JP5785281B2 - Financial product transaction management device, program - Google Patents

Description

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

  As a transaction method for financial products such as foreign exchange, limit orders are known in addition to market orders in which transactions are made at the price at the time of order. 2. Description of the Related Art Conventionally, there has been known an invention for placing a limit order for a financial product using a computer system (see, for example, Patent Document 1). Further, in the limit order of financial products, ifdan order (two orders with ranks are placed at the same time, and the first order is a high priority order (hereinafter referred to as “first order”, the same applies in this specification)). Is established, an order form in which a second order (hereinafter referred to as “second order”, which is the same in the present specification), which is an order having a low priority order, becomes valid automatically (the same applies in the present specification). Is often performed. Conventionally, there has been known an invention in which an ifdan order for a financial product is performed using a computer system (see, for example, Patent Document 2).

JP 2006-99787 A JP 2008-9562 A

  Here, in the Ifdan order of financial products, if you want to place a first order buy order at a price higher than the current market price, or want to place a first order sell order at a price lower than the current market price In such a case, the first order of the ifdan order is ordered by a limit order and the second order is ordered by a limit order. However, when the transaction market for a financial product is once closed and then restarted, the first order of the limit order and the second order of the limit order are placed as if the contract price was determined by the so-called “sheeting method”. There are various cases where the contracts are executed together. Then, in the invention described in Patent Document 1 and Patent Document 2, when a transaction is performed in such a situation, the first order and the second order are simultaneously executed at the same price, and the customer There is a problem that the profit is not obtained by the contract, but rather, it is disadvantaged for the fee paid to the financial product trader.

  The present invention has been made in view of the above-mentioned problems, and avoids a situation in which the customer may suffer a disadvantage due to the contract between the first order and the second order in the if-done order where the first order is the stop order. It is an object of the present invention to provide a financial product transaction management apparatus that can reduce the risk incurred by customers who place limit orders.

In order to solve such a problem, the invention according to claim 1 is a financial product transaction management apparatus for managing a financial product trading transaction, and accepts trading order application information for performing a trading order of the financial product. Based on the order input receiving means, the price information receiving means for acquiring the market price information of the financial product, the trading order application information received by the order input receiving means and the market price information acquired by the price information receiving means Order information generating means for generating order information of the financial product, and the order information generating means uses the same type of financial product as the order information on the basis of the buy / sell order application information. Order information group consisting of buy order information for placing a limit order or stop order at and a sell order information for placing a limit order on the financial product subject to the buy order information at another price Generated, respectively provided information for a specific execution price for the order information individual, in each of the order information group, the buy order information the stop order of forming the order information group as the order of the commitments higher priority first orders and to Rutotomoni of the sell order information and the second order lower priority as order of the contract limit orders, acquiring the market price information by the price information receiver once When the acquisition is resumed after the completion, if the market price information acquired by the price information receiving means is higher than the price of the second order, the buy order information as the first order is canceled. At the same time, in place of the canceled buy order information as the first order, the buy order information of the limit order is newly generated as the buy order information as the first order. Characterized in that intends line processing.

The invention according to claim 2 is a financial product transaction management apparatus for managing a financial product trading transaction, and an order input receiving means for receiving trading order application information for performing a trading order of the financial product; Price information receiving means for acquiring market price information of products, and order information for financial products is generated based on the market order application information received by the order input receiving means and the market price information acquired by the price information receiving means Order information generating means, and the order information generating means places a limit order or a limit order at the same price for the same type of the financial product as the order information based on the buy / sell order application information. An order information group including sell order information and buy order information for placing a limit order on the financial product that is the target of the sell order information at another price is generated, and the individual order information is generated. Provides information on specific contract prices, and in each of the order information groups, the sell order information of the limit order forming the order information group is set as the first order with high priority as the order of execution. At the same time, when the buy order information of the limit order is set as the second order having a low priority as the execution order, and the acquisition is resumed after the acquisition of the market price information by the price information receiving means is once completed. When the market price information acquired by the price information receiving means is lower than the price of the second order, the sell order information as the first order is canceled and the canceled first order is Instead of the sell order information, a process of newly generating the sell order information of the limit order as the sell order information as the first order is performed.

According to a third aspect of the present invention, in addition to the configuration according to the first or second aspect , the order information generating means assigns the same type of the financial products to a single price based on the one buy / sell order application information. Generating an order information group including a plurality of the order information of the first order, where a limit order is placed.

According to a fourth aspect of the present invention, in addition to the configuration of the first or second aspect , the order information generating means generates a plurality of order information groups in one price range based on the one buy / sell order application information. It is characterized by that.

According to a fifth aspect of the present invention, in addition to the configuration according to the first or second aspect , the order information generating means assigns order information groups of a plurality of price ranges to respective prices based on one buy / sell order application information. A plurality of bands are generated.
The invention according to claim 6 is characterized in that, in addition to the configuration according to any one of claims 1 to 5, an order information recording means for recording the order information generated by the order information generating means is provided. And
According to a seventh aspect of the present invention, in addition to the configuration according to any one of the first to sixth aspects, the order information generating means includes valid order information and invalid order information for each individual order information. Valid / invalid identification information, first order identification information indicating the first order, and second order identification information indicating the second order, and the order information group includes: In the generated state, the order information as the first order is set as valid information identification information that makes the order information valid, and the order information and stop order information as the second order Is invalid order information.

The invention described in claim 8 includes, in addition to the configuration described in claim 7 , a contract information generating unit that executes the contract for the financial product based on the order information, and the contract information generating unit includes the order information. When the order information as the first order forming the information group is executed, the order information as the second order and the limit order information are changed from invalid order information to valid order information, and In the case where the order information as the second order that is regarded as valid order information is executed, the one order information group is generated again.

According to a ninth aspect of the present invention, in addition to the configuration according to the eighth aspect , the execution information generating means includes the first order information to which the first order identification information is added and the second order identification information. Even when a slippage is generated when the assigned second order information is executed, the first order information and the second order information are executed.

In the invention described in claim 10, in addition to the configuration described in claim 8 or 9, the order information group is recorded in an order information recording unit that records the order information generated by the order information generating unit, When the contract information generating means executes the contract based on the stop order information, the stop order information of the order information group generated based on the buy / sell order application information that generated the stop order information. A cancel process is performed to delete all the order information groups that have not been generated at the time of the contract from the order information recording means.

According to an eleventh aspect of the invention, in addition to the configuration according to any one of the eighth to tenth aspects, the order information group includes an order information recording unit that records the order information generated by the order information generating unit. The order information group includes, when there is a cancel request as a request to cancel the order of the financial product once generated, the order information group including the order information related to the order for which the cancel request has been made. And cancel processing for deleting all of the order information before execution contained in the order information group from the order information recording means.

The invention described in claim 12 has the structure described in any one of claims 1 to 11 , and the order information group includes the finance that is a target of the buy order information and the sell order information. It is characterized in that it includes stop order information for placing a stop order for a product at another price.

According to a thirteenth aspect of the present invention, in addition to the configuration of the twelfth aspect , the stop order information is generated as order information of a stop limit order for settlement.

The invention described in claim 14 includes, in addition to the structure described in any one of claims 1 to 13 , account information generating means for managing margin information as customer deposit balance information, and transactions of the financial products. Margin amount calculation means for calculating the amount of margin required for the margin amount, and the margin amount calculation means calculates the margin in a manner including slippage correction that may occur at the time of margin calculation. The order information generation unit generates the order information group when the margin information acquired by the account information generation unit is equal to or larger than the amount of the margin calculated by the margin amount calculation unit. It is characterized by that.

The invention according to claim 15 is the configuration according to any one of claims 1 to 14 , wherein the order information group generated by the order information generation means based on the buy / sell order application information is: The number of products of the financial products forming one order information group is constant, and the price range between the buy order information and the price range between the sell order information in the order information group in a plurality of price ranges are constant, respectively. It is characterized by that.

  A sixteenth aspect of the invention is a program that causes a computer to function as the financial product transaction management device according to any one of the first to fifteenth aspects.

According to the first and second aspects of the present invention, the order information generating means sets the order of purchase order / sell order information of the stop order that forms the order information group in each order information group. of higher priority first order and be Rutotomoni, and the second order low priority as the order of the contract a sell order information / buy order information of limit orders, acquisition of market price information by Price information receiving means once When the acquisition is resumed after completion, if the market price information acquired by the price information receiving means is higher / lower than the price of the second order, the buy order information / sell order information as the first order is canceled. At the same time, instead of the canceled buy order information / sell order information as the first order, the buy order information / sell order information of the limit order is newly added as the buy order information / sell order information as the first order. By performing the processing to be generated, the second order of the first order and limit orders of the stop order has to form an IF Dan orders, profits customer by causing contract between these first order and second order It is possible to reliably prevent a situation in which the first order and the second order are filled in a situation where they cannot be obtained. As a result, in the if-done order where the first order is the limit order, the situation where the customer can suffer from the disadvantage due to the contract between the first order and the second order is avoided, and the risk to the customer who places the limit order is reduced. be able to.

According to the first and second aspects of the present invention, the order information generating means is configured such that when the acquisition is resumed after the acquisition of the market price information by the price information receiving means once, the price information receiving means When the acquired market price information is higher than the price of the second order as sell order information, or when the market price information acquired by the price information receiving means is lower than the price of the second order as buy order information By executing processing to cancel the buy order information as the first order and the sell order information as the second order, the contract price is determined by the so-called “sheeting method” when the transaction market of the financial product is resumed once it has been closed. When determined, it is possible to reliably prevent a situation in which the first order and the second order are filled. As a result, if the first order is the stop order if it is a limit order, the situation that the customer may suffer from the disadvantage due to the contract between the first order and the second order is avoided, and the risk to the customer who places the limit order is further reduced. Can be made.

According to the third aspect of the present invention, the order information generating means includes a plurality of pieces of order information for the first order for placing a limit order on the same price for the same type of financial product based on one purchase order application information. When order information for multiple first orders is generated based on a single buy / sell order application information by generating an order information group including the customer, the customer is disadvantaged by the contract between the first order and the second order. It is possible to avoid the situation that can be put on, and to further reduce the risk to the customer who places the limit order.

According to the invention described in claim 4 , the order information generating means generates a plurality of order information groups of one price range based on one buying and selling order application information, and thereby based on one buying and selling order application information. In the case where multiple order information groups of one price range are generated, the limit order can be placed by avoiding the situation where the customer may be disadvantaged by the execution of the first order and the second order forming the order information group. It is possible to further reduce the risk incurred by the customer performing.

According to the fifth aspect of the present invention, the order information generating means generates a plurality of order information groups in a plurality of price ranges in each price range based on a single purchase order application information, thereby Based on the order application information, when multiple order information groups of multiple price ranges are generated in each price range, the customer is disadvantaged by the contract between the first order and the second order forming the order information group. It is possible to avoid the situation that can be put on, and to further reduce the risk to the customer who places the limit order.

According to the invention described in claim 8 , the contract information generating means for executing the contract of the financial product based on the order information is provided, and the contract information generating means is the order information as the first order forming one order information group. When the order is executed, the order information as the second order and the limit order information are changed from the invalid order information to the valid order information, and the order information as the second order regarded as the valid order information is executed. In this case, by generating one order information group again, it is possible to realize a transaction by a plurality of ifdan orders on the computer system based on one buy / sell order application information received from the client terminal. Thereby, in the limit order of the financial product, the customer using the system can perform a plurality of ifdan orders without performing complicated order procedures, and the convenience of the customer using the system can be improved.

