JP6603280B2 - Financial product transaction management apparatus, financial product transaction management system and program - Google Patents

Description

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

  Market orders and limit orders are known as trading methods for financial products such as foreign exchange. A market order is an order form in which transactions are made at the price at the time of order. On the other hand, a limit order is an order form in which a trading price is designated in advance by a customer and a transaction is made when the price of the financial product reaches a designated price. Usually, in the case of limit orders, the financial instrument provider places a buy order for the financial product when the financial product falls to the specified amount, or when the financial product rises to the specified amount. Place a sell order for the product. 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 orders are often made. In this specification, ifdan orders are two orders with ranks at the same time, and when the first rank order (hereinafter referred to as “first order”) is established, the second rank order (hereinafter referred to as “first order”) Refers to an order form in which “second order” is valid. In actual financial product transactions, one customer may place multiple ifdan orders in parallel for a specific financial product.

  On the other hand, the system of Patent Document 1 has a problem that it cannot respond to the limit order of the ifdan order. Further, in the system of Patent Document 1, when a customer wants to perform a plurality of ifdan orders in parallel, each of the ifdan orders must be ordered individually, and the customer's ordering procedure becomes complicated. There is a problem of becoming.

  On the other hand, if the market price of a financial product fluctuates significantly compared to the conventional market and there is no expectation of recovery for the time being, the trader who owns the financial product sells the financial product to minimize damage. Often wants. However, in the system of Patent Document 1, the user cannot automatically sell the financial product acquired by the limit order buy order according to the future market situation, and the ifdan order is put into the market situation. There is a problem in that it cannot be automatically canceled in response.

  Furthermore, the system of Patent Document 1 has a problem that it cannot cope with a case where it is desired to place an ifdan order by market order.

  The present invention has been made in view of the above problems, and in a market order of financial products, a system user can make a plurality of ifdan orders without performing complicated order procedures, and the situation of future market prices. A financial product transaction management device that can automatically stop ifdan orders in response to the customer's needs, enhances the convenience of customers using the system, and reduces the risk incurred by customers when placing an ifdan order. The challenge is to do.

In order to solve this problem, the invention described in claim 1 is a financial product transaction management apparatus for managing a financial product trading transaction, and an order for accepting trading order application information for performing a trading order of the financial product. commitments and the input receiving means, and the order information generation means for generating the order information of the financial product based on the buy and sell order application information to the order input receiving means has received, the buy and sell orders on the basis of the generated the order information Contract information generating means for performing processing to be executed, and the order information generating means performs a sell order or a buy order of the predetermined financial product at a market price or limit price based on the one buy / sell order application information. Generating an order information group including one order information and second order information for performing the other of the selling order or the buying order of the financial product at a limit price, and the execution information generating means includes the first order The order information generating means performs a process for executing the sell order or the buy order based on information and a process for executing the sell order or the buy order based on the second order information. At the start of trading, a process for placing a market order based on the first order information is performed, and the contract information generating means performs a process for executing the market order, and the contract information generating means settles the market order. to perform the process as an active limit orders based on the second order information, to settle before KiShigeyuki order to contract limit orders based on the second order information, the limit order based on the second order information When executed, the order information generating means validates the limit order having the same price as the market order based on the first order information of the order information group, and the order information generating means Performing a process of validating the limit order that is the same as the price of the market order based on the first order information, and performing a process of executing the limit order based on the first order for which the contract information generating means is valid After the processing to execute the limit order that is the same as the price of the market order based on the first order information, the processing for generating the limit order based on the second order information is performed by the contract information generating means. The contract information generating means is configured to repeatedly execute a limit order based on the second order that is validated.

Invention according to claim 2, in addition to the structure according to claim 1, comprising an order information recording means to record the order information in which the order information generation means has generated, the contract information generation unit, the order Of the individual order information recorded in the information recording means, processing for executing the financial product based on the first order information, and processing for executing the financial product based on the second order information Is repeated a predetermined number of times.

According to a third aspect of the present invention, in addition to the configuration of the second aspect, the order information group includes stop order information for performing the other of the sell order or the buy order of the financial product at a stop price, When the stop order based on the stop order information is executed, the contract information generating means stops the limit order based on the first order information and the limit order based on the second order information, and the execution information The generating means, when performing a contract based on the stop order information, among the first order information and the second order information generated corresponding to the buy and sell order application information that generated the stop order information A canceling process for deleting all of the order information that has not been generated at the time of generation of the stop limit order information from the order information recording means is performed.

