JP5927364B1 - Financial product transaction management apparatus and financial product transaction management method in financial product transaction management system - Google Patents

Abstract

Provided are a financial product transaction management apparatus and a financial product transaction management method capable of efficiently performing a plurality of order transactions without complicated order procedures. A financial product transaction management apparatus 1 includes: a type of the financial product; an order amount for each order price; a profit margin when trading with one order price and another order price; and a price range between orders. The order information generating unit 16 for setting the price, the price information receiving unit 19 for acquiring information on the market price of the financial product, and the second order for calculating the other order price based on the one order price and the profit margin The order information generating unit 16 includes first order information in which the first order price in which the respective price ranges are the price ranges, and the profit margin is the profit margin for each first order price. A plurality of order information groups composed of second order information set with a second order price are generated, and the ordering and execution of the first order and the second order of each order information group are repeatedly performed. [Selection] Figure 1

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. This limit order is an order form in which the purchase price is designated in advance by the customer, and the financial product dealer places a buy order for the financial product when the target financial product falls to the specified amount. Or when the price reaches a specified amount, a selling order for the financial product is made. 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).

JP 2006-99787 A

  However, the price of financial products always fluctuates irregularly and cannot be predicted accurately. Therefore, if the price of the financial product rises (or falls) immediately before it falls (or rises) to a predesignated amount, or falls (or rises) from a predesignated amount, the customer May suffer substantial disadvantages. And according to invention of the said patent document 1, there exists a problem that the fear of such a disadvantage cannot be avoided.

  Furthermore, if the number of orders increases extremely or frequent orders are canceled, financial product dealers may suffer from complicated operations and actual damage. In particular, when the financial product to be handled is foreign exchange, there is a risk that a dealer who acts as a broker between the customer and the bank will actually cause damage to the bank and lose credit from the bank. Therefore, when conducting a transaction, it is necessary to pay attention to avoiding the risk incurred by the financial product dealer. However, in the invention described in Patent Document 1, there is a problem that the risk of the dealer cannot be avoided. is there.

  The present invention has been made in view of the above problems, avoids the disadvantages of financial product dealers and customers in ordering financial products, and allows customers who use the system to perform transactions without performing complicated ordering procedures. It is an object to provide a financial product transaction management device and the like that can be efficiently and smoothly performed.

  In order to achieve such an object, the invention described in claim 1 is a financial product transaction management apparatus for managing a trading transaction of a financial product whose market price fluctuates, the type of the financial product, and the order of each order. Order information generating means for setting an order amount for each order price, a profit margin between the orders when each order is bought and sold at one order price and another order price, and a price range between the orders Price information receiving means for obtaining information on the market price of the financial product, second order price calculating means for calculating the other order price based on the one order price and the profit margin, In the order information generation means, as the order information, for the same type of financial products, the set one order price is set as the highest price, and the lower price side than the highest price, respectively, The value of the The first order information for setting the respective order prices so as to be the price range, and performing the first order as a buy or sell order for the set first order prices as the order prices, the other Is set as the other highest price, and the order price is set to be lower than the other highest price, and the order price is set to the profit margin, and the second order as the set order price is set. Generating a plurality of order information groups consisting of second order information for performing a second order as a buy order for the first order of the sale and a buy order for the first order of the sale, The generated order information group is recorded in the order information recording means, and for each of the generated order information group, the first order price of the first order which is a valid order and the market price of the financial product If the first order and the second order are executed by matching the second order price of the second order that is a valid order and the market price, the next order information The first order information of the group is valid, the first order execution at the same first order price as the contracted first order, and the second order price at the same second order price as the contracted second order It is characterized in that it is set so that order execution is repeated.

  The invention described in claim 2 is a financial product transaction management apparatus for managing a trading transaction of a financial product whose market price fluctuates, wherein the type of the financial product, the order amount for each order price of each order, Order information generating means for setting a profit margin between the orders and a price range between the orders when the respective orders are bought and sold at one order price and another order price, and the market price of the financial product Price information receiving means for acquiring price information, and second order price calculation means for calculating the other order price based on the one order price and the profit margin, and the order information generation In the means, as the order information, for the same type of the financial product, the set one order price is set as a minimum price, and each price range is set to the price range higher than the minimum price. To it The first order information for setting the order price and setting the first order as a sell or buy order for the set first order price as the order price, the other price as the other lowest price The order price is set to be higher than the other minimum price, and the order price is set to the profit margin. The second order price as the set order price is set to the first selling price. A plurality of order information groups including second order information for performing a second order as a buy order for the order and a second order as a sell order for the first order for sale, and the generated order information group For each of the generated order information groups, the first order price of the first order, which is a valid order, matches the market price of the financial product, and then valid. order When the first order and the second order are executed because the second order price of the second order matches the market price, the first order information of the next order information group is valid. The first order execution at the same first order price as the executed first order and the second order execution at the same second order price as the executed second order are repeatedly performed. It is characterized by setting to.

