JP6405445B2 - Financial product transaction management device, program - Google Patents

Financial product transaction management device, program Download PDF

Info

Publication number
JP6405445B2
JP6405445B2 JP2017251819A JP2017251819A JP6405445B2 JP 6405445 B2 JP6405445 B2 JP 6405445B2 JP 2017251819 A JP2017251819 A JP 2017251819A JP 2017251819 A JP2017251819 A JP 2017251819A JP 6405445 B2 JP6405445 B2 JP 6405445B2
Authority
JP
Japan
Prior art keywords
order
information
price
order information
financial product
Prior art date
Legal status (The legal status is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the status listed.)
Active
Application number
JP2017251819A
Other languages
Japanese (ja)
Other versions
JP2018045738A (en
Inventor
斉 相葉
斉 相葉
久敏 山本
久敏 山本
Original Assignee
株式会社マネースクエアHd
Priority date (The priority date is an assumption and is not a legal conclusion. Google has not performed a legal analysis and makes no representation as to the accuracy of the date listed.)
Filing date
Publication date
Application filed by 株式会社マネースクエアHd filed Critical 株式会社マネースクエアHd
Priority to JP2017251819A priority Critical patent/JP6405445B2/en
Publication of JP2018045738A publication Critical patent/JP2018045738A/en
Application granted granted Critical
Publication of JP6405445B2 publication Critical patent/JP6405445B2/en
Application status is Active legal-status Critical
Anticipated expiration legal-status Critical

Links

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

  Here, in the limit order of financial products, ifdan order (two orders with ranks are placed simultaneously and the first rank order (hereinafter referred to as “first order”) is established, the second rank is automatically set. However, in the invention described in Cited Document 1, ifdane orders are often made (hereinafter referred to as “second order”). There is a problem that it is not possible to respond to limit orders. In addition, one customer may place multiple ifdan orders for a specific financial product. However, in the invention described in the cited document 1, there is a problem that a customer who uses the system must individually order a plurality of ifdan orders, and the customer's ordering procedure becomes complicated.

  The present invention has been made in view of the above problems, and in order to order a financial product that continuously combines a plurality of orders, a customer using the system can place a plurality of orders without performing complicated order procedures. An object of the present invention is to provide a financial product transaction management apparatus that can improve the convenience of customers who use the system.

  In order to achieve the above object, the invention described in 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. Order input receiving means, order information generating means for generating order information of financial products based on the buying and selling order application information received by the order input receiving means, and price information receiving for acquiring information on market prices of the financial products The order information generating means includes a first order for making a first order as a buy order for one price for the same type of financial product based on one buy / sell order application information. An order information group including order information and second order information for performing a second order as a selling order for another price is generated, and the generated order information group is recorded as order information. The first order information and the second order information forming the order information group are recorded in the order information record when the market price obtained by the price information receiving means becomes the one price. The financial product is executed based on the first order information among the order information forming the order information group recorded in the means, and the market price obtained by the price information receiving means after the execution When the price reaches the other price, processing for executing the financial product based on the second order information among the order information forming the order information group recorded in the order information recording means is performed. The order information generation means is configured to change the market price more than the order price of the original first order when the market price fluctuation is detected by the market price fluctuation detecting means. The new first order information is set on the direction side, the new second order information is set on the fluctuation direction side of the market price than the original order price of the second order, and the newly set first order information is set. The financial product is executed based on one order information and the newly set second order information, and the first order information and the second order information are the original first order information. The financial product is set to be executed repeatedly for the order, the original second order, and / or the new first order and the new second order. Features.

  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, and the order Order information generating means for generating order information of financial products based on the buying and selling order application information received by the input receiving means, and price information receiving means for acquiring information on market prices of the financial products, the order information The generation means includes first order information for making a first order as a sell order for one price and the other price for the same type of the financial product based on the one buy / sell order application information. Generating an order information group consisting of second order information for making a second order as a buy order, and recording the generated order information group in an order information recording means, the order information group The first order information and the second order information to be formed include the order information group recorded in the order information recording unit when the market price acquired by the price information receiving unit becomes the one price. When the financial product is executed based on the first order information among the order information to be formed, and after the execution, the market price acquired by the price information receiving means becomes the other price, The order information generation unit is configured to perform processing for executing the financial product based on the second order information among the order information forming the order information group recorded in the order information recording unit. When the fluctuation of the market price is detected by the means for detecting the fluctuation of the market price, the first order information new to the market price fluctuation direction side than the original order price of the first order And setting new second order information on the fluctuation direction side of the market price from the original order price of the second order, the newly set first order information and the newly set order The financial product is executed based on second order information, and the first order information and the second order information are the original first order and the original second order, And / or the new first order and the new second order are set so that the execution of the financial product is repeated a plurality of times.

  According to a third aspect of the present invention, in addition to the configuration according to the first or second aspect, the order information recording means for recording the order information generated by the order information generation means, and the financial product based on the order information A contract information generating means for executing the contract, and the contract information generating means, when the market price acquired by the price information receiving means becomes the one price, the order information recording means recorded in the order information recording means The financial product is contracted based on the first order information among the order information forming the order information group, and after the contract, the market price acquired by the price information receiving means becomes the other price. The order information recording means is configured to perform processing for executing the financial product based on the second order information among the order information forming the order information group recorded in the order information recording means, When the fluctuation of the market price is detected by the means for detecting the fluctuation of the market price, new first order information is set on the fluctuation direction side of the market price than the original order price of the first order. The new second order information is set on the fluctuation direction side of the market price than the original order price of the second order, the newly set first order information and the newly set second order The financial product is executed based on the information.

  According to a fourth aspect of the present invention, in addition to the configuration according to the first or second aspect, the order information recording means for recording the order information generated by the order information generating means, and the financial product based on the order information A contract information generating means for executing the contract, and the contract information generating means, when the market price acquired by the price information receiving means becomes the one price, the order information recording means recorded in the order information recording means The financial product is contracted based on the first order information among the order information forming the order information group, and after the contract, the market price acquired by the price information receiving means becomes the other price. In this case, a process for executing the financial product based on the second order information among the order information forming the order information group recorded in the order information recording means is performed. When the fluctuation of the market price is detected by the means for detecting the fluctuation of the market price, setting new first order information on the fluctuation direction side of the market price than the original order price of the first order, New second order information is set on the fluctuation direction side of the market price than the original order price of the second order, the first order information newly set and the second order information newly set The financial product is executed on the basis of the first order information, and when the market price becomes a specific price after the first order information is executed, the execution is executed by the stop order. The stop information for setting the price of the stop order is provided, and the execution information generating means sets the market price by the stop loss information after the execution processing of the first order information is performed. Ru When a rated, and performs contract processing by the stop order.

  According to a fifth aspect of the present invention, in addition to the configuration according to the third or fourth aspect, the contract information generating means includes the first order information or the second order information forming the specific order information group. When there is a cancel request for either one, the order information group including the order information for which the cancel request has been issued is all cancelled.

  According to a sixth aspect of the present invention, in addition to the configuration according to the third or fourth aspect, the contract information generating means includes the first order information or the second order information forming the specific order information group. If there is a cancel request for any one of the order information groups generated based on the buy / sell order application information that generated the order information group including the order information for which the cancel request has been issued, cancel processing It is characterized by doing.

