JP6792991B2 - Financial information processing equipment, financial information processing methods, and programs - Google Patents

Description

The present invention relates to a financial information processing device or the like that automatically orders financial products.

Conventionally, there has been a financial information processing device that enables a user to continue a transaction for a longer period of time by dynamically setting a position according to a change in the value of a financial product (see, for example, Patent Document 1). (Hoshino) Since the W cycle is based on cycle orders, you only have to repeat the price and range you decided at the beginning, but can you call it dynamic? I hope this is i-cycle based.

Japanese Unexamined Patent Publication No. 2015-225544

However, in the conventional financial information processing apparatus, it is not possible to set sell and buy orders up and down based on a specified price.

The financial information processing apparatus of the first invention is information on an order for a financial product whose value can fluctuate, and a parameter storage unit for storing a specified price as a parameter, and two or more orders corresponding to the price information. One or more pieces of information corresponding to an order storage unit that can store information and price information indicating a price higher than the specified price, and having sell position direction information which is information in the position direction of "sell". Generates one or more order information having buy position direction information, which is information corresponding to order information and price information indicating a price lower than the specified price, and is information on the position direction of "buy". , A financial information processing apparatus including an order generation unit that stores two or more generated order information in association with each other in an order storage unit.

With this configuration, sell and buy orders can be set up and down based on the specified price.

Further, in the financial information processing apparatus of the second invention, the parameter storage unit stores the specified price, the assumed fluctuation range, and the position interval, which are parameters, with respect to the first invention, and the order generation unit , N / 2 corresponding to the order number calculation means for calculating the number (N) of order information to be generated using the assumed fluctuation range and the position interval, and the price information indicating the price above the specified price. The order information of N / 2 corresponding to the price information indicating the price below the specified price is generated, and the generated two or more order information are associated and stored in the order storage unit. It is a financial information processing apparatus provided with an order generation means for performing an order.

With such a configuration, order information can be generated using the assumed fluctuation range and the position interval.

Further, in the financial information processing apparatus of the third invention, with respect to the first or second invention, the order generation unit corresponds to price information indicating a price satisfying a predetermined condition with respect to the specified price. It is a financial information processing device that does not generate order information.

With such a configuration, it is possible to prevent a double-decker structure.

Further, the financial information processing apparatus of the fourth invention includes a position storage unit capable of storing one or more position information which is information on the position of a financial product for any one of the first to third inventions. The present value acquisition department that acquires the present value information, which is information on the present value of financial products, and the position information corresponding to the order information corresponding to the present value information acquired by the present value acquisition department are generated and stored in the position storage unit. It is a financial information processing apparatus including a position generation unit for accumulating and a settlement unit for settlement of position information corresponding to the present value information acquired by the present value acquisition unit.

With such a configuration, payment can be automatically made using the generated order information.

Further, in the financial information processing apparatus of the fifth invention, with respect to the fourth invention, in the order generation unit, the present value information acquired by the present value acquisition unit is settled after the settlement unit has settled. It is a financial information processing device that generates order information corresponding to present value information when a predetermined condition is satisfied for the position information of the target to be performed.

With such a configuration, continuous transactions are possible.

Further, the financial information processing apparatus of the sixth invention includes a position storage unit capable of storing one or more position information which is information on the position of a financial product for any one of the first to fifth inventions. When the difference between the present value acquisition unit that acquires the present value information, which is information on the present value of financial products, and the specified price and present value information stored in the parameter storage unit is large enough to satisfy a predetermined condition. , A position generation unit that generates one or more position information corresponding to the present value information and stores it in the position storage unit, and a settlement unit that setstles the position information corresponding to the present value information acquired by the present value acquisition unit. It is a financial information processing device to be equipped.

With such a configuration, a transaction that is advantageous to the user becomes possible.

Further, in the financial information processing apparatus of the seventh invention, with respect to the sixth invention, the position generation unit is the position information of the number (N) of the position information calculated by using the assumed fluctuation range and the position interval. Is a financial information processing device that generates and stores information in the position storage unit.

With such a configuration, an appropriate number of positions can be generated.

Further, the financial information processing device of the eighth invention is a financial information processing device having different settlement conditions, which are the settlement conditions corresponding to the position information of N, with respect to the seventh invention.

With such a configuration, appropriate settlement is possible.

According to the financial information processing apparatus according to the present invention, sell and buy orders can be set up and down based on a designated price. As a result, the user can enjoy the profit regardless of which direction the market price moves from the specified price.

Conceptual diagram of financial information processing system A according to the first embodiment Block diagram of the financial information processing system A Flow chart explaining the operation of the financial information processing apparatus 1 Flow chart explaining the contract processing Flow chart explaining the payment process A flowchart illustrating another example of the order information generation process. Flow chart explaining the first example of the same position calculation process Flow chart explaining how to calculate the same position candidate Flow chart explaining the second example of the same position calculation process Flow chart explaining the operation of the terminal device 2 Diagram showing the order management table Diagram showing the same position management table Diagram showing the same output example Diagram showing the same output example Diagram explaining the settlement processing of position information due to changes in the present value information Overview of the computer system Block diagram of the computer system

Hereinafter, embodiments of the financial information processing apparatus and the like will be described with reference to the drawings. In the embodiment, the components with the same reference numerals perform the same operation, and thus the description may be omitted again.

(Embodiment 1)
In the present embodiment, a financial information processing system including a financial information processing device that generates orders for both an upper price and a lower price with respect to a specified price will be described.

Further, in the present embodiment, a financial information processing system including a financial information processing device in which a position corresponding to the order is generated when a predetermined condition is satisfied will be described. Note that the position is usually settled when the predetermined conditions are met.

Further, in the present embodiment, a financial information processing system including a financial information processing device that generates order information using an assumed fluctuation range and a position interval will be described.

Further, in the present embodiment, a financial information processing system including a financial information processing device that does not place an order in the immediate vicinity of a designated price will be described.

Further, in the present embodiment, a financial information processing system including a financial information processing device in which orders are dynamically generated after settlement of one or more positions will be described.

Further, in the present embodiment, a financial information processing system including a financial information processing device that generates a position of the current rate when the designated rate and the current rate are separated by a condition satisfying a predetermined condition will be described. It is preferable that the positions generated here are the same as the planned number of orders. Further, it is preferable that the settlement conditions corresponding to each generated position are different.

Further, in the present embodiment, a financial information processing system including a financial information processing device in which the value obtained by dividing the assumed fluctuation range into upper and lower halves from the designated rate is the upper and lower limit rates of the position will be described. Therefore, the financial information processing apparatus divides the target asset by 2 for the number of positions, and calculates the range from the specified rate to the above upper limit rate as the original assumed fluctuation range.

In addition, this financial information processing system is a system that realizes automatic ordering of financial products, for example, so-called W cycle ordering. The financial products here are, for example, FX, stocks, futures trading, and the like.

Further, the financial information processing system may be, for example, a system that realizes a so-called i-cycle order (registered trademark). That is, it is preferable that after the W cycle order is placed, the processing is performed so that the continuous transaction is carried out by the i cycle order. The i-cycle order is a method of generating one or more position information having a lower value than the position information having the lowest value when the present value of the financial instrument is low enough to satisfy a predetermined condition. Further, the i-cycle order is a method of generating one or more position information having a higher value than the position information having the highest value when the present value of the financial instrument is high enough to satisfy a predetermined condition. In i-cycle orders, it is usually preferable that the number of positions is constant regardless of fluctuations in the value of the financial instrument. For i-cycle ordering, refer to the Internet web page (URL: https://www.gaitameonline.com/icycle/), for example. The value of a financial product is usually the price per unit amount of the financial product, for example, the exchange rate in FX, the stock price per unit amount (for example, one share), and the like.

FIG. 1 is a conceptual diagram of the financial information processing system A according to the present embodiment. The financial information processing system A includes a financial information processing device 1 and one or more terminal devices 2. The financial information processing device 1 is, for example, a server device of a company that sells financial products. The financial information processing device 1 is, for example, a cloud server, an ASP server, or the like, and the type thereof does not matter. Further, the terminal device 2 is, for example, a terminal of a user who purchases a financial product. The terminal device 2 is, for example, a so-called personal computer, a smartphone, a mobile terminal, a tablet terminal, or the like, and the type thereof does not matter.

FIG. 2 is a block diagram of the financial information processing system A according to the present embodiment.

The financial information processing device 1 constituting the financial information processing system A includes a storage unit 11, a receiving unit 12, a processing unit 13, and a transmitting unit 14.

The storage unit 11 includes an order storage unit 111, a position storage unit 112, and a parameter storage unit 113.

