JP6678872B1 - Financial instrument transaction management device, financial instrument transaction management system, program - Google Patents

Abstract

PROBLEM TO BE SOLVED: To provide a financial product transaction management device or the like for easily and appropriately setting prices of associated buy orders and sell orders, reducing transaction risks of traders, and ensuring profit acquisition. SOLUTION: A financial product transaction management device 1 is based on an order information generation unit for generating order information as information for conducting a financial product transaction, and a first order price as an order price of a first order which is a buy order. And an order price setting unit that sets a corresponding order price as an order price of a corresponding order as a second order that is a selling order corresponding to the setting reference price that is set by the order price setting unit. The corresponding order price 145 of the corresponding order is set by a predetermined calculation for 143 [selection diagram] FIG.

Description

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

  2. Description of the Related Art In recent years, as a technology for making transactions at various places and various times to enhance the convenience of transactions, those who conduct transactions of financial products such as foreign exchange (hereinafter referred to as "transactions") are provided with a network. 2. Description of the Related Art A technique for performing a transaction using a computer system connected to a computer has become widespread. As such a technology, an invention having a configuration for performing a process of ordering a financial product order at a plurality of different prices and a process of executing the ordered order when the order price of the ordered order and the market price match with each other are executed. Is known (for example, see Patent Document 1).

JP 2008-9562 A

  Here, in the transaction of a financial product, a profit is obtained by selling a financial product and selling it and buying it. In order to conduct financial product transactions using a computer system, it is desired that the system be able to set the order price of a buy order or a sell order so that an appropriate transaction can be performed. If the order price is improperly set, it may be difficult to complete the transaction depending on the fluctuation of the market price, or it may be impossible to secure profit when the transaction is completed.

  However, in the invention described in Patent Literature 1, a response to a buy order as a first order (hereinafter, simply referred to as a “first order”), which is an order to be executed earlier among associated sale orders, is described. It corresponds to a sell order price of a sell order as a second order (hereinafter simply referred to as a “second order”), which is an order to be executed later among the attached buy and sell orders, and a sell order as a first order. The purchase order price of the buy order as the second order needs to be set by the trader using the system according to the present invention to set an arbitrary order price while checking the fluctuation state of the market price and the like, and it is difficult to set an appropriate order price. . For example, if the order price of the second order is set before the start of the transaction, it is difficult to set the order price of the second order that is likely to be executed in the near future and that can secure profit. Also, for example, when setting an order price after the start of trading, unless the trader continuously monitors fluctuations in the market price, it is highly likely to execute in the near future, and the second order that can secure profits Setting an order price is difficult.

  Therefore, in the invention described in Patent Literature 1, there is a fear that a trader may excessively work to set an appropriate order price, or may lose an opportunity for securing profits because the appropriate order price cannot be set. There is.

  The present invention has been made in view of the above problems, and can easily and appropriately set the price of a buy order or a sell order as a second order associated with a first order, thereby reducing transaction risk of a trader. It is an object of the present invention to provide a financial product transaction management device and a financial product transaction management system that can reliably obtain profits.

In order to achieve the object, an invention according to claim 1 is a financial product transaction management device for ordering a financial product having a fluctuating market price, wherein the order as information for performing a transaction of the financial product is provided. Order information generating means for generating information, based on a plurality of first order prices as order prices of a plurality of first orders set to a first order quantity, each being a predetermined order quantity, which is a buy order A corresponding order as one second order set to a second order quantity, which is a sum of the predetermined order quantities of the plurality of first orders, which is a sell order corresponding to the set reference price set by Order price setting means for setting a corresponding order price as the order price of the order price, the order price setting means is a period after a predetermined point in time when the market price is in a downward trend, and the market price is Up from downtrend It calculates the set reference price as the average value of the order price of the first order and contract in a period until the change in trend, and sets the corresponding order price by a predetermined calculation with respect to the set reference price .

The invention according to claim 2 is a financial product transaction management device for ordering a financial product having a fluctuating market price, wherein order information generating means for generating order information as information for performing a transaction of the financial product. And a set reference price, which is a sell order, which is set based on a plurality of first order prices as order prices of a plurality of first orders set to a first order quantity, each of which is a predetermined order quantity. The corresponding order price as the order price of the corresponding order as one second order set to the second order quantity which is the sum of the predetermined order quantities of the plurality of first orders corresponding to the buy order. Order price setting means for setting the order price, wherein the order price setting means is a period after a predetermined point in time when the market price is increasing, and the market price fluctuates from the rising trend to the falling trend. Until There wherein calculating a set reference price as the average value of the order price of the first order and contract, the and sets the corresponding order price by a predetermined calculation with respect to the set reference price.

  According to a third aspect of the present invention, in addition to the configuration of the first or second aspect, the order price setting means sets a price obtained by adding a value calculated by a predetermined operation to the set reference price to the corresponding order. It is characterized in that it is set as a price.

  According to a fourth aspect of the present invention, in addition to the configuration according to any one of the first to third aspects, when the plurality of first orders are present, the order price setting means sets the first order price for each of the first orders. Is set as the set reference price.

According to a fifth aspect of the present invention, in addition to the configuration of any one of the first to fourth aspects, the order price setting means is configured to execute the corresponding order when the order information generating means generates the order information. It is characterized by setting a price.

According to a sixth aspect of the present invention, in addition to the configuration according to any one of the first to fourth aspects, the order price setting unit is configured to execute the corresponding order price after the order information generating unit generates the order information. Is set.

  According to a seventh aspect of the present invention, in addition to the configuration according to any one of the first to fourth aspects, a market information acquisition means for acquiring a market price of the financial instrument, and the market price is an order of the order information. A contract information generating means for contracting the order of the financial product based on the order information when the price is reached is provided.

The invention according to claim 8 is a financial instrument transaction management system for ordering a financial instrument having a fluctuating market price, wherein order information generating means for generating order information as information for performing a transaction on the financial instrument. And a set reference price, which is a buy order, set based on a plurality of first order prices as order prices of a plurality of first orders set to a first order quantity each being a predetermined order quantity. The corresponding order price as the order price of the corresponding order as one second order set to the second order quantity that is the sum of the predetermined order quantities of the plurality of first orders that are the corresponding sell orders. Order price setting means for setting the order price, the order price setting means is a period after a predetermined point in time when the market price is in a downward trend, and the market price fluctuates from the downward trend to an upward trend. Until Wherein calculating a set reference price as the average value of the order price of the first order and contract in, and sets the corresponding order price by a predetermined calculation with respect to the set reference price.

The invention according to claim 9 is a financial instrument transaction management system for ordering a financial instrument whose market price fluctuates, wherein order information generating means for generating order information as information for performing a transaction of the financial instrument. And a set reference price, which is a sell order, which is set based on a plurality of first order prices as order prices of a plurality of first orders set to a first order quantity, each of which is a predetermined order quantity. The corresponding order price as the order price of the corresponding order as one second order set to the second order quantity which is the sum of the predetermined order quantities of the plurality of first orders corresponding to the buy order. Order price setting means for setting the order price, wherein the order price setting means is a period after a predetermined point in time when the market price is increasing, and the market price fluctuates from the rising trend to the falling trend. Until Wherein calculating a set reference price as the average value of the order price of the first order and contract in, and sets the corresponding order price by a predetermined calculation with respect to the set reference price.

  According to a tenth aspect of the present invention, there is provided a program for causing a computer to function as the financial product transaction management device according to any one of the first to seventh aspects.

  According to the first, second, eighth, and ninth aspects of the present invention, the corresponding order price is set by a predetermined calculation with respect to the set reference price, so that the corresponding order is set using the set reference price. The corresponding order price is set. Therefore, by appropriately performing the calculation, it is possible to appropriately set the corresponding order price, and to appropriately perform the transaction with the first order and the second order in response to the fluctuation of the market price. As a result, it is easy to easily and appropriately set the price of a buy order or a sell order as a second order associated with the first order of a financial product, thereby reducing the trading risk of the trader and improving profits. It is possible to provide a financial product transaction management device and a financial product transaction management system that can prevent loss of a securing opportunity and reliably perform profit acquisition.

  According to the third aspect of the present invention, by setting a price obtained by adding a value calculated by a predetermined calculation to the set reference price as the corresponding order price, the corresponding order price can be calculated by a simple calculation with respect to the set reference price. Can be calculated. Thus, it is possible to easily realize a system configuration for simplifying the system and easily setting an order price for reducing the transaction risk of the trader and surely obtaining the profit.

  According to the invention as set forth in claim 4, by setting the price of the average value of the plurality of first order prices as the set reference price, when there are a plurality of first orders, the order prices of the plurality of first orders are reduced. Based on this, the corresponding order price can be calculated by a simple calculation. Thus, it is possible to easily realize a system configuration for simplifying the system and easily setting an order price for reducing the transaction risk of the trader and surely obtaining the profit.

  According to the invention described in claim 5, it is possible to set the corresponding order price before the transaction is performed by the first order or the second order. This makes it possible to easily set the order price for reducing the transaction risk of the trader and ensuring the profit before the trade by the first order or the second order.

  According to the invention described in claim 6, it is possible to set the corresponding order price after the transaction of the first order or the second order is started. This makes it easy to set the order price that reflects the status of the transaction, etc., after the first order or the second order is started, and reduces the transaction risk of the trader and ensures profit acquisition. It is possible to do.

  According to the seventh aspect of the present invention, it is possible to execute a process by contracting a reference order or a corresponding order for which a corresponding order price is set based on a set reference price based on the order information. As a result, it is possible to surely realize the execution of the order for reducing the transaction risk of the trader and ensuring the profit acquisition in the trade using the system.

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

BRIEF DESCRIPTION OF THE DRAWINGS FIG. 1 is a system configuration diagram and a functional block diagram of a financial product transaction management device in a financial product transaction management system according to a first embodiment of the present invention. FIG. 2 is a block diagram illustrating a hardware configuration of the financial product transaction management device. It is a schematic diagram of the field definition of the order table of the same. It is a flowchart which shows the processing procedure of a financial product transaction management apparatus same as the above. It is the figure which showed typically the order input screen of the order containing "trap trade" in the financial product transaction management apparatus. It is the figure which showed the 1st order information of the order containing a "trap trade", the 2nd order information, and the stop order information generated in the same financial instrument transaction management apparatus. 6 is a time chart schematically showing a transaction including a “trap trade” (when the corresponding order price is set before the start of the transaction), which is performed in the financial product transaction management device. 6 is a time chart schematically showing a transaction including a “trap trade” (when a corresponding order price is set after the start of the transaction) performed in the financial product transaction management device. It is a time chart which shows the transaction of "the 1st modification" in a financial product transaction management apparatus same as the above. It is a time chart which shows the transaction of "the 2nd modification" in a financial product transaction management apparatus same as the above. It is a time chart which shows the transaction of the "third modification" in a financial product transaction management apparatus same as the above. FIG. 13 is a diagram schematically showing first order information, second order information, and stop order information of an order including “trap repeat tofudan” generated in “fourth modification” in the financial product transaction management device. is there. FIG. 13 is a diagram schematically showing first order information, second order information, and stop order information of an order including “trap repeat tofudan” generated in “fourth modification” in the financial product transaction management device. is there. It is a time chart which shows the transaction of "the 4th modification" in the same financial instrument transaction management apparatus typically. It is the figure which showed typically the order input screen of the order containing "raku tiger" of "the 5th modification" in the financial product transaction management apparatus. It is a time chart which shows the transaction of "the 5th modification" in a financial product transaction management apparatus same as the above.