According to the ninth aspect of the present invention, the contract information generating means is the first order information even when a slippage is generated when the first order information and the second order information are executed. By executing the order information of the second order and the order information of the second order, it is easy to execute the limit order as the order information of the first order and the second order, and further reduce the risk to the customer when performing the ifdan order. Can do.

According to the tenth aspect of the present invention, when the contract information generating means performs the contract based on the stop order information, the order information group generated based on the buy / sell order application information that generated the stop order information. Of these, the cancellation order of the stop order information is executed on the basis of the one stop order information by performing a canceling process that deletes all the order information groups that have not been generated at the end of the stop order information from the order information recording means. All buying and selling by limit orders such as ifdan orders after the time can be stopped. As a result, in the case where the market price of the financial product fluctuates greatly compared to the conventional market price and there is no expectation of recovery for the time being, it is possible to minimize the damage suffered by the customer who performs limit trading.

According to the eleventh aspect of the present invention, when there is a cancel request as a request for canceling the order of the financial product once generated, the contract information generating means includes an order information relating to the order for which the cancel request has been made. It is possible to prevent the handling of limit orders from becoming complicated by extracting the information group and performing a cancellation process for deleting all the pre-contracted order information included in the order information group from the order information recording means. As a result, it is possible to prevent the complexity of information processing in the system configuration and the system while further improving the convenience of customers who use the system.

According to the twelfth aspect of the present invention, the order information group includes stop order information for placing a stop order for a financial product that is the target of buy order information and sell order information for another price. Thus, the financial product that the customer owns in the future can be sold by the limit order. Accordingly, it is possible to automatically stop trading by limit order according to the future market situation, and it is possible to reduce a risk to a customer who makes a limit order using the system.

According to the thirteenth aspect of the present invention, the stop order information is generated as order information of the settlement stop order, so that the stop order is truly required for the stop order. In order to minimize damage caused by limit trading, it can be limited to the scene where the settlement procedure is performed, and it is possible to prevent abuse of stop limit order and complication of information processing in the system.

According to the invention described in claim 14 , the account information generating means for managing the margin information as the deposit balance information of the customer, the margin amount calculating means for calculating the amount of the margin necessary for the transaction of the financial product, The margin amount calculating means calculates the margin in a manner including slippage correction that may occur when calculating the margin, and the order information generating means includes the margin information acquired by the account information generating means. If the amount of margin is greater than the amount of margin calculated by the margin amount calculation means, by generating the order information group, the margin required when generating the order information group is the slippage that can be generated when calculating the margin It can be calculated as an amount including a correction amount taking into consideration. As a result, it is possible to prevent the inconvenience that the generation of the order information group that should originally be permitted is hindered by the generation of slippage, and to improve the convenience of the customer who uses the system.

According to the invention described in claim 15 , the order information group generated by the order information generating means based on the one purchase order application information has a constant number of financial products forming one order information group, Since the price range between the buy order information and the price range between the sell order information in the order information group in a plurality of price ranges is constant, the content of the command from the client terminal side when ordering the financial product can be simplified. Further, it is possible to place an order with a high risk dispersion effect by forming an order for a certain number of products for each certain price range. As a result, it is possible to more efficiently and smoothly conduct a transaction based on a limit order.

According to the sixteenth aspect of the present invention, since the financial product is a foreign exchange, the present invention is applied to a financial product with a high demand for a limit order by the Ifdan order, and the convenience of the customer who uses the system is further enhanced. be able to.

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

It is a system block diagram in the financial product transaction management system of Embodiment 1 of this invention, and a functional block diagram of a financial product transaction management apparatus. It is a schematic diagram of the field definition of the order table of a financial product transaction management apparatus same as the above. It is a flowchart which shows the process sequence at the time of accepting a trap trade in a financial product transaction management apparatus same as the above. It is an image figure of the 1st input screen displayed on a client terminal. It is an image figure of the 2nd input screen displayed on a client terminal. It is the figure which showed typically the order information group formed in a financial product transaction management apparatus same as the above. It is the figure which showed typically the order information group formed in a financial product transaction management apparatus same as the above. It is a flowchart which shows the process sequence after acceptance of the limit order by trap trade in a financial product transaction management apparatus same as the above. It is a flowchart which shows the process sequence after acceptance of the limit order by trap trade in a financial product transaction management apparatus same as the above. It is a time chart which shows the process sequence after acceptance of the limit order by trap trade in a financial product transaction management apparatus same as the above. It is a time chart which shows the process sequence after acceptance of the limit order by trap trade in a financial product transaction management apparatus same as the above. In the financial product transaction management apparatus, (a) a diagram schematically showing a part of an order table at the time when an order information group is ordered, (b) a first process in which a so-called “sheeting method” is performed. -A diagram schematically showing a part of the order table after the third first order has been executed, (c) processing based on the so-called "sheeting method" is performed and the first to third second orders are based FIG. 6 is a diagram schematically showing a part of an order table after a limit order is filled, and (d) a diagram schematically showing a part of the order table after a first stop order is filled. It is an image figure of the 2nd input screen displayed on a client terminal in the modification of embodiment same as the above. It is an image figure of the 2nd input screen displayed on a client terminal in the financial product transaction management apparatus of Embodiment 2 of this invention. It is a flowchart which shows the process sequence after acceptance of the limit order by trap trade in a financial product transaction management apparatus same as the above. It is a flowchart which shows the process sequence after acceptance of the limit order by trap trade in a financial product transaction management apparatus same as the above. In the financial product transaction management apparatus, (a) a diagram schematically showing an order table at the time when an order information group is ordered, (b) processing based on a so-called “sheeting method” is performed and based on a second order. The figure which showed typically the order table after a limit order is closed, (c) The figure which showed the order table at the time of order information group being ordered again, (d) Order information group ordered again The figure which showed typically the order table at the time of the 1st order being filled, (e) The order table at the time when the 1st order of the order information group was filled up without being processed by the so-called “sheeting method” (F) It is the figure which showed typically the order table at the time of the stop limit order of the order information group being filled. In the financial product transaction management apparatus, (a) a diagram schematically showing an order table at the time when an order information group is ordered, (b) processing based on a so-called “sheeting method” is performed and based on a second order. The figure which showed typically the order table after a limit order is closed, (c) The figure which showed the order table at the time of order information group being ordered again, (d) Order information group ordered again The figure which showed typically the order table at the time of the 1st order being filled, (e) The order table at the time when the 1st order of the order information group was filled up without being processed by the so-called “sheeting method” (F) It is the figure which showed typically the order table at the time of the stop limit order of the order information group being filled. It is a time chart which shows the process sequence after acceptance of the limit order by a repeat toy-fund order in a financial product transaction management apparatus same as the above. It is a time chart which shows the process sequence after acceptance of the limit order by a repeat toy-fund order in a financial product transaction management apparatus same as the above. It is an image figure of the 2nd input screen displayed on a client terminal in the financial product transaction management system of Embodiment 3 of this invention. In the financial product transaction management apparatus, (a) a diagram schematically showing an order table when an order information group is ordered, and (b) a diagram schematically showing an order table when an order information group is ordered again. It is a figure. In the financial product transaction management apparatus, (a) a diagram schematically showing an order table when an order information group is ordered, and (b) a diagram schematically showing an order table when an order information group is ordered again. It is a figure. It is a time chart which shows the processing procedure after acceptance of the limit order by a trap repeat toydan order in a financial product transaction management apparatus same as the above. It is a time chart which shows the processing procedure after acceptance of the limit order by a trap repeat toydan order in a financial product transaction management apparatus same as the above.

Embodiment 1 of the Invention
1 to 11 show a first embodiment of the present invention.

FIG. 1 is a system configuration diagram and functional block diagram of the financial product transaction management system of this embodiment. As shown in the figure, the financial product transaction management system 1A includes a financial product transaction management device 1 and N (N ≧ 1) client terminals 2 ₁ to 2 _n. The client terminals 2 _{1 to} 2 _n can communicate with each other via the Internet 3 as a WAN (Wide Area Network). The financial product transaction management system 1A of this embodiment handles foreign exchange as a financial product.

The financial product transaction management apparatus 1 is a server computer that is managed and operated by a financial product dealer, and has a Web server function and a database function for storing a large amount of data. The client terminals 2 ₁ ,..., 2 _n are communication terminals having data communication functions that are owned and used by individuals or corporations who buy and sell financial products, such as personal computers and mobile phone terminals. To do. The client terminals 2 ₁ ,..., 2 _n are composed of operation units 21 ₁ ,..., 21 _n used for inputting various instructions such as a mouse and a keyboard, an LCD (Liquid Crystal Display), and the like. _1, ..., a display unit ₂₂ 1 for displaying various instructions and the like or various image input from 21 _n, ..., and a 22 _n. Incidentally, the client terminal ₂ 1, ..., _{2 n,} the operation unit ₂₁ 1, ..., 21 _n, the display unit ₂₂ 1, ..., so 22 _n has the same configuration, hereinafter, it is necessary to distinguish The client terminal 2, the operation unit 21, and the display unit 22 are used unless otherwise specified.

  Although not shown in FIG. 1, the financial product transaction management apparatus 1 includes at least one CPU (Central Processing Unit), a RAM (Random Access Memory) functioning as a work area of the CPU, a boot program for activation, and the like. Are provided, an auxiliary storage device such as a hard disk in which various programs and data are recorded, a communication interface used for data transmission and reception, and the like. The auxiliary storage device stores an OS (Operating System) program, various application programs, data recorded in a database, and the like, and these programs and data cooperate with hardware resources by CPU arithmetic processing. To realize various functions.

  As shown in FIG. 1, the financial product transaction management apparatus 1 includes a data processing unit 10 as functional means realized based on the above-described various programs and hardware resources, and various types processed by the data processing unit 10. It has a database 18 in which data is recorded. The data processing unit 10 performs processing such as generation and processing of various types of data used in the financial product transaction management apparatus 1. Further, the front page distribution unit 11, “order information receiving unit” and “evidence” are also provided as functional units. Order input receiving unit 12 as “money amount calculation means”, deposit / withdrawal information generation unit 13, contract information generation unit 14 as “contract information generation unit”, account information generation unit 15, order information as “order information generation unit” It has a generation unit 16, a database (DB) connection base unit 17, and a price information reception management unit 19 as “market price information management means”.

  The order input receiving unit 12 receives data related to various orders input from the client terminal 2 and performs various processes necessary for establishing an order for the financial product. Also, the amount of margin required for the transaction of the financial product is calculated.

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

  The order information generating unit 16 generates information related to the order of the established financial product based on the information processed by the order input receiving unit 12. The orders here include an ifdan order in addition to so-called market orders, limit orders, and stop limit orders.

  When generating the ifdan order and the limit order, the order information generation unit 16 generates the first order as order information for a new limit order or limit order, and the second order as order information for the limit order for settlement. And generate a stop order as order information of the stop limit order for settlement. The first order, the second order, and the stop order are distinguished and recorded based on the field definition of the order table 181 described later.