The processing unit 13 includes a present value acquisition unit 131, an order generation unit 132, a position generation unit 133, and a settlement unit 134.

The order generation unit 132 includes an order number calculation unit 1321 and an order generation unit 1322.

The terminal device 2 includes a terminal storage unit 21, a terminal reception unit 22, a terminal processing unit 23, a terminal transmission unit 24, a terminal reception unit 25, and a terminal output unit 26.

Various types of information are stored in the storage unit 11 that constitutes the financial information processing device 1. The various types of information include, for example, order information, position information, various parameters, present value information, and the like. The various parameters are, for example, assumed fluctuation range information, target asset information, and order interval information, which will be described later. Present value information is information about the present value of a financial instrument. Present value information includes, for example, the current exchange rate, the current stock price, and the current futures price. The present value information is, for example, information received from an external server device (not shown). Further, the present value information may be, for example, information input by the user to the financial information processing apparatus 1.

The order storage unit 111 stores two or more order information. Order information is information about an order for a financial instrument whose value can fluctuate. The order information is usually information associated with direction information indicating either "sell" or "buy". The order information may include direction information. The order information includes, for example, price information indicating a buy price (hereinafter, appropriately referred to as “buy price information”) and price information indicating a sell price (hereinafter, appropriately referred to as “sell price information”). The order information has, for example, a position and settlement terms. A position can be said to be information on the price at which a financial product is sold or bought. Further, the settlement condition is a condition for settlement for the position, and can be said to be information on the price for settlement. When the order information has a position and a settlement condition, and the position direction indicated by the direction information is "sell", the position is "sell price information" and the settlement condition is "buy price information". In addition, when the order information has a position and a settlement condition, and the position direction indicated by the direction information is "buy", the position is "buy price information" and the settlement condition is "sell price information". is there. The order storage unit 111 stores, for example, one or more order information for each user. The order storage unit 111 usually stores one or more order information as a pair with the user identifier. The user identifier is information that identifies the user, and is, for example, a user ID, an email address, an ID (MAC address) of the terminal device 2, an IP address, a name, and the like. The user identifier may be any type of information as long as it is information that identifies the user.

The position storage unit 112 may store one or more position information. Position information is information about the position of a financial instrument. A position indicates the state of holdings of a financial instrument whose value can fluctuate. For example, in the case of FX, the position is expressed by the holding amount, the exchange rate, the trading, and the like. The position information is, for example, exchange rate information, stock price information to be purchased or sold, and the like. The position information may be information that identifies the corresponding order information. The position information may be a link to the corresponding order information, an identifier of the corresponding order information, or the like. The position information includes the corresponding order information, and may be information (for example, a flag) indicating that the order has been executed. The position storage unit 112 normally stores one or more position information as a pair with the user identifier.

The parameter storage unit 113 stores one or more parameters. The parameters are, for example, a specified price, an assumed fluctuation range, and a position interval. The specified price is a price specified by the user. The designated price may be referred to as designated price information. The assumed fluctuation range may be said to be the assumed fluctuation range information. The position interval may be referred to as position interval information, or may be referred to as order interval or order interval information. The parameter is, for example, financial transaction information which is information regarding the transaction of a financial product. Financial transaction information is a parameter used to generate order information. The financial transaction information includes, for example, assumed fluctuation range information indicating the assumed fluctuation range, target asset information indicating the target asset, order interval information indicating the order interval, currency pair, currency unit information, and a direction indicating the direction of the position. Information. As described above, the assumed fluctuation range information may be simply referred to as the assumed fluctuation range, the target asset information may be simply referred to as the target asset, and the order interval information may be simply referred to as the order interval. The parameter storage unit 113 normally stores one or more parameters as a pair with the user identifier.

The receiving unit 12 receives various information and instructions. The receiving unit 12 receives various information and instructions from, for example, the terminal device 2 or an external device (not shown). The various information and instructions are, for example, order instructions including a designated price. The timing at which the receiving unit 12 receives the fixed price and the timing at which the order instruction is received may be different. That is, the information and instructions constituting one order instruction received by the receiving unit 12 may be received in two or more times. An order instruction is an instruction to place one or more orders. An order instruction usually has one or more parameters used to generate one or more order information. The order instruction usually has a user identifier. One or more parameters are, for example, the financial transaction information described above. Further, the various information and instructions are, for example, one or more parameters described above, present value information, and the like. The order instruction may correspond to one or more parameters or user identifiers.

The processing unit 13 performs various processes. The various processes are, for example, processes performed by the present value acquisition unit 131, the order generation unit 132, the position generation unit 133, and the settlement unit 134. Further, the various processes are, for example, a position calculation process described later. The position calculation process is, for example, a part of the order information generation process.

The present value acquisition unit 131 acquires present value information, which is information on the present value of financial instruments. The present value acquisition unit 131 may receive the present value information from an external device, may read the present value information stored in the storage unit 11, or may receive the present value information from a user (for example, an administrator). The present value information may be acquired by accepting the input. The present value acquisition unit 131 normally stores the acquired present value information in the storage unit 11. The present value acquisition unit 131 usually stores the present value information in the storage unit 11 in association with the time (may be a date) corresponding to the present value information. The time or date corresponding to the present value information is, for example, the current time or date. The present value information is, for example, the current exchange rate, the current stock price, and the like.

The order generation unit 132 generates one or more upper price order information and one or more lower price order information, and stores the generated two or more order information in association with each other in the order storage unit 111. The generated two or more order information is one or more upper price order information and one or more lower price order information. Further, the upper price order information is information corresponding to price information indicating a price higher than the price indicated by the designated price. Here, the price information indicating the price higher than the price indicated by the designated price is the position described later. Further, the upper price order information has the sell position direction information which is the information of the "sell" position direction. The upper price order information may correspond to the sell position direction information. The lower price order information is information corresponding to price information indicating a price lower than the price indicated by the designated price. Here, the price information indicating the price lower than the price indicated by the designated price is the position described later. The lower price order information has buy position direction information which is information in the position direction of "buy". The lower price order information may correspond to the buy position direction information.

The order generation unit 132 divides the assumed fluctuation range into upper and lower halves from the designated price (which may be called the designated rate) as the upper limit rate and the lower limit rate of the position. That is, the order generation unit 132 divides the target asset by 2, and calculates the position of the upper price order information with the range from the designated rate to the above upper limit rate as the original assumed fluctuation range.

The order information generated by the order generation unit 132 usually has a position and settlement conditions, as will be described later.

The order generation unit 132 does not generate order information corresponding to price information indicating a price satisfying a predetermined condition with respect to the specified price. The price satisfying the predetermined condition is, for example, a price that matches the designated price. The price satisfying the predetermined condition is, for example, a price closer to the designated price so as to satisfy the predetermined condition.

In the order generation unit 132, for example, after the settlement unit 134 makes a settlement, the present value information acquired by the present value acquisition unit 131 satisfies a condition predetermined with respect to the position information of the target for which the settlement has been made. If so, generate order information corresponding to the present value information. For example, when the value of the financial product indicated by the present value information is low enough to satisfy a predetermined generation condition, the order generation unit 132 orders one or more of the value lower than the position information of the lowest value in the order information. When the information is generated, or, for example, the value of the financial product indicated by the present value information is high enough to satisfy a predetermined generation condition, the value of the order information of the payment information is higher than that of the highest value order information. Generate one or more order information of. The generation of such order information is a process for satisfying the specifications of the i-cycle order.

The order generation unit 132 may, for example, calculate a position that is a point for buying or selling a financial product, and may also acquire points for selling or buying the financial product. The order generation unit 132 calculates, for example, a position that is a point to buy a financial product, and calculates a point to sell the financial product as "buying point + P (P is a positive value, for example, 2.00 yen)". The points for selling the financial product (which may be called settlement conditions) may be calculated using the formula. For example, if the financial product is FX and the currency pair is US dollars and Japanese yen, and the order generator 132 calculates the points to buy US dollars as "99.00 yen", the points to sell US dollars are "99.00 yen". It is calculated as "yen + 2.00 yen". In addition, P in "buying point + P" may be a fixed value, or may be a value calculated by a calculation formula using the value of the point for selling a financial product or the target asset information as a parameter. The position, which is the point to buy, corresponds to the buy price information possessed by the order information. In addition, the position that is the selling point corresponds to the selling price information that the order information has.

For example, the information of the position calculation formula using the financial transaction information as a parameter is stored in the storage unit 11, and the order generation unit 132 substitutes the financial transaction information into the calculation formula indicated by the information of the calculation formula, and 2 or more. Calculate the position of. The position calculation formula is, for example, "B = (Tu × A ÷ X) + (1.025 × A × 10 × A ÷ X ÷ 2)". Here, X is the position interval, A is the maximum fluctuation PIPS, B is the target asset (may be an account asset), and Tu is the required margin (for example, one lot of 1,000 currencies). Further, when the above equation is modified, “X = (Tu × A + 5.125 × A × A) ÷ B”. Note that PIPS is the smallest unit of transaction rate.

