it is necessary to contact the customer by referring to the form data 60 printed or displayed on the screen. Can be reduced. In addition, the form data 60 (see FIG. 8) includes data indicating the presence / absence of prior approval in correspondence with the data indicating the determination result. Therefore, the form data 60 is delayed by the securities company system. It can be used as basic data when performing trading processing associated with compensation, and the automation rate of trading processing associated with delay compensation can be improved.

  In the above-described embodiment, the matching processing unit 25A of the compensation determination processing unit 25 is configured to perform the determination process using the order execution data stored in the order execution data storage unit 32 (see FIG. 5). Without being limited thereto, the order data stored in the order data storage unit 30 (see FIG. 3) and the contract data storage unit 31 (see FIG. 3) without performing the order execution data generation processing by the order execution data generation processing unit 23. The determination process may be performed using the contract data stored in FIG.

  As described above, the delayed order compensation determination processing system and method, and the program according to the present invention require the compensation for the customer when the system fails in the online trade processing for accepting the customer order via the network. It is suitable for use in a negative decision.

1 is an overall configuration diagram of a delayed order compensation determination processing system according to an embodiment of the present invention. The figure of the flowchart which shows the flow of a process by the delay order compensation determination processing system of the said embodiment. The block diagram of the order data storage means of the said embodiment. The block diagram of the contract data storage means of the said embodiment. The block diagram of the order execution data storage means of the said embodiment. The block diagram of the market price information data storage means of the embodiment. The block diagram of the provisional data of the said embodiment. The block diagram of the form data of the said embodiment.

Explanation of symbols

DESCRIPTION OF SYMBOLS 1 Network 2 Dedicated line which is a communication line 10 Delay order compensation determination processing system 21 Order reception processing means 22 Order processing means 23 Order execution data creation processing means 24 Market value information data acquisition processing means 25 Compensation determination processing means 30 Order data storage means 31 Contract data storage means 33 Market value information data storage means 34 Temporary data 40 Customer terminal equipment 50 Market system

Claims (6)

