JP7098197B2 - Financial instruments transaction management device, program - Google Patents

Description

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

As a method of trading financial products such as foreign exchange, limit orders are known in addition to market orders that trade at the price at the time of ordering. Conventionally, an invention has been known in which a limit order for a financial product is placed using a computer system (see, for example, Patent Document 1). Further, in a limit order for a financial product, an ifdan order (a first order in which two ordered orders are placed at the same time and is a high priority order (hereinafter referred to as "first order"; the same applies in the present specification)). This is an order format in which the second order (hereinafter referred to as "second order"; the same applies in the present specification), which is an order with a lower priority, is automatically activated when is established. The same applies in the present specification.) Is often done. Then, conventionally, an invention in which an ifdan order of a financial product is performed using a computer system is known (see, for example, Patent Document 2).

Japanese Unexamined Patent Publication No. 2006-99787 Japanese Unexamined Patent Publication No. 2008-9562

Here, in the ifdan order of financial products, if you want to place a buy order for the first order at a price higher than the current market price, or if you want to place a sell order for the first order at a price lower than the current market price. In some cases, the first order of the ifdan order is placed as a stop order and the second order is placed as a limit order. However, as in the case where the contract price is determined by the so-called "Itayose method" when the trading market for financial instruments is closed and then restarted, the first stop order and the second limit order are placed. There are various possible cases where the contracts are executed together. When a transaction is made in such a situation in the inventions described in Patent Document 1 and Patent Document 2, the first order and the second order are executed at the same price at the same time, and the customer can execute these transactions. There is a problem that the contract does not make a profit, but rather suffers the disadvantage of the commission paid to the financial instruments business operator.

The present invention has been made in view of the above problems, and in the case where the first order is an ifdan order of stop order, the customer may be disadvantaged by the execution of the first order and the second order. The challenge is to provide a financial instrument transaction management device that can reduce the risk suffered by customers who place limit orders.

In order to achieve such a problem, the invention according to claim 1 is a financial product transaction management device that manages a sales transaction of a financial product, and accepts a sales order application information for placing a sales order for the financial product. Based on the order input receiving means, the price information receiving means for acquiring the market price information of the financial product, the buying and selling order application information received by the order input receiving means, and the market price information acquired by the price information receiving means. The order information generation means is provided with an order information generation means for generating order information of a financial product and a contract information generation means for executing an order based on the order information generated by the order information generation means. Based on the buy / sell order application information, as the order information, the buy order information of the stop order for placing a buy order for the same type of financial product at a predetermined buy order price, and the buy order information are the targets of the buy order information. Generate one or more order information groups that have sell order information for limit orders that place a sell order for a financial product at a predetermined sell order price, and generate one or more order information groups by providing information on a specific contract price for each of the order information. When there are a plurality of the order information groups to be executed, the buy order price and the sell order price of each of the order information groups constituting the plurality of order information groups are configured to be different prices, and the execution is executed. The information generation means has a price range from the market price immediately before the predetermined time zone to the market price immediately after the predetermined time zone, which is higher than the market price immediately before the predetermined time zone, and the buy order of the order information group. When the price is included, when the predetermined time zone elapses, the buy order information included in the order information group is replaced with the limit order by replacing the stop order with the limit order. It is characterized in that the buy order information is executed when the market price satisfies the condition of the contract price of the buy order information replaced with the limit order.

The invention according to claim 2 is a financial product transaction management device for managing a sales transaction of a financial product, which is an order input receiving means for receiving a sales order application information for placing a sales order for the financial product, and the finance. Generates order information for financial products based on the price information receiving means for acquiring the market price information of the product, the trading order application information received by the order input receiving means, and the market price information acquired by the price information receiving means. The order information generation means is provided with an order information generation means for executing an order based on the order information generated by the order information generation means, and the order information generation means is based on one of the buy / sell order application information. As the order information, sell order information of a stop order for selling an order of the same type of financial product at a predetermined sell order price, and a predetermined buy order price of the financial product subject to the sell order information. One or more order information groups having buy order information of the limit order to place a buy order at If this is the case, the plurality of order information groups are configured so that the respective sell order price and the respective buy order price are different prices, and the contract information generation means is used for a predetermined time. When the sell order price of the order information group is included in the price range from the market price immediately before the band to the market price immediately after the predetermined time zone, which is lower than the market price immediately before the band, the predetermined price is specified. When the time zone has elapsed, the sell order information included in the order information group is replaced with the limit order from the stop order, and the sell order information replaced with the limit order is used as the market price. It is characterized in that a process of executing a contract is performed when the condition of the contract price of the sell order information replaced with the limit order is satisfied.

In the invention according to claim 3, in addition to the configuration according to claim 1, the order information group includes the buy order information and the financial product subject to the sell order information. It is characterized in that it contains stop order information for a stop order for a price.

The invention according to claim 4 has, in addition to the configuration according to any one of claims 1 to 3, the order information group generated by the order information generation means based on the sales order application information. The number of products of the financial product forming the order information group is constant, and the price range between the buy order information and the price range between the sell order information in the order information group in a plurality of price ranges are constant. It is characterized by that.

The invention according to claim 5 is a program, characterized in that a computer functions as the financial instrument transaction management device according to any one of claims 1 to 4.

According to the invention described in claim 1, based on one buy / sell order application information, as order information, buy order information and buy order information of stop order for buying an order of the same type of financial product at one price. Generates an order information group that has sell order information of limit orders that sell orders for financial products that are the target of When the buy order price of the order information group is included in the price range from the market price immediately before the time zone to the market price immediately after the predetermined time and higher than the market price immediately before, the predetermined time zone has elapsed. Occasionally, the buy order information included in the order information group is replaced from the stop order to the limit order, and the buy order information replaced with the limit order is replaced with the limit order. By performing the processing to execute when the price condition is met, the first order of the stop order and the second order of the limit order form an ifdan order, and these first order and the second order are separated. By making a contract, it is possible to surely prevent the situation where the first order and the second order are executed in a situation where the customer cannot make a profit. This avoids the situation where the customer may be disadvantaged by the execution of the first order and the second order in the ifdan order where the first order is the stop order, and reduces the risk to the customer who places the limit order. be able to.

According to the invention of claim 2, based on one buy / sell order application information, as order information, sell order information and sell order information of stop order for selling an order of the same type of financial product at one price. Generates an order information group that has buy order information for limit orders that buy orders for financial products that are the target of When the sell order price of the order information group is included in the price range from the market price immediately before the time zone to the market price immediately after the predetermined time and lower than the market price immediately before, the predetermined time zone has elapsed. Occasionally, the sell order information included in the order information group is replaced from the stop order to the limit order, and the buy order information replaced with the limit order is replaced with the sell order information whose market price is replaced with the limit order. By performing the processing to execute when the price condition is met, the first order of the stop order and the second order of the limit order form an ifdan order, and these first order and the second order are separated. By making a contract, it is possible to surely prevent the situation where the first order and the second order are executed in a situation where the customer cannot make a profit. This avoids the situation where the customer may be disadvantaged by the execution of the first order and the second order in the ifdan order where the first order is the stop order, and reduces the risk to the customer who places the limit order. be able to.

According to the invention of claim 3, the order information group includes stop order information for ordering a stop order for a financial product subject to buy order information and sell order information at a further price. It is also possible to sell a financial product owned by a customer in the future by a stop order. As a result, it is possible to automatically stop trading by limit order according to the future market situation, and it is possible to reduce the risk incurred by the customer who places the limit order using the system.

According to the invention of claim 4, in the order information group generated by the order information generation means based on one buy / sell order application information, the number of financial products forming the one order information group is constant. Since the price range between the buy order information and the price range between the sell order information in the order information group of a plurality of price ranges are constant, it is possible to simplify the instruction content from the client terminal side when ordering a financial product. In addition, it is possible to place an order with a high risk diversification effect by forming an order for a certain number of products for each fixed price range. As a result, transactions by limit orders can be performed more efficiently and smoothly.