  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 predetermined comparison target price is the market price when the first order information group is generated. It is characterized by its price.

  According to an eighth aspect of the present invention, in addition to the configuration according to any one of the first to sixth aspects, the preset predetermined comparison target price is the first order information included in the order information group. Or the order price of the second order information.

  The invention described in claim 9 is a program, which causes a computer to function as the financial product transaction management apparatus described in any one of claims 1 to 8.

  According to the first and second aspects of the present invention, when the market price is detected by the means for detecting the market price fluctuation, the market price fluctuation direction side of the order price of the original first order. New first order information is set, new second order information is set on the market price fluctuation direction side, compared to the original second order order price. Even if the price range in which the market price fluctuates over time has changed, the financial product is executed based on the second order information set in It is possible to continue a transaction in which a plurality of orders are continuously combined in a later price range. In this way, in a configuration that automatically repeats transactions that are performed by combining multiple orders in succession, the price range in which multiple order information is ordered can be configured to vary according to the actual situation of the transaction market. Therefore, it is possible to form a transaction system that is even more convenient for customers who trade financial products.

  According to the third and fourth aspects of the invention, the order information group is recorded in the order information recording means, and the contract information generating means has a single market price obtained by the price information receiving means. In the case, the financial product is executed based on the first order information among the order information forming the order information group recorded in the order information recording means, and after the execution, the market price obtained by the price information receiving means is other than When the price is reached, buy and sell the financial product by repeating the process of executing the financial product contract based on the second order information among the order information forming the order information group recorded in the order information recording means. At this time, by performing one order procedure on the client terminal side, it is possible to automatically and repeatedly perform a transaction in which a plurality of orders are combined in combination on a computer system. As a result, it is possible to form a transaction system that is highly convenient for customers who perform transactions of financial products by continuously combining a plurality of orders.

  According to the fourth aspect of the present invention, the stop order order for executing the stop process by the stop order when the market price becomes a specific price after the end process of the first order information is performed. The stop loss information for setting the price is provided, and the contract information generating means performs the contract processing of the first order information when the first order information is information for making a limit order for buying (selling) for one price. If the market price becomes the price set by the stop loss information after the market price is closed, the disadvantage to the customer will be increased if the market price falls drastically or soars by executing the contract processing by the limit order. Can be automatically suppressed due to the configuration of the apparatus. Thereby, it is possible to form a transaction system that is more convenient for customers who place limit orders.

  According to the fifth aspect of the present invention, the contract information generating means has a cancel request for either the first order information or the second order information forming a specific order information group. By canceling all the order information groups that have been requested to be canceled, it is possible to prevent the handling of orders 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.

  According to the sixth aspect of the present invention, when the contract information generating means has a cancel request for either the first order information or the second order information forming a specific order information group It is possible to prevent the handling of the order from becoming complicated by canceling all the order information groups generated based on the purchase order application information that has generated the order information group including the order information requested to be cancelled. . 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 seventh and eighth aspects of the invention, it is possible to easily and clearly set a reference for changing the price of the order information included in the order information group as the market price changes.

  According to the ninth 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 the system block diagram in the financial product transaction management system of this embodiment, and the 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 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 establishing the limit order by an ifdan order in a financial product transaction management apparatus same as the above. It is a flowchart which shows the process sequence after establishment of the limit order by an ifdan order in a financial product transaction management apparatus same as the above. It is a flowchart which shows the process sequence after establishment of the limit order by an ifdan order in a financial product transaction management apparatus same as the above. It is a flowchart which shows the process sequence after establishment of the limit order by an ifdan order 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 the input screen displayed on the display part of a client terminal. It is an image figure of the input screen displayed on the display part of a client terminal. It is a time chart which represented typically the contract processing based on the limit order by an ifdan order in a financial product transaction management apparatus same as the above. It is the figure which showed typically the 1st order information and 2nd order information which are produced | generated in a financial product transaction management apparatus same as the above in tabular form. It is the figure which showed typically the 1st order information and 2nd order information which are produced | generated in a financial product transaction management apparatus same as the above in tabular form. It is an image figure of the input screen displayed on the display part of a client terminal. It is a time chart which represented typically the contract processing based on the limit order by an ifdan order in a financial product transaction management apparatus same as the above.

  An embodiment of the present invention will be described below with reference to the drawings.

[System configuration and data structure]
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 apparatus 1 and n (n ≧ 1) client terminals 2 1 to 2 n as online terminals. The management device 1 and the client terminals 2 1 to 2 n are connected to a WAN (Wide Area).
It is possible to communicate with each other via the Internet 3 as a 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 manages trading transactions of financial products. The financial product transaction management apparatus 1 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 has at least one CPU (Central
Processing Unit (Central Processing Unit), RAM (Random Access Memory) that functions as a work area for the CPU, ROM (Boot Only) that stores boot programs for startup, etc.
Memory), an auxiliary storage device such as a hard disk in which various programs and data are recorded, a communication interface used for data transmission / 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.

  The financial product transaction management apparatus 1 may be formed by a single server computer or a plurality of network computer systems.

  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, and further includes a front page distribution unit 11 serving as a functional unit, an order input receiving unit (order input receiving unit). ) 12, deposit / withdrawal information generation unit 13, contract information generation unit (contract information generation unit) 14, account information generation unit 15, order information generation unit (order information generation unit) 16, database (DB) connection base unit 17, price An information receiving unit 19 is included.

  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 established financial product based on the information processed by the order input receiving unit 12. The orders here include not only so-called market orders and limit orders but also ifdan orders. Note that the financial product transaction management apparatus 1 according to this embodiment applies an ifdan order only to a new order, and simplifies the system configuration and forms a system that is easy for a customer to use.

  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 the 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. In the database 18, an order table (order information recording means) 181, a customer account information table 182, a currency pair order condition table 183, and a sequence number table 184 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, 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 market 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 this embodiment, the price information receiving unit 19 acquires information on the exchange rate price.

  In addition, the data processing unit 10, database 18, front page distribution unit 11, order input receiving unit (order input receiving means) 12, deposit / withdrawal information generating unit 13, contract information generating unit 14, account information in the financial product transaction management apparatus 1. The generation unit 15, the order information generation unit 16, the database connection base unit 17, and the price information reception unit 19 may be configured in any form. For example, when the financial product transaction management apparatus 1 is formed as a network computer system composed of a plurality of server computers, each component may be distributed to a plurality of server computers. Further, it goes without saying that these server computers may be arranged across server computers respectively owned by a plurality of traders and server administrators. Furthermore, the data processing unit 10, the database 18, the front page distribution unit 11, the order input receiving unit (order input receiving means) 12, the deposit / withdrawal information generating unit 13, the contract information generating unit 14, the account information generating unit 15, the order information generating The configuration of at least a part of the unit 16, the database connection base unit 17, and the price information receiving unit 19 may be provided in the client terminal 2 instead of the financial product transaction management apparatus 1.

  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. The order table 181 also records the number of repeats input to the repeat number selection field 44h, which will be described later, and the number of generations of the order information group (the number of repetitions).