A delayed order compensation judgment processing system comprising a computer that executes compensation judgment processing for an order for which order processing to the market system is delayed,
Market price information data acquisition processing means for executing processing for acquiring market time data and unit price data from the market system;
Market price information data storage means for storing the market time data and the unit price data acquired by the market price information data acquisition processing means in association with brand identification information;
Order acceptance that executes processing to receive the customer order data including the brand identification information, stock data, trading classification data, limit data in the case of limit orders, and customer identification information transmitted from the customer terminal device via the network Processing means;
The order identification information includes the brand identification information received by the order reception processing means, the stock number data, the trade classification data, the limit data in the case of limit orders, and the customer identification information, and the order time data received from them. Order data storage means for storing as customer's order data in association with
Using the order data stored in the order data storage means, the brand identification information, the stock number data, the trade classification data, the limit data in the case of limit orders, the customer identification information, and the order identification information The order identification data is created, and the created order data is transmitted to the market system via a communication line, and the brand identification information, contract time data, contract number of shares transmitted from the market system via the communication line. Order processing means for executing processing for receiving contract data including data, contract unit price data, the trade classification data, the customer identification information, and the order identification information;
Execution data storage means for storing the execution data received by the order processing means;
For the order data stored in the order data storage means and the execution data stored in the execution data storage means, the order data including the same customer identification information and the same order identification information and the execution data are collected. The order data and the execution data are arranged for each customer and for each order, and the order data and the execution data including the same order identification information are arranged in the set of the order data and the execution data. Order execution data creation processing means for executing processing for arranging the order execution data by arranging the data and the execution data in the order of the order time data and the execution time data;
The order data including the same customer identification information and the same order identification information in the order execution data created by the order execution data creation processing means, and for each set of the execution data, Using the order data in each set and the market price information data associated with the same brand identification information as the brand identification information included in the order data and stored in the market price information data storage means, a delay is generated. If there is no order, the provisional data in each set including the stock identification information, the provisional execution time data, the provisional contract number data, and the provisional execution unit price data indicating the state in which the order of the order data should be executed is created. and the temporary can data in said each set created, and wherein the order identification information included in the order data used to create the temporary can data By comparing the commitments data stored in the contract data storage means associated with one order identification, performs a determination of necessity compensation for delay order in said each set, the form including the determination result Compensation determination processing means for executing data output processing ,
The compensation determination processing means includes
The contracted stock data of the contract data and the provisionally contracted stock data of the provisional data are the same, and the contracted unit price data of the contract data and the provisional contracted unit price data of the provisional data are different, And when the trade classification data included in the contract data is data indicating sale, the provisional contract unit price data is higher than the contract unit price data, or the trade classification included in the contract data When the data is data indicating buying, when the provisional contract unit price data is lower than the contract unit price data, a determination result that the unit price correction is necessary is output,
The provisional contract number data of the provisional data has been created, but if the corresponding contract data does not exist, or the quantity of the contract number data of the contract data is greater than the provisional number of shares data of the provisional data If the number is too small, the judgment result that the contract needs to be added is output,
When the contract data exists, but the provisional contract number data of the corresponding provisional data is not created, the determination result that the contract cancellation is necessary is output,
The form data includes
For each set, the order data including the order time data, the brand identification information, the stock number data, the trading classification data, the limit data in the case of limit orders, and the customer identification information, and the execution time data, The contract data including the brand identification information, the contracted stock data, the trading classification data, the contract unit price data, and the customer identification information, the provisional execution time data, the brand identification information, the provisional contracted stock data, the The delayed order compensation determination processing system including the provisional data including trade classification data, the provisional contract unit price data, and the customer identification information, and the determination result of necessity of the compensation for the set . Pre-approval data storage means for storing customer pre-approval data consisting of identification information on the determination result of necessity of compensation and pre-approval identification information corresponding thereto, in association with the customer identification information,
The compensation determination processing means includes
Using the customer's prior approval data stored in the prior approval data storage means, according to the determination result of necessity of the compensation, determine whether the prior approval is obtained, The form data is configured to include data indicating the presence / absence of the pre-approval in correspondence with the data indicating the determination result of the necessity of the compensation.
The delayed order compensation determination processing system according to claim 1, wherein: The compensation determination processing means includes
If the order data is a limit order,
Of the market time data stored in the market price information data storage means, the unit price data corresponding to the market time data after the order time data included in the order data, and the limit data included in the order data. In comparison, when the trade classification data included in the order data is data indicating sale, it is determined whether or not the unit price data satisfying the limit data or more condition exists in the unit price data, and the order When the buy / sell classification data included in the data is data indicating buying, it is determined whether or not the unit price data that satisfies the conditions below the limit data is included in the unit price data. If there is, when it is the earliest market time data among the market time data corresponding to the unit price data that satisfies the conditions, As provisionally agreed with serial satisfying unit price data, wherein with creating a temporary contract time data and the temporary contract bid data composing the provisional able data,
With the stock data included in the order data, create the provisionally contracted stock data constituting the provisional data,
If the order data is a market order,
Corresponding to the nearest market time data when the market time data is closest to the order time data after the order time data included in the order data among the market time data stored in the market price information data storage means Creating the provisional execution time data and provisional execution unit price data constituting the provisional data as provisional execution with the unit price data,
3. The delayed order compensation according to claim 1, wherein processing for creating the provisionally agreed stock number data constituting the provisional data is performed based on the stock number data included in the order data. 4. Judgment processing system. The market price information data acquisition processing means is configured to execute processing for acquiring the market time data, the unit price data, and the volume stock data from the market system,
In the market price information data storage means, the market time data acquired by the market price information data acquisition processing means, the unit price data, and the volume stock data are stored in association with the brand identification information,
The compensation determination processing means includes
If the order data is a limit order,
