JP6533328B2 - Financial product transaction management device, program - Google Patents

Description

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

  As a trading method of financial instruments such as foreign exchange, limit orders are known in addition to market orders which trade at the price at the time of order. The limit order is an order form in which a trading price is received from a customer in advance, and a financial product dealer buys an order for the financial product when the target financial product falls to the specified amount. Make a selling order for the financial instrument when it has been done or when the specified amount has been raised. Conventionally, an invention is known in which this limit order for financial products is made using a computer system (see, for example, Patent Document 1).

Unexamined-Japanese-Patent No. 2006-99787

  However, the prices of financial instruments always fluctuate irregularly and can not be predicted accurately. Therefore, if the price of the financial instrument goes up (or falls) immediately before it falls (or goes up) to a predetermined amount of money, or if it falls (or goes up) over a predetermined amount of money, the customer May suffer substantial disadvantages. And, according to the invention described in Patent Document 1, there is a problem that the fear of such disadvantages can not be avoided.

  In addition, if the number of orders increases or order cancellations occur frequently, financial product dealers may also suffer business complications and de facto damages. In particular, when the financial instrument to be handled is foreign exchange, the agent who mediates between the customer and the bank may actually damage the bank and lose the credit from the bank. Therefore, when conducting a transaction, it should be noted that the risk to which the contractor of the financial product suffers is also avoided, but in the invention described in Patent Document 1, there is a problem that the risk of the trader can not be avoided either. is there.

  The present invention has been made in view of the above problems, and avoids the disadvantage of the financial products traders and customers in the order of financial products, and the customers using the system make transactions without complicated order procedures. It is an object of the present invention to provide a financial product transaction management device and the like that can be performed efficiently and smoothly.

In order to solve such problems, the invention according to claim 1 is a financial instrument transaction management device for managing trading transactions of financial instruments whose market price fluctuates, and selects the type of the financial instrument for which trading is desired. predetermined information to, for purchasing the financial product in one order price, in each first order price of a respective order price of a plurality of first order, the buy and sell orders for each of the financial product Information for setting the order amount of the respective items , and the respective finances at the respective second order prices which are the respective order prices of the plurality of second orders for selling the financial instrument at the other order price and information for setting the buy and sell orders of goods in a predetermined order amount, of, respectively, and the order input receiving means for receiving as trade order application information for the buying and selling orders of the financial product, the Based on the buy and sell order application information that has been received in the sentence input receiving means, for the financial product of the kind that has been selected, the order said is set to a predetermined order amount for each price, the and the first order price second An order information generation unit configured to generate order information in which a profit margin at the time of trading with the order price is set , and the price range of the first order and / or the second order is set;
And price information receiving means for acquiring information on the market price of the financial product, the order information generating means is configured to receive the trading order of each of the financial instruments in the trading order application information for each of the first orders information for setting the predetermined order amount in price, and, on the basis of each of the buy and sell orders for the financial instruments information for setting the predetermined order amount in each of the second order price, respectively An order for setting a trading order of the financial product to the predetermined order amount at each of the first order prices and setting a trading order of each of the financial instruments to the predetermined order amount at each of the second order prices has a price-order amount setting means, the order information generation means is, in the order price and order amount setting means of the buy and sell order application information Based on the processing, as the order information, the same type of the financial product, the highest order price of the first order price as one of the highest price, the price side than the highest price the one, each of the width Each order price is set to be the price range set based on the sales order application information, and the predetermined order price is bought or sold for the first order price as the set order price. The first order information for making the first order as the first order, the highest order price among the second order prices is set as the other highest price, and the first order for each lower order than the other highest price hand, so that with the margin of the margins is set based on the trade order line items when selling or buying on the basis of the first order buy or sell is performed has been performed Set each said order price of the order of selling of the predetermined order amount is indicated for the first order of the buying for the second order price as the order price of each, which is the set, first the selling For the order, a plurality of order information groups consisting of second order information for making a second order as a purchase order of the predetermined order amount are generated, and each of the order information groups generated based on the one sales order application information For the order information group, the first order price of the first order being a valid order matches the market price of the financial instrument, and then the second order price of the second order being a valid order. When the first order and the second order are promised by the agreement with the market price, the first order information of the next order information group is validated, and the same first order as the promised first order Before in one order price The method according to the present invention is characterized in that the fulfillment of the first order and the fulfillment of the second order at the same second order price as the fulfilled second order are repeated.