[System configuration]
1 to 16 show an embodiment of the present invention.

FIG. 1 is a system configuration diagram and a functional block diagram of a financial product transaction management system according to this 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 device 1 is a server computer managed and operated by a financial product handling company, 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 a data communication function possessed and used by an individual or a corporation that buys and sells financial products, such as a personal computer and a mobile phone terminal. I 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. The client terminal ₂ 1, · · ·, _{2 n} operation unit ₂₁ 1, · · ·, 21 _n and a display unit ₂₂ 1, · · ·, 22 _n the coordinate information of the contact position of the pointing device such as a finger or a touch pen It may be configured as a touch panel type display for performing various inputs based on the above. 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 Except for a certain case, the client terminal 2, the operation unit 21, and the display unit 22 are used.

[Configuration of financial instrument transaction management device]
FIG. 2 is a block diagram illustrating a hardware configuration of the financial product transaction management device 1 according to the present embodiment. As shown in FIG. 1, the financial product transaction management device 1 includes at least one CPU (Central Processing Unit) 101, a RAM (Random Access Memory) 102 functioning as a work area of the CPU 101, a boot program for booting, and the like. (Read Only Memory) 103 in which data is recorded, an auxiliary storage device 104 such as a hard disk in which various programs and data are recorded, a communication interface 105 used for transmitting and receiving data, a mouse, a keyboard, and the like. An operation unit 106 for performing the operation 1 and a display unit 107 which includes characters such as an LCD and displays characters and images are provided. The auxiliary storage device 104 stores an OS (Operating System) program, various application programs, data recorded in a database, and the like. These programs and data cooperate with hardware resources by arithmetic processing of the CPU 101. To realize various functions.

  As shown in FIG. 1, the financial product transaction management device 1 includes a data processing unit 10 as a functional unit realized based on the above-described various programs and hardware resources, and various types of data processed by the data processing unit 10. It has a database 18 in which data is recorded. The data processing unit 10 performs processing such as generation and processing of various types of data used in the financial product transaction management device 1, and further includes a front page distribution unit 11, an order input reception unit 12, and payment information as functional units. Generator 13, contract information generator 14 as "contract information generator", account information generator 15, order information generator 16 as "order information generator" and "order price setting means", database (DB) connection It has a base unit 17 and a price information reception management unit 19 as “market information acquisition means”.

  The order input receiving unit 12 receives data related to various orders input from the client terminal 2 and performs various processes necessary for completing an order for a financial product. In addition, the amount of margin required for trading financial products is calculated.

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

  The order information generation unit 16 generates information related to the completed order of the financial product based on the information processed by the order input reception unit 12. The orders here include so-called market orders, limit orders, stop orders, and ifdan orders.

  Further, the order information generation unit 16 calculates a corresponding order price as an order price of a corresponding order as a second order, which corresponds to a set reference price set based on the first order price as an order price of the first order. Set. The setting of the “set reference price” and “corresponding order price” and the “set reference price” and “corresponding order price” will be described later.

  The order information generating unit 16 generates order information of the first order such that the first order is a new limit order or a stop order when generating the ifdan order and the stop order, and the second order is settled. The order information of the second order is generated so as to be the limit order, and the order information of the stop order is generated so that the stop order becomes the stop order of the settlement. Note that the first order, the second order, and the stop order are distinguished and recorded based on the field definition of the order table 181 described later.

  The contract information generation unit 14 performs a contract process based on the order generated by the order information generation unit 16 and a process for sending information on the completed contract process to the client terminal 2 of the trader. Here, the term "contract" refers to various procedures and processes for establishing and selling a financial product based on an order of a trader. The execution processing of the execution information generation unit 14 is performed on order information relating to an order that satisfies a predetermined execution condition. As will be described later, when a contract is established in this embodiment, a foreign exchange is traded. As a result, based on the instruction of the contract information generating unit 14, the account information generating unit 15 changes the margin information according to the trading amount. (To be described later), and the deposit / withdrawal information generating unit 13 further describes the status of deposit and withdrawal in a deposit / withdrawal list. Further, when the contract is established, the contract information generating unit 14 displays character information or the like indicating that the contract has been established on the display unit 22 of the client terminal 2, and also, based on the sales price, deposits and withdraws from the bank account of the client terminal. Perform processing.

  The account information generation unit 15 has a function of generating deposit balance information of a trader and managing the deposit balance information with margin information (that is, information for supporting that order execution can be realized). Note that the information on the deposit balance generated by the account information generation unit 15 is periodically updated with the information on the actual deposit balance of the trader provided by a financial institution such as a bank in order to keep consistency with the actual deposit balance. Is matched against

  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 , Perform processing necessary for exchanging data between the data processing unit 10 and the database 18.

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

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

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

  Although not shown, the financial product transaction management device 1 acquires and manages the date and time information, and the expiration date of the first order, the second order, and the stop order based on the date and time information acquired from the timer. (Described later).

  FIG. 3 is a schematic diagram of the field definition of the order table 181. As shown in this figure, the order table 181 has fields for the number of items, a field name (field name), a data type (type) such as a character, a numerical value, a date and time, and a data length (length) such as a bit length. , Blank field specification (Not Null), existence of default value (default value), data item name (remarks), etc. are specified.

  Note that the financial product transaction management device 1 may be a system for performing over-the-counter transactions or a system for performing exchange transactions on a financial product exchange (hereinafter simply referred to as “exchange”). Or a system for performing both of them. Further, the financial product transaction management device 1 may exist as a server system that manages a company that handles financial product transactions, or a server system that manages a server management company or the like entrusted by this company, or a financial product transaction. At least a part of the configuration of the management device 1 (for example, the order information generation unit 16 and the contract information generation unit 14) may exist inside the system of the exchange. Further, the financial product transaction management device 1 may be a computer system including one or more computers and servers, which is owned and managed by a company dealing with financial product transactions, a server management company, or the like, or owned by those companies. No, it may exist as a system such as a cloud service or grid computing.

Furthermore, at least a portion of the configuration of the financial product transaction management device 1 (e.g. the order information generating unit 16 and the contract information generation unit 14), the client terminal 2 _1, ..., exists as a constituent of a 2 _n Is also good.

[Transaction method in this embodiment]
A typical example of a transaction method which can be realized by the financial instrument transaction management system 1A of this embodiment will be outlined below. It should be noted that these transaction methods are merely examples of transaction methods that can be realized in this embodiment, and that any transaction method other than these transaction methods may be performed in the financial instrument transaction management system 1A of this embodiment. Good.

[Overview of Trading Methods: Orders by One Order Procedure]
In this embodiment, a transaction is performed by ordering or executing a plurality of orders, respectively, based on a process for a plurality of order information generated by the order information generating unit 16 based on one order procedure. . Here, the "one order procedure" refers to a predetermined process (for example, clicking of the execution button 41n in the same figure by a trader) in the order input screen 410 (see FIG. 5), the order input screen 411 (see FIG. 15) and the like. ) Is performed by the financial product transaction management device 1, the process of receiving and receiving the signal and data by the financial product transaction management device 1 is performed (hereinafter, this specification). Same in the book.).

  Hereinafter, a setting example for performing a transaction in this embodiment will be described.

[Transaction setting example 1: Setting of first order]
In the financial product transaction management device 1 according to this embodiment, an order form (hereinafter, referred to as a reservation) for a plurality of financial products of the same type in a predetermined price range for each predetermined order quantity based on the order information generated by the order information generating unit 16. This order form is simply referred to as “trap trade”.).

  At this time, the order information generation unit 16 determines the price as a predetermined reference (for example, the same price as the order price of the highest order or the lowest order of the plurality of orders, or the order price of all orders). An average price of prices, etc.) is set as a trap reference price (hereinafter simply referred to as a “trap reference price”) as a reference for setting an order price, and the order prices of all orders are set based on a predetermined calculation. I do.

FIG. 7 is a diagram schematically illustrating a state including an order set by a trap trade in the financial product transaction management device 1 according to the present embodiment. FIG. 7 shows a plurality of first orders (hereinafter, referred to as “first orders”) as orders to be traded first (for example, new orders of Ifdan orders) in order to conduct a sales transaction. , Five first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , and _{14 15} are displayed. These first order _{141 1,} 141 _2, 141 _3, 141 4, 141 ₅ are set respectively based on the first order information _{41 1,} 41 _2, 41 _3, 41 4, 41 ₅ shown in FIG. 6, A transaction takes place.

First Order ₁₄₁ 1 shown in FIG. _7, 141 _2, 141 _3, 141 4, 141 ₅ are set in a state of "Trap trade".

As the state of "trapped Trade", the first order _{141 1,} 141 _2, 141 _3, 141 4, 141 _5, (in this case "circle") each order amount is 10000 currency is set to. The first order _{141 1,} 141 _2, 141 _3, 141 4, 141 ₅ between the daily 1.00 yen ($ 1 = 106.00 yen, 105.00 yen, 104.00 yen, 103.00 yen 2.00 yen and 1.00 yen each.) Further, each of the first order _{141 1,} 141 _2, 141 _3, 141 4, 141 ₅ of the order amount is set to 10000 currency (here 10000 yen). In this embodiment, 1 a plurality of first order _141, 141 _2, 141 _3, 141 4, 141 ₅ of order amount is assumed to be set as the average order value per one order, to limited without, for example, the first order ₁₄₁ of _1, 141 _2, 141 _3, 141 4, 141 ₅ of may be set as the actual order amount of order amount.

In this embodiment, a plurality of orders for financial instruments according to the order information generated by the order information generation unit 16 are as shown in the first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ and 141 ₅ in FIG. It does not need to be in the form of a "trap trade". For example, the price range between the first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , and _{14 15} does not need to be always constant, and a specific order, for example, the order of the highest price and the order of one lower price side is not required. The price range, the price range between the lowest price order and the order on the one higher price side may be different from the fixed price range between orders with other order prices, or from the highest price order and the highest price The configuration may be such that only predetermined pairs of orders have the same price range, such as the second order, the third order from the highest price, the fourth order, and so on. The first order _{141 1,} 141 _2, 141 _3, 141 4, 141 at least a portion of the _5, for example 100 currency more than the amount (e.g. et order amount of the first order 141 ₁ only differs from the other 10100 Currency). Furthermore, all of the first order _{141 1,} 141 _2, 141 _3, 141 4, 141 order amount of ₅ may have been set to different.

[Transaction Setting Example 2: Setting of Set Base Price and Corresponding Order Price (Part 1)]
FIG. 7 also shows a second order (hereinafter, referred to as a “second order”) as an order (for example, a settlement order for an if-done order) to be traded later in order to conduct a sales transaction. In FIG. 7, there is one second order 142 set as a sell order. The second order 142 is set based on the second order information 42 shown in FIG. 6, and a transaction is performed.

  Note that the second order 142 shown in FIG. 7 is set as a limit order, but may be set as a market order (for example, a trigger market order) or a stop order (see FIGS. 8 to The same applies to the second order shown in FIGS. 11, 14, and 16.)

In this embodiment, the corresponding order price (hereinafter simply referred to as “corresponding order price”), which is the order price of the second order 142 as “corresponding order”, is the first order 141 ₁ , 141 ₂ , 141 ₃ , 141 _4, corresponding to 141 first order price as ₅ order price (hereinafter simply referred to as "first order price".) set criteria is set based on the price (hereinafter simply referred to as "set reference price".) Set as the price to do. Specifically, the order information generation unit 16 as “order price setting means” sets a corresponding order price of the second order 142 by a predetermined calculation with respect to the set reference price.

