JP6774066B2 - Financial instruments transaction management device, program - Google Patents

Description

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

As a method of trading financial products such as foreign exchange, limit orders are known in addition to market orders that trade at the price at the time of ordering. This limit order is an order form in which a customer specifies a trading price in advance, and a financial product dealer places a buy order for the financial product when the target financial product drops to the specified amount. Or place a sell order for the financial instrument when it reaches the specified amount. Conventionally, an invention has been known in which a limit order for this financial product is placed using a computer system (see, for example, Patent Document 1).

Japanese Unexamined Patent Publication No. 2006-99787

However, the prices of financial instruments are constantly fluctuating and cannot be predicted accurately. Therefore, if the price of the financial instrument rises (or falls) immediately before it falls (or rises) to a predetermined amount, or it falls (or rises) below the predetermined amount, the customer May suffer a substantial disadvantage. Then, depending on the invention described in Patent Document 1, there is a problem that such a fear of disadvantage cannot be avoided.

Furthermore, if the number of orders is extremely increased or orders are canceled frequently, the dealers of financial products may also suffer from complicated operations and practical damages. Especially when the financial product to be handled is foreign exchange, the dealer who mediates between the customer and the bank may cause de facto damage to the bank and lose the credit from the bank. Therefore, it is necessary to pay attention to avoiding the risk incurred by the dealer of financial instruments when conducting a transaction, but in the invention described in Patent Document 1 above, there is a problem that the risk of the dealer cannot be avoided. is there.

The present invention has been made in view of the above problems, avoids disadvantages of financial product handlers and customers in ordering financial products, and allows customers who use the system to carry out transactions without performing complicated ordering procedures. The challenge is to provide financial instrument transaction management devices, etc. that can be performed efficiently and smoothly.

In order to solve such a problem, the invention according to claim 1 is a financial instrument transaction management device that manages a transaction for buying and selling a financial product whose market price fluctuates, and is a predetermined type of the financial product for which the purchase is desired. With respect to, at each first order price, which is the respective order price of a plurality of first orders for purchasing the financial product at one order price, the buy / sell order of each financial product is set to a predetermined order amount. Information for setting and a buy / sell order for each financial instrument at each second order price, which is the respective order price of the plurality of second orders for selling the financial instrument at another order price. The information for setting the to a predetermined order amount and the combination of the first order and the second order associated with the first order are set as a plurality of the combinations at a plurality of order prices. The order input receiving means for receiving the information for ordering as the buying and selling order application information for placing the buying and selling order of the financial product, and the above-mentioned type selected based on the buying and selling order application information received by the order input receiving means. for the financial product, the order said each price is set to a predetermined order amount, the other order price of the the associated said second order to said first order and said one order price of the first order It has an order information generating means for generating order information in which a profit margin is set when buying and selling in and a price range between orders is set, and a price information receiving means for acquiring information on the market price of the financial product. Then, the order information generating means includes information in the buy / sell order application information for setting a buy / sell order for each of the financial instruments at the first order price to the predetermined order amount, and the respective said. Based on the information for setting the buy / sell order of the financial instrument to the predetermined order amount at the second order price, the buy / sell order of each financial instrument is set to the predetermined order at the first order price. The order price / order amount setting means for setting the amount and setting the buy / sell order for each of the financial instruments to the predetermined order amount at the second order price is provided, and the order information generating means is described. Based on the processing of the buy / sell order application information by the order price / order amount setting means, as the order information, for the same type of financial product, the specific order price of the one is set as the highest price, and the highest price of the one is set. Each price range is set on the lower side than the price based on the buy / sell order application information. Each of the order prices is set so as to have the above price range, and the first order as a buy or sell order of the predetermined order amount is placed for each set first order price as the order price. The first order information, the first one in which a specific other order price is set as another highest price and a purchase or sale is made for each of the first orders on the lower side than the other highest price. Each of the order prices is set so that the profit margin when the sale or purchase is made based on the order becomes the profit margin set based on the buy / sell order application information, and each of the set orders. Regarding the second order price as the price, the first order of the buy is the sell order of the predetermined order amount, and the first order of the sell is the buy order of the predetermined order amount . A plurality of order information groups consisting of second order information for performing a second order associated with the first order are generated based on information for setting as a plurality of the combinations at the plurality of order prices , and one For each of the order information groups generated based on the buy / sell order application information, the first order price of the first order, which is a valid order, matches the market price of the financial product, and then a valid order. If said second order, the first order by said second order price of the second order that is associated with the first order and the market price match has agreed I der, following The execution of the first order at the same first order price as the executed first order and the same second order price as the executed second order by validating the first order information of the order information group of It is characterized in that the execution of the execution of the second order associated with the first order in the above is repeated.