The invention according to claim 2 is a financial instrument transaction management device for managing trading transactions of financial instruments whose market price fluctuates, which is information for selecting the type of the financial instrument for which trading is desired, and the above-mentioned finance At the first order price, which is the order price of each of a plurality of first orders, for setting a trading order of each of the financial products to a predetermined order amount, for purchasing a product at one order price Information and purchase orders for each of the financial products at respective second order prices, which are the order prices for each of a plurality of second orders, for selling the financial products at other order prices Order input accepting means for accepting each of the information for setting the amount of money as trading order application information for ordering trading of the financial product, and the order input accepting means Based on the sales order application information, the predetermined order amount is set for each order price for the selected type of the financial product, and the first order price and the second order price are traded is set margins when the first order among, and / or, the order information generation means for generating order information the values width of the second order with each other is set, the information of the market price of the financial product Price information receiving means to acquire, and the order information generation means sets the sales order of each of the financial products in the sales order application information to the predetermined order amount at each of the first order prices The respective gold based on the information for setting the trading order of the respective financial product to the predetermined order amount at the respective second order price, An order price for setting a sales order of goods to the predetermined order amount at each of the first order prices and setting each sales order of the financial instruments to the predetermined order amount at each of the second order prices An order amount setting unit is provided, and the order information generation unit is configured to receive the order information based on the processing of the sales order application information by the order price / order amount setting unit. The lowest order price of one order price is regarded as the lowest price of one, and the above-mentioned price ranges are set to the above-mentioned price ranges set based on the sales order application information on the high price side of the one lowest price. Set an order price, and for the first order price as each set order price, as an order to sell or buy the predetermined order amount The lowest order price of the first order information for making the first order of the second order price and the second order price is set as the other lowest price, and for each of the first orders above the other lowest price, Each of the order prices is set such that the margin when buying or selling is performed based on the first order sold or purchased becomes the margin set based on the sales order application information And the second order price as the set order price for the first order for the sale, the order for buying the predetermined order amount, the predetermined order for the first order for the sale Generating a plurality of order information groups consisting of second order information for carrying out a second order as a sale order of the order amount, and valid for each of the order information groups generated based on one of the sales order application information It is an order The first order price of the first order matches the market price of the financial instrument, and then the second order price of the second order, which is a valid order, matches the market price. When one order and the second order are filled, the first order information of the next group of order information is validated, and the first order is filled with the same first order price as the filled first order Setting the second order to fulfill the second order at the same price as the second order.

  In the invention according to claim 3, in addition to the configuration according to claim 1 or 2, the profit margin is satisfied by the first order and the second order constituting one of the order information group. The obtained profit amount is characterized in that the profit amount is set as a profit margin in the sales order application information.

The invention according to a fourth aspect of the present invention is, in addition to the configuration according to any one of the first to third aspects, an order information recording means for recording the order information generated by the order information generation means, and the order information The order information group generating means for recording the order information group generated by the order information generation means, the order information generation means recording the order information group generated by the order information generation means; When the first order information is a buying order, and the market price of the financial instrument acquired by the price information receiving means fluctuates and becomes equal to the first order price, the order information recording means Performing the fulfillment on the basis of the first order information among the individual order information forming the order information group recorded therein, and the market price of the financial product acquired by the price information receiving means is further set To execute the execution of the financial instrument based on the second order information, and the execution of the financial instrument based on the first order information and the second order The transaction of the financial product based on the information is repeated, and in the case where the first order information is an order for sale, the market price of the financial product acquired by the price information receiving means fluctuates to cause the first When it becomes equal to the order price, the contract is performed based on the first order information among the individual order information forming the order information group recorded in the order information recording means, and the price information receiving means When the market price of the financial instrument acquired is further changed and becomes equal to the second order price, the first order information is performed by performing the fulfillment of the financial instrument based on the second order information. And repeating said the financial instruments commitments based on the financial commitments and the second order information items based on.

  The invention according to claim 5 relates to the arrangement according to claim 4, wherein, when there is a cancellation request for the order of the financial product once ordered, the contract information generation means relates to the order for which the cancellation request has been made. The order information group including the order information is extracted, and all of the order information before the contract included in the order information group is canceled.

  The invention according to claim 6 is a program which causes a computer to function as the financial product transaction management device according to any one of claims 1 to 5.

  According to the invention as set forth in claim 1 and claim 2, in the financial product transaction management device, order information for generating order information of a financial product based on sales order application information for placing a sales order of a financial product It has generation means, and the order information generation means buys and sells financial products by generating an order information group consisting of order information for ordering the same kind of financial products for a plurality of prices based on the sales order application information. When ordering, it is possible to order the same type of financial instrument at one time across multiple prices. As a result, it is possible to easily place an order that can reduce the risk of the customer by one order procedure, and it is possible to improve the convenience of using the system of the customer. As a result, it is possible to avoid the disadvantage of the traders of the financial products in the order of the financial products and the customer, and the customer using the system can carry out the transaction by the order efficiently and smoothly without performing complicated order procedures.

  According to the invention as set forth in claim 1 and claim 2, for each order information group generated based on the sales order application information, the first order price of the first order which is a valid order and the price of the financial product When the first order and the second order are contracted by matching the market price and then matching the second order price of the second order, which is a valid order, with the market price, the second group of order information group One order information is validated, and the first order execution at the same first order price as the first order execution order and the second order execution at the same second order price as the second order execution order are repeatedly performed. By setting as such, even after the first order and the second order are contracted, it is possible to repeat the order by the contracted order information group. As a result, it is possible to avoid the disadvantage of the traders of the financial products in the order of the financial products and the customer, and the customer using the system can carry out the transaction by the order efficiently and smoothly without performing complicated order procedures.

  According to the invention as set forth in claim 3, the profit margin is a profit amount obtained by contracting the first order and the second order constituting one order information group, and is used as the profit margin in the sales order application information. By configuring to set the profit amount, it is possible to reliably set the second order price based on the specific profit amount.