Specifically, the order information generation unit 16, as shown in FIG. 7, the first order _{141 1,} 141 _2, 141 _3, 141 4, 141 the mean value of ₅ ($ 1 = 106.00 yen 105.00 Yen, 104.00 yen, 103.00 yen, 102.00 yen, which is the average value of 1 dollar = 104.00 yen) is set as the set reference price 143.

  Then, the order information generation unit 16 sets a price obtained by adding a value calculated by a predetermined calculation to the set reference price 143 as a corresponding order price. Specifically, as shown in FIG. 7, the order information generation unit 16 sets the difference of 2.50 yen as the difference set by the input on the order screen (see FIG. 7) as the difference 144 with respect to the set reference price 143. The added $ 1 = 106.50 yen is set as the corresponding order price 145.

[Trade Setting Example 3: Setting of Set Base Price and Corresponding Order Price (Part 2)]
Note that the order information generation unit 16 may set the set reference price 143 and the corresponding order price 145 by any method other than the [transaction setting example 2].

  For example, the order information generation unit 16 may set the set reference price 143 as the corresponding order price 145, or may set a predetermined price (for example, a specific price set in advance or a price input from the order input screen 410). ) May be set as the set reference price 143 or the corresponding order price 145. Also, the order information generation unit 16 determines whether a predetermined time (for example, when the execution button 41n (see FIG. 5) is clicked), when a confirmation screen (not shown) for confirming the order content is displayed, , A predetermined time has elapsed from these points, etc.), and a price on the high side or low side by a predetermined difference from the market price is set as the set reference price 143 or the corresponding order price 145. You may.

In addition, the order information generation unit 16 sets a value calculated by performing a predetermined operation on the fluctuation range of the market price of the financial product in a predetermined period (for example, immediately before three months) immediately before generating the order information, and sets the reference price 143. Or the corresponding order price 145. Further, the order information generation unit 16, if the first order ₄₁₄ of _1, 141 2, the order amount of ... 141 ₅ differs, first order _{414 1,} 141 2, orders ... 141 ₅ A price obtained by correcting the average value of the price with a deviation depending on the order amount may be set as the set reference price 143 or the corresponding order price 145.

Further, the order information generation unit 16 may set the corresponding order price 145 based on the profit amount input on the order input screen 410 (see FIG. 5) or the order input screen 411 (see FIG. 15). For example, instead of the profit amount display column 41j (described later) displayed on the order entry screen 410 and 411 shown in FIGS. 5 and 15, the trader 1 first orders _414, 141 2, ... 141 ₅ and the A profit amount input field (not shown) for inputting a profit amount desired to be obtained by trading with the second order 142 may be set. In this case, the order information generation unit 16, to first order _{414 1,} 141 2, ... 141 ₅ each order price set by the trader numerical input to the order input screen 410 and 411, the second When the order is executed, the corresponding order price 145 of the second order 142 is set to the amount of the profit amount input in the profit amount input column (not shown).

For example, order information generation unit 16, as shown in FIG. 7, the first order _414, each of the order amount is 1 (ten thousand currency) _1, 141 2, the first order of ... 141 ₅ 1 dollar It is assumed that 106.00 yen, 1 dollar = 105.00 yen, ... 1 dollar = 102.00 yen. At this time, assuming that 125,000 (yen) is input as the profit amount in the profit amount input field (not shown) of the order input screens 410, 411 (see FIGS. 5 and 15), the order information generation unit 16 The average value of each order price ($ 1 = 104.00 yen in FIGS. 7 and 14) is set as the set reference price 143, and the first order for 5 (10,000 currency) is set at the set reference price 143. In this case, a profit amount of 125,000 yen, which is 2.50 yen, is calculated as the difference 144, and the difference 144 (2.50 yen) with respect to the set reference price 143 ($ 1 = 106.00 yen) The corresponding order price 145 of the second order 142 is set to $ 1 = 106.50 yen, which is the higher price side (that is, the state shown in FIG. 7 or FIG. 14).

  Further, the set reference price 143 does not need to be one, and a plurality of prices may be set as the set reference 143, and the corresponding order price 145 may be set by using those prices for the calculation.

[Transaction Setting Example 4: Setting of Difference Value]
In this embodiment, the value of the difference 144 used in the calculation for calculating the corresponding order price 145 is set by inputting to the order input screen 410 (see FIG. 5) or the order input screen 411 (see FIG. 15). The value may be set by any method other than the price. The value of the difference 144 may be a value automatically calculated by the order information generating unit 16 by a predetermined calculation.

For example, the order information generation unit 16 may calculate a value calculated by performing a predetermined calculation on the fluctuation range of the market price of the financial product in a predetermined period (for example, immediately before three months) immediately before generating the order information, or a specific first value. As a value calculated by performing a predetermined operation on a price difference between the order price of the order (for example, the first order information 41 ₁ ) and the market price at a predetermined time such as the time when the order information is generated, the difference 144 described above is calculated. May be set. In addition, the order information generation unit 16 may automatically set the value of the difference 144 by any operation other than this specific example, or may use any value for the order input screen 410 to The value of the difference 144 may be set.

Further, in the calculation of the corresponding order price 145, order information generation unit 16, a set reference value 143, the first order _{141 1,} 141 _2, 141 _3, 141 4, 141 ₅ of how other than the average value of the order price Value may be used. For example, the order information generation unit 16, a first order 141 ₁ of order price and first order 141 ₅ order price of rates for the highest value as the set reference price 143, the value of the difference 144 to the set reference price 143 The corresponding order price 145 may be set by calculation. Further, the order information generation unit 16 may set the trap reference price (see the description of [1-1] of [Processing Procedure] described later) as the set reference price 143.

[Trade Setting Example 5: Setting Timing of Set Base Price and Corresponding Order Price (1: When Set Before Starting Trading)]
In this embodiment, the order information generation unit 16, the first order _{141 1,} 141 _2, 141 _3, 141 4, 141 first order information ₄₁ for transactions _{5 1,} 41 _2, 41 3, ₄₁ 4, 41 ₅ and, and the second order information 42 for transactions of the second order 142 sets the set reference value 143 during generation of the stop order information 43 to trade stop loss orders (not shown), further sets the reference The corresponding order price 145 is set using the price 143.

The timing for setting the set reference price 143 and the corresponding order price 145, first order information _{41 1,} 41 _2, 41 _3, 41 4, 41 ₅ and, and the second order information 42, the stop orders information 43 It may be at the same time as the generation, or before or after the generation of such information. For example, the order information generation unit 16 may perform a process of setting the set reference price 143 and the corresponding order price 145, and generate the second order information 42 at a subsequent timing. Alternatively, the order information generation unit 16 may generate the second order information 42 and set the corresponding order price 145 in the second order information 42 at a subsequent timing.

  Note that the corresponding order price 145 may be set in one process (for example, only the calculation process of the order information generation unit 16), or may be set for a plurality of processes (for example, the calculation process of the order information generation unit 16 and the trader's price). Numeric input). Further, the corresponding order price 145 may be the same as the price used for the transaction of the second order 142, or may be different from the price used for the transaction of the second order 142.

In this embodiment, the second order 142 is ordered when all the first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , _{14 15} are filled. However, the second order 142 may be ordered by partially executing, for example, only three (single or plural) first orders 141 ₁ , 141 ₂ , and 141 ₃ . This, for example, order information generation unit 16, to order the first order information 41 ₃ corresponding to the specific order information (e.g. 3 First order 141 from the high side of the _third), the second order contract at the same time To the second order information 42 by adding order attribute information (not shown) to the order information generation unit 16 or the contract information generation unit 14 by detecting the order attribute information (not shown). This is realized by performing a predetermined process and setting the second order 142 to be already ordered.

[Trade Setting Example 6: Setting Timing of Set Base Price and Corresponding Order Price (2: When Set After Starting Trading)]
In this embodiment, the order information generation unit 16, trading and the first order _{141 1,} 141 _2, 141 _3, 141 4, 141 _5, trading and the second order 142, (not shown) stop loss order After the transaction is started, setting of the set reference price 143 and setting of the corresponding order price 145 using the set reference price 143 are performed.

Specifically, for example, as shown in FIG. 8, after one or a plurality of first orders, here, three first orders 141 ₁ , 141 ₂ , 141 ₃ are filled, these first orders 141 ₁ , 141 ₁ , The average value of the first order prices of 141 ₂ and 141 ₃ is set as the set reference price 143, and the corresponding order price 145 is set using the set reference price 143.

8, 1 dollar 106.00 ¥ ¥ 105.00, first order ₁₄₁ 1 of three yen _104.00, 141 2, 141 first order ₁₄₁ 1 of _3, 141 2, 141 ₃ sequentially After the execution, the order information generation unit 16 sets, as the set reference price 143, $ 1 = 105.00 yen, which is the average of the order prices of the executed first orders 141 ₁ , 141 ₂ , and 141 ₃ . Then, the order information generation unit 16 adds 2.50 yen as the difference 144 set by inputting to the order input screen 410 (see FIG. 5) to the set reference price 143, 1 dollar = 107. 50 yen is set as the corresponding order price 145. The order information generation unit 16 generates the second order information 42 and sets the second order 142 to the corresponding order price 145. The order amount of the second order 142 is set to 30,000 currency, which is the sum of the order amounts of the first orders 141 ₁ , 141 ₂ , 141 ₃ .

In the case where a contract is made after the second order 142 corresponding to some of the first orders 141 ₁ , 141 ₂ , and 141 ₃ is placed, the unordered second order 142 (order amount of 50,000 currency) The contract takes the form of a partial contract where only a part is filled, and after the partial contract is executed, a second order 142 (order amount 30000 currency) corresponding to the contracted first order 141 ₁ , 141 ₂ , 141 _3. and uncommitted partial first order ₁₄₁ 4, 141 ₅ second order for dividing corresponding to the (not shown, order amount 20000 currency) split into a, ordered second order 142, the second order (shown ) Is desirably unordered. This is because the order information generating unit 16 or the contract information generating unit 14 corrects the order amount information 181D of the second order information 42 or generates a new second order corresponding to the unordered second order (not shown). This is realized by generating order information (not shown).

Incidentally, the order information generation unit 16, the first order _{141 1,} 141 _2, 141 _3, 141 4, 141 even when performed after the transaction of ₅ is started to set the corresponding order price 145 of the second order 142, above As described in [Transaction Setting Example 3], the set reference price 143 and the corresponding order price 145 may be set by any method.

  For example, as described in [Trade Setting Example 3], a profit amount input field (not shown) is set on the order input screens 410 and 411 (see FIGS. 5 and 15), and a profit amount input field (not shown) is set. Alternatively, the corresponding order price 145 of the second order 142 may be set using the profit amount input by the trader.