According to a fourth aspect of the present invention, in addition to the configuration according to the third aspect , the contract information generating means, when there is a cancel request for an order for the financial product once established, Of the corresponding first order information and / or the second order information and / or the stop order information, all the order information before execution is canceled.

  The invention according to claim 5 includes customer account information recording means for recording deposit balance information of a specific customer in addition to the configuration according to any of claims 2 to 4, wherein the order information recording means includes the order information recording means, Amount information based on the order price of the first order information and the second order information is recorded as attribute information, and the order information generating means compares the information based on the order price with the deposit balance information, and the deposit balance information The first order information and the second order information are generated when the value is equal to or more than the value of the amount information based on the order price.

Invention of claim 6, a financial product transaction management system for managing the transactions of the financial instruments, said a financial product transaction management device for managing the transactions of the financial instruments, trading orders for the financial product and the order input receiving means for receiving the trade order application information for performing, and order information generation means for generating the order information of the financial product based on the buy and sell order application information to the order input receiving means has received, it has been generated Contract information generating means for executing a process for executing the trade order on the basis of the order information, the order information generating means based on one of the buy / sell order application information, An order information group including first order information for performing one of the buy orders at market or limit and second order information for performing the other of the sell order or the buy order of the financial product at the limit is generated. The contract information generating means executes a process for executing the sell order or the buy order based on the first order information, and a process for executing the sell order or the buy order based on the second order information. The order information generating means performs a process of placing a market order based on the first order information at the start of a trading transaction, and the execution information generating means performs a process of executing the market order, the contract information generation means settle the market order, performs processing to enable limit orders based on the second order information, to settle before KiShigeyuki orders, contractual limit orders based on the second order information is, when the limit order based on the second order information is contracted, the order information generation means, the same said finger and the price of the market order based on the first order information of the order information group The order information generation means performs processing for enabling the limit order that is the same as the price of the market order based on the first order information, and the contract information generation means is enabled After the processing to execute a limit order based on the first order information and the processing to execute the limit order that is the same as the price of the market order based on the first order information, the contract information generation means performs the second order information. It is configured to repeatedly execute the limit order based on the second order by executing the process of validating the limit order based on the second order and the execution of the contract information generating means.

  The invention described in claim 7 is a program, which causes a computer to function as the financial product transaction management apparatus described in any one of claims 1 to 5.

Claim 1, according to the invention described in claim 6, an order input receiving means for receiving buy and sell orders items for performing trading orders for financial instruments, based on the buying and selling order line item order entry reception unit receives It includes an order information generation means for generating order information for financial instruments, and the contract information generation means on the basis of orders information generated performs processing to contract the trading orders Te, order information generation means, one trading Based on the order application information, first order information for performing one of a sell order or a buy order for a predetermined financial product at a market price or limit, and second order information for performing the other of a sell order or a buy order for a financial product at a limit price ; It generates order information group including, contract information generation means, contract and process to contract the sell orders or buying order based on the first order information, a selling order or buy order based on the second order information Performed and because of the processing, the order information generating means, when transactions start, performs processing to order a market order based on the first order information, contract information generation means performs a process for contract orders Shigeyuki, contract information generation means to settle formed row order, performs processing to enable limit orders based on the second order information, and settles the formed row order, is contracted limit orders based on the second order information, the second When a limit order based on the order information is executed, the order information generation means validates the limit order that is the same as the price of the market order based on the first order information in the order information group, and the order information generation means sets the first order information as the first order information. Processing to validate the limit order that is the same as the price of the market order based on, and processing to execute the limit order based on the same first order as the price of the market order for which the contract information generation means is validated, and the first order information Based Shigeyuki After processing to contract the same limit order the price of the order has been carried out, the second of contract information generation means is a valid contract information generation unit performs a process to enable the limit order based on the second order information It is configured to repeatedly execute a limit order based on the order. As a result, while improving convenience for customers who buy and sell financial products by limit orders, customers who use the system repeatedly perform multiple ifdane orders without complicated ordering procedures. It is possible to improve the convenience of the customer who uses the system and reduce the risk to the customer when placing an ifdan order.