In the case of the above formula, the order generation unit 132 first acquires the maximum fluctuation PIPS (A), the target asset (B), and the required margin (Tu). The parameters such as the maximum variation PIPS (A) are associated with the user identifier and stored in the parameter storage unit 113.

Then, the order generation unit 132 substitutes the acquired maximum fluctuation PIPS (A), target asset (B), and required margin (Tu) into the position calculation formula, and calculates the position interval (X). Then, the order generation unit 132 sets the point of the integer closest to the present value (0 after the decimal point) as the first position, and acquires the second and subsequent positions by using the position interval (X). The calculation of the position is usually the acquisition of the selling price information possessed by the order information when the position direction is "sell". Further, the calculation of the position is usually the acquisition of the buy price information possessed by the order information when the position direction is "buy".

In the above calculation formula, when X is smaller than Xm, it is preferable that the order generation unit 132 configures the position with Xm as positive. Note that Xm is a preset reference value (minimum value) of the position interval.

The order number calculation means 1321 calculates the number (N) of order information to be generated by using the assumed fluctuation range and the position interval. The order number calculation means 1321 substitutes the assumed fluctuation width and the position interval into, for example, the calculation formula “N = (assumed fluctuation width / 2) / position interval” stored in the storage unit 11, and the number of order information. (N) is calculated. Since the processing of the order number calculation means 1321 is a known technique, detailed description thereof will be omitted.

The order generation means 1322 has N / 2 order information corresponding to price information indicating a price above the specified price and N / corresponding to price information indicating a price below the specified price. The order information of 2 is generated, and the generated order information of 2 or more is associated and stored in the order storage unit 111.

The order generating means 1322 calculates, for example, the position of the first upper price order information by "specified price + position interval" and "settlement condition = position-position interval", and the position and the settlement condition Configure the first high-priced order information with. In addition, the position of the second and subsequent Nth upper price order information is calculated by "(N-1) th position + position interval", and is calculated by "settlement condition = position-position interval", and the position is It constitutes the Nth upper price order information having the settlement condition.

The order generation means 1322 calculates, for example, the position of the first lower price order information by "specified price-position interval" and "settlement condition = position + position interval", and the position and the settlement condition Configure the first lower price order information with. In addition, the position of the second and subsequent Nth upper price order information is calculated by "(N-1) th position-position interval", and is calculated by "settlement condition = position + position interval", and the position is It constitutes the Nth lower price order information having the settlement conditions.

The position generation unit 133 generates the position information corresponding to the order information corresponding to the present value information acquired by the present value acquisition unit 131, and stores the position information in the position storage unit 112.

For example, when the difference between the specified price stored in the parameter storage unit 113 and the present value information is large enough to satisfy a predetermined condition, the position generation unit 133 generates one or more position information corresponding to the present value information. It is generated and stored in the position storage unit 112. The predetermined condition is that the difference between the designated price and the present value information is equal to or greater than the threshold value, or the difference between the designated price and the present value information is greater than the threshold value. The one or more position information corresponding to the present value information is, for example, one or more position information having a position that matches or approximates the present value information within a threshold value. Further, the one or more position information corresponding to the present value information is, for example, position information of half (N / 2) of the number (N) of the order information calculated by the order number calculation means 1321. Further, it is preferable that each of the two or more position information corresponding to the present value information has different settlement conditions. With respect to different settlement conditions, the settlement condition possessed by the i-th position information is, for example, "designated value + position interval x i (i is a natural number of 1 or more)".

The position generation unit 133 generates the position information of the number (N) of the position information calculated by using the assumed fluctuation width and the position interval, and stores the position information in the position storage unit 112.

The position generation unit 133 generates, for example, position information corresponding to order information having price information that matches the value indicated by the present value information or is so close that it satisfies a predetermined condition, and stores the position information in the position storage unit 112.

Note that the position information may be generated by writing information (for example, a flag) indicating that the contract has been executed in association with the corresponding order information. To generate the position information and store it in the position storage unit 112, the position information of the position storage unit 112 may be changed (for example, changed from "0" to "1").

The settlement unit 134 setstles the position information corresponding to the present value information acquired by the present value acquisition unit 131.

The settlement unit 134 uses the present value information to determine whether or not to make a settlement, and if it is determined to make a settlement, the settlement unit 134 makes a settlement. The settlement unit 134 determines whether or not the value indicated by the present value information satisfies the settlement condition corresponding to the position information (or order information), and if it is determined to perform the settlement, the settlement is performed. The settlement condition is, for example, that the value indicated by the present value information is the value associated with the position information and becomes the value for settlement. Further, the settlement condition is, for example, that the value indicated by the present value information is the value associated with the position information and is equal to or less than the value at which the settlement is performed. Further, the settlement condition is, for example, that the value indicated by the present value information is the value associated with the position information and is higher than the value at which the settlement is performed. For example, when the position indicated by the position information is "99.00 yen", the value associated with the position information is, for example, "97.00 yen".

To settle is to perform a settlement process, which is a process for settlement of a financial product. Here, the payment process may be performed by making a payment, sending a payment instruction to an external device, printing information on the payment, or the like. The settlement process may be any process related to settlement. The settlement unit 134 usually performs settlement processing using one or more financial transaction information. One or more financial transaction information is, for example, a currency pair or a position direction.

The transmission unit 14 transmits various types of information. The transmission unit 14 usually transmits various types of information to the terminal device 2. The various types of information include one or more order information generated, one or more position information generated, information indicating that the payment has been made by the settlement unit 134, revenue information or loss information as a result of settlement, and the like. ..

The terminal storage unit 21 constituting the terminal device 2 can store information. The information is, for example, a user identifier that identifies a user. The user identifier is, for example, a user ID, an email address, an ID (MAC address) of the terminal device 2, an IP address, a name, and the like.

The terminal reception unit 22 receives information, instructions, and the like from the user. The information, instructions, and the like are, for example, financial transaction information such as a designated price and width information.

The input means for information and instructions may be any, such as a keyboard, a mouse, a touch panel, or a menu screen. The terminal reception unit 22 can be realized by a device driver for input means such as a keyboard, control software for a menu screen, or the like.

The terminal processing unit 23 performs various processes. The various processes are to create a data structure in which the information, instructions, and the like received by the terminal reception unit 22 are transmitted to the financial information processing apparatus 1.

The terminal transmission unit 24 transmits instructions, information, and the like configured by the terminal processing unit 23 to the financial information processing device 1. Further, the instructions and information here are, for example, an order instruction, one or more financial transaction information, one or more financial transaction information, a user identifier, and the like.

The terminal receiving unit 25 receives information from the financial information processing device 1. The terminal receiving unit 25 receives, for example, two or more order information from the financial information processing apparatus 1 in response to transmission of one or more financial transaction information or the like. Further, the terminal receiving unit 25 receives the settlement result from the financial information processing device 1.

The terminal output unit 26 outputs the information received by the terminal receiving unit 25. In addition, the terminal output unit 26 outputs information, instructions, and the like received from the user by the terminal reception unit 22.

The output here is usually a display on a display, but projection using a projector, printing with a printer, sound output, transmission to an external device, storage on a recording medium, and other processing devices. It is a concept that includes the delivery of processing results to other programs.

The storage unit 11, the order storage unit 111, the position storage unit 112, the parameter storage unit 113, and the terminal storage unit 21 are preferably non-volatile recording media, but can also be realized by a volatile recording medium.

The process of storing information in the storage unit 11 or the like does not matter. For example, the information may be stored in the storage unit 11 or the like via the recording medium, or the information transmitted via the communication line or the like may be stored in the storage unit 11 or the like. Alternatively, the information input via the input device may be stored in the storage unit 11 or the like.

The receiving unit 12 and the terminal receiving unit 25 are usually realized by wireless or wired communication means, but may be realized by means for receiving broadcasts.

The processing unit 13, present value acquisition unit 131, order generation unit 132, position generation unit 133, settlement unit 134, order number calculation means 1321, order generation means 1322, and terminal processing unit 23 are usually realized from an MPU, memory, or the like. obtain. The processing procedure of the processing unit 13 and the like is usually realized by software, and the software is recorded on a recording medium such as ROM. However, it may be realized by hardware (dedicated circuit).

The transmission unit 14 and the terminal transmission unit 24 are usually realized by wireless or wired communication means, but may be realized by broadcasting means.