Of the market time data stored in the market price information data storage means, the unit price data corresponding to the market time data after the order time data included in the order data, and the limit data included in the order data. In comparison, when the trade classification data included in the order data is data indicating sale, it is determined whether or not the unit price data satisfying the limit data or more condition exists in the unit price data, and the order When the buy / sell classification data included in the data is data indicating buying, it is determined whether or not the unit price data that satisfies the conditions below the limit data is included in the unit price data. If there is, when it is the earliest market time data among the market time data corresponding to the unit price data that satisfies the conditions, As provisionally agreed with serial satisfying unit price data, wherein with creating a temporary contract time data and the temporary contract bid data composing the provisional able data,
Comparing the volume stock data stored in the market price information data storage means with the stock data included in the order data, the stock data is less than the volume stock data corresponding to the earliest market time data. In some cases, the provisionally agreed number of shares data constituting the provisional data is created, assuming that all of the number of shares data is provisional when the earliest market time data, and the number of shares data is the earliest market When the volume data corresponding to the time data exceeds the volume data, the share data is divided, and the market time corresponding to the unit price data satisfying the condition is satisfied for the portion exceeding the volume data among the share data. When the market time data is the second earliest in the data, it is assumed that the unit price data satisfying the above conditions is provisionally promised The temporary execution times data constituting the provisional able data, the create temporary contract unit price data, and the temporary contract shares data,
If the order data is a market order,
Corresponding to the nearest market time data when the market time data is closest to the order time data after the order time data included in the order data among the market time data stored in the market price information data storage means Creating the provisional execution time data and provisional execution unit price data constituting the provisional data as provisional execution with the unit price data,
Comparing the volume stock data stored in the market price information data storage means with the stock data included in the order data, the stock data is less than the volume stock data corresponding to the nearest market time data. In some cases, the provisionally contracted number data constituting the provisional data is created as if all of the number of shares data was provisionally promised when the nearest market time data, and the number of shares data is the nearest market When the volume data corresponding to the time data is exceeded, the share data is divided, and the market data stored in the market price information data storage means for the portion exceeding the volume data among the share data. Before the market time data close to the second and later, when the market time data is close to the second and later of the time data It is configured to perform processing for creating the provisional execution time data, the provisional execution unit price data, and the provisional contract number data constituting the provisional data as provisional execution with unit price data. The delayed order compensation determination processing system according to claim 1 or 2. A delayed order compensation determination processing method executed by a delayed order compensation determination processing system comprising a computer that executes compensation determination processing for an order for which order processing to the market system is delayed,
The market price information data acquisition processing means executes processing for acquiring market time data and unit price data from the market system,
The market time data and the unit price data acquired by the market price information data acquisition processing means are stored in the market price information data storage means in association with the brand identification information,
The order reception processing means executes processing for receiving customer order data including brand identification information, stock number data, trade classification data, and limit data in the case of limit orders transmitted from the customer terminal device via the network. ,
The brand identification information received by the order reception processing means, the stock number data, the trade classification data, the limit data in the case of limit orders, and the order time data received from these are customer identification information and order identification information. Associating and storing in the order data storage means as the customer order data,
The order processing means uses the order data stored in the order data storage means, the brand identification information, the stock number data, the trade classification data, the limit data in the case of limit orders, the customer identification information, and Creating order data including the order identification information, transmitting the created order data to the market system via a communication line, and the brand identification information transmitted from the market system via the communication line; Execute processing to receive contract data including time data, contract number data, contract unit price data, the trade classification data, the customer identification information, and the order identification information,
Storing the contract data received by the order processing means in the contract data storage means;
The order execution data creation processing means includes the same customer identification information and the same order identification information for the order data stored in the order data storage means and the execution data stored in the execution data storage means. By collecting the data and the execution data, the order data and the execution data are arranged for each customer and for each order, and the order data and the execution including the same customer identification information and the same order identification information are arranged. In the data set, execute the process of creating the order execution data by arranging the order data and the execution data in the order of the order time data and the execution time data,
Compensation determination processing means, for each set of order data and execution data including the same customer identification information and the same order identification information in the order execution data created by the order execution data creation processing means, For the set, the order data in each set, and the market price information data stored in the market price information data storage means in association with the same brand identification information as the brand identification information included in the order data. used, the stock identification information indicating a state order should commitments inherent said order data when the delay there is no temporary contract time data, temporary contract shares data, and the temporary in said each set including a temporary contract bid data can create data, prior to being included in the order data that was used and the temporary can data in said each set created, the creation of the temporary can data By comparing the stored the agreed data to the contract data storage means associated with the order identification information identical order identification and performs necessity determination of compensation for delay order in said each set, the determination Execute the process to output the form data including the results ,
When the compensation determination processing unit determines whether or not the compensation is necessary,
The contracted stock data of the contract data and the provisionally contracted stock data of the provisional data are the same, and the contracted unit price data of the contract data and the provisional contracted unit price data of the provisional data are different, And when the trade classification data included in the contract data is data indicating sale, the provisional contract unit price data is higher than the contract unit price data, or the trade classification included in the contract data When the data is data indicating buying, when the provisional contract unit price data is lower than the contract unit price data, the determination result that the unit price correction is necessary is output,
The provisional contract number data of the provisional data has been created, but if the corresponding contract data does not exist, or the quantity of the contract number data of the contract data is greater than the provisional number of shares data of the provisional data If the number is too small, the judgment result that the contract needs to be added is output,
When the contract data exists, but the provisionally executed stock data of the corresponding provisional data has not been created, the determination result that the contract cancellation is necessary is output,
In the form data output by the compensation determination processing means,
For each set, the order data including the order time data, the brand identification information, the stock number data, the trade classification data, the limit data in the case of limit orders, and the customer identification information, and the execution time data, The contract data including the brand identification information, the contracted stock data, the trading classification data, the contract unit price data, and the customer identification information, the provisional execution time data, the brand identification information, the provisional contracted stock data, the The delayed order compensation determination processing method , comprising: the provisional data including trade classification data, the provisional contract unit price data, and the customer identification information; and the determination result of necessity of the compensation for the set . As a delay order compensation decision processing system according to any of claims 1-4, a program for causing a computer to function.

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