  According to the fourth aspect of the present invention, the fulfillment information generation means can cause the order to be fulfilled when the individual order information forming the order information group recorded in the order information recording means satisfies the order conditions. In addition, if the order information as the second order is filled, the order information group is generated again, and even if the first order and the second order are contracted, the if-to-do order by the contracted order information group It can be done repeatedly. This avoids the disadvantage of the financial product traders and customers in the order of financial products, and it is possible for customers using the system to conduct transactions efficiently and smoothly without complicated order procedures.

  According to the invention as set forth in claim 5, the contract information generating means extracts the order information group including the order information on the order for which the cancellation request has been made, when there is a cancellation request for the order of the financial product once ordered. By canceling all the pre-commitment order information included in the order information group, it is possible to prevent the handling of the order from being complicated. This makes it possible to prevent the complication of the system configuration and information processing in the system while further enhancing the convenience of the customer using the system.

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

BRIEF DESCRIPTION OF THE DRAWINGS It is a system block diagram in the financial product transaction management system which implement | achieves the financial product transaction management method of this embodiment, and a functional block diagram of the financial product transaction management apparatus which implement | achieves the financial product transaction management method of this embodiment. It is a schematic diagram of the field definition of the order table of a financial instrument 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 instrument 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 instrument transaction management apparatus same as the above. It is a flowchart which shows the processing procedure at the time of the order of trap repeat ifdan in a financial instrument transaction management apparatus same as the above. It is an image figure of the input screen displayed on the display part of a client terminal. It is an image figure of (a) condition setting screen displayed on a client terminal, (b) An image figure of a confirmation screen. It is the figure which showed as a model the data of (a) buying order information recorded on the order table as a model, and the figure which showed the data of sales order information as a model. FIG. 10 is a time chart schematically showing a fulfillment process based on a limit order in the financial instrument transaction management device as above. It is a flowchart which shows the processing procedure of a cancellation request in a financial instrument transaction management apparatus same as the above.

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

FIG. 1 is a system configuration diagram and a functional block diagram of a financial product transaction management system for realizing the financial product transaction management method of the present embodiment. As shown in the figure, the financial product transaction management system 1A, a financial product transaction management device 1, and a client terminal 2 ₁ to 2 _n of N (N ≧ 1), and the financial product transaction management device 1 the client terminal ₂ 1 to 2 _n can be communicated with each other via the Internet 3 as WAN (Wide Area Network). The financial product transaction management system 1A of this embodiment handles foreign exchange as a financial product.

The financial product transaction management apparatus 1 for realizing the financial product transaction management method of the present embodiment is a server computer managed and operated by a financial product dealer, and has a Web server function and a database function for storing large-capacity data. ing. The client terminals 2 ₁ ,..., 2 _n are communication terminals having a data communication function which are owned and used by individuals or corporations who trade in financial products and correspond to personal computers, cellular phones, etc. Do. The client terminals 2 _{1 to} 2 _n include operation units 21 _{1 to} 21 _n used to input various instructions such as a mouse and a keyboard, and include 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 except for the case.

  Although not illustrated in FIG. 1, the financial product transaction management device 1 includes at least one CPU (Central Processing Unit, central processing unit), a RAM (Random Access Memory) functioning as a work area of the CPU, a boot program, etc. A ROM (Read Only Memory) in which is recorded, an auxiliary storage device such as a hard disk in which various programs, data and the like are recorded, and a communication interface used to transmit and receive data. The auxiliary storage device stores an operating system (OS) program, various application programs, data recorded in a database, etc. These programs and data cooperate with hardware resources by arithmetic processing of the CPU. Implement various functions.

  As shown in FIG. 1, the financial product transaction management device 1 performs various processes processed by the data processing unit 10 as a functional unit realized based on the various programs and hardware resources described above, and 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, the front page distribution unit 11 as the functional means, and the order as the "order input accepting means". Input acceptance unit 12, deposit / withdrawal information generation unit 13, contract information generation unit 14 as "contract information generation means", account information generation unit 15, order information as "order information generation means" and "second price information calculation means" An information generation unit 16, a database (DB) connection base unit 17, and a price information receiving unit 19 as "price information receiving means" are included.

  The order input reception unit 12 receives data on various orders input from the client terminal 2 and performs various processes necessary to complete an order for a financial product.

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

  The order information generation unit 16 generates information on an order for a financial product based on the information processed by the order input reception unit 12. For orders here, in addition to so-called market orders and limit orders, ifdan orders (order two orders at the same time are placed at the same time, if the first order is filled, the second order is automatically validated. Order form, the same as in the present specification.

  The contract information generation unit 14 performs a contract process based on the order generated by the order information generation unit 16 and a process for sending information on the completed contract process to the client terminal 2 of the customer. Here, "commitment" refers to various procedures and processes for making a sale or purchase of a financial product based on a customer's order.

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

  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). , And performs processing required to exchange data between the data processing unit 10 and the database 18.