Next, the operation of the financial information processing system A will be described. First, the operation of the financial information processing apparatus 1 will be described with reference to the flowchart of FIG.

(Step S301) The receiving unit 12 determines whether or not an order instruction has been received from the terminal device 2. If the order instruction is received, the process goes to step S302, and if the order instruction is not received, the process goes to step S309.

(Step S302) The present value acquisition unit 131 acquires present value information. This present value information is the latest present value information.

(Step S303) The order generation unit 132 acquires one or more parameters (financial transaction information) included in the order instruction received in step S301. The one or more financial transaction information acquired here may be information stored in the storage unit 11 in pairs with the user identifier of the user corresponding to the terminal device 2.

(Step S304) The order generation unit 132 acquires the designated value of the order instruction received in step S301.

(Step S305) The order generation unit 132 generates one or more higher price order information which is order information having a value higher than the specified value acquired in step S304, and pairs with the user identifier of the order instruction received in step S301. And accumulate in the order storage unit 111. A specific example of the process of generating one or more upper price order information has been described above.

(Step S306) The order generation unit 132 generates one or more lower price order information which is order information having a value lower than the specified value acquired in step S304, and pairs with the user identifier of the order instruction received in step S301. And accumulate in the order storage unit 111. A specific example of the process of generating one or more lower price order information has been described above.

(Step S307) The position generation unit 133 determines whether or not the difference between the designated price and the present value information is large enough to satisfy a predetermined condition. If the difference is large enough to satisfy a predetermined condition, the process proceeds to step S308, and if the difference is not large, the process returns to step S301.

(Step S308) The position generation unit 133 generates one or more position information corresponding to the present value information. Return to step S301. The details of the position information generation process in such a case have been described above.

(Step S309) It is determined whether or not the present value acquisition unit 131 has acquired the present value. If the present value information is acquired, the process proceeds to step S310, and if the present value information is not acquired, the process returns to step S301.

(Step S310) The position generation unit 133 performs the contract processing using the present value information acquired in step S309. The contract processing will be described with reference to the flowchart of FIG.

(Step S311) The settlement unit 134 performs the settlement process using the present value information acquired in step S309. Return to step S301. The payment process will be described with reference to the flowchart of FIG.

In the flowchart of FIG. 3, the acquisition of present value information is used as a trigger for contract processing and settlement processing. However, other triggers for execution processing and settlement processing may be used.

Further, in the flowchart of FIG. 3, for example, when an output instruction is received from the terminal device 2, it is preferable to acquire the information corresponding to the output instruction from the storage unit 11 and transmit it to the terminal device 2.

Further, in the flowchart of FIG. 3, the process is terminated by the power off or the interrupt of the process end.

The contract processing in step S310 will be described with reference to the flowchart of FIG.

(Step S401) The position generation unit 133 substitutes 1 for the counter i.

(Step S402) The position generation unit 133 determines whether or not the i-th user identifier is stored in the storage unit 11 (may be the order storage unit 111). If it is stored, it goes to step S403, and if it is not stored, it returns to the higher processing.

(Step S403) The position generation unit 133 substitutes 1 for the counter j.

(Step S404) The position generation unit 133 determines whether or not the i-th user identifier and the j-th order information exist. If the order information exists, the process goes to step S405, and if the order information does not exist, the process goes to step S408.

(Step S405) The position generation unit 133 determines whether or not the present value information matches the j-th order information. If it matches, it goes to step S406, and if it does not fit, it goes to step S407. In addition, the conformity here means that the order is in a state of being executed.

(Step S406) The position generation unit 133 performs a process for executing the j-th order information of the i-th user identifier. In the processing for execution, for example, position information having selling price information and buying price information corresponding to the jth order information is generated in association with the i-th user identifier and stored in the position storage unit 112. It may be processed. Further, the processing for the contract may be, for example, a process of adding information indicating the contract (for example, position information and the flag described above) to the j-th order information corresponding to the i-th user identifier.

(Step S407) The position generation unit 133 increments the counter j by 1. Return to step S404.

(Step S408) The position generation unit 133 increments the counter i by 1. Return to step S402.

The payment process in step S311 will be described with reference to the flowchart of FIG.

(Step S501) The settlement unit 134 substitutes 1 for the counter i.

(Step S502) The settlement unit 134 determines whether or not the i-th user identifier is stored in the storage unit 11 (may be the position storage unit 112 or the order storage unit 111). If it is stored, it goes to step S503, and if it is not stored, it returns to the higher processing.

(Step S503) The settlement unit 134 substitutes 1 for the counter j.

(Step S504) The settlement unit 134 determines whether or not the i-th user identifier and the j-th position information exist. If the position information exists, the process goes to step S505, and if the position information does not exist, the process goes to step S508.

(Step S505) The settlement unit 134 determines whether or not the present value information matches the j-th position information. If it matches, it goes to step S506, and if it does not fit, it goes to step S507. The conformity here is that the present value information conforms to the settlement conditions. The conformity here is that the present value information satisfies the condition for the settlement of the j-th position information or the order information paired with the j-th position information.

(Step S506) The settlement unit 134 performs a process for settlement of the j-th position information of the i-th user identifier. It can be said that the process for settlement of the j-th position information is the process for settlement of the order information corresponding to the j-th position information.

(Step S507) The settlement unit 134 increments the counter j by 1. Return to step S504.

(Step S508) The settlement unit 134 increments the counter i by 1. Return to step S502.

Next, another example of the order information generation process performed by the order generation unit 132 will be described with reference to the flowchart of FIG.

Here, when the order generation unit 132 generates one or more higher price order information, the following order information is generated by setting the assumed fluctuation range to 1/2 of the actual assumed fluctuation range in the position direction information "sell". Perform processing. Further, when the order generation unit 132 generates one or more lower price order information, the following order information generation process is performed by setting the assumed fluctuation range to 1/2 of the actual assumed fluctuation range in the position direction information "buy". I do. Then, the order generation unit 132 performs the following order information generation processing twice, a process of generating one or more upper price order information and a process of generating one or more lower price order information.

(Step S601) The order generation unit 132 acquires one or more financial transaction information corresponding to the order instruction from the parameter storage unit 113. The one or more financial transaction information acquired here is a parameter paired with the user identifier of the user corresponding to the terminal device 2 that has transmitted the order instruction.

(Step S602) The order generation unit 132 acquires the present value information from the storage unit 11. This present value information is the latest present value information.

(Step S603) The order generation unit 132 calculates one or more positions using one or more financial transaction information acquired in step S601. An example of such a position calculation process will be described with reference to the flowcharts of FIGS. 7 to 9. In addition, the order generation unit 132 calculates one or more positions by using, for example, present value information.

(Step S604) The order generation unit 132 configures one or more order information by using each one or more positions calculated in step S603. The order generation unit 132 acquires, for example, settlement conditions corresponding to one or more positions, and constitutes one or more order information having the positions and settlement conditions.

(Step S605) The processing unit 13 stores one or more order information configured in step S604 in the order storage unit 111 in association with the user identifier of the user of the terminal device 2 that has transmitted the order instruction. Return to higher processing.

Next, a first example of the position calculation process in step S603 will be described with reference to the flowchart of FIG. 7.

(Step S701) The order generation unit 132 calculates the maximum fluctuation PIPS (X) using the volatility reference period and the safety factor. The order generation unit 132 usually acquires the fluctuation PIPS (CP) of the volatility reference period paired with the user identifier included in the order instruction from the parameter storage unit 113, and “maximum fluctuation PIPS (X) = fluctuation PIPS (CP)). The maximum fluctuation PIPS (X) is calculated from "× safety factor". It is assumed that the order generation unit 132 holds in advance the information of the calculation formula for calculating the maximum fluctuation PIPS (X), for example. The maximum fluctuation PIPS (X) may be calculated without using the safety factor.

(Step S702) The order generation unit 132 substitutes 2 for N.

(Step S703) The order generation unit 132 calculates position candidates. The method of calculating the position candidate will be described with reference to the flowchart of FIG.

(Step S704) The order generation unit 132 calculates the valuation profit / loss of each position candidate for one or more position candidates calculated in step S703. The order generation unit 132 calculates the valuation profit / loss of the position candidate by, for example, “valuation profit / loss = PIP of position candidate × lot unit × currency unit”.

(Step S705) The order generation unit 132 calculates the user's burden (a) by using the valuation profit / loss of each position candidate calculated in step S704 and the margin information. The burden (a) is "sum of valuation gains / losses of each position candidate + margin x number of position candidates".

(Step S706) The order generation unit 132 determines whether or not “the target asset <a” of the user is satisfied. If "the target asset <a" of the user is satisfied, the process goes to step S707, and if "the target asset <a" of the user is not satisfied, the process goes to step S710. It is assumed that the target asset of the user is stored in the storage unit 11 in association with the user identifier, for example. Further, the target asset here may be an account asset.