The invention according to claim 2 is a financial product transaction management device that manages a transaction for buying and selling a financial product whose market price fluctuates, and the said financial product is one of the said financial products of a predetermined type desired to be bought and sold. Information for setting a buy / sell order for each of the financial instruments to a predetermined order amount at each first order price, which is the order price of each of the plurality of first orders for purchasing at the order price, and At each second order price, which is the respective order price of the plurality of second orders for selling the financial instrument at another order price, each buy / sell order of the financial instrument is set to a predetermined order amount. The financial instrument and the information for setting the combination of the first order and the second order associated with the first order as a plurality of the combinations at a plurality of order prices. The order price of the financial product of the type selected based on the order input receiving means received as the buying and selling order application information for placing the buying and selling order and the buying and selling order application information received by the order input receiving means. is set to the predetermined order amount each, the margins when the traded with the other order price of the the associated said second order, the one order price of the first order to the first order The order information generating means includes an order information generating means for generating order information for which a price range between orders is set, and a price information receiving means for acquiring information on the market price of the financial product. , Information for setting a buy / sell order for each of the financial instruments at the first order price to the predetermined order amount in the buy / sell order application information, and each buy / sell order for the financial product. Based on the information for setting the predetermined order amount at the second order price, the buy / sell order of each of the financial instruments is set at the predetermined order amount at the first order price, and the respective said. It has an order price / order amount setting means for setting a buy / sell order of a financial instrument to the predetermined order amount at each of the second order prices, and the order information generating means is the order price of the buy / sell order application information. -Based on the processing by the order amount setting means, as the order information, for the same type of financial product, the specific order price of the one is set as the lowest price, and the price is higher than the lowest price of the one. It so that the price range is the price range set based on the buy / sell order application information. First order information, specific, which sets each of the order prices and places the first order as a sell or buy order of the predetermined order amount for each set first order price as the order price. The other order price is set as another lowest price, and the purchase or sale is made based on the first order in which the sale or purchase is made for each of the first orders on the higher side than the other lowest price. The order price is set so that the profit margin at the time of the operation is the profit margin set based on the buy / sell order application information, and the second order price as the set order price is set. Corresponds to the first order as a buy order of the predetermined order amount for the first order of the sell and a sell order of the predetermined order amount for the first order of the sell. A plurality of order information groups including the second order information for placing the second order are generated based on the information for setting as the plurality of combinations at the plurality of order prices, and are based on the one said buy / sell order application information. for each of said order information group generated Te, the first order price of the first order is an order effective and the market price of the financial product is consistent, then the I active orders der first If the second order price of the second order was that associated with said market price and the second order and the first order in the match has agreed to the order, said following the order information group first order information is valid, contractual and commitments and the first order in the first same the first order price and order was, at the same the second order price and the second order which is contracted, the first order It is characterized in that it is set so that the contract of the associated second order is repeatedly performed.

In the invention according to claim 3, in addition to the configuration according to claim 1 or 2, the first order and the second order constituting the order information group having one profit margin are executed, respectively. It is a profit amount to be obtained, and is characterized in that the profit amount is set as a profit margin in the sales order application information.

The invention according to claim 4 includes, in addition to the configuration according to any one of claims 1 to 3, an order information recording means for recording the order information generated by the order information generating means and the order information. A contract information generating means for executing a contract of the financial instrument based on the financial instrument is provided, the order information group generated by the order information generating means is recorded in the order information recording means, and the contract information generating means is described. When the first order information is a buy order and the market price of the financial product acquired by the price information receiving means fluctuates and becomes equal to the first order price, the order information recording means. The execution is performed based on the first order information among the individual order information forming the order information group recorded in the above, and the market price of the financial product acquired by the price information receiving means further fluctuates. When the price becomes equal to the second order price, the execution of the financial product based on the second order information is performed to execute the execution of the financial product based on the first order information and the second order information. When the execution of the financial product based on the above is repeated and the first order information is a sell order, the market price of the financial product acquired by the price information receiving means fluctuates and the first order When the price becomes equal to the price, the contract is executed based on the first order information among the individual order information forming the order information group recorded in the order information recording means, and the price information receiving means When the market price of the acquired financial product further fluctuates and becomes equal to the second order price, the contract of the financial product is performed based on the second order information to obtain the first order information. It is characterized in that the execution of the financial instrument based on the execution and the execution of the financial instrument based on the second order information are repeated.

The invention according to claim 5 is, in addition to the configuration according to claim 4, relating to the order for which the cancellation request is made when the contract information generating means receives a cancellation request for the order of the financial product once ordered. It is characterized in that the order information group including the order information is extracted, and all the order information before execution included in the order information group is canceled.

The invention according to claim 6 is a program, characterized in that the computer functions as the financial instrument transaction management device according to any one of claims 1 to 5.

According to the inventions of claim 1 and claim 2, in the financial product transaction management device, order information for generating order information of financial products based on sales order application information for placing a buy / sell order of financial products. It has a generation means, and the order information generation means buys and sells a financial product by generating an order information group consisting of order information for ordering the same type of financial product for a plurality of prices based on a buy / sell order application information. At that time, by performing the order procedure, the same type of financial product can be ordered at one time over multiple prices. As a result, an order that can reduce the risk of the customer can be easily placed by one order procedure, and the convenience of using the system of the customer can be improved. As a result, the disadvantages of the financial product handler and the customer in ordering the financial product can be avoided, and the customer using the system can efficiently and smoothly carry out the transaction by order without performing complicated ordering procedures.

According to the inventions of claim 1 and claim 2, for each order information group generated based on the buy / sell order application information, the first order price of the first order and the financial product, which are valid orders, If the first order and the second order are executed by matching the market price and then the second order price of the second order, which is a valid order, and the market price, the first of the following order information group (I) Make the order information valid and repeat the execution of the first order at the same first order price as the executed first order and the execution of the second order at the same second order price as the executed second order. By setting such a method, even after the first order and the second order are executed, the order based on the executed order information group can be repeatedly executed. As a result, the disadvantages of the financial product handler and the customer in ordering the financial product can be avoided, and the customer using the system can efficiently and smoothly carry out the transaction by order without performing complicated ordering procedures.

According to the invention of claim 3, the profit margin is the profit amount obtained by executing the first order and the second order constituting one order information group, respectively, and is used as the profit margin in the sales order application information. By configuring the profit amount to be set, the second order price can be surely set based on the specific profit amount.