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

It is a system block diagram and the functional block diagram of the financial instrument transaction management apparatus in the financial instrument transaction management system of Embodiment 1 of this invention. Same as above It is a schematic diagram of the field definition of the order table of the financial instrument transaction management device. Same as above It is a flowchart which shows the processing procedure at the time of accepting a trap trade in a financial instrument transaction management apparatus. It is an image diagram of the first input screen displayed on a client terminal. It is an image diagram of the second input screen displayed on the client terminal. It is a figure which shows schematically the order information group formed in the same-mentioned financial instrument transaction management apparatus. It is a figure which shows schematically the order information group formed in the same-mentioned financial instrument transaction management apparatus. Same as above. It is a flowchart which shows the processing procedure after the limit order by the trap trade is accepted in the financial instrument transaction management apparatus. Same as above. It is a flowchart which shows the processing procedure after the limit order by the trap trade is accepted in the financial instrument transaction management apparatus. Same as above It is a time chart showing a processing procedure after acceptance of a limit order by trap trading in the financial instrument transaction management device. Same as above It is a time chart showing a processing procedure after acceptance of a limit order by trap trading in the financial instrument transaction management device. Same as above. In the financial instrument transaction management device, (a) a diagram schematically showing a part of the order table at the time when the order information group is ordered, (b) processing by the so-called "Itayose method" is performed first. -A diagram schematically showing a part of the order table after the third first order is filled, (c) Processing by the so-called "Itayose method" is performed and based on the first to third second orders. It is a figure which shows the part of the order table after the limit order is executed schematically, and (d) is the figure which schematically shows the part of the order table after the first stop order is executed. It is an image diagram of the second input screen displayed on the client terminal in the modification of the said embodiment. FIG. 3 is an image diagram of a second input screen displayed on a client terminal in the financial instrument transaction management device according to the second embodiment of the present invention. Same as above. It is a flowchart which shows the processing procedure after the limit order by the trap trade is accepted in the financial instrument transaction management apparatus. Same as above. It is a flowchart which shows the processing procedure after the limit order by the trap trade is accepted in the financial instrument transaction management apparatus. Same as above. In the financial instruments transaction management device, (a) a diagram schematically showing the order table at the time when the order information group is ordered, (b) processing by the so-called "Itayose method" is performed and based on the second order. A diagram schematically showing the order table after the limit order is executed, (c) a diagram schematically showing the order table at the time when the order information group is reordered, (d) a diagram showing the order information group reordered. A diagram schematically showing the order table at the time when the first order of the order is filled, (e) a diagram of the order table at the time when the first order of the order information group is filled without processing by the so-called "Itayose method". It is a figure schematically showing (f) the order table at the time when the stop order of the order information group is executed. Same as above. In the financial instruments transaction management device, (a) a diagram schematically showing the order table at the time when the order information group is ordered, (b) processing by the so-called "Itayose method" is performed and based on the second order. A diagram schematically showing the order table after the limit order is executed, (c) a diagram schematically showing the order table at the time when the order information group is reordered, (d) a diagram showing the order information group reordered. A diagram schematically showing the order table at the time when the first order of the order is filled, (e) a diagram of the order table at the time when the first order of the order information group is filled without processing by the so-called "Itayose method". It is a figure schematically showing (f) the order table at the time when the stop order of the order information group is executed. Same as above It is a time chart showing a processing procedure after acceptance of a limit order by a repeat toy fudan order in the financial instrument transaction management device. Same as above It is a time chart showing a processing procedure after acceptance of a limit order by a repeat toy fudan order in the financial instrument transaction management device. FIG. 3 is an image diagram of a second input screen displayed on a client terminal in the financial instrument transaction management system according to the third embodiment of the present invention. Same as above In the financial instrument transaction management device, (a) a diagram schematically showing an order table at the time when an order information group is ordered, and (b) a diagram schematically showing an order table at the time when an order information group is ordered again. It is a figure. Same as above In the financial instrument transaction management device, (a) a diagram schematically showing an order table at the time when an order information group is ordered, and (b) a diagram schematically showing an order table at the time when an order information group is ordered again. It is a figure. Same as above It is a time chart showing a processing procedure after acceptance of a limit order by a trap repeat toy fudan order in the financial instrument transaction management device. Same as above It is a time chart showing a processing procedure after acceptance of a limit order by a trap repeat toy fudan order in the financial instrument transaction management device.

[Embodiment 1 of the invention]
1 to 11 show Embodiment 1 of the present invention.

FIG. 1 is a system configuration diagram and a functional block diagram of the financial instrument transaction management system of this embodiment. As shown in the figure, the financial instrument transaction management system 1A includes a financial instrument transaction management device 1 and N (N ≧ 1) client terminals 2 ₁ to 2 _n , and together with the financial instrument transaction management device 1. The client terminals 2 ₁ to 2 _n can communicate with each other via the Internet 3 as a WAN (Wide Area Network). The financial product transaction management system 1A of this embodiment handles foreign exchange as a financial product.

The financial product transaction management device 1 is a server computer managed and operated by a financial product dealer, and has a Web server function and a database function for storing a large amount of data. The client terminals 2 ₁ , ..., _2n are communication terminals having a data communication function possessed and used by an individual or a corporation that buys and sells financial products, and corresponds to a personal computer, a mobile phone terminal, or the like. do. The client terminals 2 ₁ , ..., 2 _n are operation units 21 ₁ , ..., 21 _n , LCD (Liquid Crystal) used for inputting various instructions such as a mouse and a keyboard.
It is composed of Display) and the like, and has display units 22 ₁ , ..., 22 _n for displaying various instructions and various images input from the operation units 21 ₁ , ..., 21 _n . Since the client terminals 2 ₁ , ..., 2 _n , the operation unit 21 ₁ , ..., 21 _n , and the display unit 22 ₁ , ..., 22 _n have the same configuration, it is necessary to distinguish them below. Except for certain cases, the client terminal 2, the operation unit 21, and the display unit 22 are used.

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

As shown in FIG. 1, the financial instrument transaction management device 1 has a data processing unit 10 as a functional means realized based on the above-mentioned various programs and hardware resources, and various types processed by the data processing unit 10. It has a database 18 in which data is recorded. The data processing unit 10 performs processing such as generation and processing of various data used in the financial product transaction management device 1, and further, a front page distribution unit 11, "order information receiving means" and "evidence" as functional means. Order input reception unit 12 as "money amount calculation means", deposit / withdrawal information generation unit 13, contract information generation unit 14 as "contract information generation means", account information generation unit 15, order information as "order information generation means" It has a generation unit 16, a database (DB) connection base unit 17, and a price information reception management unit 19 as a “market price information management means”.

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

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

The order information generation unit 16 generates information regarding the order of the established financial product based on the information processed by the order input reception unit 12. The orders here include so-called market orders, limit orders, stop orders, as well as ifdan orders.

When generating ifdan orders and stop orders, the order information generation unit 16 generates the first order as the order information of a new limit order or stop order, and the second order as the order information of the limit order for settlement. Generate and generate stop order as order information for stop order for settlement. The first order, the second order, and the stop order are distinguished and recorded based on the field definition of the order table 181 described later.

The contract information generation unit 14 performs a contract process based on the order generated by the order information generation unit 16 and a process for sending information regarding the completed contract process to the client terminal 2 of the customer. The term "contract" as used herein refers to various procedures and processes for establishing a sale or purchase of a financial product based on a customer's order. As will be described later, when a contract is established in this embodiment, foreign exchange is bought and sold, and as a result, based on the instruction of the contract information generation unit 14, the account information generation unit 15 performs margin information according to the trading amount. (Described later) is converted, and further, the deposit / withdrawal information generation unit 13 describes the status of deposits and withdrawals in the deposit / withdrawal list. Further, when the contract is established, the contract information generation unit 14 displays character information or the like indicating that the contract has been established on the display unit 22 of the client terminal 2, and deposits and withdraws from the bank account of the client terminal based on the selling price. Perform processing.

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

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

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

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

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

Although not shown, the financial instrument transaction management device 1 has a timer that acquires and manages date and time information, and the expiration date of the first order, the second order, and the stop order based on the date and time information acquired from this timer. It has a deadline management means for managing (described later).

FIG. 2 is a schematic diagram of the field definition of the order table 181. As shown in this figure, the order table 181 has fields for the number of items, and the field name (field name), data type (type) such as characters, numerical values, date and time, and data length (length) such as bit length. , Blank not specified (Not Null), presence / absence of default value (default value), data item name (remarks), etc. are specified.

In the above-mentioned financial product transaction management device 1, when a limit transaction of a financial product is performed,
When a limit transaction of a financial product is performed, an order form in which multiple financial products of the same type are reserved for a predetermined number of products in a predetermined price range by accepting one order (hereinafter, this order form is simply "trap trade"). ) Can be realized.

Next, the transaction procedure of the trap trade in the financial instrument transaction management system 1A according to the first embodiment of the present invention will be described.

FIG. 3 is a flowchart showing a processing procedure for accepting a trap trade in the financial instrument transaction management device 1 according to the first embodiment of the present invention. Hereinafter, the processing procedure at the time of acceptance will be described based on the figure.

A customer who uses the financial product transaction management system 1A accesses the financial product transaction management device 1 by using the client terminal 2. The front page distribution unit 11 of the financial instrument transaction management device 1 causes the display unit 22 of the client terminal 2 that has been accessed to display the first input screen 40 shown in FIG. On the first input screen 40, a trading desired currency pair selection button 401 for displaying a tradeable currency pair on the screen is displayed. When a specific trading desired currency pair selection button 401, for example, a USD / JPY trading type selection button 401a is clicked, the second input screen 41 shown in FIG. 5 is displayed on the display unit 22. The second input screen 41 has a buy / sell type selection button 41a for displaying the type of buy / sell of the limit order (first order) to be executed first, an order type selection button 41b for displaying the types of selectable orders, and a first order. The order condition selection field 41c for selecting whether the order condition is "(forward) limit" or "stop", and the amount of currency (here, Japanese yen) to be bought and sold by the execution of each limit order and stop order are entered. Order amount entry field 41d, first order price entry field 41e to enter the order base price of the trap trade, trap to select the number of positions (foreign currency holdings; the same in this specification) in one order. Enter the number selection field 41f, the price range input field 41g where "price difference information" as the price difference between adjacent positions is input, and the amount of profit obtained by buying and selling the first order and the second order of one position. Profit amount specification field 41h, expiration date selection button 41i to select the expiration date of the order, stop loss order (a new stop order for so-called loss cut, the same in this specification). A stop loss order check box 41j for selecting a stop loss order, a stop loss price input field 41k for inputting the price of the stop loss order, and an order confirmation button 41m for confirming the order are displayed.