  In the financial product transaction management apparatus 1 described above, when a limit transaction of a financial product is performed, a limit order of a plurality of financial products of the same type can be performed by a plurality of ifdan orders.

[Transaction procedure (when the first order is a buy order)]
Next, a limit order transaction procedure by an ifdan order in the financial product transaction management system 1A of this embodiment will be described.
[Order processing of limit orders by ifdan orders]
FIG. 3 is a flowchart showing a processing procedure when generating a limit order based on an ifdan order in the financial product transaction management apparatus 1 according to this 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. Front page distributor 11 of the financial product transaction management device 1, the display unit 22 of the client terminal 2 for which the access, displays the first input screen 40 1 shown in FIG. Customers, on the first input screen 40 1 inputs the data of the order contents using the operation unit 21. More specifically, the processing of the following (process 1) to (Process 4) to the first input screen 40 1 is performed.

(Process 1)
In the upper first input screen 40 1, trading desired input button 41 1-41 8 is provided for each tradable currency pairs (the first input screen 40 1, 8 kinds of currency pairs). Buying and selling to the desired input button 41 1-41 8, respectively, the order price to buy and sell order price of the current currency is displayed in real-time. The customer selects and clicks the currency pair that he / she wishes to buy / sell. For example, an order to buy the first order, a customer who wants to buy the US dollar in Japanese yen, click on the first of the input screen 40 1 US dollar purchase button 41 1 b.

(Process 2)
Then, as shown in FIG. 8, the display unit 22 displays the second input screen 40 2. The second input screen 40 2, apply condition selection button 43 for selecting the order conditions of the limit order is provided. The customer uses the order condition selection button 43 to select “repeat toy dan order”, which is a transaction mode in which the financial product transaction management apparatus 1 automatically repeats the if dan order by one order.

Then, as shown in FIG. 8, the second input screen 40 2, a first order price input field 44a for entering the price of the first order, second order price input field 44b for entering the price of the second order, Amount input field 44c for inputting the amount for each position in one order, a profit amount designation field 44d for inputting a profit amount when each of the first order and the second order is executed once, the first order and the first order Expiration date selection field 44e for selecting an expiration date with two orders, stop loss order as a stop order set to prevent the customer from suffering an excessive disadvantage when the market price drops or jumps Stop loss order selection button 44f for selecting "stop loss order"), stop loss price input field 44g for inputting the price of the stop loss order, and the number of repeated orders (this number will be described later) When the market price fluctuates, the price of the first order, the second order, and the limit order is tracked when the market price fluctuates. A trail order selection button 44i for selecting a trail order to be fluctuated (hereinafter referred to as "trailer order"), a case where a specific price set in advance following the fluctuation of the market price used in the trail order is fluctuated. The trail width input field 44j for inputting the trail width (hereinafter referred to as "trailer width") as the fluctuation range of the specific price in the table, and the minimum repeat count input field 44k for inputting the minimum number of repetitions of the ifdan order. , A first order, a second order, a recalculation execution button 44l for recalculating profit amounts, and an order confirmation button 45 for confirming the order contents. The state.

At this time, the second input screen 40 2, a selectable trading multiple trading forms mode selection button group 42 is provided. The trading form selection button group 42 is provided with a first order trading form selection button 42a for selecting a trading form for the first order and a second order trading form selection button 42b for selecting a trading form for the second order.

In addition, the second input screen 40 2, a first order, second order, re-calculation button 44l for performing recalculation of income, is provided order confirmation button 45 for confirming the order details Yes.

(Process 3)
The customer inputs a desired numerical value in each of these input fields, and selects a desired transaction form or the like with each selection button. The order input receiving unit 12 automatically calculates the value to be input to the profit amount designation field 44d if appropriate values are input to the first order price input field 44a and the second order price input field 44b. . Further, the order input receiving unit 12 automatically sets the second order price to be input to the second order price input field 44b if an appropriate value is input to the first order price input field 44a and the profit amount designation field 44d. calculate. Therefore, if the customer inputs an appropriate value in any of the first order price input field 44a and the second order price input field 44b or the first order price input field 44a and the profit amount designation field 44d, the limit order is entered. Can be done.

  In FIG. 8, 94.21 yen in the first order price entry field 44a, 94.77 yen in the second order price entry field 44b, 10,000 (currency) in the amount entry field 44c, and 5000 yen in the profit amount designation field 44d. A state in which an indefinite period has been input is shown in the expiration date selection field 44e. In FIG. 8, the stop loss order is selected by the stop loss order selection button 44f, and 93.00 yen is input to the stop loss price input field 44g, and 10 (times) is input to the repeat number selection field 44h. Show. FIG. 8 shows a state in which a trail order is selected by the trail order selection button 44i, and 0.70 yen is input in the trail width input field 44j, and 2 times is input in the minimum repeat count input field 44k. .

  In FIG. 8, the first order trading form selection button 42 a uses the first order trading form as a new order (ie, an order for holding a new position (foreign currency balance)) and a buy limit order. Indicates a selected state. Furthermore, in the second order trading form selection button 42b, a settlement order and a sell limit order are selected as the second order trading form.

(Process 4)
After input and selection for each input field and respective selection fields have been completed, the customer clicks the order confirmation button 45 provided on the second input screen 40 second lowest, is input to the second input screen 40 2 The data is transmitted from the client terminal 2 to the financial product transaction management apparatus 1, and the procedure of step S2 described later is performed. Incidentally, when the customer clicks a reset button 45b in place of the order confirmation button 45, the above process is canceled, the second input screen 40 2 returns to the state before the above (process 1) is executed.

When the order confirmation button 45 is clicked in the above (Process 4) and the transmitted data is supplied to the financial product transaction management apparatus 1, the order input reception unit 12 of the financial product transaction management apparatus 1 displays the input order. checking the content. Specifically, the expiration date selected in the expiration date selection field 44e is confirmed, and further, the order price of the supplied data is inspected (step S2). Specifically, the order input receiving unit 12 performs inspection using at least one of the inspection method 1 and the inspection method 2 below.
(Test method 1) order input receiving unit 12, trading the desired input button 41 1-41 currency pairs selected in 8, and price of the first orders entered into the first order price input field 44a, price information received Comparison with the current exchange rate received by the section 19 is performed. The order input acceptance unit 12 determines that the price of the first order is lower than the current exchange rate price as an appropriate price.
(Test method 2) order input receiving unit 12, the currency pair which is selected in the trading desired input button 41 1-41 5, and price of the first orders entered into the first order price input field 44a, a second order The price of the second order input in the price input field 44b (or the second order calculated from the price of the first order input in the first order price input field 44a and the profit amount input in the profit amount designation field 44d). The price of the order). The order input reception unit 12 determines that the price of the second order is higher than the price of the first order as an appropriate price.

  When it is determined that the price of the first order and the price of the second order are appropriate prices (“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 is calculated based on the acquired margin information and the total order amount of the customer (that is, the numerical value input to each input field 44a, 44b, 44c and the numerical value selected from the profit amount designation field 44d). The total amount of the order) and confirm whether the margin amount is equal to or greater than the total order amount. The order information generation unit 16 generates an “order information group” to be described later only when the amount of margin is equal to or greater than the total order amount (“No” in step S5). Thereby, the limit order by the ifdan order can be accepted only when the customer can surely pay.

