JP6692099B2 - Financial product transaction management device, financial product transaction management system, program - Google Patents

Description

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

  2. Description of the Related Art In recent years, as a technique for enhancing the convenience of transactions by conducting transactions at various places and at various times, a network for trading financial instruments such as foreign exchange (hereinafter referred to as “trader”) A technology for making a transaction by using a computer system connected to is widely used. As such a technology, an invention having a configuration for performing processing for ordering an order for a financial product at a plurality of different prices and processing for contracting the ordered order when the order price of the ordered order and the market price match Is known (for example, refer to Patent Document 1).

JP, 2008-9562, A

  Here, when trading financial products, the ordering person places the order price, the date and time when the order is placed, the market price, etc. for the purpose of efficiently securing profits and avoiding risks due to unexpected market fluctuations. You may want to change the order quantity depending on the situation. However, in the invention described in Patent Document 1, a plurality of orders placed by the order information generated based on one sales order application information is set to the same order quantity. Therefore, the invention described in Patent Document 1 has a problem in that it may be difficult for the person who places an order to place an order according to each purpose.

  The present invention has been made in view of the above problems, and it is possible to increase the convenience of transactions while making a plurality of orders in a form that meets various purposes of a person who conducts transactions of financial instruments. It is an object to provide a transaction management device and a financial product transaction management system.

In order to solve such a problem, the invention according to claim 1 is a financial product transaction management device for managing transactions of financial products, and an order receiving means for receiving information on the order of the financial products,
And an order information generation means for generating order information as information for ordering financial instrument to trade, the order reception unit, as information for the number of the plurality of the order to be set to a different order price Order quantity information, total order quantity information as total sum of order quantities of all the orders, price range information as price range information of a plurality of the orders, and the order price is different from other orders The order information generation means receives the order hierarchy number information as information on the number of hierarchy layers, which is the number of order hierarchies consisting of the plurality of orders set to the plurality of order prices, and the order information generation means receives the order reception means. Based on the order quantity information, the total order quantity information, the price range information, and the order hierarchy number information included in the order information, the price range between the respective orders is set by the price range information. Are formed such that the width, wherein the order of the number of the order number information, Ri Do a predetermined value the order quantity is different of the order for each of the order hierarchy, the order quantity of all the orders the sum becomes the quantity of the total order quantity information, to so that to form the order hierarchy in which the number of layers is the number of layers of the order hierarchy number information, and generates the order information.

  In the invention described in claim 2, in addition to the configuration described in claim 1, when the order information generating unit is set to place an order for the financial product at the order prices of a plurality of the order layers, It is characterized in that the order information is generated such that the order quantity becomes larger as the order hierarchy is set to a higher price side or a lower price side.

  In the invention described in claim 3, in addition to the configuration described in claim 1, when the order information generating unit is set to place an order for the financial product at the order prices of a plurality of the order layers, the order information generation means specifies The order quantity of the order hierarchy is the largest and the order quantity is smaller on the high price side and the lower price side than the specific order price, or the order quantity of the specific order price is the minimum. It is characterized in that the order information is generated so that the order quantity is large on the high price side and the low price side of the specific order price.

  In the invention described in claim 4, in addition to the configuration described in any one of claims 1 to 3, the order information generating means is configured such that the order quantity at each of the order prices is a specific user or a specific user. The order at each of the order prices so that the ratio is arbitrarily set with respect to the total transaction amount in the transaction, or with respect to the average order amount in the specific user or the specific transaction. It is characterized in that the order information for generating the order information is generated.

The invention according to claim 5 is a financial product transaction management device for managing transactions of financial products,
An order information generation unit that generates order information as information for ordering a financial product to be traded is provided, and the order information generation unit trades the financial product at a plurality of prices in one order procedure. In this case, the order information is generated so that the order quantity of at least one of the orders is different from the order quantity of the other orders of the orders having different order prices.

  In the invention described in claim 6, in addition to the configuration described in any one of claims 1 to 5, processing for executing the order related to the order information generated by the order information generation means is performed. It is characterized in that a contract information generating means is provided.

  In the invention described in claim 7, in addition to the configuration according to any one of claims 1 to 6, the order information generation means includes a plurality of order information as a plurality of order information for ordering a plurality of first orders. Each of the first order information and / or the plurality of second order information serving as the plurality of order information for ordering a plurality of second orders has a predetermined price range based on a specific reference price. Is generated as follows.

  In addition to the configuration according to any one of claims 1 to 6, the invention according to claim 8 is characterized in that the order information generation means includes a plurality of order information as a plurality of order information for ordering a plurality of first orders. Each of the first order information and / or the plurality of second order information serving as the plurality of order information for ordering a plurality of second orders has a predetermined price range based on a specific reference price. When the first order and the second order corresponding to the first order are contracted, the first order information corresponding to the contracted first order and the contracted second order It is characterized in that the order of the first order and the second order is repeated by regenerating the second order information corresponding to the order.

  In addition to the configuration according to any one of claims 1 to 6, the invention according to claim 9 sets the order information generation means based on a specific upper limit price and / or a specific lower limit price. A plurality of first order information for setting a plurality of first orders as a plurality of the order information and / or a plurality of second order information as a plurality of the order information in the price range. It is characterized in that a plurality of second order information for ordering an order is generated such that the order prices of the plurality of first orders and / or the order prices of the plurality of second orders are set.

The invention according to claim 10 is a financial product transaction management system for managing transactions of financial products, comprising an order receiving means for receiving information on the order of the financial products, and an order for the financial products to be traded. and an order information generation means for generating order information as the information, the order reception unit, and the order number information as information for the number of the plurality of the order to be set to a different order price, the order of all the orders Total order quantity information as total quantity information, price range information as price range information for a plurality of orders, and a plurality of adjacent order prices whose order prices differ from those of other orders. accepting an order hierarchy number information as number hierarchical level of information which is of an order hierarchy of the order, the order information generation means, the order reception unit is included in the order information accepted The order is formed by the order quantity information, the total order quantity information, the price range information, and the order hierarchy number information such that the price range between the orders is the price range set by the price range information. the order of the number of number information, wherein the order quantity of the order in each order hierarchy Ri is Do different predetermined values, the sum of the order quantity of all the orders become quantity of the total order quantity information, the in so that to form the order hierarchical level quantity is the number of layers of the order hierarchy number information, and generates the order information.

  An eleventh aspect of the present invention is a program that causes a computer to function as the financial instrument transaction management device according to any one of the first to tenth aspects.

  According to the inventions of claims 1 and 10, at least one order having a different order price from other orders among a plurality of orders is defined as one order hierarchy, and the order quantity has a predetermined value for each order hierarchy. As described above, by generating the order information, it becomes possible to arbitrarily set the order quantity for each order hierarchy when ordering a financial product at a plurality of different order prices. Therefore, it becomes possible to trade financial products at various order price settings based on various circumstances such as the intentions of those who trade financial products. Thereby, it is possible to enhance the convenience of the transaction while making a plurality of orders in a form that meets various purposes of the person who conducts the transaction of the financial product.

  According to the invention of claim 2, the higher order or the lower price order is set so that a larger profit can be secured in one transaction, and the higher or lower price order is set. Each order can be set so that the risk of trading can be avoided as much as an order. Thereby, it is possible to enhance the convenience of the transaction while making a plurality of orders in a form that meets various purposes of the person who conducts the transaction of the financial product.

  According to the invention of claim 3, the order information is generated such that the order quantity of the specific order price is the maximum and the order quantity becomes smaller on the high price side and the low price side of the specific order price. , You can set each order so that you can secure a large profit in one transaction at a specific order price, or you can set each order so that the risk of trading can be avoided as the order price farther from the specific order price, Avoiding the risk of trading at a specific order price by generating order information so that the specific order price has the smallest order quantity and the high price side and the low price side have a large order quantity. It is possible to set each order so that the larger the order price from the specific order price, the larger the profit can be secured in one transaction. Thereby, it is possible to enhance the convenience of the transaction while making a plurality of orders in a form that meets various purposes of the person who conducts the transaction of the financial product.

  According to the invention as set forth in claim 4, the order amount of each order price is based on the total transaction amount or the average transaction amount in a specific user or a specific transaction, and the ratio to the total transaction amount or the average transaction amount. Since it is possible to set the order quantity, it is possible to easily set the order quantity for each individual order price based on the transaction status at a predetermined time point or a predetermined period. Thereby, it is possible to enhance the convenience of the transaction while making a plurality of orders in a form that meets various purposes of the person who conducts the transaction of the financial product.

  According to the invention described in claim 5, when a financial product is traded at a plurality of prices in one order procedure, orders of different order prices are ordered by at least one of the other orders. By generating the order information so that the order quantity is different from the quantity, it is possible to arbitrarily set the order quantity when ordering a financial product at a plurality of different order prices. Therefore, it becomes possible to trade financial products at various order price settings based on various circumstances such as the intentions of those who trade financial products. Thereby, it is possible to enhance the convenience of the transaction while making a plurality of orders in a form that meets various purposes of the person who conducts the transaction of the financial product.

  According to the invention as set forth in claim 6, when the order is placed on the basis of the generated order information and the transaction is completed, the order information is processed by executing the contracted processing of the order. Based on this, it is possible to realize trading of financial products.

  According to the invention described in claim 7, the plurality of first orders and / or the plurality of second orders are set such that the respective order prices have a predetermined price range with reference to a specific reference price. As a result, it is possible to secure profits while diversifying transaction risk.

  According to the invention described in claim 8, the plurality of first orders and / or the plurality of second orders are set such that the respective order prices have a predetermined price range with reference to a specific reference price. This makes it possible to secure profits while diversifying transaction risks. In addition, when the first order and the second order corresponding to the first order are executed, the first order corresponding to the executed first order and the second order corresponding to the executed second order are placed. By repeating the transaction once, it is possible to secure a larger profit by automatically and continuously conducting the transaction at the price where the market price fluctuation is likely to occur.

  According to the invention of claim 9, a plurality of first orders and / or a plurality of second orders are placed in a price range set based on a specific upper limit price and / or a specific lower limit price. By setting, it is possible to first set a price range for setting the order price, and set the order price such that each first order and each second order are set in this price range. Therefore, it is possible to realize an ordering method of setting the order price of each first order and the order price of each second order from the price range, and it is possible to further enhance the convenience of order setting.

  According to the invention described in claim 11, the financial product transaction management device of the present invention can be programmed and realized on various computer hardware.

It is a system block diagram in the financial product transaction management system of Embodiment 1 of this invention, and a functional block diagram of a financial product transaction management device. It is a block diagram which shows the hardware constitutions of a financial product transaction management apparatus same as the above. It is a schematic diagram of the field definition of the order table of the financial product transaction management device same as above. It is a figure which shows typically the 1st example which calculates the order quantity for every hierarchy in a financial product transaction management apparatus same as the above. It is a figure which shows typically the 2nd example which calculates the order quantity for every hierarchy in a financial product transaction management apparatus same as the above. It is a figure which shows typically the 3rd example which calculates the order quantity for every hierarchy in a financial product transaction management apparatus same as the above. It is a 1st figure which shows typically the specific example of calculation of hierarchization in a financial product transaction management apparatus same as the above. It is a 2nd figure which shows typically the specific example of calculation of hierarchization in a financial product transaction management device same as the above. It is a 3rd figure which shows typically the specific example of calculation of hierarchization in a financial product transaction management device same as the above. It is a 4th figure which shows typically the specific example of calculation of hierarchization in a financial instrument transaction management device same as the above. FIG. 3 is a diagram schematically showing a difference in average cost between (a) a case in which orders set at a plurality of order prices are not hierarchized and (b) (c) in the financial instrument transaction management device, which is hierarchized. is there. It is a flow chart which shows a processing procedure of a financial product transaction management device same as the above. It is the figure which showed typically the order input screen of the "trap trade" order in a financial product transaction management apparatus same as the above. It is a figure which shows typically the order information for performing the transaction of the "trap trade" produced | generated in the financial product transaction management apparatus same as the above. It is a figure which shows typically the order of "trap trade" based on the order information produced | generated in the financial product transaction management apparatus same as the above. It is the figure which showed typically the order input screen of the "tralipi" order in the financial product transaction management apparatus same as the above. It is a figure which shows typically the order information for performing a "tralipi" order and a "Raku-tiger" order transaction in a financial product transaction management device same as the above. It is a figure which shows typically the order information for performing a "tralipi" order and a "Raku-tiger" order transaction in a financial product transaction management device same as the above. It is a figure which shows typically the order of "tralipi" based on the order information produced | generated in the financial instrument transaction management apparatus same as the above. It is the figure which showed typically the order input screen of the "Rakutora" order in the financial product transaction management device. It is a figure which shows typically the order of "Raku Tiger" based on the order information produced | generated in the financial instrument transaction management apparatus same as the above.