  The database 18 records data used by the financial product transaction management device 1. The database 18 in the present embodiment is formed by a relational database, but any format may be used as long as it is suitable for recording and rewriting of a large amount of data, such as an object database. The database 18 includes an order table (order information recording means) 181, a customer account information table (customer account information recording means) 182, a currency pair order condition table 183, a minimum price range table (minimum price range information recording means) 184, and a difference table ( Difference information recording means) 185, sequence number table 186 is recorded. In the minimum price range table 184, individual selling order information (described later) or individual buying order information (described later) forming the order information group (described later) defined for each type of financial product is closest to each other. The value range is recorded as minimum value range information. In the difference table 185, the difference information between the current market price and the order amount of the order information (described later) defined for each type of financial product is recorded. The sequence number table 186 records a sequence number uniquely assigned to each order information (described later). Details of the order table 181, the customer account information table 182, and the 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 on the price of a financial product handled by the financial product transaction management device 1, and performs processing necessary for the acquired information to be used by the data processing unit 10. In the present embodiment, the price information receiving unit 19 acquires information on the market price of foreign exchange.

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

  In the financial product transaction management apparatus 1 described above, when limit trading of a financial product is carried out, buying and selling of a plurality of financial products of the same type by one pre-order can be ordered if if for a predetermined number of products with a predetermined price range. It is possible to realize an order form to be performed by In this specification, this order form is referred to as "trap repeat if-done order".

  Next, the transaction procedure of the trap repeat if-done order in the financial product transaction management system 1A of this embodiment will be described.

  FIG. 3 is a flowchart showing a processing procedure when generating information on a limit order by the trap repeat if-done order in the financial product transaction management device 1 of this embodiment. The processing procedure at the time of ordering will be described below based on FIG.

  A customer who uses the financial product transaction management system 1A accesses the financial product transaction management apparatus 1 using the client terminal 2. The front page distribution unit 11 of the financial product transaction management device 1 causes the display unit 22 of the accessed client terminal 2 to display the input screen 40 shown in FIG. The customer inputs the data of the order content on the input screen 40 using the operation unit 21 (step S1). Specifically, the following processes (1) to (5) are performed on the input screen 40.

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

(2) Next, the customer selects and clicks a button on which the trading form desired by the customer is displayed from the trading form selection button group 42 provided on the lower side of the trade preference input buttons 41 _{1 to} 41 ₅ . The input screen 40 of FIG. 4 shows a state in which a new selection button 42a for selecting a new order (that is, an order for newly holding a position (foreign currency)) is selected from the trading mode selection button group 42. ing. The financial product transaction management apparatus 1 according to the present embodiment applies the trap repeat if-done order only to new orders, and aims to simplify the system configuration and to form a system that is easy for customers to use.

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

  (4) When the trap trade designation button 43a is clicked, the condition setting screen 44 shown in (a) of FIG. In the condition setting screen 44, a start price input field 44a for inputting the order reference price of trap repeat ifdan, an amount input field 44b for inputting the amount of money for each position in one order, price range of the position to be ordered (ie individual buy order Price range input field 44c for entering the price range of information (described later), trap number selection field 44d for selecting the number of positions to be ordered, profit amount specification field 44e for entering profit amount per position as “margin” A repeat-if-done-order execution section 44f is provided to specify whether a repeat-if-done order is to be executed, and the customer inputs desired numerical values into the respective input fields 44a, 44b, 44c and 44e. Select the desired number and order format. In the condition setting screen 44 of (a) of FIG. 5, the start price is $ 109.90, the price range is 0.10 yen, and one position in each of the input fields 44a, 44b, 44c, 44e and the respective selection fields 44d, 44f. Indicates that 10,000 orders, the number of positions to be ordered is 5, the expiration date is indefinite, and the order form is a basic repeat if-done order, which is filled in and selected. The form of the trap repeat if-done order is selected by selecting the repeat if-done order in the repeat-if-done order selection field 44 f in the trap trade condition setting screen 44.

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

When the order confirmation button 44g is clicked in the above (5) and the transmitted data (sales order application information) is supplied to the financial product transaction management apparatus 1, the order input reception unit 12 of the financial product transaction management apparatus 1 Confirm the contents of the entered order (order entry acceptance procedure). Specifically, the order format selected in the repeat if-dan order selection field 44f is confirmed, and an inspection is performed on the order price of the supplied data (step S2). Specifically, the amount of the start price inputted in the start price input field 44a of the currency pair selected by the trade preference input buttons 41 _{1 to} 41 ₅ , and the current exchange market price received by the price information receiving unit 19 A comparison of The order entry acceptance unit 12 only makes a profit if the customer gets a profit, that is, only when the start price is lower than the current exchange market price when buying the foreign currency, and when the foreign currency is sold, the start price is the current Only if it is higher than the exchange market price, it will be judged as the appropriate price.

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

  The order input acceptance unit 12 calculates based on the acquired margin information and the customer's total order amount (that is, based on the numerical value input to the amount input column 44b and the price range input column 44c and the numerical value selected from the number-of-traps selection column 44d The total amount of orders to be made) is compared, and it is confirmed whether the amount of margin is equal to or more than the total amount of orders. The order information generation unit 16 generates an "order information group" described later (order information generation procedure) only when the amount of the margin is equal to or more than the total order amount ("No" in step S5). As a result, it is possible to accept a limit order by the if-done order only when the customer can pay reliably.