According to the invention of claim 4, the execution information generating means can execute an order when the individual order information forming the order information group recorded in the order information recording means satisfies the order condition. In addition, when the order information as the second order is executed, one order information group is generated again, so that even after the first order and the second order are executed, the ifdan order by the executed order information group is used. Can be repeated. As a result, the disadvantages of the financial product handler and the customer in ordering the financial product can be avoided, and the customer using the system can efficiently and smoothly carry out the transaction without performing complicated ordering procedures.

According to the invention of claim 5, when there is a cancellation request for an order for a financial product once ordered, the execution information generating means extracts an order information group including order information regarding the order for which the cancellation request has been made. , By canceling all the order information before the execution included in the order information group, it is possible to prevent the handling of the order from becoming complicated. As a result, it is possible to further enhance the convenience of the customer who uses the system and prevent the system configuration and the complicated information processing in the system.

According to the invention of claim 6, the configuration of the financial instrument 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 instrument transaction management system which realizes the financial instrument transaction management method of this embodiment, and the functional block diagram of the financial instrument transaction management apparatus which realizes the financial instrument transaction management method of this embodiment. It is the schematic diagram of the field definition of the order table of the financial instruments transaction management apparatus. It is the schematic diagram of the field definition of the customer account information table of the financial instruments transaction management apparatus. It is the schematic diagram of the field definition of the currency pair order condition table of the financial instruments transaction management apparatus. It is the flowchart which shows the processing procedure at the time of ordering of the trap repeat toy fudan in the financial instruments transaction management apparatus. It is an image diagram of the input screen displayed on the display part of a client terminal. It is an image diagram of (a) a condition setting screen and (b) an image diagram of a confirmation screen displayed on a client terminal. It is a figure which showed (a) the data of the buy order information as a model, and (b) the figure which showed the data of the sell order information as a model, which is recorded in the order table. Same as above This is a time chart schematically showing the execution processing based on the limit order in the financial instrument transaction management device. It is the flowchart which shows the processing procedure of the cancellation request in the financial instruments transaction management apparatus.

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

FIG. 1 is a system configuration diagram and a functional block diagram of a financial instrument transaction management system that realizes the financial instrument transaction management method of the present embodiment. As shown in the figure, the financial product transaction management system 1A includes a financial product transaction management device 1 and N (N ≧ 1) client terminals 2 ₁ to 2 _n, and together with 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 the present embodiment handles foreign exchange as a financial product.

The financial product transaction management device 1 that realizes the financial product transaction management method of the present embodiment is a server computer managed and operated by a financial product dealer, and has a Web server function and a database function for storing a large amount of data. ing. Client terminals 2 ₁ , ..., _2n are communication terminals possessed and used by individuals or corporations that buy and sell financial products and have a data communication function, and correspond to personal computers, mobile phone terminals, etc. To do. The client terminal 2 ₁ , ..., 2 _n consists of an operation unit 21 ₁ , ..., 21 _n , an LCD (Liquid Crystal Display), etc. used for inputting various instructions such as a mouse and a keyboard. _It has a display unit 22 ₁ , ..., 22 _n that displays various instructions and various images input from ₁ , ..., 21 _n . Since the client terminals 2 ₁ , ..., 2 _n , the operation unit 21 ₁ , ..., 21 _n , and the display unit 22 ₁ , ..., 22 _n have the same configuration, it is necessary to distinguish them below. Except in certain cases, the client terminal 2, the operation unit 21, and the display unit 22 are used.

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

As shown in FIG. 1, the financial instruments transaction management device 1 has a data processing unit 10 as a functional means realized based on the above-mentioned 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, and further, a front page distribution unit 11 as a functional means and an order as an "order input receiving means". Input reception unit 12, deposit / withdrawal information generation unit 13, contract information generation unit 14 as "contract information generation means", account information generation unit 15, order as "order information generation means" and "second price information calculation means" It has an information generation unit 16, a database (DB) connection base unit 17, and a price information receiving unit 19 as a “price information receiving means”.

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

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

The order information generation unit 16 generates information regarding an order for a financial product based on the information processed by the order input reception unit 12. In addition to so-called market orders and limit orders, orders here include ifdan orders (two ranked orders are placed at the same time, and when the first ranked order is filled, the second ranked order is automatically activated. The order format. The same applies in this specification.) Is also included.

The contract information generation unit 14 performs a contract process based on the order generated by the order information generation unit 16 and a process for sending information regarding the completed contract process to the client terminal 2 of the customer. The term "contract" as used herein refers to various procedures and processes for establishing a sale or purchase of a financial product based on a customer's order.

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

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

The database 18 records the data used by the financial instrument transaction management device 1. The database 18 in the present embodiment is formed by a relational database, but any format may be used as long as it is suitable for recording or rewriting a large amount of data such as an object database. The database 18 includes an order table (order information recording means) 181, a customer account information table (customer account information recording means) 182, a currency pair order condition table 183, a minimum price range table (minimum price range information recording means) 184, and a difference table (difference table). Difference information recording means) 185, sequence number table 186 is recorded. In the minimum price range table 184, individual sell order information (described later) or individual buy order information (described later) forming an order information group (described later), which is defined for each type of financial product, is closest to each other. The price range is recorded as the minimum price range information. In the difference table 185, the difference information between the current market price and the order amount of the order information (described later), which is determined for each type of financial product, is recorded. A sequence number uniquely assigned to each order information (described later) is recorded in the sequence number table 186. Details of the order table 181, the customer account information table 182, and the currency pair order condition table 183 will be described later.