This is specifically shown. For example, consider a case where 75,000 (yen) is input as a profit amount in a profit amount input column (not shown) on the order input screen 410 (see FIG. 5). Then, three first orders 141 ₁ , 141 ₂ , and 141 _{3 of} $ 1 = 106.00 yen, 105.00 yen, and 104.00 yen (each order amount is 1 million currency) are sequentially executed. After that, it is assumed that the corresponding order price 145 of the second order 142 is set. In this case, order information generation unit 16 sets as the first order _{141 1,} 141 2, 141 ₃ Setting the dollar 105.00 yen, the average value of the order price reference price 143 to contract. Then, the order information generating unit 16 subtracts 2.50 yen, which corresponds to the amount of profit of 75,000 yen when the first order of 3 (10,000 currency) is set at the set reference price 143, from the difference 144 And the corresponding order price 145 of the second order 142 to $ 1 = 107.50 yen, which is higher by the difference 144 (2.50 yen) than the set reference price 143 ($ 1 = 105.00 yen). (That is, the state shown in FIG. 8 is obtained).

[Trade Setting Example 7: Setting Stop Loss Order]
Although not shown in FIG. 7, there may be a stop loss order (eg, a stop loss order of an ifdan order; hereinafter, referred to as a “stop loss order”) ordered by settlement of the first order. This stop loss order (not shown) is an order for suppressing a large loss due to a sharp fall or sharp rise in the market price. The stop loss order (not shown) is set based on the stop order information 43 shown in FIG.

  The stop loss order (not shown) is set as a stop order, but may be set as a market order (for example, a trigger market order) or a limit order.

The stop loss order (not shown), the first order ₁₄₁ of _1, 141 _2, 141 _3, 141 4, 141 may be set to correspond to ₅ (that is, may be five sets .), and the first order ₁₄₁ 1 more _five, 141 _2, 141 _3, 141 4, 141 may be set together for at least a portion of the ₅ (that is, for example, be one set May be.)

The stop loss order (not shown), order amount is 50,000 currency equal to the total amount of each order amount of the corresponding first order ₁₄₁ to _1, 141 _2, 141 _3, 141 4, 141 ₅ (10000 currency) Is set. However, the order amount of the stop loss order (not shown) may be set to any value.

The stop loss orders (not shown) correspond to the respective orders (eg, the respective first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ ), and the first orders 141 ₁ , 141 ₂ ,. 141 _{3, 141} 4, 141 can either ₅ and to the same number set, at least a portion of the order (e.g., first order _{141 1,} 141 _2, 141 _3, 141 4, 141 all ₅₎ one stop against A loss order (not shown) can also be set. Further, when the contract stop loss orders (not shown), the trading orders all subsequent (e.g. all of the first order _{141 1,} 141 _2, 141 _3, 141 4, 141 ₅ and the second order 142) It may be configured to be canceled (the transaction is forcibly terminated) or may be configured to conditionally continue trading some or all orders (eg, only the second order 142). Is also good.

[Transaction Setting Example 8: Setting of Order Amount]
The first order _{141 1,} 141 _2, 141 _3, 141 4, 141 ₅ of the order amount is set to 10000 currency. The order amount of the second order 142 is set to 50,000 currency. The order price for a stop loss order (not shown) is set at 50,000 currency. Incidentally, in response to each first order _{141 1,} 141 _2, 141 _3, 141 4, 141 _5, the order of five stop loss (not shown), may be set in order amount is 10000 Currency .

[Trade Setting Example 9: Setting of Order Amount and Order Price]
In the above [Transaction Setting Example 1] to [Transaction Setting Example 8], the first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ , the second order 142, and the stop loss order (see FIG. The order amount (not shown) may be the same from order placement to execution, or may fluctuate between order placement and execution (for example, if the order amount at the time of ordering was 10,000 currency, The order amount may fluctuate with the fluctuation of the market price, and the order amount at the time of execution may be 10100 currency). In the above [Transaction Setting Example 1] to [Transaction Setting Example 8], the first order 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ , the second order 142, and the stop loss order (not shown) are displayed. The order price may be the same from order placement to execution, or may fluctuate between order placement and execution.

Note that the fluctuations of the first orders 141 ₁ , 141 ₂ , 141 ₃ , 141 ₄ , 141 ₅ , the second order 142, and the stop loss order are determined by the first order information 41 of the order information generation unit 16 and the contract information generation unit 14. _{1, 41 2,} 41 _3, 41 4, 41 _5, the second order information 42, carried out by the write-once and modifications like for information constituting the attribute information 181A~181M of the stop order information 43.

[Processing procedure]
FIG. 4 is a flowchart showing a processing procedure of the financial instrument transaction management device 1 according to this embodiment. Hereinafter, the processing procedure of this embodiment will be described with reference to the flowchart. In the following description, a processing procedure in a case where the first order is set as “trap trade” and a trade is performed will be described. However, this is an example of a processing procedure. May be used.

[1. Processing procedures for transactions involving "trap trade"]
A processing procedure in the case where a transaction including “trap trade” is performed in the financial product transaction management system 1A will be described.

[1-1. Screen input and generation of order information]
A trader who uses the financial product transaction management system 1A accesses the financial product transaction management device 1 using the client terminal 2. The front page distribution unit 11 of the financial product transaction management device 1 displays an order input screen 410 whose schematic diagram is shown in FIG. 5 on the display unit 22 of the client terminal 2 that has been accessed.

  An order type selection field 41a is displayed on the order input screen 410 shown in FIG. 5 for selecting the type of the transaction mode (in FIG. 5, the state where the "trap trade" order is selected). Although not shown, when the trader clicks a trade selection button in the order type selection field 41a, the above-mentioned "trap trade" order is displayed in addition to the normal market order, limit order, stop order, OCO order, and the like. Is displayed and the trader can alternatively select those orders.

  On the order input screen 410, a currency pair (for example, US dollar and Japanese yen (USD / JPY), euro and Japanese yen (EUY / JPY), etc.), which are the types of financial products to be traded, is alternatively displayed. A currency pair selection button 41b for selection is displayed. In addition, the order input screen 410 displays a buy / sell selection button 41c for selecting whether the first order is a buy order or a sell order. In addition, the order input screen 410 displays prices (eg, the order price of the highest price, the order price of the lowest price, etc.) that serve as a reference when setting the order price of each first order and the order price of each second order. A trap reference price input field 41d for numerically inputting a trap reference price (hereinafter, simply referred to as a "trap reference price"), which is an order price of the center, an order price of the center order, etc., is displayed. In the order input screen 410, the order amount of the financial instrument to be traded is set in currency units (here, 1 yen is set as one currency unit, and it is set to be able to be input in 10,000 currency units). An order amount input field 41e for selecting and inputting, "the number of traps", which is the number of first orders (new orders of ifdan orders) having different order prices and second orders (settlement orders of ifdan orders) having different order prices. A trap number input button 41f for selecting and inputting is displayed.

  In addition, the order input screen 410 has a price width input field 41g for inputting a price width between a plurality of first orders having different order prices, a price width between second orders having different order prices, and an average of the plurality of first orders. A difference input field 41h is displayed for inputting a difference between the second order price of the second order and the difference between the first order price of the first order and the average amount of the plurality of second orders.

  In addition, the order input screen 410 displays a profit amount obtained by the set first order execution and the set second order execution calculated by the calculation (the first order and all the second orders are executed). A profit amount display field 41j in which the estimated amount of the profit amount in the case of being performed) is displayed. Further, on the order input screen 410, a stop loss price input field 41k for inputting a stop loss price which is an order price of a stop loss order (not shown) is displayed.

  Although not shown, the order input screen 410 is used to change the order amount of a specific order and the price range of the specific orders among a plurality of first orders and a plurality of second orders having different order prices. A change information input column (not shown) may be provided.

  Further, although not shown, as shown in the above [Transaction Setting Example 3] and [Transaction Setting Example 6], when the corresponding order price 145 of the second order 142 is set by using the profit amount set by the trader for the calculation. The order input screen 410 shown in FIG. 5 is desirably provided with a profit amount input column (not shown) for the trader to input a profit amount.

  Further, as shown in FIG. 5, a repeat selection button 41m is set on the order input screen 410. When the repeat selection button 41m is selected, the transaction including the “trap trade” is configured to be repeated (that is, the “fourth modification” described later and “ Transactions involving "trap repeat tofudan" are configured.).

  The trader inputs and selects information necessary for a desired order on the order input screen 410 by operating the operation unit 21 (step S1). In FIG. 5, “USD / JPY” indicating Japanese yen and US dollar is selected on the currency pair selection button 41b, “buy” is selected on the buy / sell selection button 41c, and “106. 00 (yen) "is input. In FIG. 5, "1 (currency)" is input in the order amount input field 41e, "5 (number)" is input in the trap number input button 41f, and "2. 50 (yen) "is input. In FIG. 5, the profit amount display field 41j indicates “125,000 (), which is the total sum of the difference between each buy order price and sell order price multiplied by one currency unit (= 10,000 yen). Yen) is displayed, and the state where "100.00 (yen)" is input is shown in the stop loss price input field 41k.

  When the execution button 41n is clicked on the order input screen 410 in FIG. 5, the data selected and input on the order input screen 410 is transmitted from the client terminal 2 to the financial product transaction management device 1. The order input receiving unit 12 confirms the input trade order application information. That is, the order price is checked by checking the price input in the trap reference price input field 41d or the stop loss price input field 41k, the price input in the price range input field 41g or the difference input field 41h (step). S2). Specifically, an inspection is performed to determine whether or not the order price is a settable order price.

  Subsequently, the order input receiving unit 12 determines whether the inspection result is appropriate. If the price is determined to be appropriate (“No” in step S3), the account information generation unit 15 acquires the margin information of the customer (transactor) from the customer account information table 182.

The order input receiving unit 12 compares the acquired margin information with the order allowance (step S4), and determines whether the amount of the margin is equal to or greater than the order allowance (step S5).
Here, the “order allowance” is the amount of money that can be ordered (the same applies in this specification). The permissible order amount in this embodiment is a value obtained by multiplying the minimum value of the value input to the order amount input field 41e by the minimum value of the value input to the trap number input button 41f, (1 ( 10,000 currency) x 1 (book) =) 1 (10,000 currency). However, the order allowable amount may be a value of a predetermined ratio to the value (for example, 10 (10,000 currency) × 0.1 = 1 (10,000 currency)) or a predetermined predetermined amount (for example, , 5 (10,000 currency)) or a value other than the above or a value calculated by a calculation method.

  The order information generating unit 16 generates “order information” and “order information group” described later only when the amount of margin is equal to or more than the allowable order amount (“No” in step S5). As a result, the order can be accepted only when the trader can reliably pay.

  If the amount of the margin is equal to or larger than the allowable order amount (“No” in step S5), the order input receiving unit 12 uses the other order conditions (that is, the order condition based on the data and the like recorded in the currency pair order condition table 183). , Conditions other than the order price) and various criteria for accepting the order (step S6). Then, it is determined whether or not other conditions satisfy these criteria (step S7).

  If the other conditions do not satisfy the criteria for the ifdan order ("Yes" in step S7), the order input receiving unit 12 treats the input order as an error and rejects the order reception (step S10).

  If it is determined that the various conditions of the ifdan order are satisfied (“No” in step S7) and the order conditions are determined to satisfy all the conditions necessary for the limit order by the ifdan order, the front page The distribution unit 11 causes the display unit 22 of the client terminal 2 to display a confirmation screen (not shown) for allowing the trader to confirm the contents of the generated order information. On the confirmation screen (not shown), order conditions input and selected on the order selection screen (not shown) and the order input screen 410 are listed, and an order button (not shown) is displayed. The order button (not shown) is clicked by the trader when it is determined that the contents listed are correct.