[System configuration]
1 to 20 show the first embodiment of the present invention.

FIG. 1 is a system configuration diagram and a functional block diagram of a financial product transaction management system of this embodiment. As shown in FIG. 1, the financial product transaction management system 1A includes the financial product transaction management device 1 and N (N ≧ 1) client terminals 2 ₁ to 2 _n , and the financial product transaction management device 1 The client terminals 2 _{1 to} 2 _n can communicate with each other via the Internet 3 as a WAN (Wide Area Network). The financial product transaction management system 1A of 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 dealer, and has a Web server function and a database function for storing a large amount of data. The client terminals 2 ₁ , ..., 2 _n are communication terminals having a data communication function, which are possessed and used by individuals or corporations who buy and sell financial products, and personal computers, mobile phone terminals, etc. correspond to these. To do. The client terminals 2 ₁ , ..., 2 _n include operation units 21 ₁ , ..., 21 _n used for inputting various instructions such as a mouse and a keyboard, an LCD (Liquid Crystal Display), and the like. .., 22 _n are provided. The display units 22 ₁ , ..., 22 _n display various instructions and the like input from ₁ , ..., 21 _n and various images. 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. Since the client terminals 2 ₁ , ..., 2 _n , the operation units 21 ₁ , ..., 21 _n , and the display units 22 ₁ , ..., 22 _n have the same configuration, it is necessary to distinguish them below. The client terminal 2, the operation unit 21, and the display unit 22 are used unless otherwise specified.

  FIG. 2 is a block diagram showing the hardware configuration of the financial product transaction management device 1 of this embodiment. As shown in the figure, the financial instrument transaction management device 1 includes at least one CPU (Central Processing Unit) 101, a RAM (Random Access Memory) 102 that functions as a work area of the CPU 101, a boot program for booting, and the like. A ROM (Read Only Memory) 103 in which 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, etc. An operation unit 106 for performing the operation 1 and a display unit 107 including an LCD and the like for displaying characters and images are provided. An OS (Operating System) program, various application programs, data recorded in a database, and the like are recorded in the auxiliary storage device 104. These programs and data cooperate with hardware resources by the arithmetic processing of the CPU 101. And 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 processed by the data processing unit 10. It has a database 18 in which data is recorded. The data processing unit 10 performs processing such as generation and processing of various data used in the financial product transaction management device 1. Further, the data processing unit 10 also has a front page distribution unit 11, an order input acceptance unit 12, and deposit / withdrawal information as functional means. Generation unit 13, contract information generation unit 14 as “contract information generation means”, account information generation unit 15, order information generation unit 16 as “order information generation means”, database (DB) connection base unit 17, price information reception. It has a management unit 19.

  The order input accepting unit 12 accepts data regarding various orders input from the client terminal 2 and performs various processes necessary for establishing orders for financial products. It also calculates the amount of margin required to trade financial instruments.

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

  The order information generation unit 16 generates information regarding an order of the financial product that has been established, 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 if-dan orders.

  The order information generation unit 16 generates order information of the first order so that the first order becomes a new limit order or a stop order when the ifdan order and the stop order are generated, 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 is the stop order for settlement. Note that the first order, the second order, and the stop order are discriminated and recorded based on the field definition of the order table 181 described later.

  The contract information generation unit 14 performs contract processing based on the order generated by the order information generation unit 16 and processing for sending information regarding the completed contract processing to the client terminal 2 of the trader. In addition, the "contract" here means various procedures and processes for establishing a sale and purchase of a financial product based on an order of a trader. As will be described later, when a contract is established in this embodiment, a foreign exchange is traded, and as a result, the account information generation unit 15 is instructed by the contract information generation unit 14 according to the trading amount to obtain margin information. (Described later) is converted, and the deposit / withdrawal information generation unit 13 further describes the deposit / withdrawal status in the deposit / withdrawal list. Further, when the contract is established, the contract information generation unit 14 causes the display unit 22 of the client terminal 2 to display character information or the like indicating that the contract has been established, and the deposit / withdrawal of the bank account of the client terminal based on the buying and selling price. 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 as margin information (that is, information for supporting the fulfillment of an order). The information on the deposit balance generated by the account information generation unit 15 is provided by a financial institution such as a bank and the information on the actual deposit balance of the trader and the periodical information are provided in order to maintain consistency with the actual deposit balance. Is matched to.

  The database connection base unit 17 converts the data generated and processed by the data processing unit 10 and the data recorded in the database 18 (for example, mutual conversion between a logical data structure and a physical data structure). , Performs 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. The database 18 in this embodiment is formed by a relational database, but 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 in which a trader's account exists, an account name, and a balance, and a currency pair order that defines information about a combination of currencies to be traded. A condition table 183 and a sequence number table 184 are recorded. A sequence number uniquely assigned to each order information (described later) is recorded in the sequence number table 184. Details of the order table 181 will be described later.

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

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

  Although not shown, the financial instrument transaction management device 1 uses a timer for acquiring and managing the date and time information, and the expiration date of the first order, the second order, and the stop loss order based on the date and time information acquired from this timer ( It has a deadline management means for managing (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, the name of the field (field name), the data type (type) such as characters and numerical values and date and time, and the data length (length) such as bit length. , Not blank specification (Not Null), presence / absence of default value (default value), data item name (remark), etc. are specified.

[Regarding transaction form in this embodiment]
Three representative examples of the transaction method that can be realized by the financial product 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 any transaction method other than these transaction methods can be performed in the financial product transaction management system 1A of this embodiment. Good.

[Introduction to Trading Methods: Orders made by one order procedure]
In the present embodiment, a plurality of orders including the following [Trading Method 1] to [Trading Method 3] are processed based on the processing for the plurality of order information generated by the order information generation unit 16 based on one order procedure. Transactions are made by each being ordered or contracted. Here, “one order procedure” means a predetermined process (eg, a trader) on the order input screen 410 (see FIG. 13), the order input screen 510 (see FIG. 16), the order input screen 610 (see FIG. 19), etc. By the financial instrument transaction management device 1, or the process by which the financial instrument transaction management device 1 receives and receives a signal or data indicating that the execution button 41n in FIG. Refers to what is to be done (hereinafter the same in this specification).

[Trading Method 1: Trap Trade]
In the financial product transaction management device 1 of this embodiment, an order form in which a plurality of financial products of the same type are reserved in a predetermined price range and in a predetermined order quantity according to the order information generated by the order information generation unit 16 (hereinafter This order form is simply referred to as “trap trade”).

  At this time, the order information generation unit 16 uses a predetermined reference price (for example, the same price as the order price of the highest price order or the lowest price order of the plurality of orders, or the order price of all orders). Based on the average price, etc.), the order prices of all orders are set based on a predetermined calculation.

  However, in this embodiment, the price range between the financial products according to the order information generated by the order information generation unit 16 does not always have to be constant, and a specific order, for example, the highest price order and the lowest price side The price range with the order, the price range between the lowest price order and the one higher price side may be different from the fixed price range between orders with other order prices, or with the highest price order. The second order from the highest price, the third order from the highest price, the fourth order, and so on may be configured so that only the predetermined order groups have the same price range.

[Trading Method 2: Trap Repeat If Dan]
Further, in the financial product transaction management device 1 of this embodiment, a plurality of financial products of the same type are ordered by the first order and the contract of the first order by the order information generated by the order information generation unit 16. There are multiple combinations of 2nd orders and (Ifdan orders), the price range between the 1st orders and the price range between the 2nd orders are constant, and the profit margin between each 1st order and the corresponding 2nd order. Is set to be constant, and when the first order and the corresponding second order are filled, a new first order corresponding to the filled first order and a new second order corresponding to the filled second order. It is possible to realize a transaction in which ifdan orders are repeated with orders (hereinafter, this order form is simply referred to as “trap repeat ifdan”).

  At this time, the order information generation unit 16 uses a predetermined reference price (for example, the same price as the order price of the highest price order or the lowest price order of the plurality of orders, or the order price of all orders). Based on the average price, etc.), the order prices of all the first orders and the order prices of all the second orders are set based on a predetermined calculation. Further, the order information generation unit 16 uses a predetermined value (for example, a value of a margin input by a trader, predetermined information for calculating a profit (for example, a margin amount owned by the trader, a trader). Of the first order and the second order by a calculation using the information entered on the assumption that the market price may fluctuate within a predetermined period and the trader's assumed price range (). Set the profit margin.

  However, in this embodiment, the price range between the financial products according to the order information generated by the order information generation unit 16 does not always have to be constant, and a specific order, for example, the first order with the highest price and the one lowest price. Price range with the first order on the side, or the price range between the second order with the highest price and the one order with the lowest price, or the price range between the first order with the lowest price and the first order with the one higher price , Or the price range between the second lowest price and the second highest price one may be different from the fixed price range between the first orders of other order prices or the highest price 1st order and 2nd highest order, highest 3rd 1st order and 4th 1st order ... or highest 2nd order and highest 2nd order. Orders, such as the 3rd 2nd order from the highest price and the 4th 2nd order ... Only set each other only or a predetermined second order with each other may be such a structure as has become equal width.

  In addition, in this embodiment, a new first order based on the order information generated by the order information generation unit 16 appears after a specific first order and a second order corresponding to the first order are executed. The new second order does not have to be the same as the order amount or order price of the original first order. For example, after the execution of a specific first order and a specific second order, the new first order and the new second order are the original first order price and the original second order price. Than the original first order or the original second order, the new first order and the new second order are ordered at a price that fluctuates to a higher price side (or a lower price side) by a predetermined price (for example, 0.1 yen each). The order quantity may be increased (or decreased) by a predetermined order quantity (for example, 0.1 currency unit) from the second order.

  In addition, in this embodiment, the order information generated by the order information generation unit 16 after the execution of the specific first order and the second order corresponding to the first order due to fluctuations in the market price and the like. Thus, a new first order and a new second order may be ordered in the direction of fluctuation of the market price.

  For example, after the first order with the highest price and the second order with the highest price are executed due to the fluctuation of the market price, the order information generation unit 16 newly adds the first order to the higher price side than the first order with the highest price. The order may be placed, and new order information may be generated so that a new second order is placed on the higher side of the highest price second order. In this case, the price range between the newly generated first order and the original highest first order, and the price range between the newly generated second order and the original highest second order are May be the same as the price range between the first orders or the price range between the original second orders, or different price ranges (for example, the price range calculated by a predetermined calculation based on the fluctuation of the market price in the latest predetermined period). It may be. The margin between the newly generated first order and the newly generated second order may be the same as or different from the margin between the original first order and the original second order.

[Trading Method 3: Easy Tiger]
In addition, in this embodiment, the order information generation unit 16 uses the price range set between the predetermined upper limit price and the predetermined lower limit price, or the price range set based on the upper limit price and the lower limit price. In addition, it is possible to realize a transaction in which a plurality of orders are set in the same manner as the above-mentioned "trap trade" or "trap repeat-if-done" (hereinafter, this order form is simply referred to as "raku tiger").