  The invention according to claim 3 is a financial product transaction management method in a financial product transaction management system for managing a transaction of a financial product whose market price fluctuates, wherein the type of the financial product and the order price of each order Order information generation procedure in which the order amount for each order, the margin between each order when each order is bought and sold at one order price and another order price, and the price range between the orders are set; , A price information receiving procedure for obtaining information on the market price of the financial product, and a second order price calculating procedure for calculating the other order price based on the one order price and the profit margin In the order information generation procedure, as the order information, for the same type of the financial product, the set one order price is set as the highest price, and the lower price side than the highest price, So Each order price is set such that each price range is the same as the price range, and the first order for performing the first order as a buy or sell order for the set first order price as the order price Information, the other price is set as another highest price, and the order price at which the profit margin is the profit margin is set on the lower price side than the other highest price, and the set order price is set as the order price. For the second order price, there is an order information group consisting of second order information for performing a second order as a buy order for the first order for buy and a second order for the first order for sell. A plurality of generated order information groups are recorded in the order information recording means, and for each of the generated order information groups, the first order price of the first order that is a valid order and the order information group The first order and the second order are executed when the market price of the fused product matches, and then the second order price of the second order, which is a valid order, and the market price match. The first order information of the next order information group is validated, the first order execution at the same first order price as the executed first order, and the second same as the executed second order It is set so that execution of the second order at the order price is repeatedly performed.

  Invention of Claim 4 is the financial product transaction management method in the financial product transaction management financial product transaction management system for managing the trading of the financial product whose market price fluctuates, and the type of the financial product, An order in which the order amount for each order price, the margin between each order when each order is bought and sold at one order price and another order price, and the price range between the orders are set. Second order for calculating the other order price based on the information generation procedure, the price information reception procedure for obtaining the information on the market price of the financial product, and the one order price and the profit margin An order price calculation procedure, and in the order information generation procedure, as the order information, for the financial product of the same type, the set one order price is set as a minimum price, and the minimum price The respective order prices are set on the higher price side so that the respective price ranges are the same as the price ranges, and the first order as the sell or buy order is set for the set first order price as the order price. The first order information to be performed, the other price is set as another minimum price, and the order price at which the profit margin is the profit margin is set on the higher price side than the other minimum price, and the set respective prices The second order price as the order price includes second order information for performing a buy order for the sell first order and a second order as a sell order for the sell first order. A plurality of order information groups are generated, the generated order information groups are recorded in order information recording means, and the first order of the first order that is a valid order is generated for each of the generated order information groups. When the order price matches the market price of the financial product, and then the second order price of the second order, which is a valid order, matches the market price, the first order and the second order Is executed, the first order information of the next order information group is validated, the first order execution at the same first order price as the executed first order, the executed second order, The second order is executed repeatedly at the same second order price.

  According to the invention described in any one of claims 1 to 4, when buying and selling financial products, the same kind of financial products can be ordered at a time over a plurality of prices by performing an order procedure. Thereby, it is possible to easily place an order that can reduce the risk of the customer, and it is possible to improve the convenience of using the customer's system. Accordingly, it is possible to avoid the disadvantages of the financial product dealer and the customer in ordering the financial product, and to perform transactions according to the order efficiently and smoothly without the customer performing complicated order procedures.

  According to the invention of any one of claims 1 to 4, for each of the generated order information groups, the first order price of the first order that is a valid order and the market price of the financial product If the first order and the second order are executed when the second order price and the market price of the second order, which are valid orders, match, then the first order information of the next order information group Is set so that the execution of the first order at the same first order price as the executed first order and the execution of the second order at the same second order price as the executed second order are repeated. By doing so, even after the first order and the second order are executed, it is possible to repeatedly place an order based on the executed order information group. Accordingly, it is possible to avoid the disadvantages of the financial product dealer and the customer in ordering the financial product, and to perform transactions according to the order efficiently and smoothly without the customer performing complicated order procedures.

FIG. 2 is a system configuration diagram of a financial product transaction management system that realizes the financial product transaction management method of the present embodiment, and a functional block diagram of a financial product transaction management device that realizes the financial product transaction management method of the present embodiment. 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 schematic diagram of the field definition of the customer account information table of a financial product transaction management apparatus same as the above. It is a schematic diagram of the field definition of the currency pair order condition 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 order of a trap repeat toydan in a financial product transaction management apparatus same as the above. It is an image figure of the input screen displayed on the display part of a client terminal. It is an image figure of (a) condition setting screen displayed on a client terminal, (b) An image figure of a confirmation screen. It is the figure which showed the data of (a) buying order information recorded on an order table as a model, (b) The figure which showed the data of selling order information as a model. It is a time chart which represented typically the contract processing based on a limit order in a financial product transaction management apparatus same as the above. It is a flowchart which shows the processing procedure of the cancellation request in a financial product transaction management apparatus same as the above.