The customer selects and inputs order content data on the first input screen 40 and the second input screen 41 using the operation unit 21. In FIG. 5, on the first input screen 40 shown in FIG. 4, the trading type selection button 401a of "buy" of US dollar / Japanese yen (buying and selling US dollars in Japanese yen) is performed by the desired currency pair selection button 401. The second input screen 41 when selected is shown. Then, in this second input screen 41, in this state, select "trap trade order" with the order type selection button 41b, select "limit price" with the order condition selection field 41c, and select 10 in the order amount input field 41d. (10,000 yen), 101.00 (yen) is input in the first order price input field 41e, 5 (pieces) is selected in the trap number selection field 41f, and 1.00 (yen) is input in the price range input field 41g. Then, 50,000 (yen) is selected in the profit amount specification field 41h, "indefinite" is selected by the expiration date selection button 41i, the stop loss order check box 41j is checked, and the stop loss price input field 41k. The state in which 100.00 (yen) is input is shown in.

In this state, when the order confirmation button 41m is clicked and the buying / selling order application information consisting of the data input and selected on the first input screen 40 and the second input screen 41 is supplied to the financial product transaction management device 1, finance is performed. The order input receiving unit 12 of the product transaction management device 1 confirms the deadline selected by the expiration date selection button 41i and the type of the order selected by the order type selection button 41b, and further inspects each order price. (Step S2). Specifically, the amount of the first order price input in the first order price input field 41e is compared with the current exchange rate price received by the price information reception management unit 19. Further, the order input receiving unit 12 calculates the prices of the first order and the second order of each position based on the data input and selected on the first input screen 40 and the second input screen 41. In this embodiment, the value input in the first order price input field 41e is set as the reference first order (first order to be executed first), and the price range is input from the reference first order. The price range is set for each value entered in the column 41g, and the price of the first order of each position is calculated by the number entered in the trap number selection column 41f. The value of the second order for each position is calculated by the formula (1) below.
(Price of the second order of each position) = (Price of the first order of each position)-(Amount entered in the profit amount specification field 41h) / {(When the first order is sell 1, When buy- 1) * (Amount entered in the order amount input field 41d)} ... (1)
The second order price calculated by the order input receiving unit 12 can also be a numerical value in consideration of the profit of the manager of the financial instrument transaction management device 1. For example, the value of the second order for each position may be calculated by the following formula (1)'.
(Price of the second order of each position) = (Right side of (1) above) ± (Profit amount of financial instrument transaction management device 1) ... (1)'
Further, when the amount input in the first order price input field 41e and the market price satisfy predetermined conditions set in advance, the order input receiving unit 12 determines that the prices are appropriate.

When the price is determined to be an appropriate price (“No” in step S3), the account information generation unit 15 acquires the margin information of the customer in the customer account information table 182.

The order input receiving unit 12 is a value obtained by multiplying the acquired margin information and the customer's total order amount (that is, the amount input in the order amount input field 41d and the number of orders input in the trap number selection field 41f). (That is, in this embodiment, 10 (10,000 yen) x 5 (books) = 250 (10,000 yen)) is compared, and it is confirmed whether or not the margin amount is equal to or more than the total order amount. Order information generation. The unit 16 generates an "order information group" to be described later only when the margin amount is equal to or more than the total order amount (“No” in step S5). Only limit orders can be accepted.

Here, the order input receiving unit 12 calculates the margin in a manner including the modification of slippage that may occur when calculating the margin, and the margin information acquired by the account information generation unit 15 is the calculated proof. If the amount is more than the amount of gold, the limit order will be accepted.

Specifically, a predetermined correction value is set for each currency pair in the order input receiving unit 12, and the above-mentioned total order amount is corrected based on this correction value.

For example, an upward correction value of "0.03" is recorded as a correction value of the currency pair of "USD / JPY" in the order input reception unit 12, and the total order amount acquired by the account information generation unit 15 is 500,000 yen. If so
50 (10,000 yen) + 0.03 (10,000 yen) = 50.03 (10,000 yen)
Is the modified total order amount, and this modified total order amount is treated as the calculated margin. In this case, the limit order will be accepted only when the margin information of the customer acquired by the account information generation unit 15 is 50.03 (10,000 yen) or more.

The correction value set in the order input reception unit 12 may be a downward adjustment value of the total order amount, or may be an upward adjustment value or a downward adjustment value of the margin information acquired by the account information generation unit 15. good. Further, the correction value is not limited to the fixed value set in advance for each currency pair, but may be changed based on the total amount of the order, the fluctuation state of the market price, etc., or a predetermined calculation formula. It may be calculated by.

When the margin amount is equal to or greater than the corrected total order amount (“No” in step S5), the order input receiving unit 12 sets the order conditions described above based on the data recorded in the currency pair order condition table 183. It is confirmed whether or not various conditions of the trap trade other than the ones that have been made are satisfied (step S6).

When various conditions of the trap trade are not satisfied (“Yes” in step S7), the order input receiving unit 12 treats the input order as an error and rejects the acceptance of the order (step S10).

When various conditions of the trap trade are satisfied (“No” in step S7), and it is determined that the order conditions satisfy all the conditions necessary for the limit order by the trap trade described above.
When the customer clicks the order confirmation button 41m by operating the operation unit 21, the order information generation unit 16 of the financial instrument transaction management device 1 generates order information based on the buy / sell order application information input in step S1 (step). S8). Specifically, a plurality of data input in the above procedure are collected in units of order prices, and each order information is assigned to each order recorded in the sequence number table 184 as a unit of each information. Form. At this time, information for identifying the sequence number used for the order information from the unused number is added to the sequence number table 184. The plurality of order information generated in the procedure of one step S8 is the order information for ordering a limit order or stop order for the first price of the same type of financial product, and the order information for placing a limit order for the second price. , And an order information group (hereinafter, simply referred to as “order information group”) consisting of stop orders for stop orders for financial products subject to buy order information and sell order information at other prices. ..
The order information generation unit 16 records the generated order information group in the order table 181 (step S9). The order information group is recorded in the order table based on the definition of each field shown in FIG. For example, the “ord_seq” field 181b is the definition of the sequence number assigned in step S8. The “cust_seq” field 181c is a customer number uniquely defined for each customer, and the “style_id” field 181d is a product name definition. The “ccy_pair_id” field 181e is a definition of an ID number uniquely defined for each currency pair. The combination of the ID number and the currency pair is recorded in an ID table (not shown) separately provided in the database. The “ord_amnt” field 181f is a definition of the amount entered in the order amount input field 41d. The "buy_sell_id" field 181g defines whether it is a sell order or a buy order input by the buy / sell type selection button 41a, and the "ord_rate" field 181h contains the first order price input field 41e and the stop loss price input field. The numerical value entered in 41k or the like, the price of each order information defined by the trap number selection field 41f, the price range input field 41g, etc. are defined, and the expiration date selection button 41i is selected in the "limit_time" field 181i. Define the order deadline that was placed. The "ord_cond" field 181j defines the type of the order selected by the order type selection button 41b, and the "new_close" field 181k defines whether the order is a new order or a settlement order. The "trap_seq" field 181m defines the case where the trap trade is selected by the order type selection button 41b, and the "repeat_flag" field 181n defines whether or not to repeat the ifdan order.

Although not shown in FIG. 2, the order table 181 defines other data input to the input screen 40, that is, information input to the trading desired currency pair selection button 401, the number of traps selection field 41f, and the like. A field will also be provided. With these fields, all the data input to the first input screen 40 and the second input screen 41 are recorded in the order table 181.

Further, although not shown in FIG. 2, the order table 181 shows the first order identification information and the second order information for identifying whether the order information is the first order, the second order, or the stop order. Fields are also provided to define order identification information, stop order identification information, and valid information identification information for identifying a valid order as a limit order. These fields record the current state of each order information and changes in state as the transaction progresses.

From the above procedure, the process of accepting the limit order by the trap trade in the present embodiment is completed.

6A and 6B are diagrams schematically showing an order information group generated by the order information generation unit 16 and recorded in the order table 181. The table of the embodiment shown in the figure is also displayed as an image on the display unit 22 of the client terminal 2 by the front page distribution unit 11.

As shown in the figure, in the order table 181 the order information group of k sets (k> 1, k = 5 in this embodiment), which is the number of position sets input in the trap number selection field 41f, that is, the first. The first to fifth order information groups 181s ₁ , 181s ₂ , ... 181s ₅ are recorded. Although not all are shown in the figure, the first to fifth order information groups 181s ₁ , 181s ₂ , ... 181s ₅ are recorded in the order table 181.

Each order information group (for example, the first order information group 181s ₁ ) is the first order 181t ₁ and the first order 181t as "buy order information" for stop ordering the same type of financial product at one price. The second order 181u1 as "sell order information" that places a limit order for the financial product that is the target of ₁ at _another price, and the financial product that is the target of the buy order information and sell order information. A stop loss order 181v1 for a price (stop loss price) forms an information group in _one price range. By forming a plurality of such order information groups (for example, the first order information group 181s ₁ ), a plurality of different prices can be obtained for the order information group (for example, the first order information group 181s ₁ ) in one price range. It will be generated for the band.