  It should be noted that the upper limit price and the lower limit price are set by the order information generation unit 16 based on the numerical value input by the trader, or the order information generation unit 16 determines the highest price and the lowest price of the market price for a predetermined period. It is conceivable that the method is set by a predetermined calculation based on Other than this, it may be set by any method.

  Further, this price range is set by the order information generation unit 16 by numerical values such as the upper limit price and the price range, the lower limit price and the price range, which are input by the trader, or the order information generation unit 16 sets the price range. It is conceivable to set it by a predetermined calculation based on the fluctuation range of the market price for a predetermined period. Other than this, it may be set by any method.

  Further, in the price range, the order of “Trap Trade” and the setting of the first order and the second order of “Trap Repeat If Dan” may be arbitrary.

  Specifically, for example, the order information generation unit 16 sets the order price of each order so that the highest order price and the lowest order price of the “trap trade” match the upper limit price and the lower limit price of the price range. May be set, or each order price may be set so that the central value of the price range matches the average value of all order prices.

  Further, for example, the order information generation unit 16 sets the upper limit price and the lower limit price of the price range to the highest order price of the first order of the “Trap Repeat Ifudan”, or the highest order price of the second order, and the lowest price. Set the order price of the first order and the second order so that the order price of the first order or the order price of the second order of the lowest price matches, or set the lowest price to the lowest price of the price range. The order prices of the first order and the second order may be set so that the order price of one order matches and the order price of the second order having the highest price matches the upper limit price.

  Further, for example, the order information generation unit 16 sets the order price of each first order such that the center value of the price range matches the average value of the order prices of all the first orders, or sets the order price of each price range. The order price of each second order may be set so that the median value matches the average value of the order prices of all the first orders.

  In the above [Transaction form 1] to [Transaction form 3], the order quantity for each order price, the first order, and the second order may be the same from the order placement to the execution, or from the order placement. It may fluctuate before the contract is completed (for example, when the order quantity at the time of ordering is 10,000 currency, but the order quantity fluctuates as the market changes, and the order quantity becomes 10100 currency. May be). Further, in the above [Transaction form 1] to [Transaction form 3], the order price of the order, the first order and the second order may be the same from the order placement to the execution, or from the order placement to the execution. May vary.

[Order type]
In this embodiment, the order information generating unit 16 determines the order of “trap trade”, the first order and the second order of the “repeat toufudan”, the order of the “rakutora” and the order based on the generated order information. The first and second orders can be placed by any kind of order. Specifically, for example, the order information generation unit 16 uses one of a market order, a limit order, and a stop loss order to place an order of “trap trade”, a first order or a second order of “repeat tough Dunn”, and an “easy order”. Order information can be generated to place "tiger" orders, first orders, and second orders.

  More specifically, for example, the order information generation unit 16 can generate order information so that a contract is executed when a market price matches a specific order price by a limit order. Similarly, the order information generation unit 16 can generate order information so as to execute a contract when the market price matches a specific order price by a stop order. Furthermore, the order information generation unit 16 is configured to place a market order when the market price reaches a specific price and execute the market order at the same or a similar price to the specific price (hereinafter, simply market order). Order information can also be generated so as to perform "triggering".

  In addition, the order information generation unit 16 similarly makes the first order and the second order of “repeat ifdun” and “rakutora” by a limit order or a stop order (for example, the market price. However, it is conceivable that the contract price once falls (or rises) beyond the contract price of the first order or the second order, then rises (or decreases) again, and the contract is executed when the contract price again matches the contract price). Ordering information can be generated, as is done by. In addition, the order information generation unit 16 configures the first order and the second order by combining different types of orders (for example, the first order is a market order and the second order is a limit order). Can also be generated.

  In addition, in this embodiment, the order information generation unit 16 uses the “trap trade” order, the “repeat toufudan” first order and the second order, the “rakutora” order, the first order and the second order. In addition, the order information can be generated so as to have a trail function in which the contract price fluctuates following the fluctuation of the market price.

  Further, in this embodiment, the order information generation unit 16 follows the fluctuation of the market price in the first order and the second order of the “repeat ifdun” and the first order and the second order of the “rakutora”. , Order information can be generated so as to have a function of changing the order price of the first order, the second order, and the first order and the second order that are repeatedly placed thereafter, in the direction of market fluctuations. ..

  Further, in this embodiment, the order information generation unit 16 determines that the first order and the second order of “Repeat Ifudan”, the first order and the second order of “Rakutora” are the buy order and the sell order. After the execution of the trade, the order of the buy order and the sell order is reversed (for example, the first order of the buy and the second order of the sell make the order and the trade, and then the first order of the sell and the buy order of the buy Order information can be generated by the second order making an order and a contract, and then the first order for buying and the second order for selling making an order and a contract.

  In addition, in this embodiment, the order information generation unit 16 uses the “Trap Trade” order, the “Repeat Ifudan” first order and the second order, the “Raku Tiger” order, the first order and the second order. In addition, it is possible to generate a stop loss order (stop order), which is an order for suppressing a large loss due to a sharp drop or sharp rise in the market price. This stop loss order can be set for each order, or can be set for each first order, each second order, all orders, or It is also possible to set one stop loss order for all first orders and all second orders. Further, when the stop loss order is executed, all the subsequent orders and all the first and second order trades may be canceled (the trades may be forcibly terminated). Alternatively, some or all of the transactions may be conditionally continued.

[Set order quantity]
In this embodiment, the order information generation unit 16 includes a plurality of orders of “Trap Trade”, a plurality of first orders and a plurality of second orders of “Trap Repeat If Dunn”, a plurality of orders of “Raku Tiger”, and the like. The plurality of first orders and the plurality of second orders can be set such that some or all of them have different order quantities.

  Specifically, for example, the order information generation unit 16 sets a predetermined order (for example, an order with the highest price), which is a reference among a plurality of orders, as the largest order quantity (or the smallest order quantity), and Each order information can be generated so that the order quantity decreases (or increases) by a predetermined price (for example, 0.1 yen each).

  In addition, for example, the order information generation unit 16 may use a predetermined order as a reference of the plurality of orders (for example, the second order from the highest price side of the three orders or the second order from the highest price side of the four orders). The largest order quantity (or the smallest order quantity) is the order price of the central order or the order equivalent to the middle order such as the second order, and the order is given by the specified price (for example, by 0.1 yen each time) away from the specified order. Each order information can be generated so that the quantity becomes smaller (or larger).

  In this embodiment, the order quantity may be set so that the order quantity is reduced (or increased) by the same predetermined price (for example, 0.1 yen each), but the difference in price The order quantity may be set to decrease (or increase) by 0.1 yen (for example, 0.1 yen ± 0.05 yen each).

  In this way, by setting different order quantities according to the order price, you can increase the order quantity and raise a large profit for one or more orders, and reduce the order quantity to avoid risks. , Multiple orders can be set to multiple order prices.

  Note that the order information generation unit 16 can set the order quantity by setting the numerical value itself input in the order input screen 410 (see FIG. 13, which will be described later) or the like as the order quantity. It is also possible to perform a predetermined calculation based on the input predetermined information and set the order quantity.

[Order hierarchy]
Further, the order information generation unit 16 can set the order quantity by layering a plurality of orders having different order prices. Specifically, the order information generating unit 16 sets a predetermined number (an integer of 0 or more) of orders as the same order quantity, and regards this as one "order hierarchy", and a plurality of this hierarchy is provided. Order information can be generated.

  For example, when the order information is generated by the order information generating unit 16, a total of 100,000 currency transactions are 1 dollar 110.00 yen, 1 dollar 109.90 yen, 1 dollar 109.80 yen, 1 dollar 109.70 yen, Consider the case where orders are placed in six orders of 109.60 yen for 1 dollar and 109.50 yen for 1 dollar. In this case, the standard order is the highest price of 10.00 yen per dollar, the standard order quantity is 10,000 currencies, two adjacent orders are one tier, and 1,000 currencies for each tier. Assuming that the order information generation unit 16 is set to decrease by 1, the order quantity of each of the constituent orders in the first tier on the highest price side (110.00 yen for 1 dollar, 109.90 yen for 1 dollar) is 10,000 currency. , And the second tier below it (109.80 yen for 1 dollar, 109.70 yen for 1 dollar), the order quantity of each of the constituent orders is 9000 currencies, and the third tier at the bottom (109.80 for 1 dollar). 60 yen, 109.50 yen for 1 dollar) generate order information for each of the constituent orders so that the order quantity of each order is 8,000 currencies.

  In this embodiment, each tier may form one tier with the same number of orders, or a different number of orders (for example, three first tiers from the highest price side, a second tier). Each layer may be formed by an order having two layers and one third layer, or an order having three first layers, two second layers, three third layers, and the like). Further, the order price constituting each tier may be one or two or more, and the order price constituting a specific tier is 0 (for example, the first tier has two order prices). Order price, 0 order price for the second tier, 2 order price for the third tier, etc.).

  Note that the order information generation unit 16 can set the order quantity for each tier by setting the numerical value itself input in the order input screen 410 (see FIG. 13, described later) or the like as the order quantity. The order quantity can be set by performing a predetermined calculation based on the predetermined information input to 410 or the like.

  Further, in this embodiment, the "hierarchy" does not necessarily have to be formed by orders or order information having a fixed hierarchical relationship. For example, when the upper layer forms the first layer and the lower layer forms the second layer, at least a part of the orders and the order information of the second layer are processed by a predetermined process (for example, the fluctuation of the order price based on the trail). The price is equal to or more than the order price of the order or the order information that constitutes the first tier, or at least a part of the orders or order information of the first tier is the order price of the order or the order information that constitutes the second tier by a predetermined process. The configuration may be equal to or less than that.

[Example of layering]
Hereinafter, the order information generation unit 16 in the financial product transaction management device 1 according to the present embodiment shows a plurality of hierarchical examples of a plurality of orders having different order prices. The order quantity of each order that constitutes each hierarchy in the following hierarchy is the following information (a) to (d) entered by the trader on the order input screen 410 (see FIG. 13, described later) and the like. (For example, at least a part of these pieces of information) may be used for the determination.
(A) Total quantity of transactions (total order quantity for all order prices)
(A) Maximum quantity per tier (maximum order quantity for one tier, or for each tier)
(C) Order quantity for the first tier (order quantity of the standard tier (for example, the highest price side, the lowest price side, or the central tier) or the entire tier or individual order price)
(D) Number of tiers The order information generation unit 16 may calculate and determine one sell order price or one buy order price set to one order price, but it is set to one order price. Calculate and determine the total order quantity of a set of Ifdan orders (buy order and sell order) and the total order quantity of a pair of Ifdan order and stop loss order set to one order price. Good. The order quantity may be calculated by any calculation method using any information input by the trader on the order input screen 410 (see FIG. 13, described later) or the like.

[Example 1 of layering (normal pyramid type)]
FIG. 4 is a diagram schematically showing a first example of the hierarchy set in the financial instrument transaction management device 1 of this embodiment. In this first example, as the number of layers increases and decreases, the order quantity for each layer proportionally increases and decreases (for example, the first layer has 10000 currency, the second layer has 20000 currency, the third layer has 30000 currency, etc.). ) Is set as follows.

[Example 2 of layering (double increase type)]
FIG. 5 is a diagram schematically showing a second example of the hierarchy set in the financial instrument transaction management device 1 of this embodiment. In this second example, as the number of layers increases and decreases, the order quantity for each layer increases and decreases exponentially (for example, the first layer has 10000 currency, the second layer has 20000 currency, and the third layer has 40000 currency ... Is increased by a power of 2 for each hierarchy, etc.).

[Calculation example 3 for layering (step difference specification type)]
FIG. 6 is a diagram schematically showing a third example of the hierarchy set in the financial instrument transaction management device 1 of this embodiment. In this third example, as the number of layers increases or decreases, the order quantity for each layer increases or decreases by a predetermined amount (hereinafter referred to as “difference”) (for example, 1st currency is 10000 currency and 2nd layer is 12000 currency). , The third tier increases by 2000 currency for each tier, such as 14000 currency, and so on).