  Hereinafter, an embodiment of the present invention will be described with reference to the drawings.

FIG. 1 is a system configuration diagram and functional block diagram of a financial product transaction management system for realizing the financial product transaction management method of the present 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 the present embodiment handles foreign exchange as a financial product.

A financial product transaction management apparatus 1 that realizes the financial product transaction management method of the present embodiment is a server computer that is managed and operated by a financial product dealer, and includes a Web server function and a database function that stores large amounts of data. ing. 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), etc. _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 data used in the financial product transaction management apparatus 1. Further, the front page distribution unit 11 as a functional unit, and an order as an “order input receiving unit”. Input accepting unit 12, deposit / withdrawal information generating unit 13, contract information generating unit 14 as "contract information generating unit", account information generating unit 15, "order information generating unit" and order as "second price information calculating unit" It has an information generation unit 16, a database (DB) connection base unit 17, and a price information reception unit 19 as "price information reception 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.

  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 financial product based on the information processed by the order input receiving unit 12. For orders here, in addition to so-called market orders and limit orders, ifdan orders (two orders with ranks are placed at the same time, and when the first rank order is executed, the second rank order is automatically activated. Order form, which is the same in this specification).

  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.

  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. Although the database 18 in this embodiment is formed by a relational database, 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 customer account information table (customer account information recording means) 182, a currency pair order condition table 183, a minimum price range table (minimum price range information recording means) 184, a difference table ( Difference information recording means) 185 and sequence number table 186 are recorded. In the lowest price range table 184, individual selling order information (described later) or individual buying order information (described later) forming an order information group (described later) determined for each type of financial product is closest to each other. The price range is recorded as the minimum price range information. In the difference table 185, difference information between the current market price and the order amount of order information (described later) determined for each type of financial product is recorded. In the sequence number table 186, a sequence number uniquely assigned for each order information (described later) is recorded. Details of the order table 181, customer account information table 182, and currency pair order condition table 183 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 receiving unit 19 acquires information about the price of the financial product handled by the financial product transaction management apparatus 1 and performs processing necessary for use by the data processing unit 10 on the acquired information. In the present embodiment, the price information receiving unit 19 acquires information on the exchange rate price.

  2A is a schematic diagram of field definitions in the order table 181, FIG. 2B is a schematic diagram of field definitions in the customer account information table 182, and FIG. 2C is a schematic diagram of field definitions in the currency pair order condition table 183. As shown in these figures, each table 181, 182, and 183 has fields for the number of items, and includes field names (field names), data types (types) such as characters, numerical values, and dates, and data such as bit lengths. The length (length), blank not specified (Not Null), presence / absence of default value (default value), data item name (remarks), etc. are specified.

  In the financial product transaction management apparatus 1 described above, when a limit transaction of a financial product is performed, the buying and selling of a plurality of the same type of financial products is performed for each predetermined number of products with a predetermined price range according to one reservation order. The order form performed in can be realized. In this specification, this order form is referred to as “trap repeat toy order”.

  Next, the transaction procedure of the trap repeat toydan order in the financial product transaction management system 1A of the present embodiment will be described.

  FIG. 3 is a flowchart showing a processing procedure when generating information related to the limit order by the trap repeat toy order in the financial product transaction management apparatus 1 of the present embodiment. Hereinafter, a processing procedure at the time of ordering will be described with reference to 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 input screen 40 shown in FIG. 4 on the display unit 22 of the accessed client terminal 2. The customer uses the operation unit 21 to input order content data on the input screen 40 (step S1). Specifically, the following processes (1) to (5) are performed on the input screen 40.

(1) The customer wishes to buy / sell from the purchase / purchase request input buttons 41 _{1 to} 41 ₅ provided for each currency pair that can be traded from the upper side of the input screen 40 (in this input screen 40, five types of currency pairs). Select and click the currency pair. For example, a customer who wishes to purchase US dollars in Japanese yen clicks the US dollar purchase button 41 ₁ a on the input screen 40.

(2) then the customer himself from trading mode selection button group 42 provided on the lower side of the trading desired input button 41 _{1-41 5} clicks to select the button that trading form is displayed as desired. The input screen 40 in FIG. 4 shows a state where a new selection button 42a for selecting a new order (that is, an order for having a new position (foreign currency balance)) from the buying / selling form selection button group 42 is clicked. ing. Note that the financial product transaction management apparatus 1 of the present embodiment applies the trap repeat toydan order only to a new order, and simplifies the system configuration and forms a system that can be easily used by customers.