In these order information groups 181s ₁ , 181s ₂ , ... 181s ₅ , the order price shown in the first order 181t ₁ of the first order information group 181s ₁ is 101.00 yen per dollar (that is, the first order information group 181s 1). In the price entered in the order price input field 41e), the price range between the first order 181t ₁ , 181t ₂ ..., 181t ₅ and the second order 181u ₁ , 181u ₂ , ..., 181u ₅ The price range is 0.10 yen (that is, the price entered in the price range input field 41g). In addition, the first order 181t ₁ , 181t ₂ ..., 181t ₅ and the second order 181u ₁ , 181u ₂ , ..., 181u ₅ respectively are for 100,000 yen (that is, in the order amount input field 41d). The amount entered). Further, each second order forming the order information group 181s ₁ , 181s ₂ , ... 181s ₅ has a value calculated based on the second input screen 41 and the above equation (1) (that is, for example, the first order). The price range between the first order 181t ₁ and the second order 181u ₁ of one order information group 181s ₁ is 0.50 yen).

On the other hand, in these order information groups 181s ₁ , 181s ₂ , ..., 181s ₅ , the order prices of all stop orders 181v ₁ , 181v ₂ , ..., 181v ₅ are entered in the stop loss price input field 41k. It is set to the entered price (1 dollar = 100.00 yen in this embodiment).

In this embodiment, when the order information group 181s ₁ , 181s ₂ , ... 181s ₅ is generated as the first order 181t ₁ , 181t ₂ ..., 181t ₅ as a buy order, each order information group 181s ₁ , 181s ₂ , ... 181s ₅ first order 181t ₁ , 181t ₂ ..., 181t ₅ , and second order 181u ₁ , 181u ₂ , ..., 181u ₅ are the market prices at the time of generation. Is higher than. That is, all the first orders 181t ₁ , 181t ₂ ..., 181t ₅ and all the second orders 181u ₁ , 181u ₂ , ..., 181u ₅ are entered in the first order price input field 41e. Generated as a price above the price. If the first order 181t ₁ , 181t ₂ ..., 181t ₅ is a sell order, conversely, all the first orders 181t ₁ , 181t ₂ ..., 181t ₅ and all the second orders 181u ₁ , 181u ₂ , ..., 181u ₅ are generated as prices equal to or less than the price entered in the first order price input field 41e.

Then, as shown in FIG. 6A and FIG. 6B (a), the limit type information 181G of all the first orders 181t ₁ , 181t ₂ ..., 181t ₅ is set as "stop limit", and the new / settlement information 181K. Is set as "new". That is, all first orders 181t ₁ , 181t ₂ ..., 181t ₅ are generated as new stop orders.

As shown in FIGS. 6A and 6B, each order 181t ₁ , ... 181v ₅ forming the first to fifth order information groups 181s ₁ , 181s ₂ , ... 181s ₅ is an order as a serial number of the order. Number 181A, customer number 181B uniquely assigned to each customer, currency pair information 181C for identifying the combination of currencies to be bought and sold (mainly the combination of Japanese yen and foreign currency), as price information of one position. Order amount information 181D, order time information 181E as information on the time when an order was placed, buying and selling direction information 181F as flag information for identifying whether an order is a "sell order" or a "buy order", limit order Limit type information 181G as information for identifying whether the type is "stop order (that is, normal limit order)" or "stop order (that is, stop order)", order price information 181H as "contract price information", respectively. Order expiration date information 181I as information indicating the expiration date of order 181t ₁ , ... 181v ₅ , order type information 181J as flag information for identifying the type of order, whether each order information is a "new order" or "settlement" New / settlement information 181K as flag information that identifies whether it is an "order", each order _{181t 1} , ..., 181v5 is valid order information as order information of an ordered limit order (or stop order). Valid / invalid information 181L as "valid invalid identification information", which is flag information for identifying whether the order information is invalid as the order information of the limit order (or stop order) before the order is placed, each order. Order information 181M as flag information for identifying whether 181t ₁ , ..., 181v ₅ is the first order information or the second order information, each order 181t ₁ , ... 181v ₅ It has contract presence / absence information 181N as attribute information as flag information for identifying "yes" and "no" of the contract. These attribute information is based on the information input from the input screen 40, and is recorded in the order table 181 based on the above-mentioned field definition.

As shown in the valid / invalid information 181L of FIGS. 6A and 6B, all the order information 181t ₁ , ... 181v ₅ are initially invalid as limit orders (or stop orders) (hereinafter simply referred to as "invalid"). It is said to be invalid order information.

As shown in the new / settlement information 181K of FIGS. 6A and 6B, the first order 181t ₁ , 181t ₂ , ..., 181t ₅ is generated as new order information, and the second order 181u ₁ , 181u ₂ , ... ·, 181u ₅ and stop order 181v ₁ , 181v ₂ , ..., 181v ₅ are generated as settlement order information.

As shown in the rank information 181M, among the order information forming one order information group (for example, the first order information group 181s ₁ ), the first order 181t ₁ , 181t ₂ , ..., 181t ₅ are in the order of execution. The first order has a high priority as, and the second order 181u ₁ , 181u ₂ , ..., 181u ₅ and the stop order 181v ₁ , 181v ₂ , ..., 181v ₅ have priority as the execution order. This is the second order with the lowest ranking. First to fifth order information group 181s ₁ , 181s ₂ , ... 181s ₅ , first to fifth first order 181t ₁ , 181t ₂ , ... 181t ₁₀ , first to fifth second In the order 181u ₁ , 181u ₂ , ... 181u ₁₀ , and the first to fifth stop orders 181v ₁ , 181v ₂ , ... 181v ₁₀ , the valid / invalid information 181L is "invalid" in the initial state. It is recorded in the order table 181 as the state in which it is determined, that is, "invalid order information" that does not have the status as a completed order.

As will be described later, the "valid" and "invalid" states of each order information change depending on the stage of the transaction, but the order information generation unit 16 sets the initial states of "valid" and "invalid" of each order information. , The change of state is recorded in the sequential order table 181. As a result, it is possible to generate and record data according to the actual situation of trap trade and ifdan order transactions, so that the compatibility with other applications used for the financial instrument transaction management device 1 can be enhanced, and the client terminal 2 can be used. "Valid" and "Invalid" can be displayed in real time on the display unit 22 of. Further, in the first to fifth order information groups 181s ₁ , 181s ₂ , ... 181s ₅ , the "trap_seq" field 181m is set to perform trap trading.

Further, when the first suggested price is determined to be an inappropriate price in step S3 (“Yes” in step S3), and when the margin amount is less than the total order amount in step S5 (“Yes” in step S5). Yes "), the order input receiving unit 12 treats the input order as an error and rejects the order (step S10). That is, the order information groups 181s ₁ , 181s ₂ , ... 181s ₁₀ shown in FIGS. 6A and 6B are not generated, and the display unit 22 of the client terminal 2 shows that the acceptance of the order is rejected. Is displayed.

After the order processing is completed, the price information reception management unit 19 of the financial instrument transaction management device 1 continues to acquire exchange rate information on a regular basis (for example, every minute, every hour, etc.). Then, when the market price and the order price of the specific position match, the execution information generation unit 14 executes the order of the position.

7A and 7B are flowcharts showing a processing procedure after acceptance of a limit order by trap trading in the financial instrument transaction management device 1 of this embodiment, and FIGS. 8 and 9 show finance of this embodiment. It is a time chart which shows the processing procedure after the limit order by the trap trade is received in the product transaction management apparatus 1. Hereinafter, the processing procedure will be described based on the figure. In FIGS. 8 and 9, circles indicate order information for one position.

After the order acceptance process is completed, the price information reception management unit 19 of the financial instrument transaction management device 1 continues to acquire information on the exchange rate.

As shown in FIGS. 6A and 6B, at the time t1 when the acceptance processing of the limit order by the trap trade order is completed, the execution information generation unit 14 has the first to fifth order information groups 181s ₁ , 181s ₂ in the first order. , ..., 1st to _5th first orders in 181s5 181t ₁ , 181t ₂ , ..., 181t ₅ valid / invalid information By converting the flag information of 181L from "invalid" to "valid". , Place these buy limit orders. On the other hand, at this time point t1, the flag information of the valid / invalid information 181L of the _first to fifth second orders 181u 1-181u ₅ and the _first to fifth stop orders 181v 1-181v ₅ is "invalid". There is up to. Therefore, at time point t1, the first to fifth second orders 181u 1-181u ₁₀ and the _first to fifth stop orders 181v ₁ to 181v ₅ are invalid order information.

As shown in FIG. 8, for example, it is assumed that the market purchase price 71 of the US dollar at time point t1 is 1 dollar = 100.00 yen. Then, after the time point t1, the exchange rate is temporarily suspended on a holiday and then restarted at the time point t2, and the market price purchase price 71 becomes the same 1 dollar = 103.50 yen by the so-called "Itayose method". think of. In this case, the first order is a buy order, and the market price purchase price 71 is higher than the first to third second orders 181u ₁ to 181u ₃ (“Yes” in step S11). Therefore, the execution information generation unit 14 has the first to third first orders 181t ₁ to 181t ₃ and the first to third second orders corresponding to the first to third second orders 181u ₁ to 181u ₃ . The process of canceling 181u ₁ to 181u ₃ is performed, and as shown in FIG. 6A (b), the limit type information 181G is the "forward limit" of the first to third first orders 181t ₁ to. 181t ₃ is newly generated and set (step S13). Specifically, the first to third first orders 181t ₁ to 181t ₃ are replaced with the order information of the (forward) limit order from the order information of the stop order. Even when the first order is a sell order and the market price is lower than that of the second orders 181u ₁ to 181u ₃ (“Yes” in step S12), the process according to step S13 is also performed. If the conditions of steps S11 and S12 are not met (“No” in steps S11 and S12), the process of step S13 is not performed.