  According to the second aspect of the present invention, there is provided order information recording means for recording the order information generated by the order information generating means, and contract information generating means for executing a contract for the financial product based on the order information. A contract information generating means for executing a contract for a financial product based on the order information and the second order information is provided. The contract information generating means is based on the first order information among the individual order information recorded in the order information recording means. The process of executing the contract for the financial product and the process of executing the contract for the financial product based on the second order information are repeated a plurality of times. This allows customers using the system to place multiple ifdan orders without performing complicated ordering procedures, and automatically cancels ifdan orders according to future market conditions. It is possible to improve the convenience of the customer who uses the system, and to reduce the risk to the customer when performing the ifdan order.

  According to the third aspect of the present invention, when a stop order based on the limit order information is executed, the limit order based on the first order information and the limit order based on the second order information are stopped, and the execution information is displayed. The generating means, when executing a contract based on the stop order information, is the stop order among the first order information and the second order information generated corresponding to the buy / sell order application information that generated the stop order information. A cancel process is performed to delete all the order information not generated at the time of information generation from the order information recording means. As a result, the damage caused by the limit trading can be minimized with a simple process.

  According to the fourth aspect of the present invention, when there is a cancellation request for an order for a financial product that has been established, the first order information and / or the second order information corresponding to the order for which the cancellation request has been made and / or vice versa. Of the limit order information, all the order information before execution is canceled. As a result, in the case where the market price of the financial product fluctuates greatly compared to the conventional market price and there is no expectation of recovery for the time being, it is possible to minimize the damage suffered by the customer who performs limit trading.

  According to the invention described in claim 5, the customer account information recording means for recording the deposit balance information of the specific customer is provided, and the order information recording means includes the amount information based on the order price of the first order information and the second order information. Is recorded as attribute information, and the order information generating means compares the information based on the order price with the deposit balance information, and when the value of the deposit balance information is equal to or larger than the value of the amount information based on the order price, the first order information and Second order information is generated. As a result, the limit order by the ifdan order is accepted only when payment can be made reliably, and the system can be operated without causing trouble in commercial transactions due to inability to pay.

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

It is a system block diagram in the financial product transaction management system of this embodiment, and a functional block diagram of a financial product transaction management device. 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 an image figure of the 2nd input screen displayed on the display part of a client terminal. It is an image figure of the order information group display screen which a financial product transaction management apparatus same as the above displays 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.

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

FIG. 1 is a system configuration diagram and functional block diagram of the financial product transaction management system of the present embodiment. As shown in the figure, a financial product transaction management system 1A includes a financial product transaction management device 1 and n (n ≧ 1) client terminals 2 ₁ to 2 _n. The client terminals 2 _{1 to} 2 _n can communicate with each other via the Internet 3 as a WAN (Wide Area Network). The financial product transaction management system 1A of the present embodiment handles foreign exchange as a financial product. Thereby, it is possible to apply the financial product transaction management system 1A to a financial product with a high demand for performing a limit order transaction according to the Ifdan order, and to further enhance the convenience of the customer who uses the financial product transaction management system 1A.

The financial product transaction management apparatus 1 is a server computer that is managed and operated by a financial product dealer, and has a Web server function and a database function for storing a large amount of data. The client terminals 2 ₁ ,..., 2 _n are communication terminals having data communication functions that are owned and used by individuals or corporations who buy and sell financial products, such as personal computers and mobile phone terminals. To do. The client terminals 2 ₁ ,..., 2 _n include 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, is necessary to distinguish The client terminal 2, the operation unit 21, and the display unit 22 are used unless otherwise specified.

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

  As shown in FIG. 1, the financial product transaction management apparatus 1 includes a data processing unit 10 as functional means realized based on the above-described various programs and hardware resources, and various types processed by the data processing unit 10. It has a database 18 in which data is recorded. The data processing unit 10 performs processing such as generation and processing of various data used in the financial product transaction management apparatus 1, 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 reception management 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 so-called market orders, limit orders, limit orders, and if-orders.

  The contract information generation unit 14 performs a contract process based on the order generated by the order information generation unit 16 and a process for sending information related to the completed contract process to the client terminal 2 of the customer. Here, “contract” refers to various procedures and processes for establishing the purchase and sale of financial products based on customer orders.

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

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

  The database 18 records data used in the financial product transaction management apparatus 1. Although the database 18 in this embodiment is formed by a relational database, any format may be used as long as it is suitable for recording and rewriting a large amount of data, such as an object database. In the database 18, an order table 181 as "order information recording means", a customer account information table 182 as "customer account information recording means", 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.