  (3) Next, the customer clicks on a trap trade designation button 43 a for designating a trap trade (registered trademark) from the order condition / quantity designation button group 43 provided below the trading form selection button group 42. Here, “trap trade” is an order form in which, when a limit trade of a financial product is performed, a plurality of the same type of financial products are reserved for a predetermined number of products with a predetermined price range by one reservation order. Say. The trap repeat toydan order includes a trap trade in the procedure. In the financial product transaction management apparatus 1 of the present embodiment, it is assumed that trap trading cannot be performed even if a selection button other than the trap trade designation button 43a is clicked.

  (4) When the trap trade designation button 43a is clicked, the condition setting screen 44 shown in FIG. In the condition setting screen 44, a start price input field 44a for inputting the order reference price of the trap repeat toydan, an amount input field 44b for inputting an amount for each position in one order, and a value range of the position to be ordered (that is, individual buy orders) A price range input field 44c for inputting information (value range between later), a trap number selection field 44d for selecting the number of positions to be ordered, a profit amount designation field 44e for inputting a profit amount for each position as “margin”, A repeat toy order order selection field 44f for designating whether or not to execute a repeat toy order is provided, and the customer inputs a desired numerical value in each of the input fields 44a, 44b, 44c and 44e, and from each of the selection fields 44d and 44f. Select the desired number and order type. In the condition setting screen 44 shown in FIG. 5A, each input field 44a, 44b, 44c, 44e and each selection field 44d, 44f have a start price of $ 109.90, a price range of 0.10 yen, and one position. Shows a state in which an order that is 10,000 currencies, the number of positions to be ordered is 5, the expiry date is indefinite, and the order form is a basic repeat toy order is entered and selected. It should be noted that a trap repeat order is selected by selecting a repeat order from the repeat order selection field 44f on the trap trade condition setting screen 44.

  (5) After the input and selection to the input fields 44a, 44b, 44c, 44e and the selection fields 44d, 44f are completed, when the customer clicks the order confirmation button 44g provided at the bottom of the condition setting screen 44, The data input to the condition setting screen 44 is displayed in the order detail display field 44h and transmitted from the client terminal 2 to the financial product transaction management apparatus 1, and the procedure of step S2 described later is performed. When the customer clicks the reset button 44i instead of the order confirmation button 44g, the processes (1) to (4) are canceled and the input screen 40 returns to the state before the above (1) is performed.

When the order confirmation button 44g is clicked in (5) above and the transmitted data (buying and selling order application information) is supplied to the financial product transaction management apparatus 1, the order input reception unit 12 of the financial product transaction management apparatus 1 Confirm the contents of the entered order (order entry acceptance procedure). Specifically, the order form selected in the repeat order selection field 44f is confirmed, and further, the order price of the supplied data is inspected (step S2). More specifically, the amount of buying and selling the desired input button 41 _{1-41 5} start price input field 44a is input to the start price of the selected currency pair in, and the current exchange rate prices price information receiving unit 19 has received A comparison is made. The order input reception unit 12 only determines when the customer can make a profit, that is, when buying a foreign currency, only when the starting price is lower than the current exchange rate, and when selling a foreign currency, the starting price is Only cases where the price is higher than the exchange rate are judged as appropriate prices.

  When it is determined that the start price is an appropriate price (“No” in step S3), the account information generation unit 15 acquires the margin information of the customer in the customer account information table 182. Specifically, numerical data recorded in the “amnt” field 182a shown in FIG. 2B is acquired as margin information.

  The order input reception unit 12 calculates based on the acquired margin information and the total order amount of the customer (that is, the numerical value input in the amount input field 44b and the price range input field 44c and the numerical value selected from the trap number selection field 44d). The total amount of the order) is compared to check whether the amount of the margin is equal to or greater than the total amount of the order. The order information generation unit 16 generates an “order information group” to be described later only when the margin amount is equal to or greater than the total order amount (“No” in step S5) (order information generation procedure). Thereby, the limit order by the ifdan order can be accepted only when the customer can surely pay.

  If the amount of margin is equal to or greater than the total amount of the order (“No” in step S5), the order input receiving unit 12 checks whether or not the order condition satisfies the trap repeat toy-dan condition (step S6). Specifically, the numerical data recorded in the “trap_range” field 183a shown in FIG. 2C is acquired as the value of the minimum value width condition, and is recorded in the numerical data of the value width input in the value width input field 44c and the minimum value width table 184. The value of the minimum price range information of the currency pair is compared, and it is confirmed whether or not the value of the price range input in the price range input field 44c is equal to or greater than the minimum price range.

  If the value range input in the price range input field 44c is less than the numerical value of the minimum price range information (“Yes” in step S7), the order input reception unit 12 treats the input order as an error and accepts the order. Reject (step S10). As a result, the price range between orders is so close that it is impossible to avoid the risk, and the customer suffers a detrimental disadvantage. Can be prevented from suffering practical disadvantages.