  When an order button (not shown) is clicked by the operation of the operation unit 21 of the trader, the order information generation unit 16 of the financial product transaction management device 1 makes an order based on the sales order application information input in step S1. Information is generated (step S8).

  Specifically, order information is generated by grouping a plurality of data input according to the above-described procedure for each order price and assigning a sequence number of the sequence number table 184 to each group (step S8). Then, information for distinguishing the sequence number used in the order information from the unused sequence number is added to the sequence number table 184. By performing the process of step S8 once, a plurality of order information is generated (in the case of "trap repeat tofudan" and "raku tiger" described later, of these order information, the first order for performing an ifdan order) A plurality of order information including the first order information and the second order information of the second order corresponding to the first order forms an “order information group”.)

  The order information generation unit 16 records the generated order information in the order table 181 (Step S9). It should be noted that in “trap repeat tofudan” and “raku tiger” to be described later, “order information group” is also recorded in the order table 181.

  The order information is recorded in the order table based on the definition of each field shown as an example in FIG.

  The “ord_seq” field 181b shown in FIG. 3 is a definition of the sequence number given in step S8. The “cust_seq” field 181c is a field for recording a customer number which is a number determined for each trader. The “style_id” field 181d is a field for recording a product name. The “ccy_pair_id” field 181e is a field for recording an ID number defined for each currency pair. The combination of the ID number and the currency pair is recorded in an ID table (not shown) stored in the database.

  The "ord_amnt" field 181f shown in FIG. 3 is a field for recording the amount input in the order amount input field 41e. The “buy_sell_id” field 181g is a field for recording a distinction between a sell order and a buy order selected in the order type selection field 41a. An “ord_rate” field 181h is a field for recording an order price value included in order information for performing each order. The “limit_time” field 181i is a field for recording the order deadline of the order information. The “ord_cond” field 181j is a field for recording the order type selected in the order type selection field 41a.

  A “new_close” field 181k shown in FIG. 3 is a field for recording a distinction between a new order and a settlement order. The “trap_seq” field 181m is a field for recording information as to whether or not “trap trade (described later)” is selected with a trade selection button (not shown). The “repeat_flag” field 181n is a field for recording information as to whether or not to repeat the ifdan order.

  Although not shown in FIG. 3, in the order table 181, the data input to the order input screen 410, that is, the currency pair selection button 41b, the trap reference price input field 41d, the trap number input button 41f, and the price width input A field for recording data input in the column 41g is also provided. In addition, information on the profit margin between the first order and the second order, which is set when generating order information for performing trading of “trap repeat tofudan” and “raku tiger” described below, and “raku tiger” There is also provided a field for recording numerical information input in the upper limit price input field 41p and the lower limit price input field 41q (each shown in FIG. 15) which are input when generating order information for performing the above transaction. . Using these fields, all data input to the order input screen 410 (FIG. 5) and the order input screen 411 (FIG. 15) are recorded in the order table 181.

In this embodiment, the “order information” is the order information (for example, first order information 41 ₁ , 41 schematically shown in FIG. 6) for each order based on the definition of each field shown in FIG. 41 ₂ ,... 41 ₅ , second order information 42, stop order information 43) are generated as data including attribute information (for example, attribute information 181A to 181M shown in FIG. 6). As will be described later, the order information in this embodiment will be described below as data formed with various types of attribute information (for example, attribute information 181A to 181M shown in FIG. 6). However, this is predetermined data (for example, a table of orders for each order price scheduled to be ordered) before forming “order information” in the present embodiment, and is based on such “order information”. Each order may be configured to be ordered.

  In this embodiment, the order information and the order information group are generated by inputting information in various input fields displayed on the order input screen 410 shown in FIG. The configuration of the input field and the type of data to be input are not limited to these, and may be any type. For example, the order input screen 410 is provided with an input column (not shown) for information on the amount of margin held by the trader, and an input column (not shown) for a transaction period as a scheduled period for performing the transaction. The order information generation unit 16 performs a predetermined calculation based on the information input to these input fields (not shown), thereby obtaining “order information” for ordering one or more order prices. , An order information group based on the order information may be generated.

[1-2. Generate order information]
The order information generation unit 16 of the financial product transaction management device 1 executes the “trap” based on the transaction selection button (not shown) and the information selected and input on the order input screen 410 by the procedure of steps S1 to S10. Generate order information for conducting a trade including "trade".

[1-2-1. Configuration of order information (1)]
FIG. 6 is a diagram schematically illustrating order information for performing a transaction including a “trap trade” generated in the financial product transaction management device 1 according to the present embodiment. As shown in the figure, in this embodiment, the order information generation unit 16 has five first orders of a number equal to the number (five) input to the trap number input button 41f. Information 41 ₁ , 41 ₂ ,... 41 ₅ , one second order information 42, and one stop order information 43 are generated by one order procedure.

The order information generation unit 16 uses the information input from the order input screen 410, the information input from another screen (not shown), and various types of information recorded in the financial product transaction management apparatus 1 to perform predetermined processing. The first order information 41 ₁ , 41 ₂ ,... 41 ₅ , the second order information 42, and the stop order information 43 are generated.

Each of the generated first order information 41 ₁ , 41 ₂ ,... 41 ₅ , the second order information 42, and the stop order information 43 have attribute information as shown in FIG. Specifically, each of the first order information 41 ₁ , 41 ₂ ,... 41 ₅ , and the second order information 42 are an order number 181A uniquely assigned, and customer number information 181B for identifying a trader. , Currency pair information 181C identifying the selected currency pair, order amount information 181D as the value of the order amount of each order, first order information 41 ₁ , 41 ₂ ,... 41 ₅ , second order information 42 Is generated, the order time information 181E as the date and time when the information is generated, the trade information 181F for identifying the sell order and the buy order, the order price information 181G as the value of the order price of each order, the order term as the expiration date of the order. Information 181H, new / payment information 181J for identifying a new order and a settlement order when the order is an if-done order, whether the order is valid (ordered) or invalid (unordered) Valid / invalid information for identifying the order, the order information 181L for identifying either the first order (new order) or the second order (settlement order or stop loss order) when the order is an if-done order, and the presence / absence of execution (execution) Contracted / unconfirmed) is provided.

Note that all or a part of the attribute information 181A to 181M is recorded in individual first order information 41 ₁ , 41 ₂ ,... 41 ₅ , second order information 42, and stop order information 43. Alternatively, the first order information 41 ₁ , 41 ₂ ,... 41 ₅ , the second order information 42, and the stop order information 43 may be recorded in the database 18 or the like separately.

[1-2-2. Configuration of order information (2)]
As described in the above [1-1], each of the first order information 41 ₁ , 41 ₂ ,... 41 ₅ , the second order information 42, and the stop order information 43 are attribute information (for example, Predetermined data that does not have some or all of the attribute information 181A to 181M as shown in FIG. 6 (for example, orders (without attribute information) for each order price to be ordered) are shown in a table. As such).

In this case, the first order information 41 ₁ , 41 ₂ ,... 41 ₅ , the second order information 42 and the stop order information 43 do not have attribute information (for example, attribute information 181A as shown in FIG. 6). 181M), the first order information 41 ₁ , 41 ₂ ,... 41 ₅ , the second order information 42, and the stop order information 43 are generated, and the transaction is executed. The financial product transaction may be added at an arbitrary timing before the transaction is performed, and the transaction of the financial product may be performed in that state, or the financial product transaction management device 1 (a specific financial product trader possesses And the exchange terminal system, one financial instrument transaction management apparatus 1 is constituted, and a plurality of systems constitute one financial instrument transaction management apparatus 1), or the client terminal 2, Also A device having a server function other than the financial product transaction management device 1 realizes at least one of the attribute information (for example, the attribute information 181A to 181M as shown in FIG. 6) by a functional unit (for example, by executing a program). Function means). As a result, a financial instrument is traded.

[1-2-3. Timing of order information generation]
In this embodiment, the order information generation unit 16 determines that all the first order information 41 ₁ , 41 ₂ ,... 41 ₅ immediately after the execution button 41n of the order input screen 410 shown in FIG. The second order information 42 and the stop order information 43 are collectively generated. However, the present invention is not limited to this, and some or all of the first order information 41 ₁ , 41 ₂ ,... 41 ₅ , the second order information 42, and the stop order information 43 are generated at any timing. May be done.

Specifically, for example, when the order and execution of the same first order 141 ₁ , 141 ₂ ,..., 141 ₅ , second order 142, and stop loss order (not shown) are repeated ([FIG. fourth modification], reference [fifth modification] in FIG. 16.), the order information generation unit 16, is generated, the first order information ₄₁ of _1, 41 2, ... ₄₁ 5, Each time the first order 141 ₁ , 141 ₂ ,..., 141 ₅ , the second order 142, and the stop loss order (not shown) ordered by the second order information 42 and the stop order information 43 are executed. A new first order 141 ₁ , 141 ₂ ,... 141 ₅ , a second order 142, and a stop loss order (not shown) may be generated.

In addition, the order information generating unit 16 includes a plurality of first orders 141 ₁ , ₁ , ₂ , and 3, as shown in [Fourth Modification] in FIG. 14 and [Fifth Modification] in FIG. , 141 ₁ , 141 ₁ , ..., first order 141 ₂ , 141 ₂ , 141 ₂ , ..., 141 ₅ , 141 ₅ , 141 ₅ , ..., second order 142, 142, 142, ..., A plurality of first order information 41 ₁ , 41 ₁ , 41 ₁ ,... For performing a stop loss order (not shown)..., A first order information 41 ₂ , 41 ₂ , 41 ₂ ,. The first order 41 ₅ , 41 ₅ , 41 ₅ ,..., The second order information 42, 42, 42,..., The stop order information 43, 43, 43,. May be generated at the same time. In addition, before the first order information 41 ₁ for trading a specific order, for example, the first order 141 ₁ is generated and the first order 141 ₁ is filled, the newly ordered first order 141 is placed. first order information 41 _{1 1} may be generated.

As will be described later, in this embodiment, immediately after the execution button 41n of the order input screen 410 or the like shown in FIG. 5 is clicked, the order information generation unit 16 sets the first orders 141 ₁ , 141 ₂ ,. .. 141 ₅ , second order 142, first order information 41 ₁ , 41 ₂ ,... 41 ₅ for trading stop loss order (not shown), second order information 42, stop order information 43 Is generated as including attribute information (for example, attribute information 181A to 181M as shown in FIG. 6), but is not limited thereto, and the execution button 41n of the order input screen 410 or the like shown in FIG. immediately after being clicked, the order information generation unit 16, the attribute information (e.g., attribute information 181A~181M as shown in FIG. 6) first order information ₄₁ 1, 4 that does not include at least a part of the _2, ... 41 _5, the second order information 42, and generates a stop order information 43, the attribute information that was not included in the generated (e.g., attribute information 181A~181M as shown in FIG. 6) Can be added to the first order information 41 ₁ , 41 ₂ ,... 41 ₅ , the second order information 42, and the stop order information 43 ex post facto. In this, the first order information _{41 1,} 41 2, ... 41 _5, the second order information 42, the attribute information for the stop order information 43 (e.g., attribute information 181A~181M as shown in FIG. 6) addition, the first order information _{41 1,} 41 2, ... 41 _5, the second order information 42, the stop order information 43 the same system and the resulting system (e.g., constituting a financial product transaction management device 1 May be performed in a server system owned and managed by a specific financial product handling company, or may be performed in a separate system (for example, a system constituting the financial product transaction management device 1 owned and managed by an exchange, or an individual system). May be added at the client terminal 2) operated by the trader or the like.