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

  If the various conditions of the ifdan order 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).

If the various conditions of the ifdan order are satisfied (“No” in step S7), and it is determined that the order conditions satisfy all the conditions necessary for the limit order by the above ifdan order, the front page The distribution unit 11 displays a confirmation screen (not shown) on the display unit 22 of the client terminal 2. The confirmation screen (not shown), the first input screen 40 1, and a second input by the customer at the input screen 40 2, are listed are selected ordered condition, no doubt with the contents listed An approval button (not shown) to be clicked is provided.

  When the customer clicks an approval button (not shown) by operating the operation unit 21, the order information generating unit 16 of the financial product transaction management apparatus 1 generates order information based on the data 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 formed in one step S8 includes a plurality of the same type of financial products at two prices (ie, the price of the first order and the price of the second order) for each fixed number of products. An order information group (hereinafter simply referred to as “order information group”) for placing a limit order is generated a plurality of times. The order information group is formed one by one in order.

  The order information generation unit 16 records the generated order information group in the order table 181 (step S9). 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 records data indicating whether it is a sell order or a buy order, the “ord_rate” field 181g records the order price, and the “limit_time” field 181h records the order price. In the “ord_cond” field 181i, “1” indicating that the order type is an ifdane order is recorded. In the “new_close” field 181j, data indicating whether it is a new order or a continuous order is recorded. The “ifd_ord_seq” field 181k records the sequence number of the ifdan order. From the above procedure, the limit order order processing by the ifdan order in this embodiment is completed.

  When the order processing is completed, the order information generating unit 16 first generates an initial order information group (hereinafter referred to as “first order information group”). Note that the first order information 51A as the first order order information included in the order information group at the time of generation is valid order information (a limit order that has been officially requested and ordered by the customer). The second order information as the second order order information included in the same order information group is the “waiting” order information (formally requested by the customer). However, the order information is still in the state before placing an order (the same applies in this specification).

  FIG. 11 is a diagram schematically showing the first order information group. The first order information group 50A includes first order information 51A shown in FIG. 11 (a) and second order information 51B shown in FIG. 11 (b). The first order information 51A and the second order information 51B include, as attribute information, an order number as an ID number of individual order information forming a group, a customer number that is a customer ID number, and a currency pair of individual order information. Information, order amount information as order amount of individual order information, order time information as time when individual order information was generated, and whether individual order information is "sell order" or "buy order" Type information as information to be sold, order price information as the selling price of “sell order” and “buy order” in individual order information, order deadline information as the lifetime of individual order information, order of individual order information Information for classifying the type (that is, the type of the first order (repeat toydan # 1) of the repeat toydan order or the second order (repeat toydan # 2) of the repeat toy group) Order type information, new / settlement information as information to classify whether each order information is “new” or “settlement” of repeat toy fudan orders, valid orders in ifdan orders, and standby orders Valid / Standby information as information to classify whether or not, Stop loss information as information to classify whether or not there is a stop loss order, Stop loss price information as the price of a stop loss order, and whether or not there is a trail order It includes trail order information as information, trail width information as the trail width in the trail order, and repeat count information as the repeat count of the repeat toy order. The trade type information, order type information, new / settlement information, valid / standby information, trail order information, and the like are actually formed as flag information for distinguishing states.

The front page distribution unit 11 causes the display unit 22 of the client terminal 2 to display the generated order information group. In the conceptual diagram shown in FIG. 9, a portion of the first input screen 40 1 order information group 50A to the uncommitted information display field 47 indicates the state of being displayed in a tabular format.

  Note that, as a result of the inspection in step S2, if at least one of the order price of the first order information 51A and the order price of the second order information 51B is determined to be an inappropriate price (“Yes” in step S3) ) Or if the amount of margin is less than the total order amount in step S5 (“Yes” in step S5), the order input reception unit 12 treats the input order as an error and rejects the order (step S10). ).

[Pending order processing]
4 to 6 are flowcharts showing the procedure of the contract processing after the limit order order processing by the ifdan order is performed in the financial product transaction management apparatus 1 of this embodiment. The processing procedure will be described below with reference to FIG.

[Basic procedure for first order information, contract based on second order information, and order information group generation]
FIG. 4 is a flowchart showing the basic procedure for generating the first order information, the contract based on the second order information, and the order information group in the financial product transaction management apparatus 1 of this embodiment. The basic procedure will be described with reference to FIG.

  After the completion of the order process, the price information receiving unit 19 of the financial product transaction management apparatus 1 continues to acquire exchange rate information. When the market price matches the order price of the specific position, the contract information generation unit 14 executes the order of the position (step S21).

  FIG. 10 is a time chart schematically showing a contract based on a limit order in the financial product transaction management system 1A of this embodiment. For example, as shown in the figure, it is assumed that the market price 72 of the US dollar at the time t1 when the limit order order processing by the ifdan order is completed is 94.49 yen per dollar. After the limit order is completed, at the time t2 when the market price of the US dollar falls and the market purchase price 71 becomes 94.77 yen per dollar, the contract information generation unit 14 performs a process of contracting the first order information 51A.

  When a limit order based on the first order information 51 </ b> A is executed, the execution information generation unit 14 rewrites corresponding data in the database 18. Specifically, the data of the first order information 51A shown in FIG. 11A 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.

Next, when a limit order based on the first order information 51A is executed, the execution information generating unit 14 changes the second order information 51B in the first order information group from “standby” order information to “valid” order information. Change (step S22). That is, the valid / standby information 51a of the second order information 51B shown in FIG. 11B is converted from the “standby” state to the “valid” state. The front page distributor 11, shown in FIG. 9, in the first input screen 40 1, erases the first order information that is displayed uncommitted information display field 47, contract the contract information display field 48 The first order information is displayed.

  Thereafter, as shown in FIG. 10, when the US dollar market purchase price rises and the US dollar market purchase price 71 becomes 94.21 yen per dollar at a specific time t3, the contract information generation unit 14 sets the second order. A process for closing a limit order based on the information 51B is performed (step S23). Then, the contract information generation unit 14 rewrites the corresponding data in the database 18. As a result, the customer can obtain a profit corresponding to the difference between the buy order at t2 and the sell order at t3.

  When the limit order based on the second order information 51B is executed and the first order and the second order are not executed at all (“No” in step S24), the account information generating unit 15 again applies the customer in the customer account information table 182. Get margin information. 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 S25). If the margin amount is less than the total order amount (“Yes” in step S26), the process is suspended until the total order amount is greater than or equal to the total order amount, and if the margin amount is greater than or equal to the total order amount (“No” in step S26). ), The order information generation unit 16 generates a new order information group (hereinafter referred to as “second order information group”) (step S27). Here, the first order information and the second order information (both not shown) in the second order information group are basically the first order information 51A and the second order information 51B in the first order information group. However, the only difference is that “one time” in the repeat count information 51b in the first order information 51A and the second order information 51B is changed to “twice”. This repeat count information 51b increases in the number of times “3 times”, “4 times”,... Each time the third order information group, the fourth order information group,. To do. The order information generation unit 16 records the generated second order information group in the order table 181 as in step S9 (step S28). When the second order information group is generated in step S26, the front page distribution unit 11 displays the first order information group in the second order information group on the display unit 22 of the client terminal 2 instead of the second confirmed order display screen 50B. A first established order display screen (not shown) based on the order information is displayed. And the process after step S21 is repeated.