[Specific setting example 1 of layering]
FIG. 7 is a first diagram schematically showing a specific example of hierarchical setting in the financial instrument transaction management device 1 of this embodiment. In the figure, the first tier on the high price side (1 for 5 order prices, 5 orders in total) and the 2nd tier on the low price side (1 for 5 order prices, 5 orders in total) An example is shown in which a total of 100,000 currencies is set to be ordered.

  As shown in the figure, here, in the first tier, about 2/3 of the total order quantity (100,000 currency) divided by the total number of orders (10 pieces) (10,000 passages), 7,000 currencies are set as the order quantity for each order.

  In the second tier, the total order quantity (100,000 currency) minus the first tier total order quantity (35,000 currency) minus the remaining order quantity (65,000 currency) 13,000 currency, which is an approximate value divided by the number of (5), is set as the order quantity of each order.

[Specific setting example 2 of layering]
FIG. 8 is a second diagram schematically showing a specific hierarchical setting example in the financial instrument transaction management device 1 of this embodiment. In the figure, the first tier on the high price side (one for three order prices, a total of three orders), the second tier in the middle (one for three order prices, a total of three orders), the low price side In the third tier (one for four order prices, a total of four orders), an example of setting orders for a total of 100,000 currency is illustrated.

  As shown in the figure, here, in the first tier, the total order quantity (100,000 currency) is divided by the number of all orders (10 pieces), which is approximately 3/7 of the value (10,000 currency). , About 4000 currency is set as the order quantity of each order.

  In the second tier, 8,000 currency, which is twice the order quantity of each order in the first tier, is set as the order quantity of each order.

  In the third tier, the total order quantity (100,000 currency) minus the total order quantity of the first tier and the second tier (24,000 currency), the remaining order quantity (64,000 currency) Is a value obtained by dividing the number of orders in the third tier (4) by 16,000 currency, and is set as the order quantity of each order.

[Specific setting example 3 of layering]
FIG. 9 is a third diagram schematically showing a specific hierarchical setting example in the financial instrument transaction management device 1 of this embodiment. In the figure, the first tier on the high price side (one for three order prices, a total of three orders), the second tier in the middle (one for four order prices, a total of four orders), the low price side In the third hierarchy (1 for 3 order prices, 3 orders in total), 100,000 currency orders are set. In the above setting example 1 and setting example 2, the order quantity is set so as to increase toward the lower tier, but in the setting example 3, the second tier in the middle has the largest order quantity and the second order tier has the largest order quantity. The order quantity is set to be smaller as the tiers (here, the first tier and the third tier) are further away from the tiers.

[Specific setting example 4 of layering]
FIG. 10 is a fourth diagram schematically showing a specific hierarchical setting example in the financial instrument transaction management device 1 of this embodiment. In the figure, the first tier on the high price side (one for three order prices, a total of three orders), the second tier in the middle (one for four order prices, a total of four orders), the low price side In the second tier (one for three order prices, a total of three orders), an example of setting orders for a total of 100,000 currencies is illustrated. In the setting example 4, contrary to the setting example 3 described above, the second order in the middle has the smallest order quantity, and the orders farther from the second hierarchy (here, the first and third levels) have a larger order quantity. Is set.

  Note that the concrete setting examples 1 to 4 are examples of the calculation method of the order quantity of the order for each tier, and the calculation methods shown in the concrete setting examples 1 to 4 are the same. , Any other number of tiers and any tier of orders may be used for calculation. Further, the order quantity of each tier may be set by any calculation method other than the calculation methods shown in the concrete setting examples 1 to 4.

  By setting the order quantity of each tier and each order price by using the setting method such as these concrete setting examples, the computer system can be used when setting the order as the order quantity that differs depending on the order price. It is possible to easily automatically and appropriately set each order by the calculation.

  In addition, in the specific setting example 1 to the specific setting example 4 described above, when a decimal value is obtained as a result of division or a remainder is generated, any processing may be performed on the value below the decimal point and the remainder. For example, processing such as rounding down to the nearest whole number or rounding up may be performed, and if there is a remainder, all are at the bottom of the hierarchy (the order for the lowest order price) or the top of the hierarchy (or the It may be added to the above order price).

[Effect of layering]
In this way, by hierarchizing multiple orders and setting the order quantity for each hierarchy, you can increase the order quantity and increase the profit for each order, and reduce the order quantity to avoid risk. It is possible to set a plurality of orders to a plurality of order prices while aiming.

  In addition, by gradually increasing (or decreasing) the order quantity from the high-priced layer to the low-priced layer, the average cost (when a new financial product is traded for all orders set to multiple order prices) The average value of the trades in, specifically, for all trades, the sum of the numbers obtained by multiplying the individual order price by the trade quantity at the relevant order price was divided by the total order quantity The value corresponds to this. The same applies to the following in the present specification.), And it is possible to easily make a larger profit and to avoid risk. Further, it becomes possible to easily construct a configuration for automatically calculating and setting an order having such an effect using a computer system.

  FIG. 11 is a diagram schematically showing a difference in average cost between a case in which orders set to a plurality of order prices are not hierarchized and a case in which they are hierarchized in the financial instrument transaction management device 1 of this embodiment. ..

  As shown in (a) of FIG. 11, the maximum price is 110.00 yen per dollar, and from there, there are 10 order prices (the lowest price is 101.00 yen per dollar) in a range of 1.00 yen. Consider a case where an order is placed for financial products in total of 100,000 currencies, with an order quantity of 10,000 currencies per order. In this case, the average cost is 105.50 (110.00 × 10,000 + 109.00 × 10,000 + 108.00 × 10,000 + ... 103.00 × 10,000 + 102.00 × 10,000 + 101.00 × 10). , 000) ÷ 100,000 = 105.50).

  On the other hand, as shown in (b) of FIG. 11, a total of 10 orders are set to the same order price as that of (a) of FIG. 11, and these are placed in the first tier 31 on the high price side and the second tier 32 on the low price side. Think of the case. At this time, the order quantity of the five orders of the first tier 31 (10.00 yen per dollar to 106.00 yen per dollar) is 7,000 currency per order, and the five orders of the second tier 32 (one dollar 105 It is assumed that an order is placed as an order for a financial product with an order quantity of 0.000 yen to 11.00 dollars (11.00 yen) of 13,000 currency per order, totaling 100,000 currency. In this case, the average cost is 104.75 (110.00 × 7,000 + 109.00 + 7,000 + ... + 106.00 × 7,000 + 105.00 × 13,000 + 104.00 × 13,000 + ... + 101 1.00 × 13,000) ÷ 100,000 = 104.75). Comparing this with the case of FIG. 11A, it can be seen that the average cost is improved by 75 pips (105.50−104.75 = 0.75), that is, 0.7%.

  Further, as shown in (c) of FIG. 11, a total of 10 orders are set to the same order price as that of (a) of FIG. 11, and this is set to the first tier 31 on the high price side, the second tier 32 in the middle, Consider the case of the third layer 33 on the low price side. At this time, the order quantity of the three orders of the first tier 31 (110.00 yen per dollar to 108.00 yen per dollar) is 4,000 currency per order, and the three orders of the second tier 32 (107 dollars per dollar). Order quantity of 0.000 to 1 dollar 105.00 yen) Order quantity of 4 orders of 8,000 currency per order, 3rd tier 33 (1 dollar 104.00 yen to 1 dollar 101.00 yen) It is assumed that an order has been placed as an order for a financial product of 16,000 currency per order, totaling 100,000 currency. In this case, the average cost is 104.12 (110.00 × 4,000 + 109.00 × 4,000 + 108.00 × 4,000 + 107.00 × 8,000 + 106.00 × 8,000 + 105.00 × 8,000 + 104.00). X16,000 + 103.00 x 16,000 + 102.00 x 16,000 + 101.00 x 16,000) / 100,000 = 104.12). Comparing this with the case of FIG. 11A, it can be seen that the average cost is improved by 138 pipes (105.50−104.12 = 1.38), that is, 1.3%.

  In this way, by changing the order quantity according to the order price and layering them for each order quantity, it is easy to adjust the average cost, generate larger profits, and avoid risks. Can be done. Further, it becomes possible to easily construct a configuration for automatically calculating and setting an order having such an effect using a computer system.

[Processing procedure]
FIG. 12 is a flowchart showing a processing procedure of the financial instrument transaction management device 1 of this embodiment. The processing procedure of this embodiment will be described below using the same flowchart. In addition, the following description will explain the processing procedure when layering in “Trap Trade”, “Tralipi”, and “Rakutora”, but this is an example of the processing procedure, and the following processing is performed in any ordering method other than the above. Procedures may be used.

[1. Processing procedure in "Trap Trade"]
A processing procedure in the case of performing a "trap trade" transaction in the financial product transaction management system 1A will be described.

[1-1. Input screen and generate 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 delivery unit 11 of the financial instrument transaction management device 1 displays an order selection screen (not shown) on the display unit 22 of the accessed client terminal 2.

  On the order selection screen (not shown), a transaction selection button (not shown) for selecting the type of transaction is displayed. By using a trade selection button (not shown), the trader can perform a normal market order, limit order, stop order, OCO order, etc., as well as the above-mentioned “trap trade” order, “tralipi” order, and “raku tiger” order. You can select orders etc. When the trader selects a specific trade (here, “trap trade”) with the trade selection button (not shown) and clicks the execute button (not shown), the order input screen shown in FIG. 410 is displayed.

  On the order input screen 410 shown in FIG. 13, the order display column 41a in which the order (the “Trap Trade” order in FIG. 13) selected by the above-described transaction selection button (not shown) is displayed, the financial product to be traded. Currency pair selection button 41b for selecting a currency pair (for example, Japanese yen and US dollar, Japanese yen and euro, etc.), an order amount setting button 41c for setting the average order amount per order by numerical input, The number of traps set by entering a numerical value for the "number of traps", which is the number of the first order with a different order price (new order of Ifdan order) and the second order with a different order price (settlement order of Ifdan order) that is first ordered. The setting button 41d is displayed.

  Further, on the order input screen 410, a value obtained by calculating the value of the order amount input to the order amount setting button 41c and the trap number input to the trap number setting button 41d (here, multiplication of both values). The total order amount display field 41e in which the value shown in (1) is displayed, the reference price (for example, the order price of the highest order) when setting the order price of each first order and the order price of each second order , The order price of the lowest price order, the order price of the central order, and the like), a start price input field 41f for numerically inputting a "start price" is displayed.

  Further, on the order input screen 410, an order type selection button 41g for selecting the type of the order (for example, the highest price order, the lowest price order, etc.) as the start price input in the start price input field 41f. , A trap price width input field 41h for numerically inputting a value of "trap price width" as a price width between orders having different order prices, and a tier input field 41j for numerically inputting the number of "tiers" of orders are displayed. ..

  Further, the order input screen 410 includes an expiration date selection column 41k for selecting the expiration date of each order (for example, 6 months, 1 year, indefinite period, etc.), and "loss" due to a large drop or rise in the market price. A stop loss order setting button 41m for displaying whether or not to set a "stop loss order" as a stop loss order for suppressing the increase and a numerical input of the order price of the set stop loss order is displayed. There is.

  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. 13, "USD / JPY" indicating Japanese yen and US dollar is selected in the currency pair selection button 41b, "1 (10,000 currency)" is input in the order amount setting button 41c, and the trap number setting button 41d. Is entered as "10 (book)", the start price input field 41f is entered as "110.00 (yen)", and the order type selection button 41g is "new buy" indicating "new buy order". Is selected, "1.00 (yen)" is entered in the trap price range input field 41h, "3 (hierarchy)" is entered in the hierarchy input field 41j, and "infinite" in the expiration date selection field 41k. Is selected and the stop loss order setting button 41m does not set the stop loss order.