In this state, the execution information generation unit 14 performs a process of executing the first to third first orders 181t ₁ to 181t ₃ and the first to third second orders 181u ₁ to 181u ₃ . That is, when the contract information generation unit 14 confirms that the market purchase price 71 has reached the contract price of the first to third first orders 181t ₁ to 181t ₃ (“Yes” in step S14), the first -The third _first order 181t 1-181t ₃ is executed (step S15). Specifically, the contract information generation unit 14 contracts the market purchase price 71 for the first to third first orders 181t 1-181t ₃ and the _first to third second orders 181u _{1-181u 3} . , The contract information generation unit 14 converts the flag information of the contract presence / absence information 181N of the first to third first orders 181t ₁ to 181t ₃ from "none" to "yes" together with the contract. As a result, the order table 181 is converted from the state shown in FIG. 10 (a) to the state shown in FIG. 10 (b). Then, the account information generation unit 15 receives an instruction from the contract information generation unit 14, converts margin information (described later) according to the trading amount, and the deposit / withdrawal information generation unit 13 deposits and withdraws in the deposit / withdrawal list. Describe the status of money. Further, the contract information generation unit 14 displays character information or the like indicating that the contract has been established on the display unit 22 of the client terminal 2 when the contract is established, and also performs deposit / withdrawal processing of the bank account of the client terminal based on the selling price. (In the "contract" of this embodiment, the financial instrument transaction management device 1 performs the same processing.)

Then, as shown in FIG. 10B, the execution information generation unit 14 is responsible for the _first to third second orders 181u 1-181u ₃ and the first to third stop orders 181v ₁ to 181v ₃ . Valid / Invalid Information 181L flag information is converted from "invalid" to "valid", and these orders are changed from invalid to valid (step S16). In this case, the market purchase price 71 does not reach the stop order price of the first to third stop orders 181v ₁ to 181v ₃ (“No” in step S17), and the first to third stop orders Since the contract price of the second order 181u ₁ to 181u ₃ has been reached (“Yes” in step S18), the contract information generation unit 14 has the first to third second orders as shown in FIG. 10 (c). Execution presence / absence information of 181u ₁ to 181u ₃ The flag information of 181N is converted from "none" to "yes", and the first to third second orders 181u ₁ to 181u ₃ are executed (step S19). In this embodiment, when the first to third second orders 181u ₁ to 181u ₃ are executed, the corresponding first to third stop orders 181v ₁ to 181v ₃ are assumed to have been cancelled. It is treated (step S19). In this case, the execution information generation unit 14 deletes the data of the corresponding stop order in the order table 181 and performs a process of displaying the deleted data on the display unit 22 of the client terminal 2.

In steps S15 and S19, the contract information generation unit 14 executes the first to third first orders 181t ₁ to 181t ₃ and the first to third second orders 181u ₁ to 181u ₃ . Even if slippage (the price difference between the ordered price and the executed price) occurs, these orders are executed. Specifically, for example, the contract information generation unit 14 sets in advance not only when the market price is exactly 1 dollar = 101.00 yen ordered as the contract price of, for example, the _first first order 181t1. The amount obtained by adding or subtracting the slippage allowable price (when the slippage allowable price is set at 0.20 yen, 1 dollar = 101.00 yen + 0.20 yen = 101.20 yen, or 1 If dollar = 101.00 yen-100.20 yen = 100.80 yen), the first order 181t ₁ is set to be executed. In addition, other order information is set to be executed in the same manner. As a result, the contract is executed even when slippage occurs (in the "contract" of this embodiment, the financial instrument transaction management device 1 performs the same processing).

On the other hand, unlike the above case, the processing by the "Itayose method" is not performed, and the market purchase price 71 of the US dollar is from 1 dollar = 100.00 yen to 1 dollar = 103.50 yen from the time point t1 to the time point t2. When the price changes gradually, the limit type information 181G of the first to third first orders 181t ₁ to 181t ₃ remains "stop limit", and the first to third first orders 181t ₁ to The process of gradually executing the 181t ₃ and the first to third second orders 181u ₁ to 181u ₃ will be performed. In this case, as shown in FIG. 9, the processing of all the positions is sequentially performed from the time points t1 to t11. Further, in this case, since steps S11 and S12 do not become “Yes” (“No” in steps S11 and S12), the processing of step S13 is not performed, and the processing of steps S14 to S19 is performed.

After the first order is filled as a new stop order or a new limit order, the US dollar market purchase price 71 is the price of the stop order for settlement, for example, as shown in FIG. When the price drops to 100.00 yen per dollar, which is the contract price of the fifth stop order 181v ₁ to 181v ₃ (“Yes” in step S17), the contract information generation unit 14 corresponds to these contracted first orders. Fill a stop order. For example, when the first order 181t ₁ executed in step S15 is executed as a new stop order, the execution information generation unit 14 is the first as shown in FIG. 10 (d). The flag information of the stop order 181v ₁ execution presence / absence information 181N is converted from “none” to “yes”, and the first stop order 181v ₁ is executed (step S21). As a result, when the market price of a financial product fluctuates more than the conventional market price and there is no prospect of recovery for the time being, it is possible to minimize the damage suffered by the customer who conducts the limit transaction.

Then, when the execution information generation unit 14 makes a contract based on any one of the first to fifth stop orders 181v ₁ to 181v ₅ , the first to fifth stop orders 181v ₁ to executed are executed. Of all the order information groups 181s ₁ to 181s ₅ generated based on the buy / sell order application information that generated 181v ₅ , it is currently valid and has not been generated at the time of execution of the second order and stop order information before execution. Cancel all order information groups (steps S22, S23). Specifically, the execution information generation unit 14 places a second order that is valid at the time of execution of the _first stop order 181v1 and is before the execution, for example, and the second and third second orders 181u ₂ , 181u ₃ . Of the first to fifth order information groups 181s ₁ to 181s ₅ listed in the order table 181 that have been canceled, all the order information groups 181s ₁ to 181s ₅ that have not been generated at the time point t11 are removed from the order table 181. The process of erasing (step S23) and displaying the cancellation on the display unit 22 of the client terminal 2 is performed (the same process is performed for all the "cancellation processes" in this embodiment). By performing the cancellation process in this way, it is possible to cancel all trading by limit orders such as trap trades after the execution time of the stop order information based on one stop order. As a result, when the market price of a financial product fluctuates more than the conventional market price and there is no prospect of recovery for the time being, it is possible to minimize the damage suffered by the customer who conducts the limit transaction.

If no execution is made based on any of the first to fifth stop orders 181v ₁ to 181v ₅ , the processing of steps S14 to S19 is for all _first orders 181t 1-181t ₃ and second orders 181u ₁ . It is repeated until ~ 181u ₃ is executed (“No” in step S20).

In the financial instrument transaction management device 1 of this embodiment, when there is a request to change the price and amount of the limit order once generated from the client terminal 2, the request is treated as an input error as if the request is an illegal request. Process with. Specifically, the data from the financial product transaction management device 1 to the financial institution, such as data change of the order table 181 and data generation and change processing by the account information generation unit 15 and the deposit / withdrawal information generation unit 13, based on the request. No data or signals are sent or received. Further, the display unit 22 of the client terminal 2 is made to display that it is an input error. As a result, it is possible to prevent the business of the bank, which is the trading source of financial products, from becoming excessive due to frequent demands for prices and amounts.

On the other hand, when the order cancel button (not shown) is clicked on the third input screen (not shown) of the client terminal 2 and there is a cancellation request such as a trap trade once generated, the financial instrument transaction management device. The execution information generation unit 14 of 1 extracts an order information group included in a trap trade or the like for which a cancellation request has been made, and cancels all the second orders and stop orders that have not been executed in this order information group. Process as. For example, if there is a cancellation request for the fifth order information group 181s ₅ from the client terminal 2 at the time between t2 and t3 in FIG. 8, the fifth second order 181u ₅ and the execution scheduled to be executed at the time t3 are executed. The fifth stop order 181v ₅ (not shown in FIG. 8) that has not been canceled is canceled.

In this way, when there is a cancellation request for an order for a financial product once generated, an order information group containing order information related to the order for which the cancellation request has been made is extracted, and the order information before execution included in the order information group is extracted. By canceling all of the above, it is possible to prevent the handling of limit orders by trap trading from becoming complicated.

In addition, instead of the configuration of this embodiment, all the second orders that are valid but not executed at the time of the cancellation request by the cancellation request by the order cancel button (not shown) (for example, the above example). In, the second to fifth second orders 181u ₂ to 181u ₅ ) scheduled to be executed at the time point t3 may be canceled.