  The contract information generation unit 14 performs a contract process based on the order generated by the order information generation unit 16 and a process for sending information related to the completed contract process to the client terminal 2 of the customer. Here, “contract” refers to various procedures and processes for establishing the purchase and sale of financial products based on customer orders. As will be described later, when the contract is established in this embodiment, the foreign exchange is bought and sold. As a result, the account information generation unit 15 performs the margin information according to the sale amount based on the instruction of the contract information generation unit 14. (Described later) is converted, and the deposit / withdrawal information generation unit 13 describes the deposit / withdrawal status in the deposit / withdrawal list. Further, when the contract is established, the contract information generation unit 14 displays character information or the like indicating that the contract is established on the display unit 22 of the client terminal 2, and also withdraws / withdraws the bank account of the client terminal based on the selling / buying price. Process.

  The account information generation unit 15 has a function of generating customer deposit balance information and managing the deposit balance information as margin information (that is, information for supporting that an order can be executed). Note that the information on the deposit balance generated by the account information generation unit 15 is periodically updated with information on the customer's actual deposit balance provided by a financial institution such as a bank in order to be consistent with the actual deposit balance. Matched.

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

  The database 18 records data used in the financial product transaction management apparatus 1. The database 18 in this embodiment is formed by a relational database, but any format may be used as long as it is suitable for recording and rewriting a large amount of data, such as an object database. The database 18 includes an order table (order information recording means) 181, a financial institution where the customer's account exists, a customer account information table 182 that defines information such as the account name and balance, and information relating to combinations of currencies to be traded. A currency pair order condition table 183 and a sequence number table 184 to be defined are recorded. In the sequence number table 184, a sequence number uniquely assigned for each order information (described later) is recorded. Details of the order table 181 will be described later.

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

  The price information reception management unit 19 acquires information about the price of the financial product handled by the financial product transaction management apparatus 1, and performs processing and management necessary for use by the data processing unit 10 for the acquired information. . In this embodiment, the price information reception management unit 19 periodically acquires, records, and manages information on exchange rate prices.

  Although not shown, the financial product transaction management apparatus 1 acquires a date and time information and manages a timer, and the expiration date of the first order, the second order, and the stop order based on the date and time information acquired from this timer ( Time limit management means for performing the management described below.

  FIG. 2 is a schematic diagram of the field definition of the order table 181. As shown in this figure, the order table 181 has fields for the number of items, and includes field names (field names), data types (types) such as characters, numerical values, and dates / times, and data lengths (lengths) such as bit lengths. , Blank not allowed (Not Null), default value (default value), data item name (remarks), etc.

In the financial product transaction management apparatus 1 described above, when a limit transaction of a financial product is performed,
When a limit trade of a financial product is performed, an order form that reserves a plurality of financial products of the same type for a predetermined number of products with a predetermined price range by accepting one order (hereinafter, this order form is simply referred to as “trap trading”) Can be realized.

  Next, a trap trade transaction procedure in the financial product transaction management system 1A according to the first embodiment of the present invention will be described.

  FIG. 3 is a flowchart showing a processing procedure when accepting a trap trade in the financial product transaction management apparatus 1 according to the first embodiment of the present invention. Hereinafter, the processing procedure at the time of reception will be described based on FIG.

  A customer using the financial product transaction management system 1 </ b> A accesses the financial product transaction management apparatus 1 using the client terminal 2. The front page distribution unit 11 of the financial product transaction management apparatus 1 displays the first input screen 40 shown in FIG. 4 on the display unit 22 of the accessed client terminal 2. On the first input screen 40, a trade desired currency pair selection button 401 for displaying a tradeable currency pair on the screen is displayed. When a specific trade desired currency pair selection button 401, for example, a USD / JPY trade type selection button 401a is clicked, a second input screen 41 shown in FIG. The second input screen 41 includes a trade type selection button 41a for displaying the type of limit order (first order) to be initially traded, an order type selection button 41b for displaying selectable order types, a first order An order condition selection field 41c for selecting whether the order condition is “(order) limit” or “stop limit”, and the amount of currency (in this case, Japanese yen) to be bought and sold according to the execution of each limit order and stop order Order amount input field 41d, first order price input field 41e for inputting the trap trade order reference price, and trap for selecting the number of positions in one order (the amount of foreign currency, which is the same in this specification). Number selection field 41f, price range input field 41g for inputting "price difference information" as a price difference between adjacent positions, and buying / selling between the first order and the second order of one position A profit amount designation field 41h for inputting the amount of profit obtained in this way, an expiration date selection button 41i for selecting an expiration date of the order, a stop loss order (a so-called new stop order for so-called loss cut. The same)), a stop loss order check box 41j for selecting whether or not to perform, a stop loss price input field 41k for inputting the price of the stop loss order, and an order confirmation button 41m for confirming the order are displayed. ing.

  The customer uses the operation unit 21 to select and input order content data on the first input screen 40 and the second input screen 41. In FIG. 5, on the first input screen 40 shown in FIG. 4, a “buy” buying / selling type selection button 401 a of US dollar / Japanese yen (buying and selling US dollars in Japanese yen) is selected with the buying / selling currency pair selection button 401. A second input screen 41 when selected is shown. On this second input screen 41, in this state, “Trap trade order” is selected with the order type selection button 41b, “Limit” is selected with the order condition selection column 41c, and 10 is entered in the order amount input column 41d. (10,000 yen), 101.00 (yen) is entered in the first order price entry field 41e, 5 (books) is selected in the trap number selection field 41f, and 1.00 (yen) is entered in the price range entry field 41g Then, 50,000 (yen) is selected in the profit amount designation column 41h, “indefinite” is selected by the expiration date selection button 41i, the check box 41j for stop loss order is checked, and the stop loss price input column 41k The state where 100.00 (yen) is input is shown.

When the order confirmation button 41m is clicked in this state, and purchase order application information consisting of data input and selected on the first input screen 40 and the second input screen 41 is supplied to the financial product transaction management apparatus 1, The order input reception unit 12 of the commodity transaction management apparatus 1 confirms the time limit selected by the expiration date selection button 41i and the order type selected by the order type selection button 41b, and further inspects each order price. (Step S2). Specifically, the amount of the first order price input in the first order price input field 41e is compared with the current exchange rate price received by the price information reception management unit 19. Further, the order input receiving unit 12 calculates the price of the first order and the second order for each position based on data input and selected on the first input screen 40 and the second input screen 41. In this embodiment, the value input in the first order price input field 41e is set as a reference first order (first order to be executed first), and a price range is input from the reference first order. The price of the first order for each position is calculated by the number entered in the trap number selection field 41f, with the value range set for each value entered in the field 41g. The value of the second order for each position is calculated by the following equation (1).
(Price of the second order of each position) = (Price of the first order of each position) − (Amount input in the profit amount designation field 41h) / {(If the first order is sell, Buy 1− 1) * (amount entered in the order amount input field 41d)} (1)
Note that the second order price calculated by the order input receiving unit 12 may be a numerical value that further considers the profit of the administrator of the financial product transaction management apparatus 1. For example, the value of the second order for each position may be calculated by the following equation (1) ′.
(Price of second order for each position) = (Right side of (1) above) ± (Profit amount of financial product transaction management apparatus 1) (1) ′
Further, the order input receiving unit 12 determines that each is an appropriate price when the amount input in the first order price input field 41e and the market price satisfy a predetermined condition set in advance.

  When it is determined that the price is appropriate (“No” in step S3), the account information generation unit 15 acquires the margin information of the customer in the customer account information table 182.

  The order input receiving unit 12 multiplies the acquired margin information by the total order amount of the customer (that is, the amount input in the order amount input field 41d and the order number input in the trap number selection field 41f). (That is, in this embodiment, 10 (10,000 yen) × 5 (books) = 250 (10,000 yen)) is compared to confirm whether the amount of margin is equal to or greater than the total order amount. The unit 16 generates an “order information group” to be described later only when the margin amount is equal to or larger than the total order amount (“No” in step S5). Only limit orders can be accepted.

  Here, the order input receiving unit 12 calculates the margin in a manner including a slippage correction that may occur when calculating the margin, and the margin information acquired by the account information generating unit 15 is the calculated evidence. If it is more than the amount of money, the limit order is accepted.

  Specifically, a predetermined correction value is set for each currency pair in the order input reception unit 12, and the above-described order total is corrected based on this correction value.

For example, the upward correction value “0.03” is recorded as the correction value of the currency pair “USD / JPY” in the order input reception unit 12, and the total order amount acquired by the account information generation unit 15 is 500,000 yen. If
50 (10,000 yen) + 0.03 (10,000 yen) = 50.03 (10,000 yen)
Becomes the corrected order total, and this corrected total order is treated as the calculated margin. In this case, the limit order is accepted only when the margin information of the customer acquired by the account information generation unit 15 is 50.03 (10,000 yen) or more.

  The correction value set in the order input receiving unit 12 may be a downward correction value of the total order amount, or may be an upward correction value or a downward correction value of the margin information acquired by the account information generation unit 15. Good. Furthermore, the correction value is not limited to a fixed value set in advance for each currency pair, and may be changed based on the total amount of the order, the fluctuation situation of the market price, etc. It may be calculated by.

  When the margin amount is equal to or greater than the corrected total order amount (“No” in step S5), the order input receiving unit 12 determines that the order condition is based on the data recorded in the currency pair order condition table 183 and the like. It is confirmed whether or not various trap trade conditions other than the above are satisfied (step S6).

  If the various trap trade conditions are not satisfied (“Yes” in step S7), the order input reception unit 12 treats the input order as an error and rejects the reception of the order (step S10).

When it is determined that the various conditions of the trap trade are satisfied (“No” in step S7) and the order conditions satisfy all the conditions necessary for the limit order by the trap trade described above,
When the customer clicks the order confirmation button 41m by operating the operation unit 21, the order information generation unit 16 of the financial product transaction management apparatus 1 generates order information based on the sales order application information input in step S1 (step S1). S8). Specifically, a plurality of pieces of data input in the above procedure are grouped in units of order prices, and each order information is assigned to each information unit by assigning a sequence number to the order recorded in the sequence number table 184. Form. At this time, the sequence number table 184 is provided with information for identifying the sequence number used for the order information as an unused number. The plurality of order information generated in one step S8 includes order information for placing a limit order or stop order for the same price of the same type of financial product, and order information for placing a limit order for the second price. , And an order information group (hereinafter simply referred to as “order information group”) consisting of stop orders for the financial products that are the targets of the buy order information and the sell order information for the stop price orders for other prices. .

The order information generation unit 16 records the generated order information group in the order table 181 (step S9). The order information group is recorded in the order table based on the definition of each field shown in FIG. For example, the “ord_seq” field 181b is a definition of the sequence number given in step S8. The “cust_seq” field 181c is a customer number uniquely determined for each customer, and the “style_id” field 181d is a definition of a product name. The “ccy_pair_id” field 181e is a definition of an ID number uniquely determined for each currency pair. The combination of the ID number and the currency pair is recorded in an ID table (not shown) separately provided in the database. The “ord_amnt” field 181f is a definition of the amount input in the order amount input field 41d. In the “buy_sell_id” field 181g, it is defined whether it is a sell order or a buy order input with the trade type selection button 41a, and in the “ord_rate” field 181h, a first order price input field 41e, a stop loss price input field The numerical value entered in 41k, etc., and the price of individual order information defined by the trap number selection column 41f, price range input column 41g, etc. are defined, and the “limit_time” field 181i is selected by the expiration date selection button 41i Define the due order deadline. The “ord_cond” field 181j defines the type of the order selected by the order type selection button 41b, and the “new_close” field 181k defines whether the order is a new order or a settlement order. The “trap_seq” field 181m defines the case where the trap trade is selected by the order type selection button 41b, and the “repeat_flag” field 181n defines whether or not the ifdan order is repeatedly performed.