  When the amount of the margin is equal to or more than the total order amount (“No” in step S5), the order input reception unit 12 confirms whether the order condition satisfies the condition of the trap repeat if-dan (step S6). Specifically, the numerical value data recorded in the “trap_range” field 183a shown in FIG. 2C is acquired as the value of the minimum value width condition, and the numerical value data of the value width input in the value width input field 44c and the minimum value width table 184 are recorded. The value of the minimum price range information of the currency pair is compared to check whether the value of the price range input in the price range input field 44c is equal to or more than the minimum price range.

  When the value of the price range entered in the price range entry field 44c is less than the value of the minimum price range information (“Yes” in step S7), the order entry acceptance unit 12 treats the entered order as an error and accepts the acceptance of the order. Reject (step S10). As a result, the price range between the orders becomes so close that risk can not be avoided, and the customer suffers a de facto disadvantage, and the transaction is concentrated in a specific price range and the business becomes excessive, which is a processor of financial products Can be prevented from suffering practical disadvantages.

The value range entered in the value range entry field 44c is equal to or greater than the minimum value range (“No” in step S7), and the order conditions satisfy all the conditions necessary for the above-mentioned trap repeat event order. If it is determined, the front page distribution unit 11 causes the display unit 22 of the client terminal 2 to display a confirmation screen 45 shown in (b) of FIG. 5. On the confirmation screen 45, the order conditions inputted and selected by the customer on the input screen 40 and the condition setting screen 44 are listed, and there is provided an order button 45a to be clicked when there is no mistake in the listed contents. In the order information group display section 45b of the confirmation screen 45, buying order information (upper line) for placing a limit order of the same type of financial product at one price and the financial product targeted by the buying order information An order information group 45 c ₁ , 45 c ₂ ,... 45 c _k (k> 1) including sale order information (downward line) for placing a limit order at a price is displayed.

  When the customer clicks the order button 45a by operating the operation unit 21, the order information generation unit 16 of the financial product transaction management device 1 generates order information based on the data input in step S1 (step S8, order information) Generation procedure, second order price calculation procedure). Specifically, a plurality of data input in the above procedure are grouped by order price as a unit, and each order information is added by assigning a sequence number to the order recorded in the sequence number table 186 in each information unit. Form. At this time, the sequence number table 186 is provided with information for identifying the sequence number used for the order information as an unused number.

  The order information generation unit 16 records the generated order information group in the order table 181 (step S9, order information recording procedure). Specifically, in the fields shown in FIG. 2A, the corresponding order information (ie, data corresponding to the item in the “Remarks” column 181a) is recorded. For example, the sequence number assigned in step S8 is recorded in the "ord_seq" field 181b. A "cust_seq" field 181c records a customer number uniquely determined for each customer, and a "style_id" field 181d records a product name. 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. "Buy_sell_id" field 181f indicates whether it is a sell or buy order, "ord_rate" field 181g the order price, "limit_time" field 181h the order deadline, "ord_cond" field 181i the order type Data indicating whether or not if it is an if-done order (default is 0, 1 is recorded if if-done order), data indicating whether it is a new order or a settlement order in the "new_close" field 181k It is recorded. According to the above procedure, the order process of the trap repeat ifan order is completed, and the information on the limit order is generated.

  (A) of FIG. 6 is a diagram schematically showing a set of buying order information recorded in step S9, and (b) of FIG. 6 schematically shows a set of selling order information recorded in step S9. FIG. As shown in the figure, a set 50 of buying order information forms a buying order table 50a in which the information is generated at steps S1 to S9, and a set 60 of selling order information similarly forms a selling order table 60a. ing.

  The purchase order table 50a includes five pieces of purchase order information (i.e., the number of items selected in the number-of-traps selection field 44d) including first purchase order information 51a to fifth purchase order information 51e as "first order information". ), And the purchase order price (first order price) indicated in the first buy order information 51a is $ 10.90 ($ 1) (ie, the price entered in the start price entry field 44a), each order information The price range of the buying order price of is 0.10 yen (ie, the price entered in the price range input field 44c). The first purchase order information 51a to the fifth purchase order information 51e each have an order amount of 10,000 currency (that is, the amount input in the amount input field 44b).

  The selling order table 60a includes five selling order information from the first selling order information 61a to the fifth selling order information 61e as "second order information" (ie, the number selected in the number-of-traps selection field 44d). ), And the buying order price (second order price) indicated in the first selling order information 61a is $ 11.05 per dollar, and the price range of each ordering information is 0.10 yen (ie price range) (Price entered in the input field 44c).