  When the execute button 41n is clicked in this state, the transaction selection button (not shown) and the data selected / input on the order input screen 410 are transmitted from the client terminal 2 to the financial product transaction management device 1. The order input receiving unit 12 confirms the input sales order application information. That is, the order price is checked by inspecting the deadline selected in the expiration date selection field 41k, the order amount setting button 41c, the trap number setting button 41d, the value input in the start price input field 41f, and the like ( Step S2). Specifically, an inspection is performed as to whether or not the order price is a set order price.

  Then, the order input reception part 12 judges the suitability of the inspection result. When the price is determined to be an appropriate price (“No” in step S3), the account information generation unit 15 acquires the margin information of the customer (trader) 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 more than the order allowance (step S5).
Here, the “allowable order amount” is the amount of money that can be ordered (the same in this specification). The order allowable amount in this embodiment is a value obtained by multiplying the value input to the order amount setting button 41c and the value input to the trap number setting button 41d (10,000 (currency) × 10 ( Book) =) 100,000 (currency). However, the order allowance may be a value of a predetermined ratio to the value (for example, 100,000 (currency) × 0.1 = 10,000 (currency)), or a predetermined predetermined amount (for example, , 50,000 (currency)), or a value other than the above or a value calculated by a calculation method.

  The order information generation unit 16 generates "order information" and "order information group" described later only when the margin amount is equal to or larger than the order allowable amount ("No" in step S5). This allows an order to be accepted only if the trader can reliably make the payment.

  If the margin amount is equal to or more than the order allowable amount (“No” in step S5), the order input receiving unit 12 determines another order condition (ie, other order condition) based on the data recorded in the currency pair order condition table 183. , Conditions other than the order price) and various standards for accepting orders (step S6). Then, it is determined whether other conditions satisfy these criteria (step S7).

  If the other conditions do not satisfy the criteria of 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 the various conditions of the Ifdan order are satisfied (“No” in step S7), and if it is determined that the order conditions satisfy all the conditions required for the limit order by the Ifdan order described above, 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 content of the generated order information. On the confirmation screen (not shown), the order condition entered 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 listed contents 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 instrument transaction management device 1 places an order based on the sales order application information input in step S1. Information is generated (step S8). Specifically, a plurality of pieces of data input according to the above-described procedure are grouped for each order price, and a sequence number of the sequence number table 184 is assigned to each group to generate order information (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 items are generated (note that, in “Toralipi” and “Rakutora”, which will be described later, of these order information items, the first order of the ifudan order A plurality of order information including one order information and the second order information of the second order corresponding to this 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). Note that in the “tralipi” and “raku tiger” to be described later, the “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 in FIG.

  The “ord_seq” field 181b shown in FIG. 3 is the 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 defined 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 this ID number and 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 displayed in the total order amount display field 41e. The “buy_sell_id” field 181g is a field for recording the distinction between the sell order and the buy order selected by the order type selection button 41g. The “ord_rate” field 181h is a field for recording the value of the order price included in the order information for each order. The "limit_time" field 181i is a field for recording the order deadline selected in the expiration date selection field 41k. The “ord_cond” field 181j is a field for recording the type of order selected by the order type selection button 41g.

  The "new_close" field 181k shown in FIG. 3 is a field for recording the 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 a trap trade 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 ifdan orders.

  Although not shown in FIG. 3, in the order table 181, data input to the input screen 40, that is, a currency pair selection button 41b, a trap number setting button 41d, a start price input field 41f, a trap price range input field. 41h, a field for recording the data input in the hierarchy input field 41j is also provided. In addition, profit margin information between the first order and the second order, which is input when generating order information for conducting the “Tralipi” and “Raku-Tora” transactions described below, and the “Raku-Tora” transaction. A field for recording the upper limit price and the lower limit price of the price range for setting the first order and the second order, which is input when generating the order information for executing the order, is also provided. All the data input on the order input screen 410 using these fields is recorded in the order table 181.

  In this embodiment, the “order information” will be described below as data that is formed by attaching attribute information to each order based on the definition of each field shown in FIG. However, with predetermined data before forming the "order information" in this embodiment (for example, a table showing orders (without attribute information) for each order price, which are scheduled to be ordered) Yes, each order may be placed based on such “order information”.

  Further, in this embodiment, the order information and the order information group are generated by inputting information into various input fields displayed on the order input screen 410 shown in FIG. The configuration of the input field and the type of data input to the order input screen 410 are not limited to these, and may be any type. For example, the order input screen 410 is provided with an input field (not shown) for information on the amount of margin held by the trader, an input field for a transaction period (not shown) as a scheduled trading period, and the like. The order information generation unit 16 performs a predetermined calculation based on the information input in these input fields (not shown) to obtain “order information” for ordering an order at one or more order prices, , "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 instrument transaction management device 1 performs the “trap” based on the transaction selection button (not shown) and the information selected / input on the order input screen 410 by the procedure of steps S1 to S10. Generate order information for making a "Trade" transaction.

FIG. 14 is a diagram schematically showing order information for performing the “trap trade” transaction generated in the financial instrument transaction management device 1 of this embodiment. As shown in the figure, in this embodiment, the order information generation unit 16 sets the order information 41 of 10 pieces in the number equal to the number (10 pieces) input to the trap number setting button 41d. ₁ , 41 ₂ , ... 41 ₉ , 41 ₁₀ are generated by one order procedure.

Then, when the order information generation unit 16 generates the order information 41 ₁ , 41 ₂ , ... 41 ₉ , 41 ₁₀ , the order information generation unit 16 performs the calculation by the calculation method described in [Specific setting example 2 of hierarchy] above. Set the order quantity value for each order. As a result, the order information generation unit 16 sets the order quantity of three orders (110.00 yen / dollar to 108.00 yen / dollar) of the first tier 31 (see FIG. 11) on the high price side to 4 per order. Thousands of currencies, the order quantity of three orders of the second tier 32 in the middle (see FIG. 11) (107.00 yen per dollar to 105.00 yen per dollar) is 8,000 currencies per order, the third on the low side. Order information 41 _{1 of} each of the four orders (104.00 yen per dollar to 101.00 yen per dollar) of the hierarchy 33 (see FIG. 11) is set to 16,000 currency per order. , 41 ₂ , ... 41 ₉ , 41 ₁₀ are set.

Each of the generated order information 41 ₁ , 41 ₂ , ... 41 ₉ , 41 ₁₀ has attribute information as shown in FIG. Specifically, the order information 41 ₁ , 41 ₂ , ... 41 ₉ , 41 ₁₀ is uniquely assigned to each order information 41 ₁ , 41 ₂ , ... 41 ₉ , 41 _10. Number 181A, customer number information 181B for identifying a trader, currency pair information 181C for identifying a selected currency pair, order amount information 181D as the value of the order amount of each order, order information 41 ₁ , 41 _2. , 41 ₉ and 41 ₁₀ are generated, order time information 181E, date and time information 181F for identifying a sell order and a buy order, and order price information 181G as an order price value of each order. , Order expiration information 181H as an expiration date of the order, new / settlement information 181J that identifies a new order and a settlement order when the order is an Ifdan order, the order Valid / invalid information that identifies either valid (ordered) or invalid (unordered), first order (new order) and second order (settlement order or stop loss order) when the order is an ifdan order Order information 181L for identifying any of them and contract presence / absence information 181M for identifying the presence / absence of a contract (contracted or uncontracted) are provided.

In addition, all or a part of these attribute information 181A to 181M may be recorded in the individual order information 41 ₁ , 41 ₂ , ... 41 ₉ , 41 ₁₀ , or the individual order information 41 ₁ , It may be recorded in the database 181 or the like separately from 41 ₂ , ... 41 ₉ , 41 ₁₀ .

[1-3. Transaction procedure]
FIG. 15 is a diagram schematically showing an order of “trap trade” performed based on the order information 41 ₁ , 41 ₂ , ... 41 ₉ , 41 ₁₀ generated in this way. In the figure, the corresponding order information and the order are displayed with the last two digits of the reference numeral and the subscript being the same. For example, the order 141 ₁ traded based on the order information 41 ₁ , the order 141 ₂ traded based on the order information 41 ₂ , etc. are displayed. All the orders 141 ₁ , 141 ₂ , ..., 141 ₉ , 141 ₁₀ shown in the figure are based on the order information 41 ₁ , 41 ₂ , ... 41 ₉ , 41 ₁₀ generated by one order procedure. Are traded.

As shown in FIG. 15, the three orders 141 ₁ , 141 ₂ , 141 ₃ on the high price side have the order quantity 4000 of the first tier 31, and the three middle orders 141 ₄ , 141 ₅ , 141 ₆ have the order quantity 8000. The second tier 32 forms the third tier 33 with the order quantity 16000 of the four orders 141 ₇ , 141 ₈ , 141 ₉ , 141 ₁₀ on the low price side.

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

When the market price reaches the order price of the order 141 ₁ (that is, when the market price matches the order price information 181G included in the order information 41), the contract information generation unit 14 includes the contract existence information 181M included in the order information 41 _1. was subjected to the process of converting from "no" to "yes", the order 141 ₁ is to contract.

Other orders, for example, also in order 141 _2, by the order information generation unit 16 and the contract information generation unit 14 performs processing in the order information 41 ₂ (see FIG. 14), order or orders 141 _2, market price is the contract at the time of the match in order price of the order 141 ₂ fluctuates is done.

[2. "Tralipi" processing procedure]
Next, a processing procedure in the case of conducting a transaction by "tralipi" in the financial product transaction management system 1A will be described.

[2-1. Generate order information]
When the trader selects “Tralipi” on the order selection screen (not shown) and clicks the execute button (not shown), the order input screen 510 shown in FIG. 16 is displayed.

  On the order input screen 510 shown in FIG. 16, the same as the order input screen 410 shown in FIG. 13, an order display column 41a, a currency pair selection button 41b, an order amount setting button 41c, a trap number setting button 41d, and a total order amount display. A column 41e, a start price input column 41f, an order type selection button 41g, a trap price range input column 41h, a hierarchy input column 41j, an expiration date selection column 41k, and a stop loss order setting button 41m are displayed.

  In addition to these, on the order input screen 510, a method of setting each order price in the transaction selected in the order display field 41a (for example, setting for "designating price range" between first orders and second orders) The price designation method selection button 51a for selecting "Specify margin" between the first order and the second order for the Ifdan order, etc., the first order and the second order for the Ifdan order In the profit margin setting column 51b and the profit margin setting column 51b for numerically inputting the "profit margin", which is the margin of profit obtained by the contract with the order (for example, "profit for XX yen obtained by the contract") Profit amount display column 51c that displays the profit amount obtained by performing a predetermined calculation on the entered value, the second order of the Ifdan order, the transaction price is in the high price direction following the rising or falling of the market price The settlement trail selection button 51d for selecting whether or not to perform the setting of "settlement trail" of as an order to set a "trail" that varies in the low direction is displayed. It should be noted that, instead of the configuration in which the profit margin is input in the profit margin setting field 51b, the profit amount obtained by the contract between the first order and the second order (for example, “profit of XX yen obtained by contract”) is a numerical value. An input field for inputting may be provided, and subsequent processing may be performed according to the value input in this input field.

  The trap number setting button 41d on the order input screen 510 indicates the number of the first order with a different order price (new order of Ifdan order) and the second order with a different order price (settlement order of Ifdan order). Used to set the with a numeric input. In addition, the start price input field 41f of the order input screen 510 includes a specific first order and a specific second order (for example, the highest first order, the lowest second order, the central first order and the central order). Used to set the starting price for second orders, etc.).