  Although not shown in FIG. 2, the order table 181 defines other data input to the input screen 40, that is, information input to the desired currency pair selection button 401, the trap number selection column 41f, and the like. A field is also provided. With these fields, all data input to the first input screen 40 and the second input screen 41 are recorded in the order table 181.

  Further, although not shown in FIG. 2, the order table 181 includes first order identification information for identifying whether each order information is a first order, a second order, or a stop order, and second order information. Fields for defining order identification information, stop order identification information, and valid information identification information for identifying a valid order as a limit order are also provided. With these fields, the current state of each order information and the state change with the progress of the transaction are recorded.

  From the above procedure, the limit order acceptance process by the trap trade in the present embodiment is completed.

  6A and 6B are diagrams schematically showing an order information group generated by the order information generating unit 16 and recorded in the order table 181. FIG. The table in the form shown in the figure is also displayed on the display unit 22 of the client terminal 2 by the front page distribution unit 11.

As shown in the figure, in the order table 181, k order (k> 1, k = 5 in this embodiment) order information group which is the number of position sets input in the trap number selection field 41 f, that is, the first First to fifth order information groups 181s ₁ , 181s ₂ ,... 181s ₅ are recorded. Although not shown in the drawing, the order table 181 records first to fifth order information groups 181s ₁ , 181s ₂ ,... 181s ₅ .

Each order information group (for example, the first order information group 181s ₁ ) includes a first order 181t ₁ as “buy order information” and a first order 181t as a “buy order information” for ordering the same type of financial products at a limit price. The second order 181u ₁ as the “sell order information” for placing a limit order on the financial product subject to ₁ at another price, and the financial product subject to the buy order information and the sell order information as yet another consisting of the stop order 181v ₁ to reverse limit order for the price (stop-loss price), to form an information group of one price range. By such order information group (e.g. the first order information group 181 s ₁₎ is formed with a plurality, one price of the order information group (e.g. the first order information group 181 s _1), a plurality of different prices It will be generated for the band.

These order information group 181s _1, 181s _2, in the ··· 181s _5, the order price which the first was shown to the first order 181t ₁ of the order information group 181s ₁ $ 1 101.00 yen (ie first in entered in order price input field 41e price), the first order _{181t 1, 181t 2 ···, 181t} 5 between the width, and the second order _{181u 1, 181u 2, ···,} 181u 5 each other Each price range is 0.10 yen (that is, the price entered in the price range entry field 41g). Further, each of the first order _{181t 1, 181t 2 ···, 181t} 5, and each of the second order _{181u 1, 181u 2, ···,} 181u 5 100,000 yen (i.e. the order amount input field 41d Entered amount). Each of the second orders forming the order information groups 181s ₁ , 181s ₂ ,... 181s ₅ is a value calculated based on the second input screen 41 and the above formula (1) (ie, for example, the first order). The value width of the first order 181t ₁ and the second order 181u _{1 of} one order information group 181s ₁ is 0.50 yen).

On the other hand, these order information group 181 s _1, 181 s _2, in · · · 181 s _5, all stop orders 181v _1, 181v _2, · · ·, order price of 181v ₅ is the stop-loss price input field 41k The input price (in this embodiment, 1 dollar = 100.00 yen) is set.

In this embodiment, when an order information group 181 s _1, 181 s _2, is · · · 181 s _5, first order 181t _1, 181t ₂ ···, is 181T ₅ were produced as buy orders, each order information groups 181s _1, 181s _2, the first order 181t ₁ of _{··· 181s 5, 181t 2 ···,} 181t 5, and the second order _{181u 1, 181u 2, ···,} 181u 5 , the quoted prices of the product at the time Higher than. That is, all the first orders 181t ₁ , 181t ₂ ..., 181t ₅ and all the second orders 181u ₁ , 181u ₂ ,..., 181u ₅ are input to the first order price input field 41e. Generated as a price above the price. If the first orders 181t ₁ , 181t ₂ ..., 181t ₅ are selling orders, conversely, all the first orders 181t ₁ , 181t ₂ ..., 181t ₅ , and all the second orders 181u. ₁ , 181 u ₂ ,..., 181 u ₅ are generated as prices less than or equal to the price entered in the first order price input field 41 e.

Then, as shown in FIG. 6A and FIG. 6B (a), the limit type information 181G of all the first orders 181t ₁ , 181t ₂ ..., 181t ₅ is set as “reverse limit price”, and the new / settlement information 181K. Is set as “new”. That is, all of the first orders 181t ₁ , 181t ₂ ... 181t ₅ are generated as new stop orders.

As shown in FIGS. 6A and 6B, the first to fifth order information group 181 s _1, 181 s _2, each order 181T ₁ to form the ··· 181s _5, ··· 181v ₅ is ordered as a serial number of the order Number 181A, customer number 181B uniquely assigned to each customer, currency pair information 181C for identifying a combination of currencies to be sold (mainly a combination of Japanese yen and foreign currency), price information of one position Order amount information 181D, order time information 181E as information on the time when the order was placed, sales direction information 181F as flag information for identifying whether the order is “sell order” or “buy order”, limit order information Limit type information 181G as information for identifying whether the type is “forward limit (that is, normal limit order)” or “stop limit (that is, limit order)”; Order price information 181H as a ", each order 181t _1, ··· 181v order expiration date information 181I of as information indicating the expiration date of the _5, the order type information 181J of as a flag information that identifies the type of the order, each order information New / settlement information 181K as flag information for identifying whether the order is “new order” or “settlement order”, and each order 181t ₁ ,..., 181v ₅ is a pending limit order (or stop order) As "valid / invalid identification information", which is flag information for identifying valid order information as order information or invalid order information as limit order (or limit order) before ordering enable / disable information 181L, each order 181T _1, · · ·, or 181v ₅ is first rank order information, or hula for identifying whether the second rank order information A rank information 181M as grayed information, each order 181T _1, a contract existence information 181N as flag information for identifying the "Yes""No" of commitments · · · 181v ₅ as the attribute information. The attribute information is based on information input from the input screen 40 and is recorded in the order table 181 based on the above field definition.

As shown in the valid / invalid information 181L in FIG. 6A and FIG. 6B, all the order information 181t ₁ ,... 181v ₅ generated at the beginning are invalid as limit orders (or stop orders) (hereinafter simply referred to as “invalid”). The invalid order information.

As shown in the new / settlement information 181K in FIGS. 6A and 6B, the first orders 181t ₁ , 181t ₂ ,..., 181t ₅ are generated as new order information, and the second orders 181u ₁ , 181u ₂ ,. , 181u ₅ and stop order 181v ₁ , 181v ₂ ,..., 181v ₅ are generated as settlement order information.

As shown in rank information 181M, among the order information that forms an order information group (e.g. the first order information group 181 s _1), the first order _{181t 1, 181t 2, ···,} 181t 5 the order of contract priority as a high first order, second order _{181u 1, 181u 2, ···,} 181u 5 and the stop order _{181v 1, 181v 2, ···,} 181v 5 preferentially as order commitments Second order with lower rank. First to fifth order information group 181s _1, 181s _2, the first to the fifth of the first order 181t in _{··· 181s 5 1, 181t 2,} ··· 181t 10, first to fifth in the second The order 181u ₁ , 181u ₂ ,... 181u ₁₀ and the first to fifth stop limit orders 181v ₁ , 181v ₂ ,... 181v ₁₀ are “invalid” in the valid / invalid information 181L in the initial state. In other words, it is recorded in the order table 181 as “invalid order information” that does not have the status as an established order.

As will be described later, the “valid” and “invalid” states of the respective order information vary depending on the stage of the transaction, but the order information generating unit 16 determines the initial states of “valid” and “invalid” of the respective order information. The change in state is sequentially recorded in the order table 181. As a result, it is possible to generate and record data in accordance with the actual situation of the trap trade or ifdan order transaction, so that the affinity with other applications used in the financial product transaction management apparatus 1 can be increased, and the client terminal 2 Can display “valid” and “invalid” in real time. Furthermore, in the first to fifth order information groups 181s ₁ , 181s ₂ ,... 181s ₅ , the “trap_seq” field 181m is set to perform trap trade.

Further, when it is determined in step S3 that the first desired price is an inappropriate price (“Yes” in step S3), and when the amount of margin is less than the total order amount in step S5 (“ Yes "), the order input reception unit 12 treats the input order as an error and rejects the order (step S10). That is, the order information groups 181s ₁ , 181s ₂ ,... 181s ₁₀ shown in FIGS. 6A and 6B are not generated, and the display unit 22 of the client terminal 2 has character information indicating that the acceptance of the order is rejected. Is displayed.

  After the order processing is completed, the price information reception management unit 19 of the financial product transaction management apparatus 1 continues to acquire exchange rate information regularly (for example, every minute or every hour, etc.). When the market price matches the order price of the specific position, the contract information generation unit 14 will execute the order of the position.

  7A and 7B are flowcharts showing a processing procedure after acceptance of a limit order by trap trade in the financial product transaction management apparatus 1 of this embodiment, and FIGS. 8 and 9 are financial statements of this embodiment. It is a time chart which shows the process sequence after acceptance of the limit order by the trap trade in the merchandise transaction management apparatus 1. The processing procedure will be described below with reference to FIG. In FIG. 8 and FIG. 9, circles indicate order information for one position.

  After the order acceptance process is completed, the price information reception management unit 19 of the financial product transaction management apparatus 1 continues to acquire exchange rate information.

As shown in FIGS. 6A and 6B, at the time t1 when the limit order acceptance process by the trap trade order is completed, the contract information generation unit 14 performs the first to fifth order information groups 181s ₁ and 181s _{2 in the first} order. , by converting the first to fifth of the first order 181T in _{··· 181s 5 1, 181t 2,} ···, the flag information of the valid / invalid information 181L of 181T ₅ "invalid" to "valid" Place these buy limit orders. On the other hand, at the time t1, the flag information of the valid / invalid information 181L of the first to fifth second orders 181u _{1 to} 181u ₅ and the first to fifth stop order orders 181v _{1 to} 181v ₅ is “invalid”. It remains. Accordingly, the first to fifth second orders 181u _{1 to} 181u ₁₀ and the first to fifth stop limit orders 181v _{1 to} 181v ₅ are invalid order information at the time point t1.