In addition, as described later, in this embodiment, when the execution button 41n of the order input screen 410 shown in FIG. 5 is clicked once, the order information generation unit 16 causes all subsequent first order information 41 ₁ , 41 ₂ ,... 41 ₅ , the second order information 42, and the stop order information 43 are generated. However, the present invention is not limited thereto, and the execution button 41n of the order input screen 410 shown in FIG. By clicking twice, a command for generating the first order information 41 ₁ , 41 ₂ ,... 41 ₅ , the second order information 42 and the stop order information 43 is input to the order information generating unit 16 a plurality of times. is, thereby, the first order information ₄₁ 1 a plurality of times the order information generating unit _16, 41 2, ... 41 _5, the second order information 42, may be configured to generate a stop order information 43 By clicking the execution button 41n of the order input screen 410 or the like shown in FIG. 5 once, a plurality of order information generation instructions are formed, and these order information generation instructions are sequentially transmitted to the order information generation unit. By causing the order information generation unit 16 to generate an order, the order information generation unit 16 generates the first order information 41 ₁ , 41 ₂ ,... 41 ₅ , the second order information 42, and the stop order information 43 multiple times. It may be configured.
[1-3. Transaction Procedure]
FIG. 7 shows an order including “trap trade” performed based on the first order information 41 ₁ , 41 ₂ ,... 41 ₅ , the second order information 42, and the stop order information 43 generated in this manner. It is a figure which shows typically. In the figure, the corresponding order information and the order are displayed with the same last two digits of the code and the same subscript. For example, the first order 141 2 first order 141 1 transaction is performed based on the first order information 41 _1, the transaction based on the first order information 41 ₂ is _performed, and is displayed as ... . Note that, for simplicity of description, a stop loss order in which a transaction is performed based on the stop order information 43 is not shown in FIG. All the first orders 141 ₁ , 141 ₂ ,..., 141 ₅ , the second order 142, and the stop loss order not shown in the figure are the first order information generated by one order procedure. 41 ₁ , 41 ₂ ,... 41 ₅ , the second order information 42, and the stop order information 43 are used for trading.

By performing the process of converting the valid / invalid information 181K to order information generation unit 16 is included in the first order information 41 ₁ from "invalid" to "valid", the first order 141 ₁ is ordered.

When the market price reaches the first order 141 ₁ of order price (i.e., when the market price matches the order price information 181G included in the first order information 41), contract information generation unit 14 to the first order information 41 ₁ the contract existence information 181M contained performs processing to convert from "absence" to "presence", the first order 141 ₁ to contract.

Similarly, for other orders, for example, the first order 141 ₂ , the order information generating unit 16 and the contract information generating unit 14 process the first order information 41 ₂ (see FIG. 6), thereby obtaining the first order 141. ₂ of the order or, commitments are carried out when the market price is consistent with the order price of the first order 141 ₂ fluctuates.

[1-4. Modify Order]
In this embodiment, after the order information generation unit 16 generates the first order information 41 ₁ , 41 ₂ ,... 41 ₅ , the second order information 42, and the stop order information 43 and starts trading. the first order ₁₄₁ 1 when a predetermined condition is _satisfied, 141 2, ..., 141 _5, the second order 142, at least a portion of the order price and order amount stop loss orders (not shown) Ya Various conditions of the price range may be modified. Specifically, by specific order information for example attribute information 181A~181M like the first order information 41 ₁ for trading particular order for example first order 141 ₁ is modified, the order for example first order 141 ₁ of the content is modified. The first orders 141 ₁ , 141 ₂ ,..., 141 ₅ , the second order 142, and the stop loss order (not shown) to be corrected may be all or only some of them. There may be.

[2. Specific Mode of Transaction (Part 1)]
7, all of the first order _{141 1,} 141 2 is a time chart schematically illustrating a transaction setting the second order 142 after ... 141 ₅ has contracted is ordered. Hereinafter, the processing procedure will be described with reference to FIG.

The fluctuations in market prices, all of the first order _{141 1,} 141 2, ... 141 ₅ stipulate (time point t1) that is, the second order 142 order (time t2).

Specifically, market price price information reception management unit 19 detects a particular first order, for example, to match the first order 141 ₁ of the first order information 41 ₁ order price information 181G, contract information generation unit 14 performs processing for converting the "presence" of the first order information 41 ₁ commitments existence information 181M from "no". Thus, the first order 141 ₁ are treated as having been committed.

The first order rate price price information reception management unit 19 detects the other, for example, sequentially matches the first order _{141 3,} 141 _3, 141 4, 141 ₅ of the order price information 181G, contract information generation unit 14 performs processing for converting the "presence" from the sequence "no" first order information _{41 2,} 41 _3, 41 4, 41 ₅ promises existence information 181M. As a result, the first orders 141 ₂ , 141 ₃ , 141 ₄ , and 14 ₁₅ are treated as contracted.

And all _{141 1,} 141 2, when ... 141 ₅ stipulate, contract information generation unit 14, "valid" valid / invalid information 181K of the second order information 42 of the second order 142 from the "Invalid" The process of converting to the state is performed. As a result, the second order 142 is treated as having been ordered.

  When the market price detected by the price information reception management unit 19 matches the order price information 181G of the other second order information 42, the contract information generation unit 14 sets the contract presence / absence information 181M of the second order information 42 to “absent”. Is converted to “Yes”. As a result, the second order 142 is handled as having been executed.

[3. Specific Mode of Transaction (Part 2)]
Figure 8 is a first order _{141 1,} 141 2 is a time chart schematically showing a transaction second order 142 is ordered after only a portion has commitments of ... 141 _5. Hereinafter, the processing procedure will be described with reference to FIG.

The first order _{141 1,} 141 2, after the order of ... 141 ₅ (time t1), consider the case where the market price fluctuates in the fall direction from about $ 1 106.50. The market price 146 detected by the price information reception management unit 19 is the order price information 181G of the specific first order, for example, the first order information 41 ₁ , 41 ₂ , 41 _{3 of} the first order 141 ₁ , 141 ₂ , 141 ₃ . When sequentially matching (time t2, t3, t4), the process of converting contract information generation unit 14 sequentially first order information _{41 1,} 41 2, 41 ₃ of the contract existence information 181M from "absence" to "presence" Do. As a result, the first orders 141 ₁ , 141 ₂ , and 141 ₃ are handled as contracted.

Then, the contract information generation unit 14 performs a process of converting the valid / invalid information 181K of the second order information 42 of the second order 142 from “invalid” to “valid”. As a result, the second order 142 is treated as having been ordered. The order amount information 181D of the second order information 42 is "30000" which is equal to the sum total of "10000" of the order amount information 181D of the contracted first orders 141 ₁ , 141 ₂ and 141 ₃ . In other words, the second order 142 is handled as an order for 3 (10,000) currencies equal to the sum of the order amounts of the contracted first orders 141 ₁ , 141 ₂ , and 141 ₃ .

  Then, when the market price 146 detected by the price information reception management unit 19 matches the order price information 181G of the other second order information 42, the contract information generation unit 14 sets the contract presence / absence information 181M of the second order information 42 to “None”. From "" to "Yes". As a result, the second order 142 is handled as having been executed (time t5).

  The contract information generation unit 14 performs a process of converting the contract presence / absence information 181M of the second order information 42 from “absent” to “present”. (Case 1) and (Case 2) can be considered. These triggers are detected when the contract information generation unit 14 and the order information generation unit 16 continuously acquire the market price information acquired by the price information reception management unit 19.

(Case 1)
This corresponds to the case where the second order 142 is set to place an order when the market trend changes.

  For example, this corresponds to the case where the second order 142 is set to place an order when the market price changes from the downward direction to the upward direction.

  As a specific example of the processing mode, for example, the contract information generation unit 14 and the order information generation unit 16 continuously acquire the market information acquired by the price information reception management unit 19. Then, when it is detected that the market price in the downward trend has increased by a predetermined price (for example, 0.2 yen) within a certain period (for example, within one hour), the contract information generation unit 14 and the order information generation unit 16 change the market price. It is conceivable to treat it as having changed from a downward trend to an upward trend.

  Alternatively, as another example of the processing mode, for example, the price information reception management unit 19 acquires the market price 146 at a predetermined time (for example, 0 minute every hour), and the contract information generation unit 14 and the order information generation unit 16 When detecting that the acquired market price 146 has increased by a predetermined price (for example, 0.2 yen) after the downward trend, the contract information generation unit 14 and the order information generation unit 16 change the market price from the downward trend to the upward trend. It is conceivable to treat it as fluctuating.

Then, the contract information generation unit 14 and the order information generation unit 16 convert the order amount information 181D of the second order information 42 of the second order 142 into the first orders 141 ₁ , 141 ₂ , 141 contracted by the time of this detection. first order information ₄₁ 1 _3, 41 2, 41 ₃ corresponding to the sum of the order amount information 181D is set to "30000". Then, the contract information generation unit 14 and the order information generation unit 16 convert the valid / invalid information 181K of the second order information 42 from “absent” to “present”, and assume that the second order 142 has been ordered. Processing may be performed.

  When the order amount information 181D of the second order information 42 is modified from “50,000” to “30000” in the process of (case 1), new second order information (not shown) is further generated. Is desirable. In the new second order information (not shown), it is preferable that the order amount information 181D is set to “20000” and the valid / invalid information 181K is set to “invalid”. In this case, the second order 142 is partially contracted into a second order 142 for an order of 3 (10,000) currency and a second order (not shown) for an unordered amount of 2 (10,000) currency. Is treated as

In (case 1), when it is detected that the market price has changed from the rising direction to the falling direction, the contract information generation unit 14 and the order information generation unit 16 transmit the first order information 41 ₁ , 41 ₂ , 41. ₃ and the second order information 42 may be performed by performing the same processing.

(Case 2)
The first order _{141 1,} 141 2, when a predetermined number of ... 141 _5, for example, three to contract, the second order 142 corresponds may have been set to be ordered. For example, the contract information generation unit 14 and the order information generation unit 16 continuously acquire the market information acquired by the price information reception management unit 19. Then, the market price 146 matches the order price information 181G of the first order information 41 ₁ , 41 ₂ , 413 of the _three first orders 141 ₁ , 141 ₂ , 141 ₃ , and the contract presence / absence information 181M is obtained. When converted from “absence” to “existence”, the contract information generation unit 14 and the order information generation unit 16 convert the valid / invalid information 181K of the second order information 42 from “absence” to “existence”, A process is performed for assuming that the second order 142 has been ordered.

Incidentally, the first order _{141 1,} 141 2, a predetermined number of ... 141 ₅ good any number. Also, when a specific order among the first orders 141 ₁ , 141 ₂ ,..., _{14 5} , for example, the first order 141 ₁ , 141 ₂ , 141 ₃ is filled, it is assumed that the second order 142 has been ordered. Or the first order 141 ₁ , 141 ₂ ,... 141 ₅ of the first order 141 ₁ , 141 ₂ , 141 ₃ is filled when the second order 142 is executed. A process for assuming that an order has been made may be performed.

  The above (case 1) and (case 2) may be set so as to be used in combination.

Thus the process shown, by first order _{141 1,} 141 2, and ... 141 ₅ and the second order 142 is ordered-contract, the trader can benefit from trading of financial instruments.