The value of the price range entered in the price range entry field 44c is equal to or greater than the value of the minimum price range (“No” in step S7), and the order conditions satisfy all the conditions necessary for ordering the trap repeat toydan described above. When the determination is made, the front page distribution unit 11 causes the display unit 22 of the client terminal 2 to display the confirmation screen 45 shown in FIG. The confirmation screen 45 lists the order conditions input and selected by the customer on the input screen 40 and the condition setting screen 44, and is provided with an order button 45a that is clicked when there is no mistake in the listed contents. In the order information group display field 45b of the confirmation screen 45, the purchase order information (upper line) for placing a limit order on the same type of financial product at the same price and the financial product that is the target of the purchase order information are displayed in the other order. An order information group 45c ₁ , 45c ₂ ,... 45c _k (k> 1) composed of sell order information (down line) for placing a limit order at a price is displayed.

  When the customer clicks the order button 45a 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 data input in step S1 (step S8, order information). Generation procedure, second order price calculation procedure). 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 186. Form. At this time, the sequence number table 186 is provided with information for identifying the sequence number used for the order information as an unused number.

  The order information generation unit 16 records the generated order information group in the order table 181 (step S9, order information recording procedure). Specifically, corresponding order information (that is, data corresponding to the item in the “remarks” column 181a) is recorded in each field shown in FIG. 2A. For example, the sequence number assigned in step S8 is recorded in the “ord_seq” field 181b. A customer number uniquely determined for each customer is recorded in the “cust_seq” field 181c, and a product name is recorded in the “style_id” field 181d. In the “ccy_pair_id” field 181e, an ID number uniquely determined for each currency pair is recorded. The combination of the ID number and the currency pair is recorded in an ID table (not shown) separately provided in the database. The “buy_sell_id” field 181f has data indicating whether it is a sell order or a buy order, the “ord_rate” field 181g has an order price, the “limit_time” field 181h has an order deadline, and the “ord_cond” field 181i has an order type. Indicating whether or not is an ifdan order (default is 0, 1 is recorded for ifdan order), and data indicating whether the order is a new order or a settlement order is stored in the “new_close” field 181k. To be recorded. With the above procedure, the order processing of the trap repeat toy order is completed, and information regarding the limit order is generated.

  FIG. 6A is a diagram schematically showing a set of buy order information recorded in step S9, and FIG. 6B is a diagram schematically showing a set of sell order information recorded in step S9. FIG. As shown in the figure, the set 50 of buy order information forms a buy order table 50a in which information is generated in steps S1 to S9, and the set 60 of sell order information also forms a sell order table 60a. ing.

  The buy order table 50a includes five pieces of buy order information (ie, the number selected in the trap number selection field 44d) from the first buy order information 51a to the fifth buy order information 51e as “first order information”. ) And the buy order price (first order price) indicated in the first buy order information 51a is 109.90 yen per dollar (that is, the price entered in the start price input field 44a), and each order information The price range of the purchase order price is 0.10 yen (that is, the price entered in the price range entry field 44c). The first purchase order information 51a to the fifth purchase order information 51e each have an order amount of 10,000 currencies (that is, the amount input in the amount input field 44b).

  The sell order table 60a includes five pieces of sell order information from the first sell order information 61a to the fifth sell order information 61e as “second order information” (that is, the number selected in the trap number selection column 44d). ) And the buy order price (second order price) indicated in the first sell order information 61a is 115.04 yen per dollar, and the price range of the order price of each order information is 0.10 yen (that is, the price range) Price entered in the input field 44c).

  In the buy order table 50a and the sell order table 60a, the order information having the same order numbers 51h and 61h, for example, the first buy order information 51a, the first sell order information 61a, the second buy order information 51b, and the first order information. The second sell order information 61b,... Is a buy order information for placing a limit order on the same type of financial product at one price, and a limit order for a financial product that is the target of the buy order information at another price. It forms an order information group of one price range consisting of sell order information. Among the order information forming one order information group, the order information (for example, the first buy order information 51a) recorded in the buy order table 50a forms a “first order” having a high execution priority and is sold. The order information (for example, the first selling order information 61a) recorded in the order table 60a forms a “second order” having a low execution priority. The order information recorded in the buy order table 50a is recorded as “valid order information” having the status as an established (ordered) order in the initial state, and the order information recorded in the sell order table 60a. Is recorded as “invalid order information” that does not have a status as an established (ordered) order in the initial state. The “valid” and “invalid” of the order information is recorded based on a flag or the like included in each order information.

  If it is determined in step S3 that the first desired price is an inappropriate price (“Yes” in step S3), and if the amount of margin is less than the total order in step S5 (“step S5“ Yes "), the order input reception unit 12 treats the input order as an error and rejects the order (step S10).

  After the order processing is completed, the price information receiving unit 19 of the financial product transaction management apparatus 1 continues to acquire exchange rate information (price information receiving procedure). When the market price matches the order price of the specific position, the contract information generation unit 14 executes the order of the position (contract information generation procedure).