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

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

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

In the above-mentioned financial product transaction management device 1, when a limit transaction of a financial product is performed, a plurality of financial products of the same type can be bought and sold by one pre-order for each predetermined number of products in a predetermined price range. It is possible to realize the order form performed by. In the present specification, this order form is referred to as "trap repeat toy fudan order".

Next, the transaction procedure of the trap repeat toy fudan order in the financial instrument transaction management system 1A of the present embodiment will be described.

FIG. 3 is a flowchart showing a processing procedure for generating information regarding a limit order by a trap repeat toy fudan order in the financial instrument transaction management device 1 of the present embodiment. Hereinafter, the processing procedure at the time of ordering will be described based on the figure.

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

(1) The customer would like to buy and sell from the upper from tradable currency pairs (the input screen 40 in five currency pairs) trading provided for each desired input button 41 _{1-41 5} of the input screen 40 Select a currency pair and click. For example, customers who want to buy the US dollar in Japanese yen, clicking on the US dollar purchase button 41 1 _a of the input screen 40.

(2) then the customer himself from trading mode selection button group 42 provided on the lower side of the trading desired input button 41 _{1-41 5} clicks to select the button that trading form is displayed as desired. The input screen 40 of FIG. 4 shows a state in which the new selection button 42a for selecting a new order (that is, an order for holding a new position (foreign currency position)) from the trading form selection button group 42 is clicked. ing. The financial instrument transaction management device 1 of the present embodiment applies the trap repeat toy fudan order only to a new order, simplifying the system configuration and forming a system that is easy for the customer to use.

(3) Next, the customer clicks the trap trade designation button 43a for designating the trap trade (registered trademark) from the order condition / quantity designation button group 43 provided below the trading form selection button group 42. Here, "trap trade" is an order form in which a plurality of financial products of the same type are reserved for a predetermined number of products in a predetermined price range by one pre-order when a limit transaction of a financial product is performed. To say. And the trap repeat toy fudan order includes the trap trade in the procedure. In the financial instrument transaction management device 1 of the present embodiment, trap trading cannot be performed even if a selection button other than the trap trade designation button 43a is clicked.

(4) When the trap trade designation button 43a is clicked, the condition setting screen 44 shown in FIG. 5A pops up on the display unit 22. On the condition setting screen 44, a start price input field 44a for inputting the order base price of Trap Repeat Toy Fudan, an amount input field 44b for inputting the amount for each position in one order, and a price range of the position to be ordered (that is, individual buy orders) Price range input field 44c for inputting information (price range between each other), number of traps selection field 44d for selecting the number of positions to order, profit amount specification field 44e for inputting profit amount for each position as "profit margin", A repeat toy fudan order selection field 44f for specifying how to execute the repeat toy fudan order is provided, and the customer inputs a desired numerical value in each input field 44a, 44b, 44c, 44e, and from each selection field 44d, 44f. Select the desired number and order format. In the condition setting screen 44 of FIG. 5A, the start price is 109.90 dollars, the price range is 0.10 yen, and one position is displayed in the input fields 44a, 44b, 44c, 44e and the selection fields 44d, 44f. Is 10,000 currencies, the number of positions to order is 5, the expiration date is indefinite, and the order format is a basic repeat toy fudan order. The order is entered and selected. By selecting the repeat toy fudan order in the repeat toy fudan order selection field 44f on the trap trade condition setting screen 44, the trap repeat toy fudan order form is selected.

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

When the order confirmation button 44g is clicked in the above (5) and the transmitted data (buying and selling order application information) is supplied to the financial product transaction management device 1, the order input receiving unit 12 of the financial product transaction management device 1 receives the order input reception unit 12. Confirm the contents of the entered order (order entry acceptance procedure). Specifically, the order format selected in the repeat toy fudan order selection field 44f is confirmed, and the order price of the supplied data is inspected (step S2). More specifically, the amount of buying and selling the desired input button 41 _{1-41 5} start price input field 44a is input to the start price of the selected currency pair in, and the current exchange rate prices price information receiving unit 19 has received Is contrasted. The order input reception unit 12 only when the customer can make a profit, that is, when the start price is lower than the current exchange rate price when buying a foreign currency, and when selling a foreign currency, the start price is the current one. Only when the price is higher than the exchange rate, the price is judged to be appropriate.

When the start 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 in the customer account information table 182. Specifically, the numerical data recorded in the “amnt” field 182a shown in FIG. 2B is acquired as margin information.

The order input receiving unit 12 calculates based on the acquired margin information and the total amount of the customer's order (that is, the numerical value input in the amount input field 44b, the price range input field 44c, and the numerical value selected from the trap number selection field 44d). Check whether the margin amount is equal to or greater than the total order amount by comparing it with the total order amount to be placed. The order information generation unit 16 generates an "order information group" described later only when the margin amount is equal to or more than the total order amount (“No” in step S5) (order information generation procedure). As a result, the limit order by the ifdan order can be accepted only when the customer can surely pay.

When the margin amount is equal to or greater than the total order amount (“No” in step S5), the order input reception unit 12 confirms whether or not the order condition satisfies the condition of the trap repeat toifdan (step S6). Specifically, the numerical data recorded in the “trap_range” field 183a shown in FIG. 2C is acquired as the value of the minimum price range condition, and is recorded in the numerical data of the price range input in the price range input field 44c and the minimum price range table 184. By comparing with the numerical value of the minimum price range information of the relevant currency pair, it is confirmed whether or not the value of the price range input in the price range input field 44c is equal to or more than the minimum price range.