(Step S707) The order generation unit 132 substitutes “N-1” for the variable “number of positions”. The variable "number of positions" is the final number of positions.

(Step S708) The order generation unit 132 acquires all the positions when the number of positions is (N-1) from the buffer.

(Step S709) The order generation unit 132 acquires the width (interval) of the position. Return to higher processing.

Next, the method of calculating the position candidate in step S703 will be described with reference to the flowchart of FIG.

(Step S801) The order generation unit 132 substitutes 1 for the counter i.

(Step S802) The order generation unit 132 calculates the position candidate Pi “(X / N) × i”.

(Step S803) The order generation unit 132 increments the counter i by 1.

(Step S804) The order generation unit 132 determines whether or not i and N are equal. If i and N are equal, the process proceeds to step S805, and if i and N are not equal, the process returns to step S802.

(Step S805) The order generation unit 132 stores all the positions in a buffer (not shown). Return to higher processing. All positions are positions from P1 to Pi.

Next, a second example of the position calculation process in step S803 will be described with reference to the flowchart of FIG. In the flowchart of FIG. 9, the same steps as the flowchart of FIG. 7 will be omitted.

(Step S901) The order generation unit 132 substitutes 1 for the counter i.

(Step S902) The order generation unit 132 calculates the position candidate Pi “present value −i × x (x is a constant)” and temporarily stores it in the buffer. The present value is the value indicated by the present value information (for example, exchange rate, stock price, etc.). Further, x is, for example, 50 PIPS.

(Step S903) The order generation unit 132 determines whether or not the position candidate Pi does not exceed the maximum fluctuation PIPS (X) from the present value. If it does not exceed, go to step S904, and if it exceeds, go to step S909.

(Step S904) The order generation unit 132 calculates the valuation profit / loss for the i-th position candidate. The order generation unit 132 calculates the valuation profit / loss of the position candidate by, for example, “valuation profit / loss = PIP of position candidate × lot unit × currency unit”.

(Step S905) The order generation unit 132 calculates the user's burden (ai) on the position candidate Pi by using the valuation profit / loss of the position candidate Pi and the margin information. The burden (ai) is usually "valuation gain / loss of position candidate Pi + margin".

(Step S906) The order generation unit 132 calculates the entire burden (a) of the user. The entire user burden (a) is the sum of a1 to ai.

(Step S907) The order generation unit 132 determines whether or not “the target asset <a” of the user is satisfied. If "the target asset <a" of the user is satisfied, the process goes to step S908, and if "the target asset <a" of the user is not satisfied, the process goes to step S909. Here, the account asset may be a target asset. Further, the target asset may be a part of the account asset.

(Step S908) The order generation unit 132 increments the counter i by 1.

(Step S909) The order generation unit 132 substitutes “i-1” for the variable “number of positions”. The variable "number of positions" is the final number of positions.

(Step S910) The order generation unit 132 acquires all the positions from P1 to Pi-1 from the buffer. Return to higher processing.

Next, the operation of the terminal device 2 will be described with reference to the flowchart of FIG.

(Step S1001) The terminal reception unit 22 determines whether or not the financial transaction information or the like has been accepted. If the financial transaction information or the like is accepted, the process goes to step S1002, and if the financial transaction information or the like is not accepted, the process goes to step S1006. The financial transaction information and the like are, for example, order instructions including financial transaction information.

(Step S1002) The terminal processing unit 23 acquires the user identifier from the terminal storage unit 21.

(Step S1003) The terminal transmission unit 24 transmits an order instruction including the financial transaction information received in step S1001 and the user identifier acquired in step S1002 to the financial information processing apparatus 1.

(Step S1004) The terminal receiving unit 25 determines whether or not one or more order information has been received from the financial information processing apparatus 1 in response to the transmission of the order instruction in step S1003. If one or more order information is received, the process proceeds to step S1005, and if not received, the process returns to step S1004.

(Step S1005) The terminal output unit 25 outputs one or more order information received in step S1004. Return to step S1001.

(Step S1006) The terminal reception unit 22 determines whether or not the information output instruction has been received. If the output instruction is accepted, the process proceeds to step S1007, and if the output instruction is not accepted, the process returns to step S1001. The output instruction is an instruction to output information such as order information, position information, and parameters.

(Step S1007) The terminal processing unit 23 acquires the user identifier from the terminal storage unit 21.

(Step S1008) The terminal transmission unit 24 transmits an output instruction including the user identifier acquired in step S1007 to the financial information processing apparatus 1.

(Step S1009) The terminal receiving unit 25 determines whether or not the information has been received from the financial information processing apparatus 1 in response to the transmission of the output instruction in step S1008. If the information is received, the process proceeds to step S1010, and if not, the process returns to step S1009.

(Step S1010) The terminal output unit 25 outputs the information received in step S1009. Return to step S1001. The information is order information, position information, parameters, etc. of the user.

In the flowchart of FIG. 10, the process ends when the power is turned off or an interrupt for the end of the process occurs.

Hereinafter, the specific operation of the financial information processing system A in the present embodiment will be described. The conceptual diagram of the financial information processing system A is FIG. The financial product here is, for example, FX.

Now, the storage unit 11 of the financial information processing apparatus 1 stores an order management table having the configuration shown in FIG. The order management table is a table that manages order information and the like of each user. The order management table manages one or more records having "ID", "user identifier", "order information", "direction information", "parameter group", and the like. "Order information" has "position" and "settlement conditions". The "ID" is information that identifies a record. The "position" in the "order information" is a sell or buy position. The "payment condition" of the "order information" indicates the amount to be settled. The "direction information" is information indicating the direction of the position, and here, "sell" or "buy" can be taken. The "parameter group" is a plurality of parameters, and here, it has a "designated price", "assumed fluctuation range", and "position interval". Further, the "parameter group" here may also include, for example, a currency pair, a Bora reference period, a safety factor, a currency unit, and the like. In addition, for example, the "currency pair" of "ID = 1" in the order management table shown in FIG. 11 is "US dollar / Japanese yen", the "bora reference period" is "90 days", and the "safety factor" is "doubled". , "Currency unit" is "thousand passages". Further, it may be considered that the "ID", "user identifier", and "order information" of the order management table of FIG. 11 are stored in the order storage unit 111. Further, it may be considered that the "ID", "user identifier", "direction information", and "parameter group" of the order management table of FIG. 11 are stored in the parameter storage unit 113.

Further, the position storage unit 112 of the financial information processing apparatus 1 stores a position management table having the configuration shown in FIG. The position management table is a table that manages the position information and the like of each user. The position management table manages one or more records having "ID", "user identifier", "position information", "settlement completed", and the like. "Position information" has "position" and "settlement completed". The "ID" is information that identifies a record. "Position" in "Position Information" is a sell or buy position. "Settlement condition" of "Position information" indicates the amount to be settled. Here, the "position information" is information obtained by copying the "order information" of FIG. However, the "position information" is information associated with the "order information", and may be a flag indicating whether or not the contract has been executed. Here, "settlement completed" is a flag indicating whether or not the settlement of the position corresponding to the "position information" has been completed.

In such a situation, three specific examples will be described. A specific example 1 is a case where order information is generated but position information is not generated when an order instruction is received. Specific example 2 is a case where the difference between the specified price and the present value information is large enough to satisfy a predetermined condition when an order instruction is received, and a case where order information is generated and position information is generated. is there. Specific example 3 is a specific example for explaining the situation in which the position is settled.

(Specific example 1)
Now, the user identified by the user identifier "AAA" gives an order instruction to the terminal device 2 including financial transaction information such as a designated price "100.00", an assumed fluctuation range "100 pips", and a position interval "10 pips". Is entered. Then, the terminal reception unit 22 receives the order instruction.

Next, the terminal processing unit 23 acquires the user identifier "AAA" from the terminal storage unit 21. Then, the terminal processing unit 23 constitutes an order instruction including the user identifier "AAA", the designated price "100.00", the assumed fluctuation range "100 pips", the financial transaction information of the position interval "10 pips", and the like. Next, the terminal transmission unit 24 transmits the order instruction to the financial information processing device 1.

Next, the receiving unit 12 of the financial information processing device 1 receives the order instruction from the terminal device 2.

Next, it is assumed that the present value acquisition unit 131 has acquired the present value information "100.00" from, for example, an external device (not shown).

Next, the order generation unit 132 acquires a parameter group (assumed fluctuation width “100 pips”, position interval “10 pips”) possessed by the received order instruction.

Next, the order generation unit 132 acquires the designated value "100.00" of the received order instruction.