  FIG. 7 is a time chart schematically showing a contract based on a limit order in the financial product transaction management system 1A of the present embodiment. For example, as shown in the figure, the US dollar market purchase price 72 at the time t1 when the limit order by the trap repeat toydan is completed is 110.00 yen per dollar, and the US dollar market purchase price 72 after the limit order is completed is The first buy order information 51a is executed at the time t2 when the price becomes 109.90 yen per dollar. Simultaneously with this contract, the first selling order information 61a is validated. By this “validation”, the first selling order information 61a at this time is converted from “invalid order information” to “valid order information”.

  Similarly, at the time t3 when the US dollar market purchase price 72 becomes 109.80 yen per US dollar, the second buy order information 51b is executed at the same time as the second buy order information 51b is activated, and the market purchase price 72 The third buy order information 51c is validated at the same time as the third buy order information 51c is executed at the time t4 when the price becomes 109.70 yen per dollar.

  Thereafter, when the market price 72 rises to 114.84 yen per dollar at time t5, the contract information generation unit 14 sells US dollars by selling information based on the third sell order information 61c. As a result, the customer can obtain a profit corresponding to the difference between the price of the third buy order information 51c and the third sell order information 61c. After the third selling order information 61c is executed, the third buying order information 51c and the third selling order information 61c are generated again at time t6. At this time t6, the third sell order information 61c is generated again as “invalid order information” which is the initial state.

  When the limit order is validated or the limit order is executed, the execution information generating unit 14 rewrites the corresponding data in the database 18. Specifically, the order information data related to the limit order in the order table 181 is deleted, and the data in the “amnt” field 182a of the customer account information table 182 is increased or decreased by the contracted price.

  Similarly, when the market price 72 increases to 114.94 yen per dollar at time t7, the contract information generation unit 14 sells US dollars by selling information based on the second sell order information 61b. Thereafter, at time t8, the second buy order information 51b and the second sell order information 61b are generated again (at this time, the second sell order information 61 is generated again as “invalid order information”). Further, the corresponding data in the database 18 can be rewritten.

  Thereafter, when the market price 72 becomes $ 109.70 per dollar at time t9, the second buy order information 51b is executed and the second sell order information 61b is validated. Thereafter, the same processing is repeated.

  At the time t1 to t9, the fourth buy order information 51d, the fifth buy order information 51e, the fourth sell order information 61d, and the fifth sell order information 61e shown in FIG. The limit order is held pending until the time when the US dollar market purchase price 71 drops or rises to the respective order price 51f, 61f after time t9. Further, all limit orders for which the order deadlines 51g and 61g have passed without being executed are canceled and deleted from the order table 181.

  As described above, the financial product transaction management apparatus 1 according to the present embodiment can reduce the risk of a customer in a limit order by placing a limit order on a plurality of prices for the same type of financial product. That is, for example, when the limit order to purchase US dollars at 109.60 yen per US dollar is performed, as shown in FIG. The customer will not be able to purchase US dollars (even if the customer has a potential desire to buy $ 109.70). On the other hand, if the trap repeat toy order is used in this embodiment, it is possible to place a plurality of limit orders distributed on the basis of the price that is most desired for purchase, and above and below the reference price. Risk can be reduced.

  In addition, the financial product transaction management apparatus 1 according to the present embodiment includes, as order information, buy order information (for example, the first buy order information 51a) for placing a limit order on the same type of financial product at one price, and the buy order information. Generating an order information group of one price range for a plurality of price ranges, consisting of sell order information (for example, first sell order information 61a) for placing a limit order on the target financial product at another price; In each order information group, the buy order information (for example, the first buy order information 51a) is “first order”, and the sell order information (for example, the first sell order information 61a) is “second order”. , “First order” is valid order information, “second order” is invalid order information, and the contract information generation unit 14 executes when the “first order” forming one order information group is contracted. Disables "second order" By a valid order information from the order information, can be ordered on the basis of one of the trade order application information, the same kind of financial instruments for a plurality of price in the if Dan order of limit orders. Further, when the order information as the “second order”, which is the valid order information, is executed, the contract information generation unit 14 generates one order information group again, thereby generating “first order” and “ Even after the “second order” is executed, it is possible to repeatedly perform the if-order of the limit order based on the executed order information group (for example, the first buy order information 51a and the first sell order information 61a).

In addition, the financial product transaction management device 1 of the present embodiment, the order information group _{45c 1, 45c 2, ···,} a 45c _k, is a constant items in one of price, the order information group of the plurality of price range 45c ₁ , 45c ₂ ,..., 45c _k , the price range between the first to fifth buy order information 51a, 51b, 51c, 51d, 51e and the first to fifth sell order information 61a, 61b, 61c, By forming the value ranges of 61d and 61e so as to be constant, it is possible to simplify the contents of commands from the client terminal 2 when ordering financial products. In addition, it is possible to make a customer who places an order from the client terminal 2 place an order with a high risk distribution effect by forming an order for a certain number of products for each certain price range.