As shown in FIG. 8, for example, it is assumed that the US dollar market purchase price 71 at time t1 is 1 dollar = 100.00 yen. Then, after the time t1, the exchange rate is temporarily interrupted with a holiday and then restarted at the time t2, so that the so-called “sheeting method” and the market purchase price 71 is the same dollar = 103.50 yen think of. In this case, the first order is a buy order, and the market price 71 is higher than the first to third second orders 181u _{1 to} 181u ₃ (“Yes” in step S11). Accordingly, contract information generation unit 14 performs processing to cancel the first order 181t ₁ ~181 t ₃ of the first to third corresponding to a second order 181u ₁ ~181u ₃ of the first to third, new 6A, the first to third first orders 181t _{1 to} 181t _{3 in} which the limit type information 181G is “order limit” are newly generated and set (step S13). Specifically, the first to third first orders 181t _{1 to} 181t ₃ are replaced with the order information of the (order) limit order from the order information of the limit order. Even when the first order is a sell order and the market price is lower than the second orders 181u _{1 to} 181u ₃ (“Yes” in step S12), the process of step S13 is performed. If the conditions of steps S11 and S12 are not met ("No" in steps S11 and S12), the process of step S13 is not performed.

In this state, the contract information generating unit 14 performs a process of executing the first to _third first orders 181t _{1 to} 181t ₃ and the first to third second orders 181u _{1 to} 181u ₃ . That is, the contract information generation unit 14 confirms that the market price 71 has reached the contract price of the first to third first orders 181t _{1 to} 181t ₃ (“Yes” in step S14). The third order 181t _{1 to} 181t ₃ is executed (step S15). Specifically, the contract information generation unit 14 executes when the market price purchase price 71 is executed by the first to third first orders 181t _{1 to} 181t ₃ and the first to third second orders 181u _{1 to} 181u _3. The contract information generation unit 14 converts the flag information of the contract presence / absence information 181N of the first to third first orders 181t _{1 to} 181t ₃ together with the contract from “none” to “present”. As a result, the order table 181 is converted from the state shown in FIG. 10A to the state shown in FIG. Then, the account information generation unit 15 receives an instruction from the contract information generation unit 14 and converts margin information (described later) according to the trading amount, and the deposit / withdrawal information generation unit 13 adds the deposit / withdrawal to the deposit / withdrawal list. Describe the status of money. Further, when the contract is established, the contract information generation unit 14 displays character information or the like indicating that the contract is established on the display unit 22 of the client terminal 2, and performs a bank account deposit / withdrawal process based on the sales price. (In the “contract” in this embodiment, all of the financial product transaction management apparatuses 1 perform the same processing.)

Then, as shown in FIG. 10B, the contract information generation unit 14 includes the first to third second orders 181u _{1 to} 181u ₃ and the first to third stop order orders 181v _{1 to} 181v _3. The valid / invalid information 181L flag information is converted from “invalid” to “valid”, and these orders are changed from invalid to valid (step S16). In this case, the market price 71 does not reach the stop order prices of the first to third stop orders 181v _{1 to} 181v ₃ (“No” in step S17), and the first to third Since the contract prices of the two orders 181u _{1 to} 181u ₃ have been reached (“Yes” in step S18), the contract information generation unit 14 performs the first to third second orders as shown in FIG. The flag information of the execution presence / absence information 181N of 181u _{1 to} 181u ₃ is converted from “none” to “present”, and the first to third second orders 181u _{1 to} 181u ₃ are executed (step S19). In this embodiment, when the first to third second orders 181u _{1 to} 181u ₃ are executed, the corresponding first to third stop orders 181v _{1 to} 181v ₃ are canceled. It is handled (step S19). In this case, the contract information generation unit 14 deletes the corresponding stop order data in the order table 181 and displays the deletion on the display unit 22 of the client terminal 2.

In step S15 and step S19, the contract information generating unit 14 executes the first to third first orders 181t _{1 to} 181t ₃ and the first to third second orders 181u _{1 to} 181u _3. Even if slippage occurs (the price difference between the ordered price and the contracted price), these orders are executed. Specifically, for example, the contract information generation unit 14 sets not only the case where the market price is exactly 1 dollar = 101.00 yen ordered as the contract price of the first first order 181t ₁ , for example. An amount obtained by adding or subtracting the slippage allowable price (if the slippage allowable price is set at 0.20 yen, 1 dollar = 101.00 yen + 0.20 yen = 101.20 yen, or 1 dollar = 101.00 yen -0.20 yen = up to ¥ 100.80) a set so as to contract the first of the first order 181t ₁ if. Further, other order information is set so as to be executed in the same manner. As a result, a contract is executed even when a slippage is generated (in the “contract” of this embodiment, all the financial product transaction management apparatuses 1 perform the same processing).

On the other hand, unlike the case described above, the processing by the “sheet approach method” or the like is not performed, and the price purchase price 71 of the US dollar is from 1 dollar = 100.00 yen to 1 dollar = 103.50 yen from time t1 to time t2. If it went gradually changed, while the first to the third of the first order 181t ₁ ~181t ₃ of limit type information 181G is "stop-loss", the first to the third of the first order 181t ₁ ~ 181t ₃ and the first to third second orders 181u _{1 to} 181u ₃ are gradually executed. In this case, as shown in FIG. 9, the processing of all positions is sequentially performed from time t1 to t11. In this case, since steps S11 and S12 do not become “Yes” (“No” in steps S11 and S12), the process of step S13 is not performed, and the processes of steps S14 to S19 are performed.

After the first order is executed as a new limit order or a new limit order, the US dollar market purchase price 71 is the price of the settlement limit order, for example, as shown in FIG. When the contract price of the fifth stop order 181v _{1 to} 181v ₃ drops to 100.00 yen / dollar, which is the contract price (“Yes” in step S17), the contract information generation unit 14 corresponds to the contracted first order. Execute a stop order execution. For example, contract information generation unit 14, a first first order 181T ₁ which is contracted in the step S15 is in the case where it is contracted as a stop order of the new, in FIG. 10 first as shown in (d) flag information contract existence information 181N of the stop order 181v ₁ converted from "No""Yes", to contract first a stop order 181v ₁ (step S21). As a result, in the case where the market price of the financial product fluctuates greatly compared to the conventional market price and there is no expectation of recovery for the time being, it is possible to minimize the damage suffered by the customer who performs limit trading.

When the contract information generating unit 14 executes a contract based on any of the first to fifth stop limit orders 181v _{1 to} 181v ₅ , the contracted first to fifth stop limit orders 181v ₁ to 181v ₁ to of all the order information group 181s ₁ ~181s ₅ generated based on the generated trade orders line items 181v _5, is not created by the trade date currently valid second order and the stop order information prior commitments All the order information groups are canceled (steps S22 and S23). Specifically, the contract information generating unit 14 stores the second orders before the contract, such as the second and third second orders 181u ₂ and 181u _3, which are valid at the time of execution of the _first stop order 181v _1. and cancel processing, further, the first to fifth of the order information group 181s ₁ ~181s _5, all the order information group 181s ₁ ~181s ₅ of uncreated at time t11 order table 181 described in the order table 181 A process of deleting (step S23) and displaying the cancellation on the display unit 22 of the client terminal 2 is performed (the “cancel process” in this embodiment is the same process). By performing the canceling process in this way, it is possible to stop all trading by limit orders such as trap trades after the stop time of the stop order information based on one stop order. As a result, in the case where the market price of the financial product fluctuates greatly compared to the conventional market price and there is no expectation of recovery for the time being, it is possible to minimize the damage suffered by the customer who performs limit trading.

If a contract based on any of the first to fifth stop order orders 181v _{1 to} 181v ₅ is not performed, the process from step S14 to S19 is performed for all the first orders 181t _{1 to} 181t ₃ and the second order 181u _1. The process is repeated until ˜181u ₃ is executed (“No” in step S20).

  Note that the financial product transaction management apparatus 1 according to this embodiment treats an input error as a request for changing the price and amount of a limit order once generated from the client terminal 2 as an unauthorized request. Process with. Specifically, from the financial product transaction management apparatus 1 to the financial institution such as data change of the order table 181 based on the request, data generation and change processing by the account information generation unit 15 and the deposit / withdrawal information generation unit 13, etc. Data and signals are not transmitted or received. Further, the display unit 22 of the client terminal 2 displays a message indicating an input error. As a result, it is possible to prevent an excessive amount of work on the bank side, which is a source of financial products, due to frequent requests for prices and amounts.

On the other hand, when an order cancel button (not shown) is clicked on a third input screen (not shown) of the client terminal 2 and there is a cancel request such as a trap trade once generated, the financial product transaction management device The contract information generation unit 14 of 1 extracts the order information group included in the trap trade or the like for which the cancellation request has been made, and all the unordered second orders and stop orders are canceled from this order information group Process as. For example, if there is a cancel request for the fifth order information group 181s ₅ from the client terminal 2 at the time between t2 and t3 in FIG. 8, the fifth second order 181u ₅ and the contract to be executed at the time t3. The fifth stop order 181v ₅ (not shown in FIG. 8) that has not been canceled is cancelled.

  In this way, when there is a cancellation request for the order of the financial product once generated, the order information group including the order information regarding the order for which the cancellation request has been made is extracted, and the order information before the contract included in the order information group By performing all the cancellation processing, it is possible to prevent complicated handling of limit orders by trap trade.

Instead of the configuration of this embodiment, all the second orders (for example, the above example) that are valid at the time of the cancellation request but are not executed by a cancellation request by an order cancellation button (not shown) are further provided. , The second to fifth second orders 181u _{2 to} 181u ₅ ) scheduled to be executed at time t3 may be canceled.

  If the order received from the client terminal 2 is a normal market order (a transaction method for buying and selling financial products at the market price at the time of ordering), the order information is generated immediately in step S8. The contract information generation unit 14 contracts the order, and the processing in step S9 and the processing after step S21 are not performed.

  As described above, in the financial product transaction management apparatus 1 according to the first embodiment, the order information generating unit 16 executes the purchase order information / selling order information of the limit order forming the order information group in each order information group. The first order identification information as the first order with the higher priority as the order of the second order is given, and the second order as the second order with the lower priority as the order of execution as the execution order information for the limit order The order identification information is added, the order information as the first order is valid order information, and the order information as the second order and the limit order information are invalid. When the market price information acquired by the price information reception management unit 19 is higher / lower than the price of the second order, the buy order information / sell order information as the first order, and the second note By performing the process of canceling the sell order information / buy order information, the first order of the limit order and the second order of the limit order form an ifdan order, and these first order and second order It is possible to reliably prevent a situation in which the first order and the second order are filled in a situation where the customer cannot make a profit. As a result, in the if-done order where the first order is the limit order, the situation where the customer can suffer from the disadvantage due to the contract between the first order and the second order is avoided, and the risk to the customer who places the limit order is reduced. be able to.

  In the financial product transaction management apparatus 1 according to the first embodiment, the order information generation unit 16 receives the price information when the acquisition is resumed after the acquisition of the market price information by the price information reception management unit 19 is once completed. If the market price information acquired by the management unit 19 is higher than the price of the second order as sell order information, or the market price information acquired by the price information reception management unit 19 is the price of the second order as buy order information If the transaction price of the financial product is once reopened by performing processing to cancel the buy order information as the first order and the sell order information as the second order, When the contract price is determined by the “method”, the situation where the first order and the second order are contracted can be surely prevented. As a result, if the first order is a stop order if it is a stop order, the situation where the customer may be disadvantaged by the contract between the first order and the second order is avoided, and the risk to the customer who places the limit order is further reduced. Can be made.