  This process continues until the order information group for the number of positions input in the profit amount designation field 44d is formed and the processes in steps S21 and S23 are repeated for the number of input positions (in step S24). As a result, the processing at time points t4, t5,... Shown in FIG. Then, after the processing for executing the contract in steps S21 and S23 is repeated a plurality of times (that is, the number of the input positions) (“Yes” in step S24), all processing procedures are completed.

  All limit orders for which the order deadline 51c has passed without being executed are canceled and deleted from the order table 181.

[Price change processing based on trail width information]
FIG. 5 is a flowchart showing a procedure for changing the price based on the trail width information in accordance with the fluctuation of the market price. Hereinafter, the change processing procedure will be described with reference to FIG.

  Consider the case where the market price fluctuates significantly. For example, at time t6 in FIG. 10, the market price is 94.49 yen that is the market price at time t1 when the first order information group is generated, and the trail width (that is, the trail width entered in the trail width input field 44j (ie Consider a case in which the trail width information 51d) in the first order information 51A and the second order information 51B rises to 95.19 yen.

  In this case, the contract information generation unit 14 determines that the difference between the current market price (95.19 yen) and the market price (ie 94.49 yen) at the time when the first order information group is generated is the first order. It is confirmed whether or not it is equal to or larger than the trail width information 51d (0.70 yen) of the information 51A and the second order information 51B. When the difference is equal to or greater than the trail width information 51d (0.70 yen) (“Yes” in step S31), the contract information generation unit 14 determines whether or not the order information group (the third order information group 50C in this case) It is confirmed whether the repeat count information 51b of the first order information and the second order information of the contract is equal to or greater than the minimum repeat count (two or more in this embodiment) input in the minimum repeat count input field 44k. When the repeat count information 51b is equal to or greater than the repeat count input in the minimum repeat count input field 44k (“Yes” in step S32), the contract information generation unit 14 selects the order information group (here, the third order information). The prices of the first order information and the second order information in the group 50C) are changed (step S33).

  That is, as shown in FIG. 12, the contract information generation unit 14 adds the trail width information 51d (0.70 yen) to the order price information 51e (94.21 yen) of the first order information 51A (that is, 94.94). Trail width information 51d (0.70 yen) is added to the new first order information 51C with the order price information 51e as the order price information 51e and the order price information 51f (94.77 yen) in the second order information 51B. The amount (ie, 95.47 yen) is set as new second order information 51D with the order price information 51f. In the new first order information 51C and the new second order information 51D, the repeat count information 51b is “1 time” again. In the first order information 51C and the second order information 51D, the attribute information other than the order price information is the same as the attribute information of the original first order information 51A and the second order information 51B.

  In addition, when the difference between the current market price and the market price at the time when the first order information group is generated is less than the trail width information 51d ("No" in step S31), and in the order information group, If the repeat count information 51b of the contracted first order information and second order information is less than the minimum repeat count input in the minimum repeat count input field 44k (“No” in step S32), the processing proceeds to steps S33 to S35. No procedure is performed.

  Then, the contract information generating unit 14 is information indicating that the trade type information 51g (see FIGS. 11 and 12) of the first order information indicates a buy order, and the changed first order information and second order information. When the order price information is higher than the order price information 51e and 51f of the first order information 51A and the second order information 51B before the change (“Yes” in step S34), the stop loss price is changed (step S35). Specifically, the price obtained by adding the trail width information 51d (0.70 yen) to the stop loss price information 51h as the “stop loss information” of the first order information 51A and the second order information 51B before the change (that is, 93.70 yen) is set as stop loss price information 51h of new first order information 51C and second order information 51D.

  Then, after these procedures, based on the first order information changed in the procedure of step S33, the order price information 51e of the second order information, and the stop loss price information 51h changed in the procedure of step S35. Then, the procedure of subsequent steps S21 to S28 is repeated.

  As shown in FIG. 10, after the procedure of steps S31 to S35, at the time t6, the first order information 51C is executed and the valid / standby information of the second order information 51D is changed from “standby” to “valid” ( Steps S21 and S22). Then, at time points t7, t8,..., Steps S23 to S28 are performed, and thereafter, steps S21 to S28 are repeated.

[Contract processing as stop order at stop loss price]
FIG. 6 is a flowchart showing a procedure for executing the contract processing of the first order information by the stop order when the market price is equal to or lower than the price of the stop loss price information. The procedure of the contract processing will be described below with reference to FIG.

For example, in a second state input to the input screen 40 2 shown in FIG. 8, after the first order information group 50A is generated as shown in FIG. 11, market price fell significantly, stop loss price input column 44g Is considered (ie, the price of 93.00 yen as the stop loss price information 51h of the first order information 51A and the second order information 51B) (“Yes” in step S41). In this case, the contract information generation unit 14 executes the first order information that has been contracted at that time point by a stop order of “settlement” of US $ 93.00 (step S42). In addition, the contract information generation unit 14 performs a cancel process of deleting the second order information 51B that has become “valid” from “standby” with the contract of the first order information 51A from the order table 181 without performing the contract. This is performed (step S42). The contract information generation unit 14 also cancels the generation of an order information group that has not yet been generated. That is, the contract information generation unit 14 performs processing for deleting the data about the order information group that has not been generated from the order table 181 and stopping the generation of the order information group that has not yet been generated.

[Transaction procedure (when the first order is a sell order)]
On the other hand, for example, a sell order the first order, the customer who wishes to obtain the Japanese yen by selling US dollars, click the first input screen 40 1 US dollar sales button 41 1 a shown in FIG. 7 To do.

Then, as shown in the image view of FIG. 13, the display unit 22 displays the second input screen 40 2. The customer selects the "repeat IF Dan order" in the second of the input screen 40 2 of the order condition selection button 43, in the first order for the buying and selling mode selection button 42a, as buying and selling form of the first order, new orders and selling of The limit order is selected, and the second order trading form selection button 42b selects the settlement order and the buying limit order as the second order trading form.

Then, as shown in FIG. 13, when a customer enters the appropriate values in the respective second input field of the input screen 40 2, click the order confirmation button 45 After the appropriate selection in the respective selection fields, step S1 The process of S9 is performed, and the limit order order process by the ifdan order is completed. In this case, in step S <b> 2, the order input receiving unit 12 performs the inspection using at least one of the inspection method 11 and the inspection method 12, instead of the inspection methods 1 to 3.
(Test method 11) the order input receiving unit 12, trading the desired input button 41 1-41 currency pairs selected in 8, and price of the first orders entered into the first order price input field 44a, price information received Comparison with the current exchange rate received by the section 19 is performed. The order input reception unit 12 determines that the price of the first order is higher than the current exchange rate price as an appropriate price.
(Test method 12) the order input receiving unit 12, the currency pair which is selected in the trading desired input button 41 1-41 5, and price of the first orders entered into the first order price input field 44a, a second order The price of the second order input in the price input field 44b (or the second order calculated from the price of the first order input in the first order price input field 44a and the profit amount input in the profit amount designation field 44d). The price of the order). The order input receiving unit 12 determines that the price of the second order is less than the price of the first order as an appropriate price.