If the order received from the client terminal 2 is a normal market order (a transaction method for buying and selling financial products at the market price at the time of ordering), the order information is immediately generated in step S8. The execution information generation unit 14 executes the order, and the processing of step S9 and the processing after step S21 are not performed.

As described above, in the financial product transaction management device 1 of the first embodiment, the order information generation unit 16 executes the buy order information / sell order information of the stop order forming the order information group in each order information group. The first order identification information as the first order with high priority as the order of is given, and the sell order information / buy order information of the limit order is given the second order as the second order with low priority as the execution order. The order identification information is given, and the order information as the first order is used as the valid order information. The valid information identification information is given, and the order information as the second order and the stop order information are invalid orders. If the market price information acquired by the price information reception management unit 19 is higher / lower than the price of the second order, the buy order information / sell order information as the first order and the second order are used as information. By performing the process of canceling the sell order information / buy order information of, the first order of the stop order and the second order of the limit order form an ifdan order, and these first order and the second order are separated. By executing the contract, it is possible to surely prevent the situation where the first order and the second order are executed in the situation where the customer cannot make a profit. This avoids the situation where the customer may be disadvantaged by the execution of the first order and the second order in the ifdan order where the first order is the stop order, and reduces the risk to the customer who places the limit order. be able to.

In the financial product transaction management device 1 of the first embodiment, the order information generation unit 16 receives the price information when the acquisition of the market price information by the price information reception management unit 19 is once completed and then resumed. When the market price information acquired by the management unit 19 is higher than the price of the second order as the sell order information, or the market price information acquired by the price information reception management unit 19 is the price of the second order as the buy order information. If it is lower than, the so-called "Itayose" is performed when the trading market for financial products is closed and then restarted by canceling the buy order information as the first order and the sell order information as the second order. When the contract price is determined by the "method", it is possible to surely prevent the situation where the first order and the second order are executed. As a result, in the if-done order where the first order is a stop order, the risk that the customer who places the limit order suffers is further reduced by avoiding the situation where the customer may be disadvantaged by the execution of the first order and the second order. Can be made to.

In the financial product transaction management device 1 of the first embodiment, the order information generation unit 16 places a limit order for each of the same type of financial products for one price based on one buy / sell order application information. By generating an order information group containing a plurality of order information of, when the order information of a plurality of first orders is generated based on one buy / sell order application information, the execution of the first order and the second order It is possible to avoid a situation in which the customer may suffer a disadvantage, and further reduce the risk to the customer who places a limit order.

In the financial product transaction management device 1 of the first embodiment, stop order information for ordering a stop order for a financial product that is the target of buy order information and sell order information at another price in the order information group. By including, it is also possible to sell a financial instrument owned by a customer in the future by a stop order. As a result, it is possible to automatically stop trading by limit order according to the future market situation, and it is possible to reduce the risk incurred by the customer who places the limit order using the system.

In the financial instrument transaction management device 1 of the first embodiment, the stop order information is generated as the order information of the stop order for settlement, so that the stop order is required to be a true stop order. It can be limited to the situation where the customer performs the settlement procedure in order to minimize the damage caused by the limit transaction, and it is possible to prevent the abuse of the stop order and the complicated information processing in the system. ..

In the financial product transaction management device 1 of the first embodiment, the execution information generation unit 14 is the first even if a slip page occurs when executing the first-ranked order information and the second-ranked order information. By executing the first-ranked order information and the second-ranked order information, it is easy to execute the limit order as the first-ranked and second-ranked order information, and the risk incurred by the customer when placing an ifdan order. Can be further reduced.

In the financial product transaction management device 1 of the first embodiment, the account information generation unit 15 that manages the margin information as the deposit balance information of the customer and the order for calculating the amount of the margin required for the transaction of the financial product. The order input receiving unit 12 is provided with an input receiving unit 12, and the order input receiving unit 12 calculates the margin including the modification of the slip page that may occur at the time of calculating the margin, and the order information generating unit 16 is the account information generating unit 15. If the margin information acquired by is equal to or greater than the margin amount calculated by the order input reception unit 12, the margin required for generating the order information group is generated by generating the order information group. It can be calculated as the amount including the correction amount considering the slippage that may occur at the time of calculation. As a result, it is possible to prevent the inconvenience that the generation of the order information group that should be allowed is hindered by the occurrence of slippage, and to improve the convenience of the customer who uses the system.

In the financial product transaction management device 1 of the first embodiment, when the execution is executed based on the stop order information, the execution information generation unit 14 generates the stop order information based on the generated buy / sell order application information. By canceling all the order information groups that have not been generated at the time of execution of the stop order information from the order information recording means, the order information group is reversed based on one stop order information. It is possible to cancel all trading by limit order such as ifdan order after the execution time of limit order information. As a result, when the market price of a financial product fluctuates more than the conventional market price and there is no prospect of recovery for the time being, it is possible to minimize the damage suffered by the customer who conducts the limit transaction.

In the financial product transaction management device 1 of the first embodiment, the order information group generated by the order information generation unit 16 based on one buy / sell order application information is the number of products of financial products forming one order information group. Is constant, and the price range between buy order information and the price range between sell order information in multiple price range order information groups are constant, so that the content of instructions from the client terminal side when ordering financial products can be determined. Can be simplified. In addition, it is possible to place an order with a high risk diversification effect by forming an order for a certain number of products for each fixed price range. As a result, transactions by limit orders can be performed more efficiently and smoothly.

In the financial product transaction management device 1 of the first embodiment, when the contract information generation unit 14 receives a cancellation request as a request to cancel the order of the once generated financial product, the contract information generation unit 14 places an order related to the order for which the cancellation request has been made. It is possible to prevent the handling of limit orders from becoming complicated by extracting the order information group containing the information and performing the cancellation process of deleting all the pre-filled order information contained in the order information group from the order information recording means. .. This makes it possible to further enhance the convenience of customers who use the system and prevent the system configuration and the complexity of information processing in the system.

In the first embodiment, the financial instruments transaction management device 1 causes the display unit 22 of the client terminal 2 to display the first input screen 40 and the second input screen 41, and is input to these input screens 40 and 41. Based on the data, the same number of positions for the first order and the second order are generated, but the configuration is not limited to this, and for example, in FIG. 11 instead of the second input screen 41 shown in FIG. The second input screen 44 shown is displayed on the client terminal 2, and the number of positions of the first order is set based on the data input by the customer on the second input screen 44 (hereinafter referred to as "variation example"). It can also be.

In the modified example, the value input in the first order price input field 44a of the second input screen 44 is set as the reference first order (first order to be executed first), and this reference first order is set. The price range of each value entered in the price range input field 44b from the order is set, and the price of the first order of each position is calculated by the number entered in the trap number selection field 44c. The price of the second order may be input in the second input screen 44 or in the second order price input field (not shown) provided on the third input screen (not shown), or may be executed. Similar to the first embodiment, it may be calculated using the numerical value input to the second input screen 44 or the like and a predetermined calculation formula, or may be a predetermined value set in advance. Further, the number of positions in the second order may be one or a plurality.

When the first embodiment and the modified example are used in combination, it is desirable that the "trap_seq" field 181 m of the order table 181 is set so that the first embodiment and the modified example can be distinguished.

[Embodiment 2 of the invention]
12 to 16 show Embodiment 2 of the present invention.

In this embodiment, instead of the trap trade of the first embodiment, a transaction form in which one first order and another second order are repeatedly placed and executed by ifdan trading (hereinafter, this transaction form is referred to as "repeat toifdan"). It is different in that it makes an order.

When the financial instrument transaction management device 1 displays the first input screen 40 and then the second input screen 41 on the display unit 22 of the client terminal 2, and the customer selects "repeat toy fudan order" with the order type selection button 41b, the display unit A second input screen 42 for inputting a repeat client order is displayed on 22. In FIG. 12, the trading type selection button 401a of "buy" of US dollar / Japanese yen (buying and selling US dollars in Japanese yen) is selected on the first input screen 40, and the order type selection button 41b on the second input screen 41 is shown. It is an image diagram of the second input screen 42 displayed when "Repeat Toy Fudan Order" is selected in. As shown in the figure, the second input screen 42 has an order type selection button 42a, a first order price input field 42b for inputting the order price of the first order, and a second order price for inputting the order price of the second order. Input field 42c, first order trading type selection button 42d to select the trading type of the first order to be executed first, second order trading type selection button 42e to select the trading type of the second order, second input screen Order amount input field 42f similar to order amount input field 41d of 41, profit amount specification field 42g for inputting the amount of profit obtained by buying and selling the first order and the second order of one position, second input screen 41 The stop loss order check box 41j, the stop loss price input field 41k, the stop loss order check box 42h similar to the order confirmation button 41m, the stop loss price input field 42i, and the order confirmation button 42j are displayed. There is.