If the price range value entered in the price range input field 44c is less than the value of the minimum price range information (“Yes” in step S7), the order input reception unit 12 treats the entered order as an error and accepts the order. Reject (step S10). As a result, the price range between orders is so close that the risk cannot be avoided, and the customer suffers a de facto disadvantage, and transactions are concentrated in a specific price range, resulting in excessive business and handling of financial products. Can be prevented from suffering a de facto disadvantage.

It is assumed that the price range value entered in the price range input field 44c is equal to or greater than the minimum price range value (“No” in step S7), and the order conditions satisfy all the conditions necessary for ordering the above-mentioned trap repeat client. When the determination is made, the front page distribution unit 11 causes the display unit 22 of the client terminal 2 to display the confirmation screen 45 shown in FIG. 5B. The confirmation screen 45 lists the order conditions input and selected by the customer on the input screen 40 and the condition setting screen 44, and is provided with an order button 45a to be clicked when there is no mistake in the listed contents. In the order information group display field 45b of the confirmation screen 45, the buy order information (ascending) for ordering the same type of financial product at a single price and the financial product subject to the buy order information are displayed on other items. An order information group 45c ₁ , 45c ₂ , ... 45c _k (k> 1) consisting of sell order information (downward) for a limit order at a price is displayed.

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

The order information generation unit 16 records the generated order information group in the order table 181 (step S9, order information recording procedure). Specifically, the corresponding order information (that is, the data corresponding to the item in the "remarks" column 181a) is recorded in each field shown in FIG. 2A. For example, the sequence number assigned in step S8 is recorded in the "ord_seq" field 181b. A customer number uniquely defined for each customer is recorded in the "cust_seq" field 181c, and a product name is recorded in the "style_id" field 181d. An ID number uniquely determined for each currency pair is recorded in the "ccy_pair_id" field 181e. The combination of the ID number and the currency pair is recorded in an ID table (not shown) separately provided in the database. The "buy_sell_id" field 181f is data indicating whether it is a sell order or a buy order, the "ord_rate" field 181g is the order price, the "limit_time" field 181h is the order deadline, and the "ord_cond" field 181i is the order type. Data indicating whether or not is an ifdan order (default is 0, 1 is recorded in the case of ifdan order), and data indicating whether the order is a new order or a settlement order is stored in the "new_close" field 181k. Recorded. From the above procedure, the order processing of the trap repeat toy fudan order is completed, and the information regarding the limit order is generated.

FIG. 6A is a diagram showing a set of buy order information recorded in step S9 as a model, and FIG. 6B is a diagram showing a set of sell order information recorded in step S9 as a model. It is a figure shown. As shown in the figure, the set 50 of buy order information forms the buy order table 50a for which the information was generated in steps S1 to S9, and the set 60 of the sell order information also forms the sell order table 60a. ing.

The buy order table 50a contains five buy order information (that is, the number selected in the trap number selection field 44d) from the first buy order information 51a to the fifth buy order information 51e as "first order information". ), And the buy order price (first order price) shown in the first buy order information 51a is 109.90 yen per dollar (that is, the price entered in the start price input field 44a), and each order information. The price range of the buy order price of is 0.10 yen (that is, the price entered in the price range input field 44c). Further, each of the first buy order information 51a to the fifth buy order information 51e has an order amount of 10,000 currencies (that is, the amount entered in the amount input field 44b).

The sell order table 60a has five sell order information (that is, the number selected in the trap number selection field 44d) from the first sell order information 61a to the fifth sell order information 61e as "second order information". The buy order price (second order price) shown in the first sell order information 61a is 115.04 yen per dollar, and the order price range of each order information is 0.10 yen (that is, the price range). The price entered in the input field 44c).

In the buy order table 50a and the sell order table 60a, the order numbers 51h and 61h have the same order information, for example, the first buy order information 51a, the first sell order information 61a, the second buy order information 51b, and the first. (2) Sell order information 61b and ... Place a limit order for a financial product of the same type at one price and a limit order for a financial product subject to the buy order information at another price. It forms an order information group in one price range, which consists of sell order information. Among the order information forming one order information group, the order information recorded in the buy order table 50a (for example, the first buy order information 51a) forms a "first order" having a high execution priority and sells. The order information recorded in the order table 60a (for example, the first sell order information 61a) forms a "second order" with a lower execution priority. The order information recorded in the buy order table 50a is recorded as "valid order information" having the status as a completed (ordered) order in the initial state, and the order information recorded in the sell order table 60a. Is recorded as "invalid order information" that does not have the status as a completed (ordered) order in the initial state. The "valid" and "invalid" of the order information are recorded based on the flags and the like included in each order information.

When the first suggested price is determined to be an inappropriate price in step S3 (“Yes” in step S3), and when the margin amount is less than the total order amount in step S5 (“Yes” in step S5). Yes ”), the order input receiving unit 12 treats the input order as an error and rejects the order (step S10).

After the order processing is completed, the price information receiving unit 19 of the financial instrument transaction management device 1 continues to acquire the exchange rate information (price information receiving procedure). Then, when the market price and the order price of the specific position match, the execution information generation unit 14 executes the order of the position (contract information generation procedure).