  FIG. 14 is a time chart schematically showing a contract based on a limit order in the financial product transaction management system 1A of this embodiment. When the order process is completed, as shown in the procedure of steps S21 to S28 and the time chart of FIG. 14, the contract process of the first order information and the second order information is performed. Moreover, the price change process based on the trail width information shown in steps S31 to S35 is performed in accordance with the fluctuation of the market price. Moreover, the contract process as a stop order at the stop loss price shown in steps S41 to S42 is performed.

  As shown in FIG. 14, in this case, the stop loss price information is set as a price higher than the prices of the first order information and the second order information. In addition, the contract information generation unit 14 is information indicating that the trade type information 51g (see FIGS. 11 and 12) of the first order information indicates a sell order, and the changed first order information and second order information. When the order price information is lower than the order price information 51e, 51f (see FIGS. 11 and 12) of the first order information 51E and the second order information 51F before the change (“Yes” in step S34), the stop loss price Is changed (step S35).

[Order information error processing and order information cancellation processing]
Note that the financial product transaction management apparatus 1 according to this embodiment treats an input error as a request that the request is a fraudulent request when there is a request to change the price and amount of the limit order once established from the client terminal 2. To process. 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, is clicked order cancel button 46 in the first input window 40 1 of the client terminal 2 shown in FIG. 9, when there is once established the cancellation request of the if Dan order, generating contract information of the financial product transaction management device 1 The unit 14 extracts an order information group included in the ifdan order for which a cancel request has been made, and processes all unordered order information in the order information group as being canceled. For example, when there is a cancel request for the first order information 51A at a time between t2 and t3 in FIG. 10, the first order information group 50A is canceled, and the order information group after the third order information group The process ends without being generated. The canceled order information group data and order information data are 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 of the order information groups that have been processed, it is possible to prevent the handling of limit orders due to ifdan orders from becoming complicated.

  As described above, in this embodiment, the order information generating unit 16 purchases the limit order for buying (selling) the same type of financial product for one price based on one buy / sell order application information. And an order information group consisting of second order information for placing a sell (buy) limit order for other prices, and the order information group is recorded in the order table 181. When the market price acquired by the price information receiving unit 19 becomes one price, the contract of the financial product is executed based on the first order information among the individual order information forming the order information group recorded in the order table 181. If the market price acquired by the price information receiving unit 19 becomes another price after the execution, the second order information is selected from the individual order information forming the order information group recorded in the order table 181. Gold By repeating the process of contracting the product multiple times, when buying and selling financial products, the client terminal 2 side performs the same order procedure, and automatically repeats the transaction based on the Ifdan order multiple times on the computer system. You can make it happen. Further, the order information generation unit 16 rejects generation of the order information group when the other price that is the limit order price of the second order information is one price that is the limit order price of the first order information. Accordingly, it is possible to reliably prevent the apparatus from being disadvantaged when the customer places an ifdan order. This makes it possible to form a trading system that is highly convenient for customers who trade for limit orders using ifdan orders.

  In this embodiment, the first order information 51A and the second order information 51B include, as attribute information, the fluctuation of a specific price in the case of changing a specific price set in advance following the fluctuation of the market price. When the difference information between the current market price and the current market price when the first order information group is generated becomes the trail width information 51d, the trade width information 51d is provided as the unit information. By changing the order price information 51e in the first order information 51A and the order price information 51e in the second order information 51B, even if the price range in which the market price fluctuates changes with time, the change After that, it is possible to continue trading with ifdan orders in the price range. As a result, in the configuration in which the transaction is performed by automatically repeating the ifdan order multiple times, the price range composed of the first order information 51A and the second order information 51B for realizing the ifdan order is used as the actual state of the transaction price. Accordingly, the transaction system can be configured so as to be variable, and a transaction system that is more convenient for customers who place limit orders can be formed.

  In this embodiment, as the price information of the stop order for causing the stop process to be executed by the stop order when the market price becomes a specific price after the end process of the first order information 51A is performed. When the first order information 51A is information for placing a limit order for buying (selling) for one price, the contract information generating unit 14 executes the contract processing of the first order information 51A. If the market price becomes the price set by the stop loss price information after the price is placed, the contract processing will be performed by the limit order, so that the disadvantage to the customer in the event that the market price falls drastically or soars It is possible to automatically suppress the increase in the configuration of the financial product transaction management apparatus 1. Thereby, it is possible to form a transaction system that is more convenient for customers who place limit orders.

In the above embodiment, the second input screen 40 2 provided repetitions selection field 44h, the number of times that is input to the repeat count select field 44h, it is configured to repeat Ifudan order, these selection field Further, it may be configured such that the attribute information is not provided and ifdan orders are repeated without restriction unless there is a cancel request by the customer's operation. In such a configuration, the process of step S24 is not performed.

Further, in the embodiment described above, provided the minimum number of repeats input field 44k to the second input screen 40 2, a repeat count information 51b provided as attribute information of the first order information 51A and the second order information 51B, the number of repetitions The price is changed in steps S33 and S35 only when the information 51b is greater than or equal to the number of times entered in the minimum repeat count input field 44k. However, these selection fields and attribute information are not provided, and ifdan orders are repeated. It is good also as a structure which makes the contract information generation part 14 perform price change of step S33 and step S35 irrespective of the frequency | count. In such a configuration, the process of step S32 is not performed.

Further, in the foregoing embodiment, the second input screen 40 2 to stop loss order selection button 44f and stop loss price input column 44g provided, stop loss as the attribute information of the first order information 51A and the second order information 51B The price information 51h is provided, and when the market price becomes the stop loss price information, the contracted first order information is processed by the stop order and the valid second order information is canceled. The selection field and the attribute information may not be provided, and the contract or cancellation process by the stop order based on the stop loss price information may not be performed.

  Moreover, in the said embodiment, although it was set as the structure which provides the stop loss price information 51h as attribute information of the 1st order information 51A and the 2nd order information 51B, it replaces with this and each order information group is the 1st order information group. In addition to order information and second order information, it may be generated in a form including stop limit order information. In this case, the stop order information includes the same attribute information as the first order information 51A and the second order information 51B shown in FIG. Stop order information includes order number, customer number, currency pair information, order amount information, trade type information, order price information, order deadline information, trade type information, new / settlement information, valid / standby information, repeat repeat count information And other attribute information. Among these, the new / settlement information is set to “settlement”. The valid / standby information is “standby” when the order information group is generated, and changes from “standby” to “valid” when the first order information is executed. When the contract processing is performed based on the second order information, the cancellation limit information is deleted from the order table 181.