The customer selects and inputs order content data on the first input screen 40 and the second input screen 42 using the operation unit 21. In FIG. 12, on the first input screen 40 shown in FIG. 4, the trading type selection button 401a of "buy" of US dollar / Japanese yen (buying and selling US dollars in Japanese yen) is performed by the desired currency pair selection button 401. The second input screen 42 is shown when the item is selected and "Repeat currency order" is selected by the order type selection button 41b on the second input screen 41. Then, in the second input screen 42, the first order price input field 42b is 101.00 (yen), the second order price input field 42c is 101.50 (yen), and the first order trading type selection button 42d is displayed. "New / Buy / Stop Price (Order)" is selected, "Settlement / Sell / Limit Price (Order)" is selected on the second order trading type selection button 42e, and 10 (10,000 yen) is displayed in the order amount input field 42f. 50000 (yen) is selected in the profit amount specification field 42g, the stop loss order check box 42h on the second input screen 41 is checked, and 100.00 (yen) is entered in the stop loss price input field 42i. The state is shown.

In addition, although FIG. 12 shows a state in which the amount is input in all of the second order price input field 42c, the order amount input field 42f, and the profit amount specification field 42g, the second order price is not limited to this. It suffices if the numerical value is input to only one of the input field 42c, the order amount input field 42f, and the profit amount specification field 42g. The numerical value (amount) in one column in which the numerical value is not entered is the amount entered in the first order price input field 42b and the remaining two fields after the order confirmation button 42j is clicked. The order input receiving unit 12 calculates based on the numerical value (amount). For example, in FIG. 12, when numerical values are input only in the first order price input field 42b, the second order price input field 42c, and the order amount input field 42f, the order input receiving unit 12 is based on these numerical values (101. The numerical value to be input to the profit amount designation field 42g is calculated in the form of 50-101.00) × 100000 = 50,000. Further, the order input receiving unit 12 may calculate a numerical value by using the formula (1) or the formula (1)'in the first embodiment.

When the order confirmation button 42j is clicked in this state, the processes of steps S1 to S10 are performed in the same manner as in the first embodiment, and the order information and the order information group are generated and recorded in the order table 181. At this time, the “repeat_flag” field 181n defines that the ifdan order is repeated.

14A and 14B (a) are diagrams schematically showing an order information group generated by the order information generation unit 16 based on the procedure of steps S1 to S10 and recorded in the order table 181. The table of the embodiment shown in the figure is also displayed as an image on the display unit 22 of the client terminal 2 by the front page distribution unit 11. As shown in the figure, a set of order information groups 181s ₁₁ is recorded in the order table 181. Similar to the first embodiment, the order information group 181s ₁₁ includes the first order 181t ₁₁ and the first order 181t ₁ as "buy order information" for stop ordering the same type of financial product at one price. The second order _181u11 as "sell order information" to place a limit order for the target financial product at another price, and the financial product subject to the buy order information and sell order information at other prices ( A stop loss order (stop loss price) is used to form a stop loss order _181v11 , which forms an information group in one price range.

In this order information group 181s ₁₁ , the structure of the attribute information is the same as that of each order information group 181s ₁ , 181s ₂ , ... 181s ₅ of the first embodiment. On the other hand, in FIGS. 14A and 14B, the order price shown in the first order 181t ₁₁ is 101.00 yen per dollar (that is, the price entered in the first order price input field 42b), and the second order 181u ₁₁ The order price shown in is 101.50 yen per dollar (that is, the price entered in the second order price input field 42c), and the order price shown in stop order 181v ₁₁ is 100.00 yen (that is, stop loss). The price entered in the price entry field 42i). Further, the first order 181t ₁₁ , the second order 181u ₁₁ , and the stop order 181v ₁₁ are for 100,000 yen (that is, the amount entered in the order amount input field 42f).

On the other hand, in this order information group 181s ₁₁ , the order price of the stop order 181v ₁₁ is set to the price input in the stop loss price input field 41k (1 dollar = 100.00 yen in this embodiment).

Then, as shown in FIG. 14A, the limit type information 181G of the first order 181t ₁₁ is set as "stop limit", and the new / settlement information 181K is set as "new". That is, the first order 181t ₁₁ is generated as a new stop order. Further, in the order information group 181s ₁₁ , the “repeat_flag” field 181n is set to repeatedly perform the ifdan order.

Although FIGS. 14A and 14B show the case where the first order 181t ₁₁ is a buy order, conversely, the case where the first order 181t ₁₁ is a sell order is also set in the same manner. The other configurations are the same as those in the first embodiment.

13A and 13B are flowcharts showing a processing procedure after acceptance of a limit order by trap trading in the financial instrument transaction management device 1 of this embodiment, and FIGS. 15 and 16 show finance of this embodiment. It is a time chart which shows the processing procedure after the limit order by the trap trade is received in the product transaction management apparatus 1. Hereinafter, the processing procedure will be described based on the figure. In FIGS. 15 and 16, circles indicate order information for one position.

After the order acceptance process is completed, the processes from steps S11 to S13 are the same as those in the first embodiment. Then, as shown in FIG. 15, for example, the US dollar market purchase price 71 at time point t1 is 1 dollar = 100.00 yen, and after the exchange rate is temporarily interrupted, it resumes at time point t2, so-called "board". Consider the case where the market purchase price 71 becomes the same 1 dollar = 103.50 yen in the "pulling method". In this case, the first order is a buy order, and the market price purchase price 71 is higher than that of the second order 181u ₁₁ (“Yes” in step S11). Therefore, the execution information generation unit 14 performs a process of canceling the first order 181t ₁₁ and the second order 181u ₁₁ . Specifically, the first to third first orders 181t ₁₁ are replaced with the order information of the (forward) limit order from the order information of the stop order. Further, the contract information generation unit 14 newly generates and sets the first order 181t ₁₁ in which the limit type information 181G is the "forward limit" as shown in (b) of FIGS. 14A and 14B. (Step S13).

In this state, the contract information generation unit 14 performs a process of contracting the first order 181t ₁₁ and the second order 181u ₁₁ . That is, when the contract information generation unit 14 confirms that the market price purchase price 71 has reached the contract price of the first order 181t ₁₁ (“Yes” in step S14), the contract information generation unit 14 contracts the first order 181t ₁₁ (step S15). ). Specifically, as shown in FIG. 14B (b), the contract information generation unit 14 converts the flag information of the contract presence / absence information 181N of the first order 181t ₁₁ from “none” to “yes” together with the contract. Further, the valid / invalid information 181L of the second order 181u ₁₁ and the stop order 181v ₁₁ is converted from "invalid" to "valid", and further, the processing is performed in steps S15 to S19 in the same manner as in the first embodiment. ..

In steps S15 and S19, the contract information generation unit 14 performs the same as in the first embodiment even when slippage occurs when the first order 181t ₁₁ and the second order 181u ₁₁ are executed. Fill these orders.

On the other hand, the processing by the "Itayose method" was not performed, and the market purchase price 71 of the US dollar gradually changed from 1 dollar = 100.00 yen to 1 dollar = 101.50 yen from the time point t1 to the time point t2. In this case, as shown in (e) of FIGS. 14A and 14B, the limit type information 181G of the first order 181t ₁₁ remains "stop limit", and the first order 181t ₁₁ and the second order 181u _{1-181u 3} are placed. The process of gradually executing the contract will be performed. In this case, as shown in FIG. 16, processing of all positions will be performed sequentially. Further, in this case, since steps S11 and S12 do not become “Yes” (“No” in steps S11 and S12), the processing of step S13 is not performed, and the processing of steps S14 to S19 is performed.

Then, at the time point t4 immediately after the time point t3 when the first order 181t ₁₁ and the second order 181u ₁₁ are executed and the second order 181u ₁₁ is executed, all the order information generated by the input in step S1 is still executed. If not (“No” in step S20), the account information generation unit 15 again acquires the margin information of the customer in the customer account information table 182. Then, the order input receiving unit 12 again compares the acquired margin information with the customer's order total amount, and confirms whether or not the margin amount is equal to or more than the order total amount (step S24). If the margin amount is less than the total order amount (“Yes” in step S25), the processing is suspended until the order amount is equal to or more, and if the margin amount is equal to or more than the order total amount (“No” in step S25). ), The order information generation unit 16 newly generates a new order information group 181s ₁₁ (step S26). At this time, as shown in (c) of FIGS. 14A and 14B, in the first order 181t ₁₁ of the order information group 181s ₁₁ , the limit type information 181G is "forward limit" from the beginning. It is different from the order information group 181s ₁₁ shown in a). The order information generation unit 16 records the generated order information group 181s ₁₁ in the order table 181 as in step S9 (step S27). Then, the processes after step S14 are repeated.

That is, in this order information group 181s ₁₁ , the market price purchase price 71 becomes 101.50 yen per dollar at the time point t3 shown in FIG. 15, and when the first order 181t ₁₁ is executed, as shown in FIG. 14A and FIG. 14B (d), the first order information group 181s 11. The execution presence / absence information of the first order 181t ₁₁ is converted from "none" to "yes", and the valid / invalid information 181L of the second order 181u ₁₁ and the stop order 181v ₁₁ is converted from "invalid" to "valid". When the market price purchase price 71 becomes 101.00 yen per dollar at the time point t5 shown in FIG. 15, the execution presence / absence information of the second order u ₁₁ is converted from “none” to “yes”. After that, this process is repeated.