  Note that the financial product transaction management apparatus 1 according to the present embodiment processes a request for changing the price and amount of a limit order once ordered from the client terminal 2 and treats the request as an illegal request and treats it as an input error. To do. 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 there is a request to cancel the limit order once placed, the financial product transaction management apparatus 1 processes the request according to a predetermined procedure. FIG. 8 is a flowchart showing a cancellation request processing procedure in the financial product transaction management apparatus 1 of the present embodiment. Hereinafter, the processing procedure of the cancellation request will be described with reference to FIG.

  First, when the financial product transaction management apparatus 1 receives a request for canceling a limit order once ordered from the client terminal 2 (step S11), the execution information generating unit 14 receives the order information of the limit order for which the cancel request has been made. The order information group included is extracted, and among the order information included in the order information group, the one with the order price closest to the market price of the financial product is selected. Then, the contract information generation unit 14 collates the absolute value of the value obtained by subtracting the market price from the selected order price and the data of the non-cancellable value width of the currency pair recorded in the difference table 185. When the absolute value is larger than the non-cancellable value range (“Yes” in step S12), the contract information generation unit 14 includes the order information that has not been executed among the order information included in the order information group extracted in step S12, and The order information group is processed as having been canceled (step S13).

  For example, in FIG. 5, when only the first buy order information 51a is executed, there is a cancel request in the third buy order information 51c, and the quoted purchase price 71 of the US dollar at the time of the request is $ 109. In the case of .90 yen, the value obtained by subtracting the order price ($ 109.80 per dollar) of the second buy order information 51b closest to the market price from the market price price 71 is 0.10 yen. If the non-cancellable value width is less than 0.10 yen (for example, 0.09 yen), all of the second purchase order information 51b to the fifth purchase order information 51e shown in FIG. 5 are canceled. become. Furthermore, the selling order information forming the order information group with the second to fifth buying order information 51b to 51e, that is, the second selling order information 61b to the fifth selling order information 61e are all canceled. The canceled order information data is deleted from the order table 181.

  As described above, all the order information groups requested to be canceled are canceled by one cancellation request, and the order information group including the order information requested to be canceled is generated based on the buy / sell order application information. By canceling all the order information groups that have been processed, it is possible to prevent the handling of limit orders due to trap repeat toydan orders from becoming complicated.

  On the other hand, when the absolute value is equal to or less than the non-cancelable value range (“No” in step S12), the contract information generation unit 14 rejects the cancel request as an invalid request and processes the request as an error (step S14). ).

  As described above, since the non-cancellable value range is set, it is possible to avoid a situation in which a financial institution such as a bank is actually damaged. That is, when a request for canceling a limit order is input to the client terminal 2 immediately before the market purchase price (or market price) matches the order price, the time lag that occurs when the cancellation request is communicated to the financial institution causes the customer to A financial institution may purchase a financial product for which an order has been canceled, but the order is canceled by prohibiting the cancellation of the order when the market price and the order price are closer than the specified value. The situation where financial institutions purchase products can be prevented.

  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 process of step S9 is not performed.

  As described above, according to the financial product transaction management apparatus 1 that performs the financial product transaction management method of the present embodiment, it is possible to avoid the disadvantages of financial product dealers and customers in limit orders of financial products, and the customers who use the system are complicated. It is possible to efficiently and smoothly carry out a limit order transaction without performing an ordering process.

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

  In the financial product transaction management system 1A that performs the financial product transaction management method of the above embodiment, the buy order information forming the order information group is “first order”, and the sell order information is “second order”. On the contrary, the selling order information may be “first order” and the buying order information may be “second order”.

  The above embodiment is an exemplification of the present invention, and it is needless to say that the present invention is not limited to the above embodiment.

1A ... financial product transaction management system 1 ... financial product transaction management apparatus _{2, 2} 1 _{to 2} n ... client terminal 12 ... order input acceptance section 14 ... contract information generation unit 16 ... Order information generator (order information generator, second order price information calculator)
19 ... Price information receiving unit (price information receiving means)
45c ₁ , 45c ₂ ,..., 45c _k ... Order information group 51a, 51b, 51c, 51d, 51e... Buy order information (order information, first order information)
61a, 61b, 61c, 61d, 61e ... Sell order information (order information, second order information)
181 ... Order table (order information recording means)
184 ... Minimum price range table 185 ... Difference table

Claims (4)