FIG. 7 shows a time chart schematically showing executions based on limit orders in the financial instrument transaction management system 1A of the present embodiment. For example, as shown in the figure, the US dollar market purchase price 72 at t1 when the limit order by Trap Repeat Toy Fudan is completed is 110.00 yen per dollar, and the US dollar market purchase price 72 is after the limit order is completed. At t2 when the dollar reaches 109.90 yen, the first buy order information 51a is executed. At the same time as this execution, the first sell order information 61a is activated. By this "validation", the first sell order information 61a at this time is converted from "invalid order information" to "valid order information".

Similarly, at t3 when the market purchase price 72 of the US dollar reaches 109.80 yen per dollar, the second buy order information 51b is executed and at the same time the second sell order information 61b is activated, and the market purchase price 72 At t4 when the dollar reaches 109.70 yen, the third buy order information 51c is executed and at the same time the third sell order information 61c is activated.

After that, when the market purchase price 72 rises to 114.84 yen per dollar at the time t5, the contract information generation unit 14 contracts the sell information based on the third sell order information 61c and sells the US dollar. As a result, the customer can obtain a profit for the difference between the price of the third buy order information 51c and the third sell order information 61c. After the third sell order information 61c is executed, the third buy order information 51c and the third sell order information 61c will be generated again at the time point t6. At this point t6, the third sell order information 61c is again generated as "invalid order information" in the initial state.

When the limit order is activated or the limit order is executed, the execution information generation unit 14 rewrites the corresponding data in the database 18. Specifically, the data of the order information related to the limit order in the order table 181 is deleted, and the data in the "amnt" field 182a of the customer account information table 182 is increased or decreased by the contracted price.

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

After that, when the market purchase price 72 reaches 109.70 yen per dollar at the time point t9, the second buy order information 51b is executed and at the same time the second sell order information 61b is activated. After that, the same process will be repeated.

At time points t1 to t9, the fourth buy order information 51d, the fifth buy order information 51e, the fourth sell order information 61d, and the fifth sell order information 61e shown in FIG. 6 are not executed, and these The limit order is suspended until the time when the US dollar market purchase price 71 falls or rises to the respective order prices 51f and 61f after the time t9. In addition, all limit orders for which the order deadlines of 51 g and 61 g have passed without being executed are canceled and deleted from the order table 181.

As described above, the financial instrument transaction management device 1 of the present embodiment can reduce the risk of the customer in the limit order by placing a limit order for a plurality of prices of the same type of financial product. That is, for example, when only a limit order for purchasing the US dollar at 109.60 yen per dollar is placed, and the market purchase price 71 rises at 109.70 yen per dollar as shown in FIG. 7 ( Customers will not be able to buy US dollars (even if they have a potential desire to buy at 109.70 yen per dollar). On the other hand, if the trap repeat toy fudan order in the present embodiment is used, a plurality of limit orders can be placed on the basis of the price most desired to be purchased and distributed above and below the standard price. Risk can be reduced.

Further, the financial product transaction management device 1 of the present embodiment has, as order information, buy order information (for example, first buy order information 51a) for ordering a limit order of the same type of financial product at one price, and the buy order information. An order information group of one price range consisting of sell order information (for example, first sell order information 61a) for limit ordering a target financial product at another price is generated for a plurality of price ranges, and at the same time. In each order information group, the buy order information (for example, the first buy order information 51a) is set as the "first order", and the sell order information (for example, the first sell order information 61a) is set as the "second order". , "First order" is valid order information, "second order" is invalid order information, and the execution information generation unit 14 is when the "first order" forming one order information group is executed. By changing the "second order" from invalid order information to valid order information, orders the same type of financial product for multiple prices in the ifdan order of limit order based on one buy / sell order application information. be able to. In addition, the execution information generation unit 14 regenerates one order information group when the order information as the "second order", which is the valid order information, is executed, so that the "first order" and "first order" and "" Even after the "second order" is executed, the limit order ifdan order by the executed order information group (for example, the first buy order information 51a and the first sell order information 61a) can be repeatedly performed.

Further, the financial instrument transaction management device 1 of the present embodiment has order information groups 45c ₁ , 45c ₂ , ..., 45 _kk , the number of products at one price is constant, and order information groups in a plurality of price ranges. The price range between the first to fifth buy order information 51a, 51b, 51c, 51d, 51e and the first to fifth sell order information 61a, 61b, 61c, 45c ₁ , 45c ₂ , ..., 45c _k , By forming the price ranges of 61d and 61e to be constant, it is possible to simplify the content of instructions from the client terminal 2 side when ordering a financial product. Further, it is possible to make a customer who places an order from the client terminal 2 place an order having a high risk diversification effect by forming an order for a certain number of products at a certain price range.

When the financial instrument transaction management device 1 of the present embodiment requests a change in the price and amount of the limit order once ordered from the client terminal 2, the request is treated as an input error as if the request is an illegal request. To do. As a result, it is possible to prevent the business of the bank, which is the trading source of financial products, from becoming excessive due to frequent demands for prices and amounts.

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

First, when the financial instrument transaction management device 1 receives a request for canceling the limit order once placed from the client terminal 2 (step S11), the execution information generation unit 14 receives the order information of the limit order for which the cancellation request has been made. The included order information group is extracted, and among the order information included in this order information group, the one whose order price is closest to the market price of the financial product is selected. Then, the contract information generation unit 14 collates the absolute value of the value obtained by subtracting the market price from the selected order price with the data of the non-cancellable price range of the currency pair recorded in the difference table 185. When the absolute value is larger than the non-cancellable price range (“Yes” in step S12), the execution information generation unit 14 has the order information of uncontracted execution and the order information included in the order information group extracted in step S12. All the order information groups are processed as canceled (step S13).