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

  The price information reception management unit 19 acquires and stores information about the price of the financial product handled by the financial product transaction management apparatus 1, and performs processing necessary for the data processing unit 10 to use the stored information. Do. In the present embodiment, the price information reception management unit 19 acquires and stores information on the exchange rate price.

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

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

  Next, a transaction procedure when performing a marketable repeat order using the financial product transaction management system 1A of the present embodiment will be described.

  FIG. 3 is a flowchart showing a processing procedure when performing a marketable repeat order in the financial product transaction management apparatus 1 of the present embodiment. Hereinafter, a processing procedure at the time of ordering will be described with reference to FIG.

  A customer using the financial product transaction management system 1 </ b> A accesses the financial product transaction management apparatus 1 using the client terminal 2. The front page distribution unit 11 of the financial product transaction management apparatus 1 displays a first input screen (not shown) on the display unit 22 of the accessed client terminal 2 and a second input screen showing an image diagram in FIG. 40 is displayed.

  The first input screen (not shown) includes a selectable currency pair button, a buy / sell type select button, and a trade type (market order, limit order, ifdan order limit order, ifdan order market order). And limit order) selection button, an expiration date selection button for selecting the expiration date of the order (specific year, month, or indefinite period, etc.), and "selection" for confirming the selection contents by each selection button Buttons (both not shown) are provided. The customer clicks on the selection button of the currency pair that he / she wishes to buy / sell, for example, the Japanese yen / US dollar currency pair, and enters a new order (ie, a new position (a foreign currency position)) of the desired trading form, eg, “buy”. Click the select button to select the order to hold), click the select button of the if-done market order, select “Indefinite” as the expiration date of the order, and then click the “Select” button, the financial product The front page distribution unit 11 of the transaction management apparatus 1 displays a second input screen on the display unit 22 of the client terminal 2.

  As shown in FIG. 5, on the second input screen 40, the items entered on the first input screen (not shown), that is, the display 41 showing the currency pair of Japanese yen and US dollar, selling / buying orders In addition to a display 42 indicating the distinction between the two, a display 43 indicating that the order form is a successful ifdan, and a display 49 indicating that the expiration date is indefinite, a field 44 for inputting the type of service provided by the trader, A position amount input field 45 for inputting an amount for each position in the order; a profit amount input field 46 for designating a profit amount when the second order of one position is executed after the first order of one position is executed; There is a stop order price input field 47 for inputting the execution price of the stop order as “stop order information” and a repeat order input field 48 for designating the repeat order as the order format. It is shown. The customer makes various designations through the input fields 44 to 48 of the second input screen 40.

  Here, the market repeat toydan is an order method in which the repeat toydan is applied to a market order. That is, in normal repeat toydan, ifdan order (a trading method in which one of a limit buy order or a limit sell order is performed as the first order and then the other of the limit buy order or the limit sell order is performed as the second order) Repeat several times. On the other hand, in the market repeat repeat toydan, in the first ifdan, one of the buy order and the sell order is made in the first order and then the other one of the buy order and the sell order in the second order is performed at the limit. The limit price of the second order may be specified in advance, or may be automatically set according to the price of the market order. In the present embodiment, the second order is automatically determined so as to be in the trading direction opposite to the first order and to have the same order amount. In addition, the limit price of the second order may be designated in advance, but it can also be automatically determined so that the ratio or amount difference with the market price becomes a preset value. After execution of the second order, ifdan consisting of the first limit order (the limit price at this time is the contract price in the first market order) and the second limit order is repeated a plurality of times. In addition, in this embodiment, a stop order is also made. This stop order is also designated to be in the trading direction opposite to the first order and to have the same order amount. The limit price of the stop limit order may also be specified in advance, but it can also be automatically determined so that the ratio or amount difference with the market price becomes a preset value.

  Although not shown in FIG. 5, it is desirable to provide an order cancel button (not shown) for canceling the market repeat repeat order on the second input screen 40.

  When the customer clicks an order confirmation button (not shown) on the second input screen 40 in the state shown in FIG. 5, the orders entered on the first input screen (not shown) and the second input screen 40, respectively. The contents are input to the order input receiving unit 12 of the financial product transaction management apparatus 1 (step S1 in FIG. 3).

  After step S1, the order input receiving unit 12 confirms the contents of the input order. Specifically, the time limit selected on the first input screen (not shown) is confirmed, and further, the order price of the input data is inspected (step S2). In this embodiment, since the price of the first order is determined by the market order, only the price of the second order is set. When the limit price of the second order is designated in advance, this price is compared with the current exchange rate price received by the price information reception management unit 19 to check whether or not it is an appropriate price.