Further, in the foregoing embodiment, the second input screen 40 2 provided trail width input field 44j, provided trail width information 51d as the attribute information of the first order information 51A and the second order information 51B, quoted price Configuration in which the order price information 51e of the first order, the order price information 51f of the second order, and the stop loss price information 51h are increased or decreased by the price in the trail width input field 44j when the trail width information 51d rises or falls. However, these selection fields and attribute information are not provided, and even if the market price rises or falls, the prices of the order price information 51e of the first order, the order price information 51f of the second order, and the stop loss price information 51h It is good also as a structure which does not raise or fall.

In the above embodiment, the order price information 51e of the first order, the order price information 51f of the second order, and the stop loss price information 51h associated with the increase or decrease of the market price are represented by the current market price, Steps S33 and S35 when the difference in the market price at the time when the order information group is generated is equal to or greater than the trail width information 51d (0.70 yen) of the first order information 51A and the second order information 51B. However, any numerical value or calculation method may be used as a reference for calculating the difference. For example, any of the aspects shown in the following aspects 1 to 3 may be used.
(Aspect 1) Separately from the trail width information, set the trail price range information (however, the price range of the trail price range is larger than the price range of the trail width information) The processes of steps S33 and S35 are performed only when the price difference between the market price at the time of completion (for example, time t1 in FIG. 10) and the current market price becomes equal to or greater than the trail activation price range.
(Aspect 2) Steps S33 and S35 are performed almost simultaneously with the fluctuation of the market price.
(Aspect 3) Compare the order price information of the first order information and the second order information with the current market price, not the market price at the time when the order processing of the limit order by the ifdan order is completed, and the price between them Only when the difference is equal to or greater than the trail activation price range, the processes of steps S33 and S35 are performed.

  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.

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

  As described above, in the financial product transaction management system 1A of this embodiment, a limit order of a plurality of ifdan orders for the same type of financial product can be performed by one order procedure. Convenience can be improved.

  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.

DESCRIPTION OF SYMBOLS 1A ... Financial product transaction management system 1 ... Financial product transaction management apparatus 2, 2 1 to 2 n ... Client terminal 12 ... Order input reception part (order input reception means)
14: Contract information generation unit (contract information generation means)
16: Order information generating unit (order information generating means)
51A, 51C, 51E ... first order information 51B, 51D, 51F ... second order information 181 ... order table (order information recording means)

Claims (9)

  1. 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;
    Order information generating means for generating order information of financial products based on the buying and selling order application information received by the order input receiving means;
    Price information receiving means for obtaining information on the market price of the financial product,
    The order information generating means, based on one buy / sell order application information, for the same type of the financial product, first order information for making a first order as a buy order for one price, and Generating an order information group composed of second order information for performing a second order as a selling order for another price, and recording the generated order information group in an order information recording means;
    The first order information and the second order information forming the order information group are:
    When the market price acquired by the price information receiving means becomes the one price, based on the first order information among the order information forming the order information group recorded in the order information recording means. When the financial product is executed, and after the execution, when the market price acquired by the price information receiving unit becomes the other price, the order information group recorded in the order information recording unit is formed. A process for executing the financial product based on the second order information among the order information is performed;
    When the market price fluctuation is detected by the market price price fluctuation detecting means, the order information generating means is configured to add a new value to the market price fluctuation direction side of the original order price of the first order. Set one order information, set new second order information on the fluctuation direction side of the market price than the original order price of the second order, and newly set the first order information The financial product is configured to be executed based on the set second order information,
    The first order information and the second order information are about the original first order and the original second order, and / or the new first order and the new second order, A financial product transaction management apparatus, wherein the financial product contract is set to be repeatedly executed a plurality of times.
  2. 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;
    Order information generating means for generating order information of financial products based on the buying and selling order application information received by the order input receiving means;
    Price information receiving means for obtaining information on the market price of the financial product,
    The order information generating means, based on one buy / sell order application information, for the same type of the financial product, first order information for making a first order as a sell order for one price, and Generating an order information group consisting of second order information for performing a second order as a buy order for another price, and recording the generated order information group in an order information recording means;
    The first order information and the second order information forming the order information group are:
    When the market price acquired by the price information receiving means becomes the one price, based on the first order information among the order information forming the order information group recorded in the order information recording means. When the financial product is executed, and after the execution, when the market price acquired by the price information receiving unit becomes the other price, the order information group recorded in the order information recording unit is formed. A process for executing the financial product based on the second order information among the order information is performed;
    When the market price fluctuation is detected by the market price price fluctuation detecting means, the order information generating means is configured to add a new value to the market price fluctuation direction side of the original order price of the first order. Set one order information, set new second order information on the fluctuation direction side of the market price than the original order price of the second order, and newly set the first order information The financial product is configured to be executed based on the set second order information,
    The first order information and the second order information are about the original first order and the original second order, and / or the new first order and the new second order, A financial product transaction management apparatus, wherein the financial product contract is set to be repeatedly executed a plurality of times.
  3. Order information recording means for recording the order information generated by the order information generating means;
    A contract information generating means for executing a contract for the financial product based on the order information;
    The contract information generating means includes:
    When the market price acquired by the price information receiving means becomes the one price, based on the first order information among the order information forming the order information group recorded in the order information recording means. Executes the contract for the financial product, and forms the order information group recorded in the order information recording means when the market price acquired by the price information receiving means becomes the other price after the contract A process for executing the financial product based on the second order information among the order information is performed,
    When the fluctuation of the market price is detected by the means for detecting the fluctuation of the market price, new first order information is set on the fluctuation direction side of the market price than the original order price of the first order. The new second order information is set on the fluctuation direction side of the market price than the original order price of the second order, the newly set first order information and the newly set second order The financial product transaction management apparatus according to claim 1, wherein the financial product transaction management apparatus is configured to execute the financial product based on information.
  4. Order information recording means for recording the order information generated by the order information generating means;
    A contract information generating means for executing a contract for the financial product based on the order information;
    The contract information generating means includes:
    When the market price acquired by the price information receiving means becomes the one price, based on the first order information among the order information forming the order information group recorded in the order information recording means. Executes the contract for the financial product, and forms the order information group recorded in the order information recording means when the market price acquired by the price information receiving means becomes the other price after the contract A process for executing the financial product based on the second order information among the order information is performed,
    When the fluctuation of the market price is detected by the means for detecting the fluctuation of the market price, new first order information is set on the fluctuation direction side of the market price than the original order price of the first order. The new second order information is set on the fluctuation direction side of the market price than the original order price of the second order, the newly set first order information and the newly set second order Configured to execute the financial product based on the information,
    Stop loss information for setting the price of the stop order for executing the contract process by the stop order when the market price becomes a specific price after the contract process of the first order information is performed. Prepared,
    The contract information generating means performs the contract process by the stop order when the market price becomes a price set by the stop loss information after the contract process of the first order information is performed. The financial product transaction management apparatus according to claim 1 or 2, characterized in that
  5.   When there is a cancel request for either the first order information or the second order information forming the specific order information group, the contract information generation means displays the order information for which the cancel request has been made. 5. The financial product transaction management apparatus according to claim 3, wherein all of the order information groups included are canceled.
  6.   When there is a cancel request for either the first order information or the second order information forming the specific order information group, the contract information generation means displays the order information for which the cancel request has been made. 5. The financial product transaction management apparatus according to claim 3, wherein all of the order information groups generated based on the sales order application information that generated the order information group included is canceled.
  7. The order information generating means includes
    The first order information and the second order information forming the order information group are:
    The attribute information is set to include trail width information as unit information of the fluctuation range of the specific price in the case of changing the specific price set in advance following the fluctuation of the market price,
    If the difference between the preset price for comparison that is the market price when the first order information group is generated and the current market price is equal to or greater than the trail width information, the order The order price of the first order based on the first order information and the order price of the second order based on the second order information, which are set as the target of the trail change and constitute the information group, are changed. Set,
    The financial product transaction management apparatus according to claim 1, wherein the predetermined comparison target price set in advance is the market price when the first order information group is generated. .
  8. The order information generating means includes
    The first order information and the second order information forming the order information group are:
    The attribute information is set to include trail width information as unit information of the fluctuation range of the specific price in the case of changing the specific price set in advance following the fluctuation of the market price,
    If the difference between the preset price for comparison that is the market price when the first order information group is generated and the current market price is equal to or greater than the trail width information, the order The order price of the first order based on the first order information and the order price of the second order based on the second order information, which are set as the target of the trail change and constitute the information group, are changed. Set,
    7. The predetermined comparison target price set in advance is an order price of the first order information or an order price of the second order information included in the order information group. The financial product transaction management device according to claim 1.
  9.   A program causing a computer to function as the financial product transaction management apparatus according to any one of claims 1 to 8.
JP2017251819A 2017-12-27 2017-12-27 Financial product transaction management device, program Active JP6405445B2 (en)