  In the financial product transaction management apparatus 1 according to the first embodiment, the order information generating unit 16 places a limit order for the same type of financial product for one price based on one buy / sell order application information. By generating an order information group including a plurality of order information, when order information of a plurality of first orders is generated based on one buy / sell order application information, It is possible to avoid a situation in which a customer can suffer a disadvantage, and to further reduce the risk to a customer who places a limit order.

  In the financial product transaction management apparatus 1 according to the first embodiment, the order information group includes stop order information for placing a stop order for a financial product that is the target of buy order information and sell order information for another price. Is included, it is possible to sell a financial product that the customer owns in the future by a limit order. Accordingly, it is possible to automatically stop trading by limit order according to the future market situation, and it is possible to reduce a risk to a customer who makes a limit order using the system.

  In the financial product transaction management apparatus 1 according to the first embodiment, the stop order information is generated as the order information of the stop order for settlement, so that the stop order is truly required for the stop order. It can be limited to the situation where the customer performs the settlement procedure in order to keep the damage caused by the limit transaction to a minimum, and it is possible to prevent abuse of the stop limit order and complication of information processing in the system. .

  In the financial product transaction management apparatus 1 according to the first embodiment, the contract information generation unit 14 is configured even when a slippage occurs when the first order information and the second order information are executed. By placing the order information of the first rank and the order information of the second rank, it is easy to execute the limit order as the order information of the first rank and the second rank, and the risk that the customer suffers when placing the ifdan order Can be further reduced.

  In the financial product transaction management apparatus 1 according to the first embodiment, an account information generating unit 15 that manages margin information as customer deposit balance information, and an order for calculating the amount of margin necessary for the transaction of the financial product The order input receiving unit 12 calculates the margin in a manner including a slippage correction that may occur when calculating the margin, and the order information generating unit 16 includes the account information generating unit 15. When the margin information acquired by the client is equal to or greater than the amount of margin calculated by the order input receiving unit 12, the margin information required when generating the order information group is obtained by generating the order information group. It can be calculated as an amount including a correction amount in consideration of slippage that may occur at the time of calculation. As a result, it is possible to prevent the inconvenience that the generation of the order information group that should originally be permitted is hindered by the generation of slippage, and to improve the convenience of the customer who uses the system.

  In the financial product transaction management apparatus 1 according to the first embodiment, the contract information generation unit 14 generates the stop order information when the contract information is generated based on the stop order information. In the order information group, the order information group that has not been generated at the time of execution of the stop order information is canceled from the order information recording means. All buying and selling by limit orders such as ifdan orders after the limit order information can be stopped. As a result, in the case where the market price of the financial product fluctuates greatly compared to the conventional market price and there is no expectation of recovery for the time being, it is possible to minimize the damage suffered by the customer who performs limit trading.

  In the financial product transaction management apparatus 1 according to the first embodiment, the order information group generated by the order information generating unit 16 based on one buy / sell order application information is the number of products of the financial products forming one order information group. The order contents from the client terminal side when ordering financial products can be reduced by the constant price range between the buy order information and the sell order information between the order information groups in a plurality of price ranges. It can be simplified. Further, it is possible to place an order with a high risk dispersion effect by forming an order for a certain number of products for each certain price range. As a result, it is possible to more efficiently and smoothly conduct a transaction based on a limit order.

  In the financial product transaction management apparatus 1 according to the first embodiment, when there is a cancel request as a request for canceling the order of the financial product once generated, the contract information generation unit 14 orders related to the order for which the cancel request has been issued. The order information group including the information is extracted, and the cancellation process for deleting all the pre-contracted order information included in the order information group from the order information recording means can be performed, thereby preventing the handling of the limit order from becoming complicated. . As a result, it is possible to prevent the complexity of information processing in the system configuration and the system while further improving the convenience of customers who use the system.

  In the first embodiment, the financial product transaction management apparatus 1 displays the first input screen 40 and the second input screen 41 on the display unit 22 of the client terminal 2, and is input to these input screens 40 and 41. The same number of positions of the first order and the second order are generated based on the data, but the present invention is not limited to this. For example, instead of the second input screen 41 shown in FIG. A configuration in which a second input screen 44 is displayed on the client terminal 2 and the number of positions of the first order is set on the second input screen 44 based on data input by the customer (hereinafter referred to as “variation”). It can also be.

  In the modified example, the value input in the first order price input field 44a of the second input screen 44 is set as a reference first order (first order to be executed first), and this reference is the first order. The price of the first order for each position is calculated by the number entered in the trap number selection field 44c, with the value range set by the value entered in the price range entry field 44b from the order. The price of the second order may be input in the second order price input field (not shown) provided in the second input screen 44 or on the third input screen (not shown). As in the first embodiment, the calculation may be performed using a numerical value input on the second input screen 44 or the like and a predetermined arithmetic expression, or may be a predetermined value set in advance. Further, the number of positions of the second order may be one or plural.

  When the first embodiment and the modification are used in combination, it is desirable that the “trap_seq” field 181m of the order table 181 is set to a mode in which the first embodiment and the modification can be distinguished.

[Embodiment 2 of the Invention]
12 to 16 show a second embodiment of the present invention.

  In this embodiment, instead of the trap trade of the first embodiment, a transaction form in which one first order and another second order are repeatedly placed and executed by ifdan trading (hereinafter, this trading form is referred to as “repeat toy dumping”). It is different in that it is called “order”.

  When the financial product transaction management apparatus 1 displays the first input screen 40 and then the second input screen 41 on the display unit 22 of the client terminal 2, and the customer selects "repeat toy order" with the order type selection button 41b, the display unit 22, a second input screen 42 for inputting a repeat toy order is displayed. FIG. 12 shows that the purchase type selection button 401 a for “buy” of US dollar / Japanese yen (trades US dollars in Japanese yen) is selected on the first input screen 40, and the order type selection button 41 b on the second input screen 41. FIG. 14 is an image diagram of a second input screen 42 displayed when “repeat toy order” is selected. As shown in the figure, the second input screen 42 has an order type selection button 42a, a first order price input field 42b for inputting the order price of the first order, and a second order price for inputting the order price of the second order. Input field 42c, first order trade type selection button 42d for selecting the type of trade for the first order to be initially contracted, second order trade type selection button 42e for selecting the type of trade for the second order, second input screen An order amount input field 42f similar to the order amount input field 41d of 41, a profit amount designation field 42g for inputting the amount of profit obtained by buying and selling the first order and the second order of one position, a second input screen 41 Stop loss order check box 41j, stop loss price input field 41k, stop loss order check box 42h similar to order confirmation button 41m, and stop Price input field 42i, and the order confirmation button 42j is displayed.

  The customer selects and inputs order content data on the first input screen 40 and the second input screen 42 using the operation unit 21. In FIG. 12, on the first input screen 40 shown in FIG. 4, a “buy” buying / selling type selection button 401 a of US dollar / Japanese yen (buying and selling US dollars in Japanese yen) is selected with the buying / selling currency pair selection button 401. A second input screen 42 is shown when “Repeated Toy Order” is selected with the order type selection button 41b of the second input screen 41 being selected. In the second input screen 42, the first order price input field 42b is 101.00 (yen), the second order price input field 42c is 101.50 (yen), and the first order sales type selection button 42d “New / Buy / Limit Price (Order)” is selected, “Settlement / Sell / Limit Price (Order)” is selected in the second order trading type selection button 42e, and 10 (10,000 yen) in the order amount input field 42f, 50000 (yen) is selected in the profit amount designation field 42g, the check box 42h for stop loss order on the second input screen 41 is checked, and 100.00 (yen) is entered in the stop loss price input field 42i. The state is shown.

  FIG. 12 shows a state in which amounts are entered in all of the second order price input field 42c, the order amount input field 42f, and the profit amount designation field 42g. It suffices if numerical values are input in only two of the input field 42c, the order amount input field 42f, and the profit amount specification field 42g. It should be noted that the numerical value (amount) in one column for which no numerical value has been entered is entered in the first order price input column 42b and the remaining two columns after the order confirmation button 42j is clicked. The order input receiving unit 12 calculates based on the numerical value (amount). For example, in FIG. 12, in the case where numerical values are input only in the first order price input field 42b, the second order price input field 42c, and the order amount input field 42f, the order input receiving unit 12 is based on these numerical values (101. 50−101.00) × 100,000 = 50000, a numerical value to be input to the profit amount designation column 42g is calculated. Further, the order input receiving unit 12 may calculate a numerical value using the formula (1) or the formula (1) ′ in the first embodiment.

  When the order confirmation button 42j is clicked in this state, the processing in steps S1 to S10 is performed as in the first embodiment, order information and order information group are generated, and recorded in the order table 181. At this time, it is defined by the “repeat_flag” field 181n that the ifdan order is repeated.

14A and 14B are diagrams schematically illustrating an order information group generated by the order information generation unit 16 based on the procedures of steps S1 to S10 and recorded in the order table 181. FIG. The table in the form shown in the figure is also displayed on the display unit 22 of the client terminal 2 by the front page distribution unit 11. As shown in the figure, in the order table 181, a set of order information groups 181 s ₁₁ is recorded. This order information group 181s _11, in the same manner as the first embodiment, the same type of financial instruments to the stop order in one of the price the first order 181t ₁₁ as a "buy order information", of the first order 181t ₁ The second order 181u ₁₁ as “sell order information” for placing a limit order on the target financial product at another price, and the financial product that is the target of buy order information and sell order information at another price ( consisting of the stop order 181v ₁₁ to the stop order for the stop-loss price), to form an information group of one price range.

In the order information group 181 s ₁₁ are each order information groups according to a first configuration of the attribute information carried 181 s _1, 181 s _2, is the same as · · · 181 s _5. On the other hand, in FIG. 14A and FIG. 14B, the order price shown in the first order 181t ₁₁ is 101.00 yen per dollar (that is, the price entered in the first order price entry field 42b), and the second order 181u ₁₁ order price $ 1 101.50 yen shown in by (i.e. second order price Price entered in input field 42c), the order price indicated in the stop order 181v ₁₁ is 100.00 yen (i.e. stop loss Price entered in the price entry field 42i). The first order 181t ₁₁ , the second order 181u ₁₁ , and the stop limit order 181v ₁₁ are 100,000 yen (that is, the amount input in the order amount input field 42f).

On the other hand, in this order information group 181 s ₁₁ sets the order price of the stop order 181v _11, the stop-loss price input inputted in the column 41k price ($ 1 = 100.00 yen in this embodiment).

Then, as shown in FIG. 14A, the limit type information 181G of the first order 181T ₁₁ is set as "stop loss", the new / settlement information 181K is set as "new". That is, the first order 181T ₁₁ is generated as a stop order new. Further, the order information group 181 s ₁₁ may, "repeat_flag" is the field 181n is set to repeat the IF Dunn order.

Although in FIGS. 14A and 14B show the case of a buy order is first order 181T _11, even if the order first order 181T ₁₁ selling reversed is set similarly. Other configurations are the same as those in the first embodiment.

  FIGS. 13A and 13B are flowcharts showing a processing procedure after acceptance of a limit order by trap trading in the financial product transaction management apparatus 1 of this embodiment. FIGS. 15 and 16 show the financial procedure of this embodiment. It is a time chart which shows the process sequence after acceptance of the limit order by the trap trade in the merchandise transaction management apparatus 1. The processing procedure will be described below with reference to FIG. In FIGS. 15 and 16, circles indicate order information for one position.