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

  The order input receiving unit 12 compares the acquired margin information with the total order amount of the customer (that is, the total order amount calculated based on the contents input in the input fields 44 to 48), and the amount of the margin Check whether or not is more than the total order amount. The order information generation unit 16 generates order information 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.

  Here, in this embodiment, the order information generation unit 16 generates the first order as order information for a new market order, generates the second order as order information for the settlement limit order, and the stop order. Is generated as order information of the stop limit order for settlement. By generating the second order as the order information of the limit order for settlement, the profit due to the order generated by the first order information is sequentially determined by the second order information, and the order procedure and the financial product transaction management system 1A It is possible to prevent complication of information processing inside. In addition, by generating a stop order as order information for a settlement stop order, the stop order can be used to minimize the damage caused by the limit trade that would require a true stop order. It can be limited to the scene where the settlement procedure is performed, and it is possible to prevent abuse of stop order and to prevent complication of information processing in the financial product transaction management system 1A.

  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 various conditions of the market order are satisfied (step S6).

  When the various conditions for the market 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).

  When the various conditions of the market order are satisfied (“No” in step S7), the front page distribution unit 11 displays a confirmation screen (not shown) on the display unit 22 of the client terminal 2. On the confirmation screen (not shown), the order conditions entered and selected by the customer on the second input screen 40 are listed, and an approval button (not shown) to be clicked when the listed contents are correct. 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 pieces of order information formed in the single step S8 forms an order information group (hereinafter simply referred to as “order information group”).

  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 association with each field name shown in FIG. 2A. For example, the sequence number given in step S8 corresponds to the “ord_seq” field 181b. The “cust_seq” field 181c corresponds to a customer number uniquely determined for each customer, and the “style_id” field 181d corresponds to a product name. The “ccy_pair_id” field 181e corresponds to an ID number uniquely determined for each currency pair. The combination of the ID number and the currency pair is recorded in an ID table (not shown) separately provided in the database. The “buy_sell_id” field 181f corresponds to data indicating whether it is a sell order or a buy order, the “ord_rate” field 181g corresponds to the order price, and the “limit_time” field 181h corresponds to the order deadline. The “ord_cond” field 181i corresponds to the order type (for example, identification information for identifying the type such as market order, limit order, stop limit order, etc.). The “new_close” field 181j corresponds to data indicating whether it is a new order or a continuous order. The “ifd_ord_seq” field 181k is recorded in the sequence number of the ifdan order. In the “repeat_flag” field 181m, identification information for identifying that the order type is a marketable repeat order is recorded. From the above procedure, the order processing in the present 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”). At the time of generation, the first order included in the order information group is generated as valid order information (the order formally requested by the customer; the same applies in this specification). Second order information as second order order information included in the same order information group is invalid order information (that is, order information for which a series of processing using the order information has not been started. In this specification, The same)). In order to set validity / invalidity of order information, for example, a dedicated flag (not shown) may be provided in the order table 181.

  The front page distribution unit 11 causes the display unit 22 of the client terminal 2 to display an order information group display screen 50 whose image diagram is shown in FIG. As shown in the figure, the order information group display screen 50 includes a first order 51a as “first order information”, which is one of the “order information” included in the generated first order information group 50A. The second order 51b as “second order information”, which is one of the “order information” included in the first order information group 50A, and the “order information” included in the first order information group 50A. One stop price order 51c as “stop price order information” is displayed in a table format. These orders 51a, 51b, and 51c are displayed in the input field and selection field on the first input screen (not shown) and the second input screen 40 (see FIG. 5) described above. Yes.

  If it is determined in step S3 that the order price of the second order is an inappropriate price (“Yes” in step S3), or if the amount of margin is less than the total order in step S5 (step S5) "Yes"), the order input reception unit 12 performs error processing without generating each order information corresponding to the input order (step S10), and ends the processing. In this error processing, display of character information indicating that the acceptance of the order has been rejected is performed.

  FIG. 4A and FIG. 4B are flowcharts showing the processing procedure after the limit order by the ifdan order is established in the financial product transaction management apparatus 1 of the present embodiment, and FIG. 7 is the financial product transaction management apparatus 1 of the present embodiment. 5 is a time chart schematically showing a contract based on a limit order in FIG. The processing procedure will be described below with reference to FIG.