  Order information having the same order number 51h and 61h in the buying order table 50a and the selling order table 60a, for example, the first buying order information 51a, the first selling order information 61a, the second buying order information 51b, the second Second sell order information 61b, ..., buy order information for placing a limit order of the same kind of financial product at a price of 1 and limit order for a financial product for which the purchase order information is targeted at another price An order information group of one price range is formed, which comprises sale order information. Among the order information forming one order information group, the order information (for example, the first buy order information 51a) recorded in the buy order table 50a forms a "first order" having a high priority of execution, and is sold The order information (for example, first sales order information 61a) recorded in the order table 60a forms a "second order" with a low priority of execution. The order information recorded in the buy order table 50a is recorded as "valid order information" having a status as an established (order) order in the initial state, and the order information recorded in the sell order table 60a Is recorded as "invalid order information" which does not have the status as an established (order) order in the initial state. The "valid" and "invalid" of the order information are recorded based on a flag or the like included in each order information.

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

  After the completion of the order processing, the price information receiving unit 19 of the financial product transaction management device 1 continues to obtain the exchange rate information (price information receiving procedure). Then, when the market price matches the order price of the specific position, the contract information generation unit 14 contracts the order of the position (contract information generation procedure).

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

  Similarly, at time t3 when the market purchase price 72 of the US dollar becomes 1 dollar 109.80 yen, the second sale order information 61b becomes valid at the same time the second buy order information 51b is executed, and the market purchase price 72 The third purchase order information 61c is validated at the same time as the third purchase order information 51c is concluded at time t4 when the $ 1.

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

  When the limit order is validated or the limit order is fulfilled, the deal information generation unit 14 rewrites the corresponding data in the database 18. Specifically, the data of the order information related to the limit order in the order table 181 is deleted, and the data of the "amnt" field 182a of the customer account information table 182 is increased or decreased by the price that has been filled.

  Similarly, when the market purchase price 72 rises to ¥ 114.94 per dollar at time t7, the contract information generation unit 14 contracts the sell information based on the second sell order information 61b and sells the US dollar. Thereafter, at time t8, the second buying order information 51b and the second selling order information 61b are generated again (at this time, the second selling order information 61 is again generated as "invalid order information"). Furthermore, the corresponding data in the database 18 can be rewritten.

  Thereafter, when the market purchase price 72 becomes 1 dollar 109.70 yen at time t9, the second buying order information 61b is validated at the same time as the second buying order information 51b is executed. Thereafter, the same process is repeated.

  At times t1 to t9, the fourth buying order information 51d, the fifth buying order information 51e, the fourth selling order information 61d, and the fifth selling order information 61e shown in FIG. Limit orders are held pending until time point T9 when the market purchase price 71 of the US dollar falls or rises to the respective order prices 51f, 61f. In addition, all limit orders for which the order deadlines 51g and 61g have passed without being filled are canceled and deleted from the order table 181.

  As described above, the financial product transaction management apparatus 1 according to the present embodiment can reduce the risk of the customer in the limit order by ordering limit orders of the same type of financial product for a plurality of prices. That is, for example, in the case where only limit orders are made to purchase the US dollar for 1 dollar 109.60 yen, as shown in FIG. Even if the customer has a potential desire to buy at $ 109.70, the customer can not buy the US dollar. On the other hand, if the trap repeat if-done order in this embodiment is used, a plurality of limit orders can be distributed based on the price most desired to be purchased and distributed above and below the standard price. Can reduce the risk of

  Further, the financial product transaction management apparatus 1 according to the present embodiment uses, as order information, buying order information (for example, first buying order information 51a) for placing a limit order of the same kind of financial product at one price and the buying order information An order information group of one price range consisting of sell order information (for example, first sell order information 61a) for placing a limit order of a target financial product at another price is generated for a plurality of price ranges, In each order information group, the buying order information (for example, the first buying order information 51a) is set as the "first order", and the selling order information (for example, the first selling order information 61a) is set as the "second order". , “First order” as valid order information, “second order” as invalid order information, and the contract information generation unit 14 forms a single order information group when “first order” is contracted. Void "second order" By a valid order information from the order information, can be ordered on the basis of one of the trade order application information, the same kind of financial instruments for a plurality of price in the if Dan order of limit orders. In addition, when the order information as the “second order” which is regarded as valid order information is contracted, the agreement information generation unit 14 generates “one order” and “first order” by regenerating one order information group. Even after the “second order” is contracted, it is possible to repeat the if-done order of the limit order by the contracted order information group (for example, the first buy order information 51a and the first sale order information 61a).

Further, in the financial product transaction management apparatus 1 of the present embodiment, the order information group 45c ₁ , 45c ₂ ,..., 45c _k has a fixed number of products at one price, and the order information group of a plurality of price ranges 45c ₁ , 45 c ₂ , ..., 45 c _k The first to fifth buying order information 51 a, 51 b, 51 c, 51 d, 51 e and the first to fifth selling order information 61 a, 61 b, 61 c, By forming the value ranges of 61 d and 61 e to be constant, it is possible to simplify the contents of the instruction from the client terminal 2 when ordering a financial product. In addition, it is possible to make a customer who places an order from the client terminal 2 an order having a high number of products and having an effect of risk distribution, in which an order having a fixed number of products is formed for each predetermined value range.

  The financial product transaction management apparatus 1 of this embodiment processes an input error as if the request is a request for changing the price and amount of the limit order once ordered from the client terminal 2. Do. This makes it possible to prevent the frequent operation of the bank, which is the trading source of financial instruments, from excessive demand for prices and money.