After completion of the order receiving process, the processes from step S11 to S13 are the same as those in the first embodiment. Then, as shown in FIG. 15, for example, the purchase price 71 of the US dollar at time t1 is 1 dollar = 100.00 yen, and after the exchange rate is temporarily interrupted, it is resumed at time t2. Consider the case where the market purchase price 71 is the same $ 1 = 103.50 yen in the “sort method”. In this case, the first order is a buy order and the market price 71 is higher than the second order 181u ₁₁ (“Yes” in step S11). Therefore, the contract information generation unit 14 performs processing for canceling the first order 181t ₁₁ and the second order 181u ₁₁ . Specifically, replacing the first through third first order 181T ₁₁ from the order information stop order (the order) order information limit order. Furthermore, the contract information generation unit 14 newly generates and sets the first order 181t _{11 in} which the limit price type information 181G is “order limit” as shown in FIG. 14A and FIG. 14B (b). (Step S13).

In this state, contract information generation unit 14 performs processing to contract the first order 181T ₁₁ and the second order 181u _11. That is, contract information generation unit 14, when confirming that the market purchase price 71 reaches the agreed price of the first order 181t ₁₁ ( "Yes" in step S14), and thereby contract the first order 181T ₁₁ (step S15 ). Specifically, as shown in (b) of FIG. 14B, contract information generation unit 14 converts the "presence" first flag information contract existence information 181N orders 181T ₁₁ from "no" with commitments. Furthermore, the valid / invalid information 181L of the second order 181U ₁₁ and the stop order 181v ₁₁ converted from "invalid" to "valid", further, the steps S15 to S19, processing similar to the first embodiment is performed .

In step S15 and step S19, the contract information generation unit 14 is the same as in the first embodiment even when a slippage is generated when the first order 181t ₁₁ and the second order 181u ₁₁ are executed. Execute these orders.

On the other hand, the processing by the “sheet approach method” or the like was not performed, and the US dollar market purchase price 71 gradually changed from 1 dollar = 100.00 yen to 1 dollar = 101.50 yen from time t1 to time t2. If, Figure 14A, as shown in (e) of FIG. 14B, while the limit type information 181G of the first order 181T ₁₁ is "stop loss", the first order 181T _11, and second order 181u ₁ ~181u ₃ A process of gradually executing the contract is performed. In this case, as shown in FIG. 16, processing of all positions is performed sequentially. In this case, since steps S11 and S12 do not become “Yes” (“No” in steps S11 and S12), the process of step S13 is not performed, and the processes of steps S14 to S19 are performed.

The first order 181T _11, the second order 181U ₁₁ is contracted, at time t4 immediately after the second order 181U ₁₁ time t3 which has been contracted, the order information generated by the input still all commitments in step S1 If not (“No” in step S20), the account information generation unit 15 acquires the margin information of the customer in the customer account information table 182 again. Then, the order input reception unit 12 again compares the acquired margin information with the customer's total order, and confirms whether the amount of the margin is equal to or greater than the total order (step S24). If the margin amount is less than the total order amount ("Yes" in step S25), the process is suspended until the total order amount is greater than the total order amount, and if the margin amount is greater than the total order amount ("No" in step S25). ), order information generation unit 16 newly generates new order information group 181 s ₁₁ (step S26). In this case, FIG. 14A, as shown in (c) of FIG. 14B, first order 181T ₁₁ of this order information group 181 s ₁₁ is the point that limit the type information 181G originally is "forward limit" FIG ( different from the order information group 181s ₁₁ shown in a). Order information generation unit 16, similarly to step S9, recording the generated order information group 181 s ₁₁ in the order table 181 (step S27). And the process after step S14 is repeated.

That is, when the order information group 181 s ₁₁ is quoted purchase price 71 at the time t3 shown in FIG. 15 is a first order 181T ₁₁ becomes $ 1 101.50 to contract Figure 14A, as shown in (d) of FIG. 14B, the The contract presence / absence information of one order 181t ₁₁ is converted from “none” to “present”, and the validity / invalidity information 181L of the second order 181u ₁₁ and limit order 181v ₁₁ is converted from “invalid” to “valid”. When the market price purchase price 71 becomes 101.00 yen per dollar at the time t5 shown in FIG. 15, the information on the presence / absence of the second order u ₁₁ is converted from “none” to “present”. Thereafter, this process is repeated.

On the other hand, after the first order is executed as a new limit order or a new limit order, the US dollar market purchase price 71 is the price of the settlement limit order, for example, as shown in FIGS. 15), when dropped to one US dollar 100.00 yen, the execution price of the stop order 181v ₁₁ at time t8 (FIG. 16) ( "Yes" in step S17), similarly to the first embodiment, contract information generation The unit 14 executes a stop limit order corresponding to the executed first order. For example, contract information generation unit 14, in the case where the first first order 181T ₁ which is contracted in the step S15 is contracted as the stop order of the new, FIG. 14A, as shown in (f) of FIG. 14B the flag information of the first contract existence information 181N of the stop order 181v ₁ converted from "No""Yes", to contract first a stop order 181v ₁ (step S21). Further, the processing of steps S22 and S23 is also performed.

  In the financial product transaction management apparatus 1 according to the second embodiment, the order information generating unit 16 generates a plurality of order information groups of one price range based on one buy / sell order application information, thereby obtaining one buy / sell order. When multiple order information groups of one price range are generated based on the application information, it is possible to avoid a situation in which the customer may suffer a disadvantage due to the contract between the first order and the second order forming the order information group. Thus, it is possible to further reduce the risk incurred by customers who place limit orders.

  The financial product transaction management apparatus 1 according to the second embodiment includes a contract information generation unit 14 that executes a contract for a financial product based on order information. The contract information generation unit 14 forms a single order information group. When the order information as one order is executed, the order information as the second order and the limit order information are changed from the invalid order information to the valid order information, and as the second order as the valid order information. When the order information is executed, one order information group is generated again, so that it is possible to realize a transaction by a plurality of ifdan orders on the computer system based on one buy / sell order application information received from the client terminal. Thereby, in the limit order of the financial product, the customer using the system can perform a plurality of ifdan orders without performing complicated order procedures, and the convenience of the customer using the system can be improved.

Embodiment 3 of the Invention
17 to 20 show the third embodiment of the present invention.

  In this third embodiment, instead of the trap trade in the first embodiment and the repeat toy fondant order in the second embodiment, the same type of financial product is placed in one price range based on one buy / sell order application information. Trading in multiple times in the Ifdan order is different in that a “trap repeat toy order”, which is an order form performed over multiple price ranges, is performed.

  When the financial product transaction management apparatus 1 displays the first input screen 40 and then the second input screen 41 on the display unit 22 of the client terminal 2 and the customer selects “trap repeat toy order” with the order type selection button 41b. The part 22 displays a second input screen 43 for inputting a trap repeat toy order. FIG. 17 shows that the purchase type selection button 401 a for “buy” of US dollar / Japanese yen (trades US dollars in Japanese yen) is selected on the first input screen 40, and the order type selection button 41 b on the second input screen 41. FIG. 14 is an image diagram of a second input screen 43 displayed when “trap repeat toy order” is selected. As shown in the figure, the second input screen 43 includes a trade type selection button 43a, an order type selection button 43b, an order condition selection field 43c, and an order amount input field 43d similar to the second input screen 41 of the first embodiment. , A first order price input field 43e, a trap number selection field 43f, and a price range input field 43g are displayed, and a profit amount designation field 43h similar to the second input screen 42 of the second embodiment, a stop loss order check box 43i, a stop loss price input field 43j is displayed.

  The customer uses the operation unit 21 to select and input order content data on the first input screen 40 and the second input screen 43. In FIG. 17, the transaction of the first order “buy” is selected with the trade type selection button 43a, “limit” is selected with the order condition selection column 43c, and the order amount input column 43d has 10 (10,000 yen), the first 101.00 (yen) is input in the order price input field 43e, 5 (book) is selected in the trap number selection field 43f, 1.00 (yen) is input in the price range input field 43g, and the profit amount designation field 43h 50000 (yen) is input, the check box 43i for stop loss order is checked, and 100.00 (yen) is input in the stop loss price input field 43j.

  When the order confirmation button 43k is clicked in this state, the processing in steps S1 to S10 is performed as in the first and second embodiments, and order information and order information group are generated and recorded in the order table 181.

18A and 18B are diagrams schematically illustrating an order information group generated by the order information generation unit 16 based on the procedures of steps S1 to S10 and recorded in the order table 181. FIG. As shown in the figure, the order price information 181H of the second order includes a numerical value input in the first order price input field 43e of the corresponding first order, for example, the first order 181t ₂₁ corresponding to the second order 181u _21. (101.00 (yen)) divided by the value entered in the profit amount designation field 43h by the value entered in the order amount entry field 43d (50000 (yen) ÷ 10 (million yen) = 0.5 (Yen)) is added. This numerical value is calculated by the order input receiving unit 12 based on the numerical value input on the second input screen 43. Note that the order input receiving unit 12 can also calculate, as the order price information 181H, a value obtained by adding the profit of the manager of the financial product transaction management apparatus 1 using the formula (1) ′ of the first embodiment. . Further, in these order information groups 181 s ₂₁ , 181 s ₂₂ ,..., 181 s ₂₅ , the setting in which the trap trade is selected by the “trap_seq” field 181 m and the setting to repeatedly perform the ifdan order by the “repeat_flag” field 181 n are performed. The Other configurations are the same as those in the first embodiment.

  In the financial product transaction management apparatus 1 of this embodiment, the processing procedure after acceptance of the limit order by the trap repeat toydan order is the same as the processing procedure in the second embodiment shown in FIGS. 13A and 13B. 19 and 20 are time charts showing a processing procedure after acceptance of a limit order by a trap repeat toydan order in the financial product transaction management apparatus 1 of this embodiment. The processing procedure will be described below with reference to FIG. In FIG. 19 and FIG. 20, circles indicate order information for one position.