[Effects]
As described above, in this embodiment, the corresponding order price 145 of the corresponding order is set by using the set reference price 143 by setting the corresponding order price 145 by a predetermined calculation with respect to the set reference price 143. Therefore, calculating the by causing properly performed, the corresponding order price 145 were properly set, the first order ₁₄₁ 1 corresponds to the variation of the market prices _146, 141 2, ..., 141 ₅ and the second order 142 Can be appropriately performed. Thus, the financial instrument, first order _{141 1,} 141 2, is easy to set easily and properly price of the second order 142 associated with ... 141 _5, the transaction risk of the trader It is possible to provide the financial product transaction management device 1 and the financial product transaction management system 1A that reduce the risk, prevent loss of the opportunity for securing profits, and reliably perform profit acquisition.

  In this embodiment, by setting a price obtained by adding a value calculated by a predetermined calculation to the set reference price 143 as the corresponding order price 145, the corresponding order price 145 is calculated by a simple calculation with respect to the set reference price 143. Can be calculated. Thus, it is possible to easily realize a system configuration for simplifying the system and easily setting an order price for reducing the transaction risk of the trader and surely obtaining the profit.

In this embodiment, by the value of the average value of the plurality of first order price and setting reference price 143, first order _{141 1,} 141 2, ..., in a case where 141 ₅ there are a plurality, 1 a plurality of first order _141, 141 2, ..., based on the order price of 141 ₅ can calculate the corresponding order price 145 by a simple operation. Thus, it is possible to easily realize a system configuration for simplifying the system and easily setting an order price for reducing the transaction risk of the trader and surely obtaining the profit.

In this embodiment, it sets the corresponding order price 145 before the first order _{141 1,} 141 2, ..., transactions by 141 ₅ and the second order 142 is performed. Thus, the first order _{141 1,} 141 2, ..., 141 before performing the transaction by ₅ and the second order 142, setting the order price performed reliably profits acquired to reduce the transaction risk of the trader Can be easily performed.

In this embodiment, the first order _{141 1,} 141 2, ..., it is possible to set the corresponding order price 145 after the transaction by 141 ₅ and the second order 142 is started. Thus, the first order _{141 1,} 141 2, ..., after the transaction by 141 ₅ and the second order 142 is started, to reflect the status of transactions, profit to reduce the transaction risk of the trader It is possible to easily set an order price that ensures acquisition.

In this embodiment, the first order _{141 1,} 141 2, ..., 141 ₅ and, and the second order 142 corresponding order price 145 based on the set reference price 143 is set, stop loss order (FIG. the Shimese not), the first order information _{41 1,} 41 2, ..., 41 ₅ and, and the second order information 42, it is possible to perform the processing is contracted on the basis of the stop order information 43. As a result, it is possible to surely realize the execution of the order for reducing the transaction risk of the trader and ensuring the profit acquisition in the trade using the system.

[Modification of this embodiment]
Hereinafter, [First Modification] to [Seventh Modification] as modifications of this embodiment will be described. Each of the modified examples is realized by the processing of the order information generation unit 16 and the contract information generation unit 14, as in the above-described embodiment. That is, by the processing of the order information generation unit 16 and the contract information generation unit 14, the generation and processing of the first order information 41 ₁ , 141 ₂ ,... 141 ₅ , the second order information 42, the stop order information 43 and the like are performed. by performed, first order _{141 1,} 141 2, ... 141 ₅ is realized by the second order 142, the order or contract stop loss orders (not shown) is performed.

[First Modification]
FIG. 9 shows a first modification of this embodiment. In this first modification, the first order _{141 1,} 141 2, ... 141 ₅ is plural sell order is set as an order second order 142 to buy. Setting reference price 143, first order _{141 1,} 141 2, is set as the dollar 105.50 yen, the average value of the order price of ... 141 _5, 2 as the difference 144 to set the reference price 143. $ 1 = 102.50 yen obtained by subtracting 50 yen (adding -2.50 yen) is set as the corresponding order price 145. All first order _{141 1,} 141 2, when ... 141 ₅ stipulate (time point t1), the second order 142 order (time t2).

[Second Modification]
FIG. 10 shows a second modification of this embodiment. In this second modification, the first order _{141 1,} 141 2, ... 141 ₅ is plural sell order is set as an order second order 142 to buy. The set reference price 143 is set as $ 1 = 104.50 yen, which is the average value of the order prices of the first orders 141 ₅ , 141 ₄ , and 141 ₃ , and the set reference price 143 is set to a difference 144 yen of 2.50 yen. 1 dollar = 101.50 yen after subtraction (adding -2.50 yen) is set as the corresponding order price 145. In this second modification, the first order _{141 5,} 141 4, ... 141 ₅ are ordered (time point t1) first order ₁₄₁ 5 with increasing market prices _146, 141 4, 141 ₃ The contracts are sequentially executed (time points t2, t3, t4), and when it is detected that the market price has changed from an upward trend to a downward trend, the set reference price 143 is set as the average value of the executed first orders 141 ₅ , 141 ₄ , 141 _3. Then, the corresponding order price 145 is set by subtracting the difference 144 from the set reference price 143, the second order information 42 is generated, and the second order 142 is ordered (time t5).

[Third Modification]
FIG. 11 shows a third modification of this embodiment. In the third modification, the order is first order 141 Sell, second order _{142 1,} 142 2, ... 142 ₅ is configured as a plurality of purchase orders. In the third modified example, on the order input screen 410 shown in FIG. 5, the trade selection button 41c, the trap reference price input field 41d, the order amount input field 41e, the number of traps input button 41f, and the price range input field 41g are the second input fields. order _{142 1,} 142 2, is set as a configuration for inputting the information for setting a plurality of second order information for performing transactions ... 142 ₅ (not shown).

In the third modification, the first order 141 is contracted (time point t1), the second order _{142 1,} 142 2, ... 142 ₅ is ordered (time t2). Note that the order is first order 141 buy, the second order _{142 1,} 142 2, ... 142 ₅ may be set as an order multiple of selling.

[Fourth Modification]
12 to 14 show a fourth modification of this embodiment. In the fourth modified example, an order form in which a plurality of if-done orders are repeated by a first order set to a plurality of order prices and a second order set to a plurality of order prices (hereinafter referred to as a “trap repeat if-done order”) ). For example, the financial product transaction management device 1 is set so that a "trap repeat order order" is executed when the trader clicks the repeat selection button 41m on the order input screen 410 shown in FIG. It is thought that there is.

  FIG. 12 and FIG. 13 are diagrams schematically showing order information including “trap repeat tofudan” generated in the fourth modification. FIG. 14 is a diagram schematically illustrating a transaction performed based on the order information generated in the fourth modification.

The signs and subscripts of the order information in FIGS. 12 and 13 and the last two digits and subscripts of the order in FIG. 14 are shown in a corresponding state. That is, for example, the processing using the first order information 41 ₁₁ in FIGS. 12 and 13 places the order and execution of the first order 141 ₁₁ in FIG. 14, and the second order information 42 in FIG. 12 and FIG. by treatment with _1, processing of the second order 142 ₁ of order or contract in FIG 14 is performed.

Further, the tens digit of the suffix of the first order information shown in FIGS. 12 and 13 indicates that the same order number is the first order ordered at the same timing. For example, the first order information 41 ₁₁ , 41 ₁₂ ,... 41 ₁₅ are all the first order placed at the same timing (the first order 141 ₁₁ , 141 ₁₂ ,... Placed at time t1 in FIG. 14). .. 141 ₁₅ ).

The first digit of the suffix of the first order information shown in FIGS. 12 and 13 indicates that the same order number has the same order price as the first order. For example, the first order information 41 ₁₁ , 41 ₂₁ , 41 ₃₁ indicates that they are all information for conducting a first order transaction with the same order price ($ 1 = 106.00 yen).

In FIGS. 12 and 13, a set of order information for ordering a set of Ifdan orders is configured as an order information group. For example, the first order information _{41 11,} 41 12, ... _{41 15,} the second order information _{42 11,} the stop order information _{43 11} constitute order information group 51 _1, first order information ₄₁ 21, _{41 22} , ... _{41 25,} the second order information _{42 21,} the stop order information _{43 21} constitute order information group 51 _3, so that ..., a plurality of order information group _{51 1,} 51 2, 51 ₃ ,... Are configured. If it is not necessary to record or manage data depending on the processing unit due to the system configuration of the financial product transaction management device 1 and the data structure of the database 18, the order information groups 51 ₁ , 51 ₂ , 51 ₃ ,.・ It is not necessary to provide.

FIG. 14 is a diagram showing a financial product performed based on the first order information 41 ₁₁ , 41 ₁₂ ,... 41 ₁₅ , the second order information 42 ₁₁ , the stop order information 43 _11. 5 is a time chart schematically showing the transaction of FIG. As shown in the figure, in this [fourth modified example], the first order 141 ₁₁ , 141 ₁₂ ,... 141 ₁₅ is set as a plurality of buy orders, and the second order 142 ₁₁ is set as a sell order. . When the first orders 141 ₁₁ , 141 ₁₂ ,..., 141 ₁₅ are ordered and executed (time t1), the second order 142 ₁₁ is ordered (time t2). When the second order 142 ₁₁ is filled, new first orders 141 ₂₁ , 141 ₂₂ ,... 141 ₂₅ are ordered (time t3). New first order _{141 21,} 141 22, when ... _{141 25} contract, the new second order _{142 22} is ordered (time t4). When the new second order 142 ₂₂ is filled, a new first order 141 ₃ , 141 ₃₂ ,... 141 ₃₅ is placed (time t5), and a new second order 142 ₃ is placed based on those contracts. (Time t6). In the fourth modified example, such ordering and execution of a plurality of first orders and ordering and execution of a second order are repeated.

  In the fourth modification, when the ordering / contracting of the first order and the ordering / contracting of the second order are repeated, the order price and order amount of the first order and the second order 142, the stop loss order ( (Not shown), the order type such as market order, limit order, and stop order may change.

Further, in the fourth modified example, when the ordering / contracting of the first order and the ordering / contracting of the second order are repeated, a specific first order, for example, as the market price rises (or declines), for example, The lowest-order first order 141 ₁₅ (or the highest-order first order 141 ₁₁ ) disappears, and instead, is higher (or higher) than the highest-order first order 141 ₁₁ which is the direction of the market fluctuation. new first order even low side) than the first order 141 ₁₅ the most low-side is a variation direction of the market (may be such a structure as not illustrated) is set.

[Fifth Modification]
FIG. 15 and FIG. 16 show a fifth modification of this embodiment.

  FIG. 15 is a diagram schematically showing an order input screen 411 for setting the fifth modification. The order input screen 411 of FIG. 4 includes an upper limit price input field 41p and a lower limit price input field 41q in place of the trap reference price input field 41d of the order input screen 410 shown in FIG. This is the same configuration as 410.

  In FIG. 15, in the order type selection field 41a, a transaction including "raku tiger", which is an order form for setting a plurality of first orders and a plurality of second orders in a price range between the upper limit price and the lower limit price, is shown. The selected state is shown. The order information generated using the order input screen 411 is transmitted to the financial product transaction management device 1.