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

  In the present embodiment, as shown in FIG. 7, at the time point t1 when the order process is completed, the contract information generation unit 14 performs a process of contracting the first order 51a of the position (step S21). In this process, the contract information generation unit 14 stores therein that the order has been executed. This storage can be performed using, for example, a flag indicating whether the contract is established / not established. And according to the command of the contract information generation part 14, the account information generation part 15 rewrites the above-mentioned margin information according to the trade amount of the contract. Furthermore, the contract information generation unit 14 causes the deposit / withdrawal information generation unit 13 to describe the status of deposit / withdrawal in the deposit / withdrawal list. Thereafter, actual trading is performed. Then, the contract information generation unit 14 displays the completion of the contract on the display unit 22 of the client terminal 2, and further, based on the order price information 51d (see FIG. 6) constituting the attribute information of the first order 51a. Deposit and withdraw bank account. Note that the contract processing (see step S25) related to the second order described later is the same as the contract processing in step S21.

  When the market order based on the first order 51a is executed, the execution information generating unit 14 rewrites the corresponding data in the database 18. Specifically, the data of the first order 51a, which is order information related to the market order in the order table 181 is deleted, and the data in the “amnt” field 182a of the customer account information table 182 is increased or decreased by the contracted price. . Here, the first order of the present embodiment is made by market order for the first time, but is made by limit order for the second time and thereafter. Therefore, the contract information generation unit 14 sets the contract price of the market order as the limit price of the first order after the second time.

  Next, when a market order based on the first order 51a is executed, the execution information generating unit 14 changes the second order 51b and the stop order order 51c in the first order information group 51A from invalid order information to valid order information. (Step S22).

  Thereafter, the market price 72 of the US dollar does not drop to the contract price of the stop order 51c (“No” in step S23), and the market price 72 of the US dollar increases as shown in FIG. When the market purchase price 71 of the US dollar becomes the same price as the contract price of the second order 51b at the specific time t2 (“Yes” in step S24), the contract information generation unit 14 makes a limit based on the second order 51b of the position. A process for canceling the stop limit order 51c is executed while the order is executed (step S25). 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 time t1 and the sell order at time t2.

  When all the order information generated by the input in step S1 is not executed at the time t2 in FIG. 7 (“No” in step S26), the account information generation unit 15 re-executes 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 S27). If the margin amount is less than the total order amount ("Yes" in step S28), 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 S28). ), The order information generation unit 16 generates a new order information group (hereinafter referred to as “second order information group”) (step S29). The order information generation unit 16 records the generated second order information group in the order table 181 as in step S9 (step S30). When the second order information group is generated in step S29, the front page distribution unit 11 is included in the first order information group on the order information group display screen 50 displayed on the display unit 22 of the client terminal 2. Instead of the first order 51a, the second order 51b and the stop order 51c, the first order, the second order and the stop order included in the newly generated second order information group (not shown) (Not shown) is displayed. And the process after step S21 is repeated.

  In this process, order information groups corresponding to the number of all positions are formed. The process continues until the processes in steps S21 and S25 are repeated the number of times of the instructed position (“No” in step S26). Then, after the processes in steps S21 and S22 are repeated as many times as the number of the input positions (“Yes” in step S26), all processing procedures are completed.

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

  On the other hand, after the processing of step S22, when the market price 72 of the US dollar falls to the contract price of the stop order order 51c (“Yes” in step S23), the contract information generation unit 14 executes the contract of the stop order order 51c. This is performed (step S31). In other words, the contract information generation unit 14 performs a process of closing the limit order based on the second order 51b changed to valid order information in step S22 at the contract price of the stop order and making a settlement. As a result, in the case where the market price of the financial product fluctuates greatly compared to the conventional market price and there is no expectation of recovery for the time being, it is possible to minimize the damage suffered by the customer who performs limit trading.

  When the contract information generation unit 14 executes a contract based on the limit order 51c, the order generated based on the currently valid and unordered order information and the buy / sell order application information that generated the limit order information. Among the information groups, all the order information groups that have not been generated at the time of generating the stop order information are canceled. Specifically, the contract information generation unit 14 cancels the currently valid second order (that is, the second order 51b) (step S32), and further, order information designated / set for repetition of the ifdan order. All the ungenerated order information groups (that is, the order information group after the second order information group) in the group are cancelled (step S33). By performing the canceling process in this way, it is possible to cancel all trading based on limit orders such as ifdan orders after a specific time point based on one stop limit order. As a result, in the case where the market price of the financial product fluctuates greatly compared to the conventional market price and there is no expectation of recovery for the time being, it is possible to minimize the damage suffered by the customer who performs limit trading. The cancel process in the present embodiment is the same as the error process described above, and the process is stopped without generating each piece of order information corresponding to the input order (step S10). In this cancellation process, display of character information indicating that the order acceptance has been canceled is performed.