After completion of the order receiving process, the processes from step S11 to S19 are the same as those in the first embodiment. On the other hand, after the first order is executed as a new stop limit order or a new limit order, the first to fifth order information groups 181s _{21 to} 181s ₂₅ performed first are the same as those in the first embodiment. The same. For example, the purchase price 71 of the US dollar at time t1 in FIG. 19 is 1 dollar = 100.00 yen, and after the exchange rate is temporarily interrupted, it is resumed at time t2, and the so-called “sheet approach method” is used. When the purchase price 71 is the same dollar = 103.50 yen, the contract information generation unit 14 sets the first to third first orders 181t _{21 to} 181t ₂₃ and the first to third second orders 181u ₂₁ to A process of canceling 181u ₂₃ is performed. Specifically, the first to third first orders 181t _{21 to} 181t ₂₃ are replaced with the order information of the (order) limit order from the order information of the limit order. Furthermore, the contract information generation unit 14 newly generates and sets first to third first orders 181t _{21 to} 181t _{23 in} which the limit type information 181G is “order limit”, and sets the first to third The first orders 181t _{21 to} 181t ₂₃ and the first to third second orders 181u _{21 to} 181u ₂₃ are executed. That is, the contract information generation unit 14 performs the first to third first orders as shown in FIG. 6B for each of the order information groups 181s _{21 to} 181s ₂₃ shown in FIG. 18A and FIG. 18B (a). The flag information of the limit price type information 181G of 181t _{21 to} 181t ₂₃ is converted from “inverse limit price” to “forward limit price”, and the first to third second orders 181u _{21 to} 181u are converted as shown in FIG. ₂₃ , and the flag information of the valid / invalid information 181L of the first to third stop order orders 181v _{21 to} 181v ₂₃ is changed from “invalid” to “valid”, and the first to third first orders 181t _{21 to} 181t ₂₃ The flag information of the contract presence / absence information 181N is converted from “none” to “present”. Further, as shown in FIG. 10C, the contract information generation unit 14 changes the flag information of the contract presence / absence information 181N of the first to third second orders 181u _{21 to} 181u ₂₃ from “none” to “present”. Convert to

In the present embodiment, unlike the first embodiment, when the second order is executed, the order information generation unit 16 generates the order information group including the second order again. For example, as shown in FIG. 10C, after the flag information of the execution information 181N of the first to third second orders 181u _{21 to} 181u ₂₃ is converted from “No” to “Yes”, the order The information generating unit 16 repeatedly generates the first to third order information groups 181s _{21 to} 181s ₂₃ again as shown in FIG. 18A and FIG. 18B (b). Similarly, when the fourth and fifth second orders 181u ₂₄ and 181u ₂₅ are executed, the fourth and fifth order information groups 181s _{24 to} 181s ₂₅ are repeatedly generated. However, as shown in FIG. 18A (b), in the first order of the order information group 181s _{21 to} 181s ₂₅ generated after the second time, for example, in FIG. 18A and FIG. third order information group _181s 21 _{~181s 23} is generated bid type information 181G of the first to third first order _181t 21 _{~181t 23} as a "forward limit".

In addition, even if slippage is generated when the contract information generating unit 14 executes the first order 181t ₂₁ and the second order 181u ₂₁ in step S15 and step S19, these are the same as in the first embodiment. Execute an order for.

On the other hand, as shown in FIG. 20, processing by the “sheeting method” or the like is not performed, and the market price purchase price 71 of US dollars from time t1 to time t2 is 1 dollar = 100.00 yen to 1 dollar = 101.50 yen. 10B, the processing shown in FIGS. 10B and 10C is performed, and the first order information group including the second order executed, for example, the first second order 181u ₂₁ is executed. 181s ₂₁ is generated again. In this case, again, the first order information group 181s ₂₁ generated again includes the limit type information 181G of the first first order 181t _{21 as} the “order limit”.

On the other hand, market purchase price 71 US dollars a stop order of the settlement price, for example 19, as shown in FIG. 20, the time t11 (FIG. 19), execution price of the stop order 181v ₂₁ at time t12 (Fig. 20) When the price drops to 100.00 yen per dollar (“Yes” in step S17), the execution information generation unit 14 executes the execution of the stop order corresponding to the first order thus executed, as in the first and second embodiments. I do. For example, when the first first order 181t ₂₁ executed in step S15 is executed as a new stop order, the execution information generation unit 14 performs the first operation as shown in FIG. flag information contract existence information 181N of the stop order 181v ₂₁ converts from "No""Yes", to contract the first stop orders 181v ₂₁ (step S21). Further, the processing of steps S22 and S23 is also performed.

  As described above, in this embodiment, the order information generation unit 16 generates a plurality of order information groups of a plurality of price ranges in each price range based on a single purchase order application information. Based on the application information, when multiple order information groups of multiple price ranges are generated in each price range, the customer suffers disadvantages due to the contract between the first order and the second order that form the order information group. The risk that a customer who places a limit order suffers can be further reduced.

  According to the financial product transaction management apparatus 1 of this embodiment, it is provided with a contract information generation unit 14 that executes a contract for a financial product based on order information, and the contract information generation unit 14 forms a single order information group. When the order information as one order is executed, the order information as the second order and the limit order information are changed from the invalid order information to the valid order information, and as the second order as the valid order information. When the order information is executed, one order information group is generated again, so that it is possible to realize a transaction by a plurality of ifdan orders on the computer system based on the one buy / sell order application information received from the client terminal 2. . Thereby, in the limit order of the financial product, the customer using the system can perform a plurality of ifdan orders without performing complicated order procedures, and the convenience of the customer using the system can be improved.

  Although the financial product transaction management system 1A of each of the above embodiments handles foreign exchange as a financial product, the present invention is not limited to this, and the financial product transaction management system handles other financial products such as stocks and bonds. The present invention can also be applied.

  Further, in the financial product transaction management system 1A of each of the above embodiments, the buy order information forming the order information group is “first order” and the sell order information is “second order”. The selling order information may be “first order” and the buying order information may be “second order”.

  It is needless to say that each of the above embodiments is an exemplification of the present invention and does not mean that the present invention is limited to only the above each embodiment.

1A ··· the financial product transaction management system 1,... The financial product transaction management apparatus 2,2 ₁ ~2 _n ··· client terminal 12 ... order input receiving unit (order input receiving means, margin amount calculating means)
14: Contract information generation unit (contract information generation means)
15 ... Account information generation unit (account information generation means)
16: Order information generating unit (order information generating means)
181 ... Order table (order information recording means)
181K: Valid / invalid information (valid / invalid identification information)
181M ... Order information (first order identification information)
19 ... Price information reception management section (market price means)
181s ₁ , 181s ₂ ,..., 181s ₅ ... Order information group 181t ₁ , 181t ₂ ,..., 181t ₅ .
181u ₁ , 181u ₂ ,..., 181u ₅ ... Second order (sell order information)
181v ₁ , 181v ₂ ,..., 181v ₅ ... Stop price order (stop limit order information)

Claims (16)

A financial product transaction management device for managing the trading of financial products,
Order input receiving means for receiving trading order application information for performing trading orders of the financial products;
Price information receiving means for obtaining market price information of the financial product;
Order information generating means for generating order information of financial products based on the buy / sell order application information received by the order input receiving means and the market price information acquired by the price information receiving means;
The order information generating means includes
Based on one buy / sell order application information, as the order information, buy order information for placing a limit order or a stop order for the same type of the financial product at one price and the financial subject to the buy order information Generate an order information group consisting of sell order information for placing a limit order on the product at another price, and provide information on a specific contract price for each of the order information,
In each of the order information groups, the buy order information of the stop order that forms the order information group is set as the first order with high priority as the execution order, and the sell order information of the limit order is A second order with a low priority as the order of execution,
When the acquisition of the market price information by the price information receiving means has once ended and the acquisition is resumed, the price price information acquired by the price information receiving means is higher than the price of the second order. Cancels the buy order information as the first order, and replaces the buy order information of the limit order with the buy order as the first order in place of the canceled buy order information as the first order. A financial product transaction management apparatus characterized by performing processing newly generated as information. A financial product transaction management device for managing the trading of financial products,
Order input receiving means for receiving trading order application information for performing trading orders of the financial products;
Price information receiving means for obtaining market price information of the financial product;
Order information generating means for generating order information of financial products based on the buy / sell order application information received by the order input receiving means and the market price information acquired by the price information receiving means;
The order information generating means includes
Based on one buy / sell order application information, as the order information, sell order information for placing a limit order or a stop order for the same type of the financial product at one price, and the financial subject to the sell order information Generate an order information group consisting of buy order information for placing a limit order on the product at another price, and provide information on a specific contract price for each of the order information,
In each of the order information groups, the sell order information of the stop order that forms the order information group is set as the first order with high priority as the execution order, and the buy order information of the limit order is A second order with a low priority as the order of execution,
When the acquisition is resumed after the acquisition of the market price information by the price information receiving means once, when the market price information acquired by the price information receiving means is lower than the price of the second order Cancels the sell order information as the first order and replaces the sell order information as the canceled first order with the sell order information of the limit order as the sell order as the first order. A financial product transaction management apparatus characterized by performing processing newly generated as information.   The order information generating means includes the order information group including a plurality of the order information of the first order, wherein the order information generating means places a limit order for each price of the same type of the financial product based on the buy / sell order application information. The financial product transaction management device according to claim 1, wherein the financial product transaction management device is generated.   3. The financial product transaction management apparatus according to claim 1, wherein the order information generation unit generates a plurality of order information groups in one price range based on the one purchase order application information.   3. The financial product according to claim 1, wherein the order information generation unit generates a plurality of order information groups of a plurality of price ranges in each of the price ranges based on one purchase order application information. Transaction management device.   6. The financial product transaction management apparatus according to claim 1, further comprising order information recording means for recording the order information generated by the order information generating means.   The order information generating means includes valid / invalid identification information for identifying valid order information and invalid order information for each individual order information, and first order identification information indicating the first order. And the second order identification information indicating that the order is the second order, and in the state where the order information group is generated, the valid information identification using the order information as the first order as the valid order information. The information is provided, and the order information and stop order information as the second order are set as invalid order information. Financial product transaction management device. A contract information generating means for executing a contract for the financial product based on the order information;
When the order information as the first order forming one order information group is executed, the execution information generating means invalidates the order information and the stop order information as the second order. 8. The order information group is generated again when the order information as the second order, which is regarded as the valid order information, is filled with valid order information from the information. The financial product transaction management apparatus according to 1.   The contract information generating means generates a slippage when executing the first order information to which the first order identification information is assigned and the second order information to which the second order identification information is assigned. 9. The financial product transaction management apparatus according to claim 8, wherein the first order information and the second order information are executed. The order information group is recorded in an order information recording unit that records the order information generated by the order information generating unit,
When the contract information generating means executes the contract based on the stop order information, the stop order among the order information group generated based on the buy / sell order application information that generated the stop order information. 10. The financial product transaction management apparatus according to claim 8 or 9, wherein a cancellation process is performed to delete all the order information groups that have not been generated at the time of information execution from the order information recording means. The order information group is recorded in an order information recording unit that records the order information generated by the order information generating unit,
When there is a cancellation request as a request to cancel the order of the financial product once generated, the contract information generation means extracts the order information group including the order information related to the order for which the cancellation request has been made, 11. The financial product transaction management apparatus according to claim 8, wherein a cancellation process for erasing all the order information before execution included in the order information group from the order information recording unit is performed. .   2. The order information group includes stop order information for ordering a stop order for the financial product that is the target of the buy order information and the sell order information for another price. The financial product transaction management device according to any one of 1 to 11.   13. The financial product transaction management apparatus according to claim 12, wherein the stop order information is generated as order information of a settlement stop order. Account information generating means for managing margin information as customer deposit balance information;
A margin amount calculating means for calculating the amount of margin necessary for the transaction of the financial product,
The margin amount calculation means calculates the margin in a manner including a slippage correction that may occur at the time of margin calculation, and the order information generation means includes the margin information acquired by the account information generation means. The financial information according to any one of claims 1 to 13, wherein the order information group is generated when the information is equal to or greater than the amount of the margin calculated by the margin amount calculation means. Commodity transaction management device.   In the order information group generated by the order information generating means based on the one buy / sell order application information, the number of products of the financial products forming the one order information group is constant, and the order information group has a plurality of price ranges. 15. The financial product transaction management apparatus according to claim 1, wherein a value range between the buy order information and a value range between the sell order information in the order information group are constant.   A program causing a computer to function as the financial product transaction management apparatus according to any one of claims 1 to 15.

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