Next, the order generation unit 132 uses the acquired parameter group (assumed fluctuation width “100 pips”, position interval “10 pips”) to generate one or more higher price order information as follows. That is, first, the order generation unit 132 calculates the assumed fluctuation range (100/2 = 50 pips) with respect to the upper price order information. Next, the order generation unit 132 calculates the number of orders (estimated fluctuation range with respect to the higher price order information ÷ position interval) as "5 = 50/10". Then, the order generation unit 132 uses the designated value "100.00" and the position interval "10 pips" to position the direction information "sell" of the direction information "sell" of "5" for the number of orders higher than the designated value "100.00". Acquire 100.50, 100.40, 100.30, 100.20, 100.10.). Further, the order generation unit 132 calculates the settlement conditions for each position by "each position-0.10", and has five order information (positions, settlement conditions) "(100.50, 100.40) (100.40). , 100.30) (100.30, 100.20) (100.20, 100.10) (100.10, 100.00) ”. Then, the order generation unit 132 stores the generated five higher price order information in the order storage unit 111 in association with the user identifier “AAA”. It is preferable that the order generation unit 132 stores the five upper price order information in association with the direction information "sell" and the parameter group (assumed fluctuation width "100 pips", position interval "10 pips").

Further, the order generation unit 132 generates one or more lower price order information as follows by using the acquired parameter group (assumed fluctuation width “100 pips”, position interval “10 pips”). That is, the order generation unit 132 uses the designated value "100.00" and the position interval "10 pips" to set the direction information "buy" position (5) for the number of orders lower than the designated value "100.00". 99.90, 99.80, 99.70, 99.60, 99.50) are acquired. Further, the order generation unit 132 calculates the settlement condition of the direction information "buy" for each position by "each position + 0.10", and five order information (position, settlement condition) "(99.90, 100.00). ) (99.80, 99.90) (99.70, 99.80) (99.60, 99.70) (99.50, 99.60) ”is generated. Then, the order generation unit 132 stores the generated five lower price order information in the order storage unit 111 in association with the user identifier “AAA”. It is preferable that the order generation unit 132 stores the five upper price order information in association with the direction information "buy" and the parameter group (assumed fluctuation width "100 pips", position interval "10 pips").

The record accumulated by the above processing is the record of "ID = 1" in FIG.

Next, the position generation unit 133 determines that the difference between the designated price and the present value information is not large enough to satisfy a predetermined condition.

Next, the transmission unit 14 transmits the generated 10 order information (order information of “ID = 1” in FIG. 11) to the terminal device 2.

Next, the terminal device 2 receives and outputs 10 order information. An example of such an output is shown in FIG. By such output, the user identified by the user identifier "AAA" can grasp the order information automatically generated according to the order instruction entered by himself / herself.

Further, in the above specific example, the position generation unit 133 performs the contract processing as follows. That is, the position generation unit 133 determines whether or not the present value information matches each order information. Then, the position generation unit 133 stores the order information that matches the present value information in the position information management table as a pair with the user identifier. In addition, that the present value information conforms to the order information, here, the present value information and the position held by the order information match, or the present value information and the position held by the order information satisfy a predetermined condition. It is a close approximation.

Further, in the above specific example, the settlement unit 134 performs the settlement process as follows. That is, the settlement unit 134 determines whether or not the present value information matches each position information. Specifically, when the settlement unit 134 determines that the settlement conditions of the position information management table match the present value information, or that the settlement conditions and the present value information are close enough to satisfy a predetermined condition, the relevant settlement condition 134 Performs processing for settlement of position information.

By the above processing, the order information corresponding to the order instruction of the user identified by the user identifier "AAA" is automatically accumulated. In addition, when the order information meets the conditions, the contract processing is performed. Furthermore, when the position information meets the conditions, processing for settlement is performed.

(Specific example 2)
Now, the user identified by the user identifier "ABB" gives an order instruction to the terminal device 2 including financial transaction information such as a specified price "100.00", an assumed fluctuation range "100 pips", and a position interval "10 pips". Is entered. Then, the terminal reception unit 22 receives the order instruction.

Next, the terminal processing unit 23 acquires the user identifier "ABB" from the terminal storage unit 21. Then, the terminal processing unit 23 constitutes an order instruction including the user identifier "ABB", the designated price "100.00", the assumed fluctuation range "100 pips", the financial transaction information of the position interval "10 pips", and the like. Next, the terminal transmission unit 24 transmits the order instruction to the financial information processing device 1.

Next, the receiving unit 12 of the financial information processing device 1 receives the order instruction from the terminal device 2.

Next, it is assumed that the present value acquisition unit 131 has acquired the present value information "100.50" from, for example, an external device (not shown).

Next, the order generation unit 132 performs the same processing as the processing described in the specific example 1, generates 10 order information, and stores the order information in the order storage unit 111. Such order information is the information of "ID = 56" in FIG.

Next, the position generation unit 133 determines that the difference between the designated price “100.00” and the present value information “100.50” is large enough to satisfy a predetermined condition. Here, when the difference between the specified price and the present value information is equal to or greater than the threshold value (here, "0.20") or larger than the threshold value, the position generation unit 133 determines that the predetermined condition is satisfied. To do.

Then, the position generation unit 133 generates position information having the same number as the number of orders "5" calculated above and having the present value information "100.50" as the position, and the settlement conditions are different. .. Here, it is assumed that the position generation unit 133 generates five position information whose settlement conditions differ by the position interval "10 pips". Further, here, it is assumed that the settlement condition is that the specified price is "100.00" and the price is increased by the position interval "10 pips".

Next, the position generation unit 133 stores the generated five position information in the position management table. Such position information is the position information of "ID = 38 to 42" in FIG.

Next, the transmission unit 14 transfers the generated 10 order information (order information of “ID = 56” in FIG. 11) and 5 position information (position information of “ID = 38 to 42” in FIG. 12). It is transmitted to the terminal device 2.

Next, the terminal device 2 receives and outputs 10 order information and 5 order information. An example of such an output is shown in FIG. By such output, the user identified by the user identifier "ABB" can grasp the order information and the position information automatically generated according to the order instruction entered by himself / herself.

Further, in the above specific example, the position generation unit 133 performs the contract processing as follows. That is, the position generation unit 133 determines whether or not the present value information matches each order information. Then, the position generation unit 133 stores the order information that matches the present value information in the position information management table as a pair with the user identifier.

Further, in the above specific example, the settlement unit 134 performs the settlement process as follows. That is, the settlement unit 134 determines whether or not the present value information matches each position information. Then, the settlement unit 134 performs settlement processing on the position information that matches the present value information.

By the above processing, the order information corresponding to the order instruction of the user identified by the user identifier "ABB" is automatically accumulated. In addition, when the order information meets the conditions, the contract processing is performed. Furthermore, when the position information meets the conditions, processing for settlement is performed.

(Specific example 3)
Now, the user identified by the user identifier "ACC" gives an order instruction to the terminal device 2 including financial transaction information such as a specified price "100.00", an assumed fluctuation range "100 pips", and a position interval "10 pips". Is entered. Then, the terminal reception unit 22 receives the order instruction.

Next, the terminal processing unit 23 acquires the user identifier "ACC" from the terminal storage unit 21. Then, the terminal processing unit 23 constitutes an order instruction including the user identifier "ACC", the designated price "100.00", the assumed fluctuation range "100 pips", the financial transaction information of the position interval "10 pips", and the like. Next, the terminal transmission unit 24 transmits the order instruction to the financial information processing device 1.

Next, the receiving unit 12 of the financial information processing device 1 receives the order instruction from the terminal device 2.

Next, it is assumed that the present value acquisition unit 131 has acquired the present value information "100.70" from, for example, an external device (not shown).

Next, the order generation unit 132 performs the same processing as the processing described in the specific example 1, generates 10 order information, and stores the order information in the order storage unit 111.

Next, the position generation unit 133 performs the same processing as the processing described in the specific example 2, and the difference between the designated price “100.00” and the present value information “100.70” satisfies a predetermined condition. Judge that it is large. Then, the position generation unit 133 performs the same processing as the processing described in the specific example 2, generates five position information, and stores the five position information in the position management table. Such position information is the position information of "ID = 88 to 92" in FIG.

Next, the transmission unit 14 transmits the generated 10 order information and 5 position information to the terminal device 2.

Next, the terminal device 2 receives and outputs 10 order information and 5 order information. By such output, the user identified by the user identifier "ACC" can grasp the order information and the position information automatically generated according to the order instruction entered by himself / herself.

Next, with reference to FIG. 15, the settlement process of the position information and the generation process of the new position information due to the change of the present value information will be described.