  Note that the financial product transaction management apparatus 1 according to the present embodiment, when a request to change the price and amount of a limit order once established from the client terminal 2, is handled as an input error as if the request is an unauthorized request. To do. As a result, it is possible to prevent an excessive amount of work on the bank side, which is a source of financial products, due to frequent requests for prices and amounts.

  On the other hand, if there is a request for canceling an established order, such as when an order cancel button (not shown) is clicked on a third input screen (not shown) of the client terminal 2, the financial product transaction management apparatus 1 The contract information generation unit 14 extracts an order information group included in the ifdan order for which a cancellation request has been made, and processes all unordered second orders and stop orders from the order information group as cancelled. . For example, if a cancel request is input from a third input screen (not shown) of the client terminal 2 at a time between t2 and t3 in FIG. The second order 51b and the stop order order 51c in the order information group are canceled. Similarly, when a cancel request is input from the client terminal 2 at a time between t3 and t4 in FIG. 7, the first order information group is canceled. The canceled order information group data and order information data are deleted from the order table 181.

  In this way, when there is a cancellation request for an order for a financial product that has been established, the order information group including the order information related to the order for which the cancellation request has been made is extracted, and the order information before the contract included in the order information group is extracted. By canceling all of them, it is possible to prevent the handling of limit orders due to ifdan orders from becoming complicated.

  It should be noted that, instead of the above-described configuration of this embodiment, an order information group including order information for which there has been a cancellation request is further generated by a cancel request by an order cancel button (not shown), which will be generated in the future. Cancel processing of all order information groups (for example, in the above example, the order information group after the third order information group that has not been generated between time t4 and time t5 and will be generated in the future) It is good also as composition to do.

  When the order received from the client terminal 2 is a normal market order (that is, a market order that is not IFDAN), when the order information is generated in step S8, the execution information generation unit 14 immediately. The order is executed, and the process of step S9 and the process after step S21 are not performed.

  As described above, in this embodiment, when a customer using the financial product transaction management apparatus 1 buys and sells a financial product, the customer performs one order procedure on the client terminal 2 side, so that a plurality of the same type A financial product at a price can be repeatedly ordered by a plurality of Ifdan orders, and a financial product owned by the customer in the future can be sold by a limit order. Thereby, while improving convenience for customers who buy and sell financial products by limit orders, a customer who uses the financial product transaction management system 1A can perform a plurality of executions without performing complicated order procedures in limit orders for financial products. It is possible to place an ifdan order, and automatically cancel the market ifdan order according to the future market situation, improving the convenience of customers using the financial product transaction management system 1A and The risk that the customer incurs when placing an order can be reduced.

  In this embodiment, a contract information generation unit 14 that executes a contract for a financial product based on order information is provided. The contract information generation unit 14 forms individual order information that forms an order information group recorded in the order table 181. The client terminal executes the contract for the financial product based on the first order information and repeats the process of changing the second order order information and the stop order order information from invalid to valid multiple times together with the contract. 2, based on one instruction recorded in the order table 181, a market order and a plurality of ifdan orders can be realized on the financial product transaction management system 1 </ b> A. Can be interrupted by. As a result, a customer who uses the financial product transaction management system 1A can place a plurality of ifdan orders without performing complicated order procedures in the limit order of the financial products, and the ifdan orders according to future market conditions. Can be automatically stopped, the convenience of the customer using the financial product transaction management system 1A can be improved, and the risk to the customer when performing the ifdan order can be reduced.

  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 also in a financial product transaction management system that handles other financial products such as stocks and bonds. The present invention can be applied.