For example, in FIG. 5, when only the first buy order information 51a is executed, the third buy order information 51c has a cancellation request, and the market purchase price 71 of the US dollar at the time of the request is 1 dollar 109. If it is .90 yen, the value obtained by subtracting the order price (109.80 yen per dollar) of the second buy order information 51b closest to the market price from the market price purchase price 71 is 0.10 yen. If the non-cancellable price range is less than 0.10 yen (for example, 0.09 yen), all of the second buy order information 51b to the fifth buy order information 51e shown in FIG. 5 are canceled. become. Further, the sell order information forming the order information group with the second to fifth buy order information 51b to 51e, that is, the second sell order information 61b to the fifth sell order information 61e are all canceled. The canceled order information data is deleted from the order table 181.

In this way, with one cancellation request, all the order information group for which the cancellation request was made is canceled, and the order information group including the order information for which the cancellation request is made is generated based on the sales order application information. By canceling all the ordered order information groups, it is possible to prevent the handling of limit orders by trap repeat toy fudan orders from becoming complicated.

On the other hand, when the absolute value is equal to or less than the non-cancellable price range (“No” in step S12), the contract information generation unit 14 rejects the cancellation request as an invalid request and processes the request as an error (step S14). ).

By setting the non-cancellable price range in this way, it is possible to avoid a situation in which a financial institution such as a bank is substantially damaged. That is, when a limit order cancellation request is input to the client terminal 2 immediately before the market purchase price (or market selling price) matches the order price, the customer due to the time lag that occurs when the cancellation request is contacted by the financial institution. A financial institution may purchase a financial product for which the order has been canceled, but the order has been canceled by prohibiting the cancellation of the order when the market price and the order price are closer than a predetermined value. It is possible to prevent a situation in which a financial institution purchases a product.

If the order received from the client terminal 2 is a normal market order (a transaction method for buying and selling financial products at the market price at the time of ordering), the order information is immediately generated in step S8. The execution information generation unit 14 executes the order, and the process of step S9 is not performed.

As described above, according to the financial product transaction management device 1 that performs the financial product transaction management method of the present embodiment, the disadvantages of the financial product handler and the customer in the limit order of the financial product are avoided, and the customer who uses the system is complicated. It is possible to efficiently and smoothly carry out a limit order transaction without performing a complicated order procedure.

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

Further, in the financial product transaction management system 1A that performs the financial product transaction management method of the above embodiment, the buy order information forming the order information group is set as "first order" and the sell order information is set as "second order". However, conversely, the sell order information may be the "first order" and the buy order information may be the "second order".

It goes without saying that the above-described embodiment is an example of the present invention and does not mean that the present invention is limited to the above-mentioned embodiment.

1A ··· the financial product transaction management system 1,... The financial product transaction management apparatus _2,2 1 _~2 n ··· client terminal 12 ... order input receiving unit (order input receiving means)
14 ... Contract information generation unit (contract information generation means)
16 ... Order information generation unit (order information generation means, second order price information calculation means)
19 ... Price information receiving unit (price information receiving means)
45c ₁ , 45c ₂ , ..., 45c _k ... Order information group 51a, 51b, 51c, 51d, 51e ... Buy order information (order information)
61a, 61b, 61c, 61d, 61e ... Sell order information (order information)
181 ... Order table (order information recording means)
184 ... Minimum price range table (minimum price range information recording means)
185 ... Difference table (difference information recording means)

Claims (6)