  The trader inputs and selects information necessary for a desired order on the order input screen 510. The same input as the order input screen 410 is performed on the button common to the order input screen 410. The order input screen 510 in FIG. 16 shows a state in which the same button as in FIG. 13 is input to the button common to the order input screen 410. The order price of the highest price of the first order is entered in the start price input field 41f. Further, "new / buy" indicating that the first order is "new buy order" is selected as the order type selection button 41g. Also, "1.00 (yen)" is entered in the trap price width input field 41h, "3 (hierarchy)" is entered in the hierarchy input field 41j, and "indefinite" is selected in the expiration date selection field 41k. The stop loss order setting button 41m shows a state in which a check box for selecting the setting of the stop loss order is input and a numerical value for the stop loss order is 100.00 yen is input.

  In the order input screen 510 of FIG. 16, the price designation method selection button 51a is set to "designate price range" between the first order and the second order, and "100" is set in the profit margin setting field 51b. (Sen) is input, and the settlement trail selection button 51d is in a state where "Set" is selected for "Settlement trail".

  When the execute button 41n is clicked in this state, the transaction selection button (not shown) and the information selected / input on the order input screen 510 are transmitted from the client terminal 2 to the financial product transaction management device 1. The order information generation unit 16 of the financial instrument transaction management device 1 places a first order by performing a “tralipi” transaction based on the transaction selection button (not shown) and the information selected / input on the order input screen 410. First order information for making a trade, second order information for making a second order, and stop loss order information for making a stop loss order are generated.

  17A and 17B are diagrams schematically showing a transaction selection button (not shown) and a first order and a second order generated based on the information selected / input on the order input screen 510. is there.

As shown in the figure, the order information in the generating unit 16, the trap number setting button 41d is input to the number the number equal to (ten), first order information ₅₁ 1 _ten, 51 2, ... 51 ₉ , 51 ₁₀ , 10 second order information 52 ₁ , 52 ₂ , ... 52 ₉ , 52 ₁₀ , 10 stop loss order information 53 ₁ , 53 ₂ , ... 53 ₉ , 53 ₁₀ It is generated by one order procedure. First order information 51 ₁ and the second order information 52 ₁ to form a set of orders Ifudan order is placed, the first order information 51 ₂ and the second order information ₅₂ 2, ... first order information 51 ₉ and the The second order information 52 ₉ , the first order information 51 ₁₀ and the second order information 52 ₁₀ as well as the stop loss order information 53 ₁ , 53 ₂ , ... 53 ₉ , 53 forming a stop loss order for those ifdan orders. _{10 form} order information groups 54 ₁ , 54 ₂ , ... 54 ₉ , 54 ₁₀ respectively.

Then, the order information generation unit 16, the first order information _{51 1,} 51 2, ... ₅₁ 9, _{51 10,} the second order information _{52 1,} 52 2, and generates the ... ₅₂ 9, _{52 10} At this time, the value of the order quantity of each order is set by the calculation according to the calculation method shown in the above [Example 2 of hierarchical calculation]. As a result, the order information generating unit 16 determines the order quantity of the three orders (110.00 yen / dollar to 108.00 yen / dollar) of the first tier on the high price side to be 4,000 currencies per order and the middle order. The order quantity of three orders of two tiers (107.00 yen for 1 dollar to 105.00 yen for 1 dollar) is 8,000 currencies per order, 4 orders of the third tier on the low price side (104.00 yen for 1 dollar) so that the 16,000 currency per one order the order quantity of to 1 dollar 101.00 yen), each of the first order information _{51 1,} 51 2, ... ₅₁ 9, _{51 10,} the first of each Second order information 52 ₁ , 52 ₂ , ... 52 ₉ , 52 ₁₀ , respective stop quantity order information 53 ₁ , 53 ₂ , ... 53 ₉ , 53 ₁₀ order quantity values (order amount information in FIG. 17A) 181D value) is set.

[2-2. Transaction procedure]
FIG. 18 shows the first order information 51 ₁ , 51 ₂ , ... 51 ₉ , 51 ₁₀ and the second order information 52 ₁ , 52 ₂ , ... 52 ₉ , 52 ₁₀ thus generated. , And the first order 151 ₁ , 151 ₂ , ... 151 ₉ , 151 ₁₀ and the second order 152 ₁ , 152 ₂ , ... based on the stop loss order information 53 ₁ , 53 ₂ , ... 53 ₉ , 53 _10. .. FIG. ₁₅ is a diagram schematically showing orders of 152 ₉ , 152 ₁₀ and stop loss orders 153 ₁ , 153 ₂ , ... 153 ₉ , 153 ₁₀ . In the same figure, as in the schematic diagram of FIG. 15, corresponding order information and orders are displayed with the last two digits of the reference numeral and the subscript being the same. All the first orders 151 ₁ , 151 ₂ , ... 151 ₉ , 151 ₁₀ , all the second orders 152 ₁ , 152 ₂ , ... 152 ₉ , 152 ₁₀ , all the stop loss orders 153 shown in FIG. ₁ , 153 ₂ , ... 153 ₉ , 153 ₁₀ are the first order information 51 ₁ , 51 ₂ , ... 51 ₉ , 51 ₁₀ and the second order information 52 ₁ , 52 generated by one order procedure. Transactions are performed based on ₂ , ... 52 ₉ , 52 ₁₀ , stop loss order information 53 ₁ , 53 ₂ , ... 53 ₉ , 53 ₁₀ .

Predetermined processing performed by the order information generation unit 16 on the first order information 51 ₁ (here, the valid / invalid information 181K included in the first order information 51 ₁ is converted from “invalid” to “valid” state). This is the process), and a specific first order, for example, the first order 151 ₁ is placed.

As shown in FIG. 18, when the market price 71 matches the order price of the first order 151 ₁ (that is, the order price information 181G of the first order information 51 ₁ ), the contract information generation unit 14 sets the order information 51 ₁ to the first order information 51 ₁ . The processing for converting the contained execution / non-execution information 181M from “absence” to “existence” is executed, and the first order 151 ₁ is executed.

When the first order 151 ₁ is executed, processing for converting the valid / invalid information 181K included in the second order information 52 ₁ and the stop loss order information 53 ₁ of the order information generating unit 16 from “invalid” to “valid” is performed. .. As a result, the second order 152 ₁ and the stop loss order 153 ₁ are placed.

Quoted prices to match the _first order price second order 152 (i.e. the second order information 52 ₁ order price information 181G), predetermined processing for the second order information 52 ₁ contractual information generation unit 14 (here, the two in the order information 52 ₁ contract existence information 181M converting from "no" to the state of "presence" process corresponds to this. by), ₁ second order 152 to contract.

When the second order 152 ₁ to contract, the processing of the order information generating unit 16, cancel processing stop loss order 153 ₁ on order (the process of canceling orders remain Ordered uncommitted state.) Is performed the first order 151 ₁ and order information group 54 ₁ having a first order information 51 ₁ corresponding to the second order 152 ₁ and the second order information 52 ₁ and the stop order information 53 ₁ is generated again that commitments ..

When the market price 71 fluctuates and coincides with the order price of the first order 151 _{1 and} the order price of the second order 152 ₁ , the order information generation unit 16 and the contract information generation unit 14 generate the first order again. By performing the same processing as the above-described processing with the order information 51 ₁ and the second order information 52 ₁ , the order and the contract of the first order 151 _{1 and} the order and the contract of the second order 152 ₁ are performed again.

Thereafter, every time the second order 152 ₁ is filled, the order information group 54 ₁ having the first order information 51 ₁ , the second order information 52 _1, and the stop loss order information 53 ₁ is processed by the order information generation unit 16. After being generated, the order information generation unit 16 and the contract information generation unit 14 perform the same processing as described above according to the fluctuation of the market price, so that the first order 151 ₁ and the contract, the second order 152 ₁ The ordering and execution of the above are repeated.

In other first orders and second orders, for example, the first order 151 ₂ and the second order 152 ₂ as well, the order information generation unit 16 and the contract information generation unit 14 similarly cause the first order information 51 ₁ and the second order. information 52 ₁ and the by performing the same manner as described above processes, the first order 151 ₂ order or the second order 152 _2, market price 71 is varied in the first order 151 ₂ order price and second order 152 ₂ commitments and the time that matches the order price is performed, thereafter, be a first order 151 ₂ again ordering the second order 152 ₂ commitments and are performed after the commitment of the second order 152 ₂ Repeated.

Note that the market price 71 drops after a specific first order, for example, the first order 151 ₁ has been executed, and the stop price order information 53 ₁ included in the order information group 54 ₁ having the same market price as the first order 151 ₁ If that led to the value of the order price information 181G (1 dollar 100.00 yen), second orders 152 ₁ uncommitted by stop-loss order 153 ₁ to commitments are canceled, the second order 152 ₁ Not The transaction is canceled with the promised condition.

Specifically, the contract information generation unit 14 changes the contract presence / absence information 181M of the stop loss order information 53 ₁ from “absent” to “present”, and executes processing for canceling the transaction based on the first order information 51 _1. performing (e.g., flag information of the transaction aborted first order information 51 ₁ (processing and make a not shown), processing for erasing the first order information 51 ₁ is considered.) performed. Incidentally, if the stop-loss order 153 ₁ is contracted, contract information generation unit 14, other than the second order information 52 _1, part of the order information according to the order of the order information and uncommitted according to the order of not-order Alternatively, it is also possible to adopt a configuration in which processing for canceling the same is performed for all of them.

Although not shown in FIG. 18, a specific order, for example, the second order 152 ₂ is set as a stop order, and the market price rises or falls above the contracted price of the specific second order, for example, the second order 152 _2. to, market price and the second order 152 ₂ execution price is predetermined trail width (e.g., included in the order information generating unit 16 and the second order information 52 _2, etc., trail width information (table showing numerical trail width (Not shown)) When opened more than a certain amount, it is possible to set so that a process of rising or falling in the market fluctuation direction is performed by a predetermined fluctuation range (for example, the value of the trail width information (not shown) described above). it can.

[3. "Raku-Tora" processing procedure]
Next, a processing procedure in the case of conducting a transaction by "Raku Tiger" in the financial product transaction management system 1A will be described.

[3-1. Generate order information]
A trader who uses the financial product transaction management system 1A displays an order selection screen (not shown) on the display unit 22 of the client terminal 2 as in the case of performing a transaction by "tralipi". When the trader selects “Rakutora” on the order selection screen (not shown) and clicks the execute button (not shown), the order input screen 610 shown in FIG. 19 is displayed on the display unit 22.

  The order input screen 610 shown in FIG. 19 is similar to the order input screen 510 of “Tralipi” shown in FIG. 15, the order display column 41a, the price designation method selection button 51a, the currency pair selection button 41b, and the order amount setting button 41c. , Trap number setting button 41d, total order amount display column 41e, start price input column 41f, order type selection button 41g, tier input column 41j, profit margin setting column 51b, profit amount display column 51c, expiration date selection column 41k, stop The loss order setting button 41m is displayed.

  Further, in order to input the lower limit price of the price range in which the first order and the second order are set, in the order input screen 610 shown in FIG. 19, in place of the trap price range input field 41h of the order input screen 510 of FIG. The lower limit price input button 61a and the upper limit price input button 61b are displayed. When the display unit 22 of the client terminal 2 is a touch panel type display, the price direction coordinates on the chart displayed on the display unit 22 (for example, the vertical direction, instead of the lower limit price input button 61a and the upper limit price input button 61b). The client terminal 2 may detect the contact position of a pointing device (for example, a finger or a touch pen of a trader) with respect to the axis to acquire the lower limit price information and the upper limit price information.

  The trader inputs or selects information necessary for a desired order on the order input screen 610. The same input as the order input screen 410 is performed on the button common to the order input screen 510. The order input screen 610 of FIG. 19 shows a state in which the same button as in FIG. 15 is input to the button common to the order input screen 510.

  Further, in the order input screen 610 of FIG. 19, “(1 dollar =) 101.00 (yen)” is input to the lower limit price input button 61a and “(1 dollar =) 110.00 is input to the upper limit price input button 61b. (Yen) ”is input.