  On the other hand, when there is a request for canceling the limit order once ordered, the financial product transaction management device 1 processes the request according to a predetermined procedure. FIG. 8 is a flowchart showing the processing procedure of the cancellation request in the financial product transaction management device 1 of the present embodiment. The processing procedure of the cancellation request will be described below based on FIG.

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

  For example, in FIG. 5, when only the first purchase order information 51a is being executed, there is a cancellation request in the third purchase order information 51c, and the market purchase price 71 of the US dollar at the time of the request is $ 1.109. When the price is 90 yen, a value obtained by subtracting the order price (one dollar: 109.80 yen) of the second purchase order information 51b closest to the market price from the market price of purchase price 71 is 0.10 yen. Then, when the non-cancelable price range is less than 0.10 yen (for example, 0.09 yen), all of the second buy order information 51b to the fifth buy order information 51e shown in FIG. 5 are cancelled. become. Furthermore, all the second to fifth buying order information 51b to 51e and the selling order information forming the ordering information group, that is, the second selling order information 61b to the fifth selling order information 61e are all canceled. The data of the canceled order information is deleted from the order table 181.

  As described above, one cancellation request cancels all of the order information group for which the cancellation request was made, and is generated based on the sales order application information that has generated the order information group including the order information for which the cancellation request is made. By canceling all the order information groups, it is possible to prevent complicated handling of the limit order by the trap repeat if-done order.

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

  In this way, by setting the non-cancelable price range, it is possible to avoid a situation where financial institutions such as banks are practically damaged. That is, if the cancellation request for the limit order is input to the client terminal 2 immediately before the market purchase price (or market sales price) matches the order price, the time lag that occurs when the cancellation request is communicated to the financial institution A financial institution may purchase a financial product whose order has been canceled, but the order has been canceled by prohibiting cancellation of the order when the market price and the order price approach more than a predetermined value. It is possible to prevent a financial institution from purchasing a product.

  If the order received from the client terminal 2 is a normal market order (a trading method for trading of financial instruments at the market price at the time of ordering), the order information is generated immediately at step S8. The contract information generation unit 14 contracts the order, and the process of step S9 is not performed.

  As described above, according to the financial product transaction management apparatus 1 performing the financial product transaction management method of the present embodiment, the disadvantage of the financial product dealer and the customer in the limit order of the financial product is avoided, and the customer using the system is complicated. Trading by limit order can be performed efficiently and smoothly without conducting the order process.

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

  Further, in the financial product transaction management system 1A which performs the financial product transaction management method of the above embodiment, the purchase order information forming the order information group is "first order", and the sale order information is "second order". However, on the contrary, the selling order information may be "first order", and the buying order information may be "second order".

  It is needless to say that the above embodiment is an illustration of the present invention, and the present invention is not meant to be limited to the above embodiment.

1A: financial product transaction management system 1: financial product transaction management device 2, 2 ₁ to 2 _n: client terminal 12: order input reception unit (order input reception unit)
14 · · · Contract information generation unit (contract information generation means)
16 ... order information generation unit (order information generation means, second order price information calculation means)
19: Price information receiving unit (price information receiving means)
_{45c 1, 45c 2, ···,} 45c k ··· order information group 51a, 51b, 51c, 51d, 51e ··· buy order information (order information)
61a, 61b, 61c, 61d, 61e ... Selling order information (order information)
181 ... Order table (order information recording means)
184 ··· Minimum value width table (minimum value width information recording means)
185 ... difference table (difference information recording means)

Claims (6)