It is assumed that the present value indicated by the present value information has decreased, and the present value information acquired by the present value acquisition unit 131 has become "100.40". Then, the settlement unit 134 determines that the settlement conditions possessed by the position information of "ID = 88" in FIG. 12 are satisfied. Then, the settlement unit 134 performs settlement processing on the position information of “ID = 88” in FIG. 12 (1501 in FIG. 15). Then, the settlement unit 134 changes the "settlement completion" of "ID = 88" in FIG. 12 from "0" to "1".

Further, since the financial information processing device 1 is a device that realizes an i-cycle order, the position generation unit 133 has a position "100.40" corresponding to the present value information and sets a settlement condition "1000.30". The position information to be possessed is generated, associated with the user identifier "ACC", and stored in the position management table of FIG. 12 (1502 of FIG. 15). The accumulated record is a record of "ID = 206".

Further, it is assumed that the present value indicated by the present value information has further decreased, and the present value information acquired by the present value acquisition unit 131 has become "100.30". Then, the settlement unit 134 determines that the settlement conditions possessed by the position information of "ID = 89" in FIG. 12 are satisfied. Further, the settlement unit 134 determines that the settlement conditions possessed by the position information of "ID = 206" in FIG. 12 are satisfied. Then, the settlement unit 134 performs settlement processing on the position information of "ID = 89" and "ID = 206" in FIG. 12 (1503, 1504 in FIG. 15). Then, the settlement unit 134 changes the "settlement completion" of "ID = 89" and "ID = 206" in FIG. 12 from "0" to "1".

Further, the position generation unit 133 generates position information having the position "100.30" corresponding to the present value information and the settlement condition "1000.20", and associates it with the user identifier "ACC" in the figure. Accumulate in 12 position management tables (1504 in FIG. 15).

Further, it is assumed that the present value indicated by the present value information has increased, and the present value information acquired by the present value acquisition unit 131 has become "100.40". Then, the settlement unit 134 performs settlement processing on the position information of 1505 in FIG.

As described above, the settlement processing and the generation of the position information are performed according to the conditions of the i-cycle order according to the fluctuation of the present value information. FIG. 15 is a diagram showing such a situation. In Specific Example 3, the same processing as that described with reference to Specific Examples 1 and 2 is performed for the execution of order information.

As described above, according to the present embodiment, upon receiving one order instruction from the terminal device 2, sell and buy orders can be automatically set up and down based on the designated price.

Further, according to the present embodiment, order information can be generated using the assumed fluctuation range and the position interval.

Further, according to the present embodiment, the order information corresponding to the price information indicating the price satisfying the predetermined condition for the specified price (usually the same price as the specified price) is not generated, so that the two-sided construction Can be prevented from becoming.

Further, according to the present embodiment, it is possible to automatically settle using the generated order information.

Further, according to the present embodiment, by realizing the i-cycle order as the base of the W-cycle order, the sell order and the buy order can be automatically set as a pair, and continuous transactions can be performed.

Further, according to the present embodiment, when the difference between the designated price and the present value information is large enough to satisfy a predetermined condition, the user is notified by generating one or more position information corresponding to the present value information. Advantageous transactions are possible.

The processing in this embodiment may be realized by software. Then, this software may be distributed by software download or the like. Further, this software may be recorded on a recording medium such as a CD-ROM and disseminated. It should be noted that this also applies to other embodiments herein. The software that realizes the information processing device according to this embodiment is the following program. In other words, in this program, the recording medium accessible to the computer is the parameter storage unit that stores the specified price, which is a parameter, and the information about the order for the financial product whose value can fluctuate, and corresponds to the price information2. It is provided with an order storage unit capable of storing the above order information, and is information corresponding to price information indicating a price higher than the price indicated by the specified price, and is information in the position direction of "sell". Information corresponding to one or more order information having a certain sell position direction information and price information indicating a price lower than the price indicated by the specified price, and buy position direction information which is information in the position direction of "buy". It is a program for generating one or more order information having the above, and functioning as an order generation unit that stores the generated two or more order information in the order storage unit in association with each other.

In the above program, the parameter storage unit stores the specified price, the assumed fluctuation range, and the position interval, which are parameters, and the order generation unit generates the parameter by using the assumed fluctuation range and the position interval. The order number calculation means for calculating the number of order information (N), the N / 2 order information corresponding to the price information indicating the price above the specified price, and the price below the specified price. It is assumed that it is provided with an order generation means that generates N / 2 order information corresponding to the price information indicating the price of the above, associates the generated two or more order information, and stores the generated order information in the order storage unit. It is preferable that the program operates the computer.

It is preferable that the above program is a program for operating a computer, assuming that the order generation unit does not generate order information corresponding to price information indicating a price satisfying a predetermined condition with respect to the specified price. Is.

The recording medium further includes a position storage unit capable of storing one or more position information which is information about the position of the financial product, and the program acquires present value information which is information about the present value of the financial product. The present value acquisition unit, the position generation unit that generates the position information corresponding to the order information corresponding to the present value information acquired by the present value information acquisition unit, and stores the position information in the position storage unit, and the present value information. It is preferable that the program further functions the computer as a settlement unit that makes a settlement for the position information corresponding to the present value information acquired by the acquisition unit.

In the above program, in the order generation unit, after the settlement unit makes a settlement, the present value information acquired by the present value information acquisition unit is predetermined with respect to the position information of the target for which the settlement is made. If the above conditions are met, it is preferable that the program operates a computer to generate order information corresponding to the present value information.

The recording medium further includes a position storage unit capable of storing one or more position information which is information about the position of the financial product, and the program acquires present value information which is information about the present value of the financial product. When the difference between the present value acquisition unit and the specified price and the present value information stored in the parameter storage unit is large enough to satisfy a predetermined condition, one or more position information corresponding to the present value information is input. A program that further functions a computer as a position generation unit that is generated and stored in the position storage unit, and a settlement unit that setstles the position information corresponding to the present value information acquired by the present value information acquisition unit. Is suitable.

In the above program, the position generation unit functions as a computer to generate position information of the number (N) of position information calculated using the assumed fluctuation width and the position interval and store the position information in the position storage unit. It is preferable that the program is to make the program.

It is preferable that the program is a program for operating a computer, assuming that the settlement conditions, which are the settlement conditions corresponding to the position information of N, are different.

In addition, FIG. 16 shows the appearance of a computer that executes the program described in the present specification to realize the financial information processing apparatus 1 and the like of the various embodiments described above. The above embodiments can be realized in computer hardware and computer programs running on it. FIG. 16 is an overview view of the computer system 300, and FIG. 17 is a block diagram of the system 300.

In FIG. 16, the computer system 300 includes a computer 301 including a CD-ROM drive, a keyboard 302, a mouse 303, and a monitor 304.

In FIG. 17, in addition to the CD-ROM drive 3012, the computer 301 is connected to the MPU 3013, the bus 3014 connected to the CD-ROM drive 3012 and the like, the ROM 3015 for storing a program such as a bootup program, and the MPU 3013. It includes a RAM 3016 that is connected and for temporarily storing instructions of an application program and providing a temporary storage space, and a hard disk 3017 for storing an application program, a system program, and data. Although not shown here, the computer 301 may further include a network card that provides a connection to the LAN.

Even if the program for causing the computer system 300 to execute the functions of the financial information processing apparatus 1 and the like according to the above-described embodiment is stored in the CD-ROM 3101, inserted into the CD-ROM drive 3012, and further transferred to the hard disk 3017. good. Alternatively, the program may be transmitted to the computer 301 via a network (not shown) and stored on the hard disk 3017. The program is loaded into RAM 3016 at run time. The program may be loaded directly from the CD-ROM3101 or network.

The program does not necessarily include an operating system (OS) that causes the computer 301 to execute the functions of the financial information processing apparatus 1 and the like according to the above-described embodiment, or a third-party program. The program need only include a portion of the instruction that calls the appropriate function (module) in a controlled manner to obtain the desired result. It is well known how the computer system 300 works, and detailed description thereof will be omitted.

In the above program, in the step of transmitting information and the step of receiving information, processing performed by hardware, for example, processing performed by a modem or interface card in the transmission step (performed only by hardware). Processing) is not included.

Further, the number of computers that execute the above program may be singular or plural. That is, centralized processing may be performed, or distributed processing may be performed.

Further, it goes without saying that in each of the above embodiments, the two or more communication means existing in one device may be physically realized by one medium.

Further, in each of the above-described embodiments, each process may be realized by centralized processing by a single device, or may be realized by distributed processing by a plurality of devices.

It goes without saying that the present invention is not limited to the above embodiments, and various modifications can be made, and these are also included in the scope of the present invention.