  When the execute button 41n is clicked in this state, the transaction selection button (not shown) and the information selected / input on the order input screen 410 are transmitted from the client terminal 2 to the financial product transaction management device 1. The order information generation unit 16 of the financial instrument transaction management device 1 makes a first order by performing a “Raku-Tora” transaction based on the transaction selection button (not shown) and the information selected / input on the order input screen 610. The first order information for performing the transaction by and the second order information for performing the transaction by the second order are generated.

  For example, the order information generation unit 16 inputs “($ 1 =) 101.00 (yen)” to the lower limit price input button 61a and “($ 1 =) 110.00” to the upper limit price input button 61b. The calculation is performed by dividing 9.00 yen, which is a price range of "(yen)", by (10-1 =) 9, which is a value obtained by subtracting 1 from the value input to the trap number setting button 41d. The value obtained by this calculation, 1.00 yen, is set as the price range between the first orders and the second orders.

The order information generation unit 16 sets a first order price of each first order based on a specific order, for example, the highest first order. Specifically, the order information generation unit 16, a first order 161 ₁ of the first order information 61 ₁ order price information 181G which is the first order of the highest value, the upper limit money range (i.e. maximum price input button entered in 61b to "($ 1 =) 110.00 (yen)" is set to, (not shown) one low side of the first order 161 ₂ of the first order information 61 ₂ order price information , set to the width obtained from the order price in the above calculation is set to the first order information 61 ₁ (ie 1.00 yen) of the amount corresponding to lows "($ 1 =) 109.00 (yen)", further the set the order price information 181G of the first order information 61 ₃ of one low side "($ 1 =) 109.00 (yen)", is set in ... and order. then, the order information generation unit 16 , the order of the first order information _{61 10} of the first order information _{61 10's} Best Rates To set the case information 181G to "($ 1 =) 101.00 (yen)".

Order information generation unit 16, a first order ₁₆₁ of _1, 161 2, the second order ... ₁₆₂ corresponding to ... ₁₆₁ 9, _{161 10 1,} 162 2, ... ₁₆₂ 9, _{162 10} Set the order price. Specifically, for example, order information generation unit 16, which is the first order 161 ₁ of the first order information 61 ₁ order price information 181G highest value "($ 1 =) 110.00 (yen)" Then, a calculation of adding “100 (sen)” input to the profit margin setting field 51b is performed to obtain a value of “(1 dollar =) 111.00 (yen)”. Then, the order information generation unit 16 adds “(1 dollar =) 111.00 (yen)” calculated by the above calculation to the order price information 181G of the second order information 62 ₁ of the second order 162 ₁ having the highest price. Set.

Next, order information generation unit 16, the second order of 162 ₁ of one low side of the second order 162 ₂ second order information 62 ₂ of order price information 181G, order price information of the second order information 62 ₁ "(1 dollar =) 110.00 (yen)" is the value obtained by subtracting 1.00 yen, which is the price range calculated by the above calculation, from "(1 dollar =) 111.00 (yen)" set to 181G. Set to. Further, the order price information 181G of the second order information 62 ₃ of the second order 161 ₃ on the lower price side is set to “($ 1 =) 109.00 (yen)”, and the order is set. .. Then, the order information generation unit 16 sets the order price information 181G of the second order information 62 ₁₀ of the lowest price to “(1 dollar =) 101.00 (yen)”.

Incidentally, the order information generation unit 16, each of the second order information _{62 1,} 62 2, ... ₆₂ 9, _{62 10} and order price information 181G of the corresponding first order information ₆₁ 1, ₆₁ 2, ... · to ₆₁ 9, _{61 10,} it may be calculated by the arithmetic addition of input to margins setting column 51b "100 (sen)".

17A and 17B schematically show the order information thus generated. As shown in the figure, by inputting the order input screen 610, first order information 61 ₁ , 61 ₂ , 61 ₃ , ... 61 ₁₀ and second order information 62 ₁ , 62 ₂ generated in one order procedure. , ... 62 ₉ , 62 ₁₀ , stop order information 63 ₁ , 63 ₂ , ... 63 ₉ , 63 ₁₀ , and order information group 64 ₁ , 64 ₂ , ... 64 ₉ , 64 ₁₀ are orders. First order information 51 ₁ , 51 ₂ , ... 51 ₉ , 51 ₁₀ generated by the input screen 510, second order information 52 ₁ , 52 ₂ , ... 52 ₉ , 52 ₁₀ , stop order information 53 ₁ , 53 ₂ , ... 53 ₉ , 53 ₁₀ and the order information group 54 ₁ , 54 ₂ , ... 54 ₉ , 54 ₁₀ are similar (however, the order type information 181I is “Raku Tiger”). Is recorded as information indicating. .

[3-2. Transaction procedure]
Figure 20 is a first order information ₆₁ 1 The thus _generated, 61 2, ... ₆₁ 9, _{61 10,} 1 first order ₁₆₁ based _on, 161 2, ... ₁₆₁ 9, _{161 10,} And second orders 162 ₁ , 162 ₂ , ... 162 ₉ , 162 ₁₀ based on the second order information 62 ₁ , 62 ₂ , ... 62 ₉ , 62 ₁₀ and stop loss order information 63 ₁ , 63 _2, ... ₆₃ 9, ₆₃ stop loss order ₁₆₃ 1 based on _10, 163 2, is a diagram schematically showing a ... ₁₆₃ 9, _{163 10.} In the same figure, as in the case of FIGS. 15 and 18, the corresponding order information and the order are displayed with the last two digits of the reference numeral and the subscript being the same. All the first orders 161 ₁ , 161 ₂ , ... 161 ₉ , 161 ₁₀ , all the second orders 162 ₁ , 162 ₂ , ... 162 ₉ , 162 ₁₀ and all the stop loss orders 163 shown in FIG. _{1, 163} 2, ... ₁₆₃ 9, _{163 10,} first order information ₆₁ generated by one order procedure _1, 61 2, ... ₆₁ 9, _{61 10,} the second order information ₆₂ 1, 62 Trading is performed based on ₂ , ... 62 ₉ , 62 ₁₀ , stop loss order information 63 ₁ , 63 ₂ , ... 63 ₉ , 63 ₁₀ .

As shown in FIG. 20, here, the first order 161 ₁ , 161 ₂ , ..., 161 ₉ , 161 ₁₀ has the lower limit price 65 (the price input to the lower limit price input button 61a) and the upper limit price 66 (the upper limit price). The price range 67 between the input button 61b and the price) is set.

Contract information generation unit 14 and the order information generation unit 16, rate due to fluctuations in price 71, the first order information ₆₁ 1 generated in this _way, 61 2, ... ₆₁ 9, _{61 10,} and the second order information _{62 1,} 62 2, by performing the processing.. ₆₂ 9, _{62 10,} as in the case first order ₁₆₁ 1 _"Toraripi", 161 2, ... ₁₆₁ 9, _{161 10,} and, , The second order information 62 ₁ , 62 ₂ , ... 62 ₉ , 62 ₁₀ based on the second order 162 ₁ , 162 ₂ , ... 162 ₉ , 162 ₁₀ is repeatedly performed.

[Effect]
Above, in this embodiment, in the case of the trading financial instruments in more than one price, the order information 41 1 so as to perform the order the order of different order price in a different order _quantity, 41 _2, ... 41 ₉ , 41 ₁₀ , first order information 51 ₁ , 51 ₂ , ... 51 ₉ , 51 ₁₀ , second order information 52 ₁ , 52 ₂ , ... 52 ₉ , 52 ₁₀ , first order information 61 ₁ , 61. _When ordering a financial product at a plurality of different order prices by generating ₂ , ₂ , 61 ₉ , 61 ₁₀ , second order information 62 ₁ , 62 ₂ , ..., 62 ₉ , 62 ₁₀ . In addition, the order quantity can be set arbitrarily. Therefore, it becomes possible to trade financial products at various order price settings based on various circumstances such as the intentions of those who trade financial products. Thereby, it is possible to enhance the convenience of the transaction while making a plurality of orders in a form that meets various purposes of the person who conducts the transaction of the financial product.

In this embodiment, order information 41 ₁ , 41 ₂ , ... 41 ₉ , 41 ₁₀ , first order information 51 ₁ , 51 ₂ , ... 51 ₉ , 51 ₁₀ , second order information 52 ₁ , 52 ₂ , ... 52 ₉ , 52 ₁₀ , first order information 61 ₁ , 61 ₂ , ... 61 ₉ , 61 ₁₀ , second order information 62 ₁ , 62 ₂ , ... 62 ₉ , 62 ₁₀ Based on this, it is possible to set each order so that a higher price order or a lower price order can secure a larger profit in a single transaction, and a higher price order or a lower price order can avoid the risk of trading. It is possible to set each order as follows. Thereby, it is possible to enhance the convenience of the transaction while making a plurality of orders in a form that meets various purposes of the person who conducts the transaction of the financial product.

In this embodiment, the order information 41 ₁ , 41 ₂ , ... Is set so that the order quantity of a specific order price is the maximum and the order quantity is smaller on the high price side and the low price side of the specific order price. 41 ₉ , 41 ₁₀ , first order information 51 ₁ , 51 ₂ , ... 51 ₉ , 51 ₁₀ , second order information 52 ₁ , 52 ₂ , ... 52 ₉ , 52 ₁₀ , first order information 61 ₁ , ₆₁ 2, ... ₆₁ 9, _{61 10,} the second order information _{62 1,} 62 2, by performing the generation of ... ₆₂ 9, _{62 10,} significant benefits in a single transaction in a particular order price Can be set so that each order can be set so that the risk of trading can be avoided as far as the order price is farther from the specific order price. Than the order price of Value side and the low side, as order quantity is large, the order information _{41 1,} 41 2, ... ₄₁ 9, _{41 10,} the first order information _{51 1,} 51 2, ... ₅₁ 9, _{51 10,} Second order information 52 ₁ , 52 ₂ , ... 52 ₉ , 52 ₁₀ , first order information 61 ₁ , 61 ₂ , ... 61 ₉ , 61 ₁₀ , second order information 62 ₁ , 62 ₂ , ... - 62 _9, 62 by performing a ₁₀ generation of, we can ensure a large profit trading particular order be set to be avoided the risk of the transaction in the price and specific enough order price away from the order price once It is possible to set each order as follows. Thereby, it is possible to enhance the convenience of the transaction while making a plurality of orders in a form that meets various purposes of the person who conducts the transaction of the financial product.

In this embodiment, order information 41 ₁ , 41 ₂ , ... 41 ₉ , 41 ₁₀ , first order information 51 ₁ , 51 ₂ , ... 51 ₉ , 51 ₁₀ , second order information 52 ₁ , 52 ₂ , ... 52 ₉ , 52 ₁₀ , first order information 61 ₁ , 61 ₂ , ... 61 ₉ , 61 ₁₀ , second order information 62 ₁ , 62 ₂ , ... 62 ₉ , 62 ₁₀ In the generation, the order quantity of each order price can be set based on the total transaction amount or average transaction amount in a specific user or a specific transaction, and the ratio to the total transaction amount or average transaction amount. Alternatively, it is possible to easily set the order quantity for each individual order price based on the transaction status in a predetermined period. Accordingly, it is possible to enhance the convenience of the transaction while making a plurality of orders in a form that meets the various purposes of the person who conducts the transaction of the financial product.

In this embodiment, order information 41 ₁ , 41 ₂ , ... 41 ₉ , 41 ₁₀ , first order information 51 ₁ , 51 ₂ , ... 51 ₉ , 51 ₁₀ , second order information 52 ₁ , 52 ₂ , ... 52 ₉ , 52 ₁₀ , first order information 61 ₁ , 61 ₂ , ... 61 ₉ , 61 ₁₀ , second order information 62 ₁ , 62 ₂ , ... 62 ₉ , 62 ₁₀ In the generation, by setting two or more order prices as an order hierarchy that is one order quantity and setting a plurality of order hierarchies, all the order prices that make up one order hierarchy are all one order quantity, and each order hierarchy is Since the size of the order quantity can be set to, simplification of the step of the size of the order quantity to facilitate the setting, and to secure profit and avoid risk for each price range consisting of multiple order prices that make up the order hierarchy It becomes possible. This makes it possible to further enhance the convenience of transactions.