A financial product transaction management device that manages sales transactions of financial products whose market prices fluctuate.
For the financial instrument of a predetermined type to be bought and sold, at each first order price, which is the respective order price of the plurality of first orders for purchasing the financial instrument at one order price, each said Information for setting a buy / sell order for a financial instrument to a predetermined order amount, and each second order which is the respective order price of a plurality of second orders for selling the financial instrument at another order price. In the price, a plurality of information for setting a buy / sell order for each of the financial instruments to a predetermined order amount, and a combination of the first order and the second order associated with the first order. An order input receiving means for accepting information for setting as a plurality of the above combinations in the order price of the financial product as trading order application information for placing a trading order for the financial product
Based on the sales order application information received by the order input receiving means, the financial product of the selected type is set to the predetermined order amount for each order price, and the first order is set to the one. Order information that generates order information in which the profit margin when buying and selling at the order price and the other order price of the second order associated with the first order is set, and the price range between the orders is set. Generation means and
It has a price information receiving means for acquiring information on the market price of the financial product.
The order information generating means includes information in the buy / sell order application information for setting a buy / sell order for each of the financial products to the predetermined order amount at each of the first order prices, and each of the financial products. Based on the information for setting the buy / sell order of the financial product to the predetermined order amount at each of the second order prices, the buy / sell order of each of the financial products is set to the predetermined order amount at each of the first order prices. It has an order price / order amount setting means for setting and setting a buy / sell order for each of the financial products at the predetermined order amount at each of the second order prices.
The order information generating means uses the order information as the order information based on the processing of the buy / sell order application information by the order price / order amount setting means.
For the same type of financial product
The specific order price of the one is set as the highest price of the one, and each price range is set to the lower price side than the highest price of the one so that the price range is the price range set based on the buy / sell order application information. The first order information for placing the first order as a buy or sell order of the predetermined order amount for each set first order price as the order price,
The specific other order price is set as the other highest price, and the price is lower than the other highest price, based on the first order purchased or sold for each first order. Alternatively, each order price is set so that the profit margin when the purchase is made becomes the profit margin set based on the sales order application information, and the second set price as the order price is set. Regarding the order price For the first order of the buy, the first order of the predetermined order amount is sold, and for the first order of the sell, the first order of the predetermined order amount is the buy order. A plurality of order information groups including the second order information for performing the associated second order are generated based on the information for setting as the plurality of combinations at the plurality of order prices .
For each of the order information groups generated based on the buy / sell order application information, the first order price of the first order, which is a valid order, matches the market price of the financial product, and then is valid. If said second order, the first order by said second order price of Do that associated with the first order I apply der the second order and the market price match has agreed , The execution of the first order at the same first order price as the executed first order and the same second as the executed second order by validating the first order information of the next order information group. A financial instrument transaction management device, characterized in that the execution of the second order associated with the first order at the order price is repeatedly performed. A financial product transaction management device that manages sales transactions of financial products whose market prices fluctuate.
For the financial instrument of a predetermined type to be bought and sold, at each first order price, which is the respective order price of the plurality of first orders for purchasing the financial instrument at one order price, each said Information for setting a buy / sell order for a financial instrument to a predetermined order amount, and each second order which is the respective order price of a plurality of second orders for selling the financial instrument at another order price. In the price, a plurality of information for setting a buy / sell order for each of the financial instruments to a predetermined order amount, and a combination of the first order and the second order associated with the first order. An order input receiving means for accepting information for setting as a plurality of the above combinations in the order price of the financial product as trading order application information for placing a trading order for the financial product
Based on the sales order application information received by the order input receiving means, the financial product of the selected type is set to the predetermined order amount for each order price, and the first order is set to the one. Order information that generates order information in which the profit margin when buying and selling at the order price and the other order price of the second order associated with the first order is set, and the price range between the orders is set. Generation means and
It has a price information receiving means for acquiring information on the market price of the financial product.
The order information generating means includes information in the buy / sell order application information for setting a buy / sell order for each of the financial products to the predetermined order amount at each of the first order prices, and each of the financial products. Based on the information for setting the buy / sell order of the financial product to the predetermined order amount at each of the second order prices, the buy / sell order of each of the financial products is set to the predetermined order amount at each of the first order prices. It has an order price / order amount setting means for setting and setting a buy / sell order for each of the financial products at the predetermined order amount at each of the second order prices.
The order information generating means uses the order information as the order information based on the processing of the buy / sell order application information by the order price / order amount setting means.
For the same type of financial product
The specific order price of the one is set as the lowest price of the one, and each price range is set on the higher side than the lowest price of the one so that the price range is the price range set based on the buy / sell order application information. The first order information for placing the first order as a sell or buy order of the predetermined order amount for each set first order price as the order price,
The specific other order price is set as the other lowest price, and the purchase is made on the higher side than the other lowest price based on the first order sold or purchased for each of the first orders. Alternatively, each order price is set so that the profit margin when the sale is made becomes the profit margin set based on the buy / sell order application information, and the second set price as the order price is set. Regarding the order price For the first order of the sell, the buy order of the predetermined order amount is set, and for the first order of the sell, the sell order of the predetermined order amount is set as the first order. A plurality of order information groups including the second order information for performing the associated second order are generated based on the information for setting as the plurality of combinations at the plurality of order prices .
For each of the order information groups generated based on the buy / sell order application information, the first order price of the first order, which is a valid order, matches the market price of the financial product, and then is valid. If said second order, the first order by said second order price of Do that associated with the first order I apply der the second order and the market price match has agreed , The execution of the first order at the same first order price as the executed first order and the same second as the executed second order by validating the first order information of the next order information group. A financial instrument transaction management device, characterized in that the execution of the second order associated with the first order at the order price is repeatedly performed. The profit margin is a profit amount obtained by executing each of the first order and the second order constituting the order information group, and the profit amount is set as the profit margin in the buy / sell order application information. The financial instruments transaction management device according to claim 1 or 2, characterized in that. An order information recording means for recording the order information generated by the order information generating means, and
It has a contract information generating means for executing a contract of the financial product based on the order information.
The order information group generated by the order information generating means is recorded in the order information recording means.
The contract information generation means
When the first order information is a buy order and the market price of the financial product acquired by the price information receiving means fluctuates and becomes equal to the first order price, the order information record. Of the individual order information forming the order information group recorded in the means, the execution is performed based on the first order information, and the market price of the financial product acquired by the price information receiving means is further increased. When the price fluctuates and becomes equal to the second order price, the execution of the financial product based on the second order information is performed to execute the execution of the financial product based on the first order information and the second order. Repeat with the execution of the financial product based on the information,
When the first order information is a sell order and the market price of the financial product acquired by the price information receiving means fluctuates and becomes equal to the first order price, the order information record. Of the individual order information forming the order information group recorded in the means, the execution is performed based on the first order information, and the market price of the financial product acquired by the price information receiving means is further increased. When the price fluctuates and becomes equal to the second order price, the execution of the financial product based on the second order information is performed to execute the execution of the financial product based on the first order information and the second order. The financial instrument transaction management device according to any one of claims 1 to 3, wherein the execution of the execution of the financial instrument based on the information is repeated. When there is a cancellation request for an order for the financial product once ordered, the contract information generating means extracts the order information group including the order information regarding the order for which the cancellation request has been made, and uses the order information group as the order information group. The financial instrument transaction management device according to claim 4, wherein all of the included order information before execution is canceled. A program characterized in that a computer functions as a financial instrument transaction management device according to any one of claims 1 to 5.