As described above, the financial information processing device according to the present invention has an effect that a sell order and a buy order can be set as a pair, and is useful as a financial information processing device or the like for trading FX.

1 Financial information processing device 2 Terminal device 11 Storage unit 12 Reception unit 13 Processing unit 15 Transmission unit 21 Terminal storage unit 22 Terminal reception unit 23 Terminal processing unit 24 Terminal transmission unit 25 Terminal reception unit 26 Terminal output unit 111 Order storage unit 112 Position Storage unit 113 Parameter storage unit 131 Current value acquisition unit 132 Order generation unit 133 Position generation unit 134 Settlement unit 1321 Order quantity calculation means 1322 Order generation unit

Claims (14)

A parameter storage unit specified price and that assumed fluctuation range is stored,
An order storage unit that is information about an order for a financial product whose value can fluctuate and can store two or more order information corresponding to price information.
Information corresponding to price information indicating a price higher than the price indicated by the specified price, one or more upper price order information having sell position direction information which is information in the position direction of "sell", and the specified price. Is information corresponding to the price information indicating the price below the price indicated by, and is generated by generating one or more lower price order information having the buy position direction information which is the information of the position direction of "buy". It is provided with an order generation unit that stores two or more order information in association with each other in the order storage unit .
The order generator
Each value obtained by dividing the assumed fluctuation range into upper and lower halves from the designated price is set as the upper limit rate and the lower limit rate of the position, and the upper price order information of 1 or more is generated in the range from the designated price to the upper limit rate. A financial information processing device that generates one or more lower price order information in a range from the designated price to the lower limit rate and stores the two or more order information in the order storage unit . A parameter storage unit that stores the specified price, assumed fluctuation range, and position interval,
An order storage unit that is information about an order for a financial product whose value can fluctuate and can store two or more order information corresponding to price information.
Information corresponding to price information indicating a price higher than the price indicated by the designated price, one or more order information having sell position direction information which is information in the position direction of "sell", and the specified price indicates Information corresponding to price information indicating a price below the price, and one or more order information having buy position direction information which is information on the position direction of "buy" is generated, and two or more orders generated. It includes an order generation unit that associates information and stores it in the order storage unit.
The order generator
An order number calculation means for calculating the number (N) of order information to be generated by using the assumed fluctuation range and the position interval.
N / 2 order information corresponding to price information indicating a price above the specified price and N / 2 order information corresponding to price information indicating a price below the specified price. The financial information processing apparatus according to claim 1, further comprising an order generation means for generating and storing two or more generated order information in association with the order storage unit. The order generator
The financial information processing apparatus according to claim 1 or 2, wherein order information corresponding to price information indicating a price satisfying a predetermined condition with respect to the designated price is not generated. The price that meets the predetermined conditions is
The financial information processing apparatus according to claim 3, wherein the price matches the designated price, or the price is close enough to satisfy a predetermined condition with the designated price. A position storage unit that can store one or more position information that is information about the position of a financial instrument,
The present value acquisition department that acquires present value information, which is information on the present value of the financial product,
A position generation unit that generates position information corresponding to order information corresponding to the present value information acquired by the present value acquisition unit and stores the position information in the position storage unit.
Before Symbol financial information processing apparatus as claimed in any one claims 1 to 4, further comprising a settlement section which performs settlement for the position information present value acquiring unit corresponding to the acquired current value information. The order generator
If the present value information acquired by the present value acquisition unit satisfies a predetermined condition with respect to the position information of the target for which the settlement has been made after the settlement unit has settled, the present value information is used. The financial information processing apparatus according to claim 5, which generates corresponding order information. When the predetermined condition is satisfied, the value of the financial instrument indicated by the present value information is low enough to satisfy the predetermined generation condition, or the value of the financial instrument indicated by the present value information is predetermined. This is the second case, which is high enough to satisfy the generated generation conditions.
The order generator
In the first case, one or more order information with a lower value than the position information with the lowest value is generated.
The financial information processing apparatus according to claim 6, wherein in the second case, one or more order information having a higher value than the order information having the highest value is generated. A position storage unit that can store one or more position information that is information about the position of a financial instrument,
The present value acquisition department that acquires present value information, which is information on the present value of the financial product,
When the difference between the specified price stored in the parameter storage unit and the present value information is large enough to satisfy a predetermined condition, one or more position information corresponding to the present value information is generated, and the position storage unit The position generator that accumulates in
Before Symbol financial information processing apparatus as claimed in any one claims 1 to 7, further comprising a settlement section which performs settlement for the position information present value acquiring unit corresponding to the acquired current value information. The position generator
The financial information processing apparatus according to claim 8 , wherein position information of the number (N) of position information calculated by using the assumed fluctuation range and the position interval is generated and stored in the position storage unit. The financial information processing apparatus according to claim 9 , wherein the settlement conditions, which are the settlement conditions corresponding to the position information of N, are different. A parameter storage unit specified price and that assumed fluctuation range is stored, is information about an order for financial instruments value can vary, and the order storage unit which can store two or more order information with corresponding to price information , a financial information processing method implemented by an order generator,
The order generation unit is information corresponding to price information indicating a price higher than the price indicated by the designated price, and has one or more upper price orders having sell position direction information which is information in the position direction of "sell". Information and information corresponding to price information indicating a price lower than the price indicated by the specified price, and one or more lower price order information having buy position direction information which is information on the position direction of "buy". It is provided with an order generation step of generating and accommodating two or more generated order information and accumulating them in the order storage unit .
In the order generation step, each value obtained by dividing the assumed fluctuation range into upper and lower halves from the designated price is set as the upper limit rate and the lower limit rate of the position, and the upper price of 1 or more is set in the range from the designated price to the upper limit rate. A financial information processing method that generates order information, generates the lower price order information of 1 or more in the range from the designated price to the lower limit rate, and stores the 2 or more order information in the order storage unit . A parameter storage unit that stores the specified price, assumed fluctuation range, and position interval, and order storage that can store two or more order information that corresponds to the price information and is information about orders for financial products whose value can fluctuate. It is a financial information processing method realized by the department and the order generation department.
The order generation unit is information corresponding to price information indicating a price higher than the price indicated by the designated price, and is one or more order information having sell position direction information which is information in the position direction of "sell". , Information corresponding to price information indicating a price lower than the price indicated by the specified price, and one or more order information having buy position direction information which is information on the position direction of "buy" is generated and generated. It is provided with an order generation step of associating two or more ordered information and accumulating them in the order storage unit.
The order generation step
An order number calculation sub-step for calculating the number (N) of order information to be generated using the assumed fluctuation range and the position interval, and
N / 2 order information corresponding to price information indicating a price above the specified price and N / 2 order information corresponding to price information indicating a price below the specified price. A financial information processing method comprising an order generation substep that generates and stores two or more generated order information in association with each other and stores the generated order information in the order storage unit. A parameter storage unit specified price and that assumed fluctuation range is stored, is information about an order for financial instruments value can vary, and the order storage unit which can store two or more order information with corresponding to price information A computer that has access to
Information corresponding to price information indicating a price higher than the price indicated by the specified price, one or more upper price order information having sell position direction information which is information in the position direction of "sell", and the specified price. Is information corresponding to price information indicating a price lower than the price indicated by, and is generated by generating one or more lower price order information having buy position direction information which is information in the position direction of "buy". It is a program for associating two or more order information and functioning as an order generation unit stored in the order storage unit .
The order generator
Each value obtained by dividing the assumed fluctuation range into upper and lower halves from the designated price is set as the upper limit rate and the lower limit rate of the position, and the upper price order information of 1 or more is generated in the range from the designated price to the upper limit rate. A program for operating the computer by generating the lower price order information of one or more in the range from the designated price to the lower limit rate and storing the two or more order information in the order storage unit. A parameter storage unit that stores the specified price, assumed fluctuation range, and position interval,
A computer that has access to an order storage unit that is information about orders for financial instruments whose value can fluctuate and can store two or more order information corresponding to price information.
Information corresponding to price information indicating a price higher than the price indicated by the specified price, and one or more order information having sell position direction information which is information in the position direction of "sell", and the specified price indicates It is information corresponding to the price information indicating the price below the price, and one or more order information having the buy position direction information which is the information of the position direction of "buy" is generated, and the generated two or more orders. It is a computer for associating information and functioning as an order generation unit that stores information in the order storage unit.
The order generator
An order number calculation means for calculating the number (N) of order information to be generated by using the assumed fluctuation range and the position interval.
N / 2 order information corresponding to price information indicating a price above the specified price and N / 2 order information corresponding to price information indicating a price below the specified price. A program for operating the computer as having an order generation means for generating and storing two or more generated order information in association with the order storage unit.