  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 ... First order (first order information)
51b ... Second order (second order information)
51c ... Limit order (stop limit order information)
181 ... Order table (order information recording means)

Claims (7)

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;
And the order information generation means for generating the order information of the financial product based on the buy and sell order application information to the order input receiving means has received,
A contract information generating means for performing a process of executing the trade order based on the generated order information;
The order information generating means
First order information for performing one of a sell order or a buy order of the predetermined financial product at a market price or a limit based on the one buy / sell order application information; and the other of the sell order or the buy order for the financial product at a limit price Order information group including the second order information to be performed,
The contract information generating means includes:
Performing a process for executing the sell order or the buy order based on the first order information and a process for executing the sell order or the buy order based on the second order information;
The order information generating means performs a process of placing a market order based on the first order information at the start of a trading transaction, and the contract information generating means performs a process of executing the market order,
The contract information generation means settle the market order, performs processing to enable limit orders based on the second order information, to settle before KiShigeyuki orders, contractual limit orders based on the second order information then,
When limit orders based on the second order information is contracted, the order information generation means, to enable the same the limit order and the Shigeyuki order price based on the first order information of the order information group,
The order information generating means executes a process for validating the limit order that is the same as the price of the market order based on the first order information, and the limit information based on the first order for which the contract information generating means is valid is executed. And after the processing to execute the limit order having the same price as the market order based on the first order information, the contract information generation means is configured to limit the order based on the second order information. The financial product transaction management device is configured to repeatedly execute the processing for validating and executing the limit order based on the second order for which the contract information generating means is valid. Comprising order information recording means for recording the order information generated by the order information generating means;
The contract information generating means is a process for executing a contract for the financial product based on the first order information among the individual order information recorded in the order information recording means, and based on the second order information. The financial product transaction management apparatus according to claim 1, wherein the processing for executing a contract for the financial product is repeated a predetermined number of times. The order information group includes stop order information for performing the other of the sell order or the buy order of the financial product at a stop price;
The execution information generating means stops the limit order based on the first order information and the limit order based on the second order information when the stop order based on the stop order information is executed,
When the contract information generating means executes the contract based on the stop order information, the first order information and the second order generated corresponding to the buy / sell order application information that generated the stop order information 3. The financial product transaction management according to claim 2, wherein a cancellation process is performed to delete all the order information that has not been generated at the time of generation of the stop order information from the order information recording means. apparatus.   When there is a cancellation request for the order of the financial product once established, the contract information generation means may be configured to correspond to the first order information and / or the second order information and / or the order corresponding to the order for which the cancellation request has been made. 4. The financial product transaction management apparatus according to claim 3, wherein all of the order information before execution of cancellation order information is canceled. A customer account information recording means for recording deposit balance information of a specific customer is provided,
In the order information recording means, amount information based on the order price of the first order information and the second order information is recorded as attribute information,
The order information generation means compares the amount information based on the order price with the deposit balance information, and when the value of the deposit balance information is equal to or larger than the amount information based on the order price, the first order information 5. The financial product transaction management apparatus according to claim 2, wherein the second order information is generated. A financial product transaction management system for managing trading transactions of financial products,
A financial product transaction management device for managing the trading of the financial instruments,
Order input receiving means for receiving trading order application information for performing trading orders of the financial products;
And the order information generation means for generating the order information of the financial product based on the buy and sell order application information to the order input receiving means has received,
A contract information generating means for performing a process of executing the trade order based on the generated order information;
The order information generating means
First order information for performing one of a sell order or a buy order of the predetermined financial product at a market price or a limit based on the one buy / sell order application information; and the other of the sell order or the buy order for the financial product at a limit price Order information group including the second order information to be performed,
The contract information generating means includes:
Performing a process for executing the sell order or the buy order based on the first order information and a process for executing the sell order or the buy order based on the second order information;
The order information generating means performs a process of placing a market order based on the first order information at the start of a trading transaction, and the contract information generating means performs a process of executing the market order,
The contract information generation means settle the market order, performs processing to enable limit orders based on the second order information, to settle before KiShigeyuki orders, contractual limit orders based on the second order information then,
When limit orders based on the second order information is contracted, the order information generation means, to enable the same the limit order and the Shigeyuki order price based on the first order information of the order information group,
The order information generating means executes a process for validating the limit order that is the same as the price of the market order based on the first order information, and the limit information based on the first order for which the contract information generating means is valid is executed. And after the processing to execute the limit order having the same price as the market order based on the first order information, the contract information generation means is configured to limit the order based on the second order information. The financial product transaction management system is configured to repeatedly perform the process of validating the contract and to make the limit order based on the second order validated by the contract information generation means.   A program for causing a computer to function as the financial product transaction management device according to any one of claims 1 to 5.

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