The order information generation unit 16 of the financial product transaction management device 1 calculates the value of the price range between the numerical value (upper limit value) input in the upper limit price input column 41p and the numerical value (lower limit value) input in the lower limit price input column 41q. (4.00 yen), the value obtained by subtracting 1 from the value entered in the number of traps input field (4) is divided into a price range (4.00 / 4 = 1.00 yen), and the upper limit price input field is obtained. Based on the numerical value ($ 1 = 106.00 yen) input to 41p, the order price for each value of the calculated price range (1.00 yen) (or the numerical value (1 (Dollar = 102.00 yen) as a reference) to set the first order 141 ₁₁ , 141 ₁₂ , 141 ₁₃ , 141 ₁₄ , 141 ₁₅ to the order price for each value of the calculated price range (1.00 yen). First order information 41 ₁₁ , 41 ₁₂ , 41 ₁₃ , 41 ₁₄ , 41 ₁₅ ...

The order information generation unit 16 also generates second order information 42 ₁₁ , 42 ₂₁ ,..., Stop order information 43 ₁₁ , 43 ₂₁ ,. As a result, the generated order information has the same configuration as the respective order information schematically shown in FIG.

FIG. 16 shows the first orders 141 ₁₁ , 141 ₁₂ ,... 141 ₁₅ , 141 ₂₁ , 141 ₂₂ ,... 141 ₂₅ , 141 ₃₁ , 141 ₃₂ ,. - _{141 35,} and the second order _{142 11,} 142 21, _{141 31} transactions by a ... is a time chart schematically showing. As shown in the figure, between the upper limit price 147 and the lower limit price 148, the first orders 141 ₁₁ , 141 ₁₂ ,..., 141 ₁₅ , 141 ₂₁ , 141 ₂₂ ,,, 141 ₂₅ , 141 ₃₁ , 141 ₃₂ , .., 141 ₃₅ . As a result, a transaction including “raku tiger” is realized. Specifically, between the upper limit price 147 and the lower limit price 148, an order for performing a transaction including the above-mentioned [trap trade] or a transaction including the "trap repeat toydan" shown in [fourth modified example] Is set.

In this [fifth modified example], the first order 141 ₁₁ , 141 ₁₂ ,..., 141 ₁₅ , 141 ₂₁ ,... Between the upper limit price 147 and the lower limit price 148 is a transaction including “raku tiger”. 141 _22,.. 141 _{25, 141} 31, 141 32, ... _{141 35} ... and the second order _{142 11,} 142 21, _{141 31} ... and may be configured to be set. Also, a transaction that includes “raku tiger” is configured such that the first order 141 ₁₁ , 141 ₂₁ , 141 ₃₁ ,... Matches only with the upper limit price 147, or the first order only with the lower limit price 148. , 141 ₁₅ , 141 ₂₅ , 141 ₃₅ ,..., And the first order 141 ₁₁ , 141 ₁₂ ,..., 141 ₁₅ , 141 ₂₁ ,. 141 _22,.. 141 _{25, 141} 31, 141 32, none of the ... _{141 35} ... may or a configuration does not match.

Also, aspects of the trading Fifth Modification] is the same as [Fourth Modification], of the first order _{141 11,} 141 12, ordering and commitments ... _{141 15} and the second order _{142 11} ordering and contract, the first order _{141 21,} 141 22, ordering and commitments ... _{141 25} and ordering and commitments of the second order _{142 21,} ... is repeated (time t1~ time t6).

When the ordering / contracting of the first order and the ordering / contracting of the second order are repeated, the first order 141 ₁₁ , 141 ₁₂ ,... 141 ₁₅ , the first order 141 ₂₁ , 141 ₂₂ ,. , At least a part of 141 ₂₅ ,... And a second order 142 ₁₁ , 142 ₂₁ ,..., A stop loss order (not shown), an order price, an order amount, a market order, a limit order, and a stop order. May change. In addition, when the ordering / contracting of the first order and the ordering / contracting of the second order are repeated, a specific first order, for example, the first order 141 on the lowest price side, along with the rise (or fall) of the market price. ₁₅ (or the first order 141 ₁₁ on the highest price side) disappears, and instead, the first order 141 ₁₁ on the highest price side which is on the fluctuation side of the market price is higher (or the highest order on the fluctuation direction side of the market price). new first order even low side) than the first order 141 ₁₅ lows side (may be such a structure as not illustrated) is set.

[Sixth Modification]
Trails are set for some or all of the above-described embodiments of the present invention and the above [First Modification] to [Fifth Modification], and the order price rises or rises in accordance with market fluctuations. It may be configured to fall.

For example, in the embodiment of the above invention, the first order _{141 1,} 141 2, are set trail the respective ... 141 _5, a particular price than following the market fall (e.g. market price 146 ( for example, as the order price 0.1 yen) above the price reset) first order ₁₄₁ 1 after _ordering, 141 2, the order price of some or all of the ... 141 ₅ fell Alternatively, the market price 146 may be changed from a fall to a rise, and a contract may be made when the market price 146 and the order price match.

  In addition, a trail is set for the second order 142 and a stop loss order (not shown), and the order price is increased to a price that is higher than the market price 146 by a specific price (for example, 0.1 yen) following the rise of the market price (for example, 0.1 yen). The order price of the second order 142 and the stop-loss order (not shown) after the order rises, and the market price 146 fluctuates from rising to falling, so that the market price 146 matches the order price. Then, the contract may be made.

In this case to realize the sixth modification of] is the first order information _{41 1,} 41 2, ... 41 ₅ or the second order information 42 and the stop order information 43, as attribute information, achieved a trail It is desirable to set information (for example, trail width information that is information on the market price 146 and the order price range, and fluctuation range information that is information on the fluctuation range of the market in which the trail is performed).

[Seventh Modification]
One or more of the above [First Modification] to [Sixth Modification] are combined with the configuration of [Embodiment of the Invention] described above, or [First Modification] Examples] to [Sixth Modification] may be combined. For example, the first order and the second order indicated in at least one of [First Modification] to [Third Modification] correspond to [Fourth Modification] or [Fifth Modification]. ], The ordering and execution may be repeatedly performed.

  The financial product transaction management system 1A according to the above-described embodiment handles foreign exchange as a financial product. However, the present invention is not limited to this, and the present invention can be applied to other financial products such as stocks and bonds. Applicable. The financial instrument transaction management system 1A according to the above-described embodiment is a financial instrument, which is not a legal financial instrument or a financial instrument other than a legal instrument and is traded in a floating market. The present invention can also be applied to the case of dealing with futures transactions of precious metals, agricultural products, crude oil and the like.

  The above embodiment is an exemplification of the present invention, and it goes without saying that the present invention is not limited to only the above embodiment.

1A ... Financial product transaction management system 1 ... Financial product transaction management device 14 ... Contract information generation unit (contract information generation means)
16 ... Order information generation unit (order information generation means, order price setting means)
19 Price information reception management unit (market information acquisition means)
41, 41 ₁ , 41 ₂ , ... 41 ₅ , 41 ₁₁ , 41 ₁₂ , ... 41 ₁₅ , 41 ₂₁ , 41 ₂₂ , ... 41 ₂₅ , 41 ₃₁ , 41 ₃₂ , ... 41 _35. ··· First order information 42, 42 ₁₁ , 42 ₂₁ , 42 ₃₁ ... second order information 141, 141 ₁ , 141 ₂ ... 141 ₅ , 141 ₁₁ , 141 ₁₂ ... 141 ₁₅ , 141 _{21, 141 22,.. 141 25, 141} 31, 141 32, ... _{141 35} ... first order 142, 142 _{1, 142} 2, ... ₁₄₂ 5 ... second order 143 ...・ Set reference price 145 ・ ・ ・ corresponding order price 146 ・ ・ ・ market price

Claims (10)

A financial instrument transaction management device for ordering a financial instrument having a fluctuating market price,
Order information generating means for generating order information as information for performing the transaction of the financial product,
A buy order corresponding to a set reference price set based on a plurality of first order prices as order prices of a plurality of first orders set to a first order quantity each being a predetermined order quantity. , Set a corresponding order price as an order price of a corresponding order as one second order set to a second order quantity which is a sum of the predetermined order quantities of the plurality of first orders which are sell orders. Order pricing means,
The order price setting means, after a predetermined point in time, during which the market price is in a downward trend, and during the period in which the market price changes from the downward trend to an upward trend, the first order A financial product transaction management device, wherein the set reference price is calculated as an average value of order prices , and the corresponding order price is set by a predetermined operation on the set reference price. A financial instrument transaction management device for ordering a financial instrument having a fluctuating market price,
Order information generating means for generating order information as information for performing the transaction of the financial product,
A sell order corresponding to a set reference price set based on a plurality of first order prices as order prices of a plurality of first orders set to a first order quantity each being a predetermined order quantity. A corresponding order price is set as an order price of a corresponding order as a second order set to a second order quantity which is a sum of the predetermined order quantities of the plurality of first orders, which are buy orders. Order pricing means,
The order price setting means, after a predetermined point in time, during the period in which the market price is increasing, and during the period in which the market price fluctuates from the upward trend to the downward trend, the first order is executed. A financial product transaction management device, wherein the set reference price is calculated as an average value of order prices , and the corresponding order price is set by a predetermined operation on the set reference price.   The financial product transaction management according to claim 1, wherein the order price setting unit sets a price obtained by adding a value calculated by a predetermined calculation to the set reference price as the corresponding order price. 4. apparatus.   4. The method according to claim 1, wherein, when there are a plurality of the first orders, the order price setting means sets an average price of the first order prices as the set reference price. A financial product transaction management device according to any one of the first to third aspects.   5. The financial product transaction management according to claim 1, wherein the order price setting unit sets the corresponding order price when the order information generating unit generates the order information. 6. apparatus.   The financial product transaction management device according to claim 1, wherein the order price setting unit sets the corresponding order price after the order information generation unit generates the order information. . Market information acquisition means for acquiring the market price of the financial instrument,
7. An arrangement according to claim 1, further comprising contract information generating means for contracting the order of said financial product based on said order information when said market price becomes the order price of said order information. 4. A financial product transaction management device according to any one of the above. A financial instrument transaction management system for ordering financial instruments with fluctuating market prices,
Order information generating means for generating order information as information for performing the transaction of the financial product,
A buy order corresponding to a set reference price set based on a plurality of first order prices as order prices of a plurality of first orders set to a first order quantity each being a predetermined order quantity. , Set a corresponding order price as an order price of a corresponding order as one second order set to a second order quantity which is a sum of the predetermined order quantities of the plurality of first orders which are sell orders. Order pricing means,
The order price setting means, after a predetermined point in time, during which the market price is in a downward trend, and during the period in which the market price changes from the downward trend to an upward trend, the first order A financial product transaction management system, wherein the set reference price is calculated as an average value of order prices , and the corresponding order price is set by a predetermined operation on the set reference price. A financial instrument transaction management system for ordering financial instruments with fluctuating market prices,
Order information generating means for generating order information as information for performing the transaction of the financial product,
A sell order corresponding to a set reference price set based on a plurality of first order prices as order prices of a plurality of first orders set to a first order quantity each being a predetermined order quantity. A corresponding order price is set as an order price of a corresponding order as a second order set to a second order quantity which is a sum of the predetermined order quantities of the plurality of first orders, which are buy orders. Order pricing means,
The order price setting means, after a predetermined point in time, during the period in which the market price is increasing, and during the period in which the market price fluctuates from the upward trend to the downward trend, the first order is executed. A financial product transaction management system, wherein the set reference price is calculated as an average value of order prices , and the corresponding order price is set by a predetermined operation on the set reference price.   A program that causes a computer to function as the financial product transaction management device according to claim 1.

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