A financial product transaction management device for managing a transaction of a financial product whose market price fluctuates,
The type of the financial product, the order amount for each order price of each order, the margin between each order when each order is bought and sold at one order price and another order price, and the order Order information generating means for setting a price range between each other;
Price information receiving means for acquiring information on the market price of the financial product;
Second order price calculation means for calculating the other order price based on the one order price and the profit margin;
In the order information generating means, as the order information, for the same type of the financial product, the set one order price is set as one highest price, and each price range is lower than the one highest price. First order information for setting each order price so as to be a price range, and performing a first order as a buy or sell order for each set first order price as the order price, the other price Is set as the other highest price, and the order price at which the profit margin is the profit margin is set on the lower price side than the other highest price, and the second order price as the set order price is set Generating a plurality of order information groups composed of second order information for performing a second order as a buy order for the first order of the sell and a sell order for the first order of the buy;
Record the generated order information group in the order information recording means;
For each of the generated order information groups, the first order price of the first order that is a valid order matches the market price of the financial product, and then the second order that is a valid order. When the first order and the second order are executed by matching the second order price and the market price, the first order information of the next order information group is validated and the first order is executed. The first order execution at the same first order price as the order and the second order execution at the same second order price as the executed second order are repeatedly set. A financial product transaction management device. A financial product transaction management device for managing a transaction of a financial product whose market price fluctuates,
The type of the financial product, the order amount for each order price of each order, the margin between each order when each order is bought and sold at one order price and another order price, and the order Order information generating means for setting a price range between each other;
Price information receiving means for acquiring information on the market price of the financial product;
Second order price calculation means for calculating the other order price based on the one order price and the profit margin;
In the order information generating means, as the order information, for the same type of the financial product, the set one order price is set as one minimum price, and each price range is higher than the one minimum price. First order information for setting each order price so as to be a price range, and performing a first order as a sell or buy order for each set first order price as the order price, the other price Is set as the other minimum price, and each order price at which the profit margin is the profit margin is set higher than the other minimum price, and the second order price as each set order price is set. Generating a plurality of order information groups including second order information for performing a second order as a buy order for the first order for sale and a second order as a sell order for the first order for sale;
Record the generated order information group in the order information recording means;
For each of the generated order information groups, the first order price of the first order that is a valid order matches the market price of the financial product, and then the second order that is a valid order. When the first order and the second order are executed by matching the second order price and the market price, the first order information of the next order information group is validated and the first order is executed. The first order execution at the same first order price as the order and the second order execution at the same second order price as the executed second order are repeatedly set. A financial product transaction management device. A financial product transaction management method in a financial product transaction management system for managing trading transactions of a financial product whose market price fluctuates,
The type of the financial product, the order amount for each order price of each order, the margin between each order when each order is bought and sold at one order price and another order price, and the order Order information generation procedure in which the price range between each other is set,
Price information reception procedure for obtaining information on the market price of the financial product;
A second order price calculation procedure for calculating the other order price based on the one order price and the profit margin;
In the order information generation procedure, as the order information, for the same type of the financial product, the set one order price is set as one highest price, and each price range is lower than the one highest price. Each of the order prices is set to have a price range, and the first order information for performing the first order as a buy or sell order for the set first order price as the order price, the other price Is set as the other highest price, and each order price at which the profit margin becomes the profit margin is set on the lower price side than the other highest price, and the second order price as each set order price is set. A plurality of order information groups including second order information for performing a second order as a selling order for the first order for buying and a second order as a buying order for the first order for selling are generated. It is,
The generated order information group is recorded in the order information recording means,
For each of the generated order information groups, the first order price of the first order that is a valid order matches the market price of the financial product, and then the second order that is a valid order. When the first order and the second order are executed by matching the second order price and the market price, the first order information of the next order information group is validated and the first order is executed. The execution of the first order at the same first order price as the order and the execution of the second order at the same second order price as the executed second order are repeated. A financial product transaction management method in the financial product transaction management system. A financial product transaction management method in a financial product transaction management system for managing trading transactions of a financial product whose market price fluctuates,
The type of the financial product, the order amount for each order price of each order, the margin between each order when each order is bought and sold at one order price and another order price, and the order Order information generation procedure in which the price range between each other is set,
Price information reception procedure for obtaining information on the market price of the financial product;
A second order price calculation procedure for calculating the other order price based on the one order price and the profit margin;
In the order information generation procedure, as the order information, for the same type of the financial product, the set one order price is set as one minimum price, and each price range is higher than the minimum price. Each of the order prices is set to have a price range, and the first order information for performing the first order as a sell or buy order for the set first order price as the order price, the other price Is set as the other minimum price, and the order price is set to be higher than the other minimum price. The order price is set to the profit margin, and the second order price as the set order price is set. A plurality of order information groups including second order information for performing a second order as a buy order for the first order for sale and a second order as a sell order for the first order for sale are generated. It is,
The generated order information group is recorded in the order information recording means,
For each of the generated order information groups, the first order price of the first order that is a valid order matches the market price of the financial product, and then the second order that is a valid order. When the first order and the second order are executed by matching the second order price and the market price, the first order information of the next order information group is validated and the first order is executed. The execution of the first order at the same first order price as the order and the execution of the second order at the same second order price as the executed second order are repeated. A financial product transaction management method in the financial product transaction management system.