A financial instrument transaction management device for managing trading transactions of financial instruments whose market price fluctuates, comprising:
Information for selecting the type of the financial product desired to be bought and sold, and each first order price, which is the order price of each of a plurality of first orders, for purchasing the financial product at one order price Information for setting the sales order of each of the financial products to a predetermined order amount, and the order price of each of a plurality of second orders for selling the financial products at another order price Of the second order price, the information for setting the sales order of each of the financial products to a predetermined order amount, and the order input information for accepting the sales order application information for performing the sales order of the financial products Reception means,
The predetermined order amount is set for each order price for the selected type of financial product based on the trading order application information accepted by the order entry acceptance means, the first order price and the first order price Order information generating means for generating order information in which a profit margin at the time of buying and selling with two order prices is set, and the price ranges of the first orders and / or the second orders are set;
And price information receiving means for acquiring information on the market price of the financial instrument,
The order information generating means includes information for setting a trading order of each of the financial products in the trading order application information to the predetermined order amount at each of the first order prices, and the respective financial products On the basis of the information for setting the sales order of each of the second order prices to the predetermined order price, the sales order of each of the financial products is set to the predetermined order price at each of the first order prices It has an order price / order price setting means for setting and setting a trading order of each of the financial products to the predetermined order price at each of the second order prices,
The order information generation unit is configured as the order information based on processing of the sales order application information by the order price / order amount setting unit.
For the same type of financial instrument,
The highest order price among the first order prices is taken as the highest price of one, and each price range is set to the above-mentioned price range set based on the sales order application information on the lower side than the first highest price. First order information for setting the order price and for making a first order as a buy or sell order for the predetermined order amount for the first order price as each set order price;
The highest order price among the second order prices is set as another highest price, and the first order for which the first order is bought or sold is set lower than the other highest prices. The order price is set such that the profit margin when selling or buying is performed based on the sales order application information, and the set order price is set. For the second order price as the second order price for the first order of the buy as a sale order of the predetermined order price, for the first order of the sale as the second order as the buy order of the predetermined order price Generate a plurality of order information groups consisting of second order information for placing an order;
The first order price of the first order, which is a valid order, matches the market price of the financial product for each of the order information groups generated based on the one sales order application information, and then valid. If the first order and the second order are contracted by matching the second order price of the second order and the market price of the second order, the first order of the next group of order information groups The information is validated, and the first order execution at the same first order price as the first order executed, and the second order execution at the same second order price as the executed second order order are repeated. A financial product transaction management device set to be performed. A financial instrument transaction management device for managing trading transactions of financial instruments whose market price fluctuates, comprising:
Information for selecting the type of the financial product desired to be bought and sold, and each first order price, which is the order price of each of a plurality of first orders, for purchasing the financial product at one order price Information for setting the sales order of each of the financial products to a predetermined order amount, and the order price of each of a plurality of second orders for selling the financial products at another order price Of the second order price, the information for setting the sales order of each of the financial products to a predetermined order amount, and the order input information for accepting the sales order application information for performing the sales order of the financial products Reception means,
The predetermined order amount is set for each order price for the selected type of financial product based on the trading order application information accepted by the order entry acceptance means, the first order price and the first order price two margins when it is traded with the order price is set, and the first order among, and / or order information generation means for generating order information the values width of the second order with each other is set,
And price information receiving means for acquiring information on the market price of the financial instrument,
The order information generating means includes information for setting a trading order of each of the financial products in the trading order application information to the predetermined order amount at each of the first order prices, and the respective financial products On the basis of the information for setting the sales order of each of the second order prices to the predetermined order price, the sales order of each of the financial products is set to the predetermined order price at each of the first order prices It has an order price / order price setting means for setting and setting a trading order of each of the financial products to the predetermined order price at each of the second order prices,
The order information generation unit is configured as the order information based on processing of the sales order application information by the order price / order amount setting unit.
For the same type of financial instrument,
The lowest order price among the first order prices is regarded as one lowest price, and each price range is set to the above-mentioned price range set based on the sales order application information on the higher price side than the one lowest price. First order information for setting the order price and for making a first order as a sell or buy order for the predetermined order price for the first order price as the set order price;
The lowest order price of the second order prices is set as another lowest price, and the first order sold or bought for each of the first orders above the other lowest prices The order price is set such that the margin when buying or selling is performed on the basis of the trading order application information, and the set order price is set. For the second order price as the second order price for the first order of the sale as the order of buying the predetermined order amount, for the first order of the sale as the second order as the sale order of the predetermined order amount Generate a plurality of order information groups consisting of second order information for placing an order;
The first order price of the first order, which is a valid order, matches the market price of the financial product for each of the order information groups generated based on the one sales order application information, and then valid. If the first order and the second order are contracted by matching the second order price of the second order and the market price of the second order, the first order of the next group of order information groups The information is validated, and the first order execution at the same first order price as the first order executed, and the second order execution at the same second order price as the executed second order order are repeated. A financial product transaction management device set to be performed.   The profit margin is a profit amount obtained by contracting the first order and the second order that constitute one order information group, and the profit amount is set as the profit margin in the sales order application information. The financial instrument transaction management device according to claim 1 or 2, characterized in that Order information recording means for recording the order information generated by the order information generation means;
And a contract information generation unit that contracts the financial product based on the order information.
The order information group generated by the order information generation unit is recorded in the order information recording unit,
The execution information generation means
When the first order information is a buy order, and the market price of the financial instrument acquired by the price information receiving means fluctuates and becomes equal to the first order price, the order information recording Means for performing the contract based on the first order information among the individual order information forming the order information group, and the market price of the financial product acquired by the price information receiving means is further set If it fluctuates and becomes equal to the second order price, the execution of the financial instrument based on the second order information results in the execution of the financial instrument based on the first order information and the second order Repeat the commitment of the financial product based on the information,
When the first order information is a sale order, and the market price of the financial instrument acquired by the price information receiving means fluctuates and becomes equal to the first order price, the order information recording Means for performing the contract based on the first order information among the individual order information forming the order information group, and the market price of the financial product acquired by the price information receiving means is further set If it fluctuates and becomes equal to the second order price, the execution of the financial instrument based on the second order information results in the execution of the financial instrument based on the first order information and the second order The financial product transaction management device according to any one of claims 1 to 3, characterized in that the financial product contract is repeated based on information.   The contract information generation unit extracts the order information group including the order information regarding the order for which the cancellation request has been made, when there is a cancellation request for the order of the financial product once ordered, and the order information group is used as the order information group. 5. The financial product transaction management device according to claim 4, wherein all of the order information before the execution included is canceled.   A program causing a computer to function as the financial product transaction management device according to any one of claims 1 to 5.