In this embodiment, the generated order information 41 ₁ , 41 ₂ , ... 41 ₉ , 41 ₁₀ , first order information 51 ₁ , 51 ₂ , ... 51 ₉ , 51 ₁₀ , second order information. 52 ₁ , 52 ₂ , ... 52 ₉ , 52 ₁₀ , first order information 61 ₁ , 61 ₂ , ... 61 ₉ , 61 ₁₀ , second order information 62 ₁ , 62 ₂ , ... 62 ₉ , When a trade is completed for an order placed based on 62 ₁₀ , the contract information generation unit 14 causes the order information 41 ₁ , 41 ₂ , ... 41 ₉ , 41 ₁₀ , first order information 51 ₁ , 51 ₂ , ... ₅₁ 9, _{51 10,} the second order information _{52 1,} 52 2, ... ₅₂ 9, _{52 10,} the first order information _{61 1,} 61 2, ... ₆₁ 9, _{61 10,} the second order information _{62 1,} 62 2, ... ₆₂ 9, 6 To _10, by performing the processing of the order has been committed, the order information _{41 1,} 41 2, ... ₄₁ 9, _{41 10,} the first order information _{51 1,} 51 2, ... ₅₁ 9, _{51 10} , Second order information 52 ₁ , 52 ₂ , ... 52 ₉ , 52 ₁₀ , first order information 61 ₁ , 61 ₂ , ... 61 ₉ , 61 ₁₀ , second order information 62 ₁ , 62 ₂ , ... ... ₆₂ 9, ₆₂ it is possible to realize the trading of financial instruments based on the _10.

In this embodiment, a plurality of first order information _{51 1,} 51 _{2, ...} 51 _9, 51 10, ₆₁ 1, 61 2, a plurality of first order based on ... ₆₁ 9, _{61 10,} And / or a plurality of second orders based on the plurality of second order information 52 ₁ , 52 ₂ , ... 52 ₉ , 52 ₁₀ , 62 ₁ , 62 ₂ , ... 62 ₉ , 62 ₁₀ are specified. By setting each order price within a predetermined price range based on the reference price, it is possible to secure profit while diversifying transaction risk.

In this embodiment, a plurality of first order information _{51 1,} 51 _{2, ...} 51 _9, 51 10, ₆₁ 1, 61 2, a plurality of first order based on ... ₆₁ 9, _{61 10,} And / or a plurality of second orders based on the plurality of second order information 52 ₁ , 52 ₂ , ... 52 ₉ , 52 ₁₀ , 62 ₁ , 62 ₂ , ... 62 ₉ , 62 ₁₀ are specified. By setting each order price within a predetermined price range based on the standard price, it is possible to secure profit while diversifying transaction risk. The first order information _{51 1,} 51 _{2, ...} 51 _9, 51 10, ₆₁ 1, 61 2, a first order based on ... ₆₁ 9, _{61 10,} corresponding to the first order, the (2) When the second order based on the order information 52 ₁ , 52 ₂ , ... 52 ₉ , 52 ₁₀ , 62 ₁ , 62 ₂ , 62 ₂ , 62 ₉ , 62 ₁₀ is executed, the contracted first order is dealt with. Corresponding to the first order based on the first order information 51 ₁ , 51 ₂ , ... 51 ₉ , 51 ₁₀ , 61 ₁ , 61 ₂ , ... 61 ₉ , 61 ₁₀ and the second order executed. , A second transaction based on the second order information 52 ₁ , 52 ₂ , ... 52 ₉ , 52 ₁₀ , 62 ₁ , 62 ₂ , ... 62 ₉ , 62 ₁₀ is repeated, so that a transaction is made once. It is established, and it trades at a price where the market price 71 is likely to fluctuate. Specifically, a continuous basis, it becomes possible to ensure a larger profit.

In this embodiment, in the price range set based on a specific upper limit price and / or a specific lower limit price, a plurality of pieces of first order information 51 ₁ , 51 ₂ , ... 51 ₉ , 51 ₁₀ , _{61 1,} 61 2, ... ₆₁ 9, ₆₁ a plurality of first order based on the _10, and / or one more second order information _52, 52 _2, ... 52 _{9, 52} 10, 62 ₁ , 62 ₂ , ... 62 ₉ , 62 ₁₀ by setting a plurality of second orders, first, a price range for setting the order price is set, and each first order or each first order is set in this price range. (2) It becomes possible to set an order price that sets an order. Therefore, it is possible to realize an ordering method of setting the order price of each first order and the order price of each second order from the price range, and it is possible to further enhance the convenience of order setting.

  Although the financial product transaction management system 1A of the above embodiment handles foreign exchange as a financial product, 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. Further, the financial product transaction management system 1A of the above-described embodiment is another legal financial product, or a non-legal financial product that is traded at a floating market, such as virtual currency, precious metal or The present invention can be applied to the case where futures trading such as agricultural products and crude oil is handled.

  In the financial product transaction management system 1A of each of the above-described embodiments, the buy order information forming the order information group is “first order” and the sell order information is “second order”. The sell order information may be "first order" and the buy order information may be "second order".

  Needless to say, each of the above-described embodiments is an exemplification of the present invention, and does not mean that the present invention is limited to each of the above-described embodiments.

1A ... financial product transaction management system 1 ... financial product transaction management apparatus _{2, 2} 1 _{to 2} n ... client terminal 14 ... contract information generation unit (contract information generation means)
16 ... Order information generation unit (order information generation means)
31 ... 1st layer (order layer)
32 ... second hierarchy (order hierarchy)
33-third layer (order layer)
41 ₁ , 41 ₂ , ... 41 ₉ , 41 ₁₀ ... order information 51 ₁ , 51 ₂ , ... 51 ₉ , 51 ₁₀ ... first order information (order information)
52 ₁ , 52 ₂ , ... 52 ₉ , 52 ₁₀ ... Second order information (order information)
53 ₁ , 53 ₂ , ... 53 ₉ , 53 ₁₀ ... Stop loss order information (order information)
65 ... lower price 66 ... ceiling price 67 ... price range 71 ... quotes _{141 1,} 141 2, ... ₁₄₁ 9, _{141 10} ... order ₁₅₁ 1, ₁₅₁ 2, ...・ 151 ₉ , 151 ₁₀ , 161 ₁ , 161 ₂ , ... 161 ₉ , 161 ₁₀ ... First order 152 ₁ , 152 ₂ , ... 152 ₉ , 152 ₁₀ , 162 ₁ , ₂ , 162 ...・ 162 ₉ , 162 ₁₀・ ・ ・ Second order 153 ₁ , 153 ₂ , ・ ・ ・ 153 ₉ , 153 ₁₀ , 163 ₁ , 163 ₂ , 163 ₉ , 163 ₁₀ ... Stop order

Claims (11)

A financial product transaction management device for managing transactions of financial products, comprising:
Order receiving means for receiving information on the order of the financial product,
And an order information generation means for generating the order information as information for performing the order of financial instruments to perform the transaction,
The order receiving means,
Order quantity information as information on the quantity of a plurality of orders set to different order prices,
Total order quantity information as information on the sum of the order quantities of all said orders, and
Price range information as price range information of a plurality of the orders,
Order tier number information as information on the number of tiers, which is the number of order tiers consisting of a plurality of the above-mentioned orders set to a plurality of adjacent order prices whose order prices are different from those of the other orders
Accept
The order information generating means includes the order quantity information, the total order quantity information, the price range information, and the order hierarchy number information included in the order information accepted by the order accepting means,
Each of the order-width of each other are formed such that the width set by the band width information, the order of the number of the order number information, predetermined to the order quantity of the order for each of the order hierarchy are different values and Do Ri, the sum of the order quantity of all the orders become quantity of the total order quantity information, to so that to form the order hierarchy in which the number of layers is the number of layers of the order hierarchy number information, A financial product transaction management device that generates the order information.   When the order information generating means is set to place an order for the financial product at the order prices of a plurality of order layers, the order layer is set to a higher price side or a lower price side. The financial instrument transaction management device according to claim 1, wherein the order information is generated so that the order quantity becomes larger.   When the order information generating means sets the order price of a plurality of the order tiers to place an order for the financial product, the order quantity of the particular order tier is the maximum and is lower than the particular order price. The high and low prices are such that the order quantity is small, or the specific quantity of the order price is the smallest and the high and low prices are higher than the specific order price. The financial instrument transaction management device according to claim 1, wherein the order information is generated in the order.   The order information generation means, the order quantity in each of the order price, to the total transaction amount in a specific user or a specific transaction, or to the average order amount in the specific user or the specific transaction On the other hand, the order information for making the order at each of the order prices is generated so as to have an arbitrarily set ratio, The order information according to any one of claims 1 to 3, wherein Financial product transaction management device. A financial product transaction management device for managing transactions of financial products, comprising:
An order information generating unit for generating order information as information for ordering a financial product to be traded is provided,
The order information generation means is
When the financial instruments are traded at a plurality of prices in one order procedure, at least one of the orders having different order prices has an order quantity different from the order quantities of the other orders. A financial product transaction management device, wherein the order information is generated as described above.   6. The financial system according to claim 1, further comprising contract information generating means for performing processing for contracting the order related to the order information generated by the order information generating means. Commodity transaction management device.   The order information generation means may include a plurality of first order information as a plurality of the order information for ordering a plurality of first orders and / or a plurality of a plurality of order information as a plurality of order information for a plurality of second orders. The financial product transaction management according to any one of claims 1 to 6, wherein the second order information is generated such that each order price has a predetermined price range with reference to a specific reference price. apparatus. The order information generating means,
Specifying a plurality of first order information as a plurality of the order information for ordering a plurality of first orders and / or a plurality of second order information as a plurality of order information for ordering a plurality of second orders Based on the standard price of, each order price is generated so as to have a predetermined price range, and
When the first order and the second order corresponding to the first order are contracted, the first order information corresponding to the contracted first order and the first order information corresponding to the contracted second order. 7. The financial instrument transaction management device according to claim 1, wherein the ordering of the first order and the second order is repeated by generating the second order information again. The order information generating means,
Set a price range set based on a specific upper price and / or a specific lower price,
In the price range, a plurality of first order information for ordering a plurality of first orders as a plurality of order information and / or a plurality of second order information as a plurality of order information for ordering a plurality of second orders. 7. The order information is generated so that order prices of a plurality of the first orders and / or order prices of a plurality of the second orders are set. The financial product transaction management device described in. A financial product transaction management system for managing transactions of financial products,
Order receiving means for receiving information on the order of the financial product,
And an order information generation means for generating the order information as information for performing the order of financial instruments to perform the transaction,
The order receiving means,
Order quantity information as information on the quantity of a plurality of orders set to different order prices,
Total order quantity information as information on the sum of the order quantities of all said orders, and
Price range information as price range information of a plurality of the orders,
Order tier number information as information about the number of tiers, which is the number of order tiers consisting of a plurality of the orders that are set to a plurality of adjacent order prices whose order prices are different from the other orders
Accept
The order information generating means includes the order quantity information, the total order quantity information, the price range information, and the order hierarchy number information included in the order information accepted by the order accepting means,
Each of the order-width of each other are formed such that the width set by the band width information, the order of the number of the order number information, predetermined to the order quantity of the order for each of the order hierarchy are different values and Do Ri, the sum of the order quantity of all the orders become quantity of the total order quantity information, to so that to form the order hierarchy in which the number of layers is the number of layers of the order hierarchy number information, A financial product transaction management system characterized by generating the order information.   A program causing a computer to function as a financial product transaction management device according to any one of claims 1 to 9.

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