Priority Applications (1)

Application Number Priority Date Filing Date Title
JP2017251819A JP6405445B2 (en) 2017-12-27 2017-12-27 Financial product transaction management device, program

Applications Claiming Priority (1)

Application Number Priority Date Filing Date Title
JP2017251819A JP6405445B2 (en) 2017-12-27 2017-12-27 Financial product transaction management device, program

Related Parent Applications (1)

Application Number Title Priority Date Filing Date
JP2016170997 Division 2010-05-11

Publications (2)

Publication Number Publication Date
JP2018045738A JP2018045738A (en) 2018-03-22
JP6405445B2 true JP6405445B2 (en) 2018-10-17

Family

ID=61693750

Family Applications (1)

Application Number Title Priority Date Filing Date
JP2017251819A Active JP6405445B2 (en) 2017-12-27 2017-12-27 Financial product transaction management device, program

Country Status (1)

Country Link
JP (1) JP6405445B2 (en)

Family Cites Families (11)

* Cited by examiner, † Cited by third party
Publication number Priority date Publication date Assignee Title
JP2001155086A (en) * 1999-09-14 2001-06-08 Nippon Online Shoken Kk Device, system and method for automatically giving selling or buying order
JP2002117232A (en) * 2000-10-11 2002-04-19 Konami Co Ltd System and method for supporting stock transaction, virtual stock transaction game system and method for providing virtual stock transaction game
JP3754009B2 (en) * 2002-07-19 2006-03-08 カブドットコム証券株式会社 Trading order processing system for automatically setting correction conditions and trading order processing method
JP3734168B2 (en) * 2002-07-19 2006-01-11 カブドットコム証券株式会社 Trading order processing system for automatically setting ordering conditions, and trading order processing method
JP2004310761A (en) * 2003-03-27 2004-11-04 Daiwa Securities Group Inc Securities transaction support system and securities transaction support method
JP4420384B2 (en) * 2003-12-12 2010-02-24 カブドットコム証券株式会社 Order content automatic correction system for financial product trading order and automatic order content correction method for financial product trading order
US20050278242A1 (en) * 2004-06-12 2005-12-15 Globaltec Solutions, Llp System, apparatus and method for performing a trailing stop investment transaction
JP2008040689A (en) * 2006-08-03 2008-02-21 Mitsubishi Corporation Futures & Securities Ltd Trading order processing system
JP4435139B2 (en) * 2006-11-24 2010-03-17 株式会社マネースクウェア・ジャパン Financial product transaction management device, program
JP4966272B2 (en) * 2008-08-27 2012-07-04 株式会社マネースクウェア・ジャパン Financial product transaction management device, program
WO2010024316A1 (en) * 2008-08-28 2010-03-04 株式会社マネースクウェア・ジャパン Transaction management device and readable storage medium

Also Published As

Publication number Publication date
JP2018045738A (en) 2018-03-22

Similar Documents

Publication Publication Date Title
US9367866B2 (en) Method and system to automatically qualify a party to participate within a network-based commerce transaction
US9189815B2 (en) User interface for an electronic trading system
US7689497B2 (en) Switch engine for risk position discovery in an electronic trading system
US6016482A (en) Enhanced collateralized funding processor
RU2292590C2 (en) Trade with display of depth and price of market
US7379910B2 (en) Apparatus, systems and methods for transacting and managing like-kind exchanges
JP2016197456A (en) Automated price improvement protocol processor
US20020161690A1 (en) System, medium and method for trading fixed income securities
US8229831B2 (en) Systems and methods for trading
US20050060260A1 (en) Payment system, payment apparatus, and payment program storage medium
US20060173772A1 (en) Systems and methods for automated processing, handling, and facilitating a trade credit transaction
US7562047B2 (en) User interface for semi-fungible trading
ES2240442T3 (en) Transation based on a click with intuitive visualization of market penetration network.
US7729972B2 (en) Methodologies and systems for trade execution and recordkeeping in a fund of hedge funds environment
US20090204523A1 (en) Method and apparatus for facilitating online payment transactions in a network-based transaction facility using multiple payment instruments
US7349880B1 (en) Commerce information processor, commerce terminal, commerce information processing method, and recorded medium
US20090076945A1 (en) Quick-filling customer asset trading system for booking orders with multiple providers
US20070005481A1 (en) Real time graphical user interface for on-line trading
US20010032164A1 (en) Method and apparatus for bi-directional auctioning between buyers and sellers using a computer network
US7231363B1 (en) Method and system for rebrokering orders in a trading system
US20050187858A1 (en) Fixed income security offerings management techniques and related applications
US20030233307A1 (en) System and method for exchange and transaction processing for fixed income securities trading
US20080177652A1 (en) Methods and systems for managing and trading using a shared order book as internal exchange
WO2001016852A2 (en) User interface for semi-fungible trading
WO2003069444A9 (en) Apparatus and method of a distributed capital system

Legal Events

Date Code Title Description
A621 Written request for application examination

Free format text: JAPANESE INTERMEDIATE CODE: A621

Effective date: 20171227

TRDD Decision of grant or rejection written
A01 Written decision to grant a patent or to grant a registration (utility model)

Free format text: JAPANESE INTERMEDIATE CODE: A01

Effective date: 20180828

A61 First payment of annual fees (during grant procedure)

Free format text: JAPANESE INTERMEDIATE CODE: A61

Effective date: 20180914

R150 Certificate of patent or registration of utility model

Ref document number: 6405445

Country of ref document: JP

Free format text: JAPANESE INTERMEDIATE CODE: R150