On the other hand, after the first order is filled as a new stop order or a new limit order, the US dollar market purchase price 71 is the price of the stop order for settlement, eg, time point t7 (as shown in FIGS. 15 and 16). FIG. 15), when the price drops to 100.00 yen per dollar, which is the contract price of stop order 181v ₁₁ at time point t8 (FIG. 16) (“Yes” in step S17), the contract information is generated as in the first embodiment. The unit 14 executes the stop order corresponding to these executed first orders. For example, when the first order 181t ₁ executed in step S15 is executed as a new stop order, the execution information generation unit 14 is shown in FIGS. 14A and 14B (f). Execution presence / absence information of the first stop order 181v ₁ The flag information of 181N is converted from "none" to "yes", and the first stop order 181v ₁ is executed (step S21). Further, the processes of steps S22 and S23 are also performed.

In the financial product transaction management device 1 of the second embodiment, the order information generation unit 16 generates one buy / sell order by generating a plurality of order information groups in one price range based on one buy / sell order application information. When multiple order information groups in one price range are generated based on the application information, the situation where the customer may be disadvantaged by the execution of the first order and the second order forming the order information group is avoided. Therefore, the risk incurred by the customer who places the limit order can be further reduced.

The financial product transaction management device 1 of the second embodiment includes a contract information generation unit 14 that executes a contract of a financial product based on order information, and the contract information generation unit 14 forms one order information group. When the order information as one order is executed, the order information as the second order and the stop order information are changed from the invalid order information to the valid order information, and as the second order which is the valid order information. When the order information of is executed, one order information group is generated again, and it is possible to realize a transaction by a plurality of ifdan orders on the computer system based on the one buy / sell order application information received from the client terminal. This makes it possible for a customer who uses the system to place a plurality of if-done orders in a limit order for a financial product without performing complicated order procedures, and it is possible to improve the convenience of the customer who uses the system.

[Embodiment 3 of the invention]
17 to 20 show Embodiment 3 of the present invention.

In the third embodiment, instead of the trap trade of the first embodiment and the repeat toy fudan order of the second embodiment, the same type of financial product is provided in one price range based on one buy / sell order application information. The difference is that trading multiple times with an ifdan order is performed by performing a "trap repeat toy fudan order", which is an order form that is performed over multiple price ranges.

The financial instrument transaction management device 1 displays the first input screen 40 and then the second input screen 41 on the display unit 22 of the client terminal 2, and when the customer selects "trap repeat toy fudan order" with the order type selection button 41b, the display is displayed. A second input screen 43 for inputting a trap repeat client order is displayed in the unit 22. In FIG. 17, the buying / selling type selection button 401a of "buy" of US dollar / Japanese yen (buying and selling US dollars in Japanese yen) is selected on the first input screen 40, and the order type selection button 41b on the second input screen 41 is shown. It is an image diagram of the second input screen 43 displayed when "Trap Repeat Toy Fudan Order" is selected in. As shown in the figure, the second input screen 43 has the same trading type selection button 43a, order type selection button 43b, order condition selection field 43c, and order amount input field 43d as in the second input screen 41 of the first embodiment. , The first order price input field 43e, the number of traps selection field 43f, the price range input field 43g are displayed, and the profit amount specification field 43h similar to the second input screen 42 of the second embodiment, the check box for stop loss order. 43i, the stop loss price input field 43j is displayed.

The customer selects and inputs order content data on the first input screen 40 and the second input screen 43 using the operation unit 21. In FIG. 17, the transaction of the first order "buy" is selected by the trading type selection button 43a, "limit price" is selected by the order condition selection field 43c, and 10 (10,000 yen) is set in the order amount input field 43d. 101.00 (yen) is input in the order price input field 43e, 5 (pieces) is selected in the trap number selection field 43f, 1.00 (yen) is input in the price range input field 43g, and the profit amount specification field 43h. 50,000 (yen) is input, the check box 43i for stop loss order is checked, and 100.00 (yen) is input in the stop loss price input field 43j.

When the order confirmation button 43k is clicked in this state, the processes of steps S1 to S10 are performed in the same manner as in the first and second embodiments, and the order information and the order information group are generated and recorded in the order table 181.

18A and 18B (a) are diagrams schematically showing an order information group generated by the order information generation unit 16 based on the procedure of steps S1 to S10 and recorded in the order table 181. As shown in the figure, in the order price information 181H of the second order, the numerical value entered in the first order price input field 43e of the corresponding first order, for example, the first order 181t ₂₁ corresponding to the second order 181u ₂₁ . (101.00 (yen)) divided by the value entered in the profit amount input field 43h and the value entered in the order amount input field 43d (50,000 (yen) ÷ 10 (10,000 yen) = 0.5 (Yen)) is added. This numerical value is calculated by the order input receiving unit 12 based on the numerical value input to the second input screen 43. The order input receiving unit 12 can also calculate a numerical value including the profit of the manager of the financial instrument transaction management device 1 as the order price information 181H by using the formula (1)'of the first embodiment. .. Further, in these order information groups 181s ₂₁ , 181s ₂₂ , ... 181s ₂₅ , the trap trade is selected by the "trap_seq" field 181m, and the ifdan order is repeatedly set by the "repeat_flag" field 181n. To. The other configurations are the same as those in the first embodiment.

The processing procedure after receiving the limit order by the trap repeat toy fudan order in the financial instrument transaction management device 1 of this embodiment is the same as the processing procedure of the second embodiment shown in FIGS. 13A and 13B. 19 and 20 are time charts showing a processing procedure after acceptance of a limit order by a trap repeat toy fudan order in the financial instrument transaction management device 1 of this embodiment. Hereinafter, the processing procedure will be described based on the figure. In FIGS. 19 and 20, circles indicate order information for one position.

After the order acceptance process is completed, the processes from steps S11 to S19 are the same as those in the first embodiment. On the other hand, after the first order is executed as a new stop order or a new limit order, the first to fifth order information groups 181s ₂₁ to 181s ₂₅ are processed according to the first embodiment. It is the same. For example, the US dollar purchase price 71 at time point t1 in FIG. 19 is 1 dollar = 100.00 yen, and after the exchange rate is temporarily suspended, it resumes at time point t2, and the market price is the so-called "Itayose method". When the purchase price 71 is the same 1 dollar = 103.50 yen, the execution information generation unit 14 will use the first to third first orders 181t ₂₁ to 181t ₂₃ and the first to third second orders 181u ₂₁ to. The process of canceling 181u ₂₃ is performed. Specifically, the first to third first orders 181t ₂₁ to 181t ₂₃ are replaced with the order information of the (forward) limit order from the order information of the stop order. Further, the contract information generation unit 14 newly generates and sets the first to third first orders 181t ₂₁ to 181t ₂₃ in which the limit type information 181G is the "forward limit", and the first to third orders. The first order 181t ₂₁ to 181t ₂₃ and the first to third second orders 181u ₂₁ to 181u ₂₃ are executed. That is, the contract information generation unit 14 makes the first to third first orders for each order information group 181s ₂₁ to 181s ₂₃ shown in FIGS. 18A and 18B as shown in FIG. 6A (b). Limit type information of 181t ₂₁ to 181t ₂₃ The flag information of 181G is converted from "stop limit" to "forward limit", and as shown in FIG. 10 (b), the first to third second orders 181u ₂₁ to 181u ₂₃ , and the first to third stop orders 181v ₂₁ to 181v ₂₃ valid / invalid information The flag information of 181L is changed from "invalid" to "valid", and the first to third first orders 181t ₂₁ to 181t ₂₃ The flag information of the contract presence / absence information 181N is converted from "none" to "yes". Further, as shown in FIG. 10 (c), the contract information generation unit 14 changes the flag information of the contract presence / absence information 181N of the first to third second orders 181u ₂₁ to 181u ₂₃ from "none" to "yes". Convert to.

In the present embodiment, unlike the first embodiment, the order information generation unit 16 regenerates the order information group including the second order when the second order is executed. For example, as shown in FIG. 10 (c), after the flag information of the contract presence / absence information 181N of the first to third second orders 181u ₂₁ to 181u ₂₃ is converted from "none" to "yes", the order is placed. As shown in FIGS. 18A and 18B, the information generation unit 16 repeatedly generates the first to third order information groups 181s ₂₁ to 181s ₂₃ again. Further, when the fourth and fifth second orders 181u ₂₄ and 181u ₂₅ are executed, the fourth and fifth order information groups 181s ₂₄ to 181s ₂₅ are repeatedly generated again. However, as shown in FIG. 18A (b), in the first order of the order information group 181s ₂₁ to 181s ₂₅ generated after the second time, for example, in FIGS. 18A and 18B, the first to first orders are generated again. In the third order information group 181s ₂₁ to 181s ₂₃ , the limit type information 181G of the first to third first orders 181t ₂₁ to 181t ₂₃ is generated as a "forward limit".

In addition, even if slippage occurs when the first order 181t ₂₁ and the second order 181u ₂₁ are executed in step S15 and step S19, the execution information generation unit 14 performs these in the same manner as in the first embodiment. Fill your order.

On the other hand, as shown in FIG. 20, the processing by the "Itayose method" is not performed, and the market purchase price 71 of the US dollar is from 1 dollar = 100.00 yen to 1 dollar = 101.50 yen from the time point t1 to the time point t2. Even when the price gradually changes up to, the processing shown in FIGS. 10 (b) and 10 (c) is performed, and the first order information group including the executed second order, for example, the first second order 181u ₂₁ . The 181s ₂₁ is generated again, but in this case as well, the limit type information 181G of the first order 181t ₂₁ is generated as the "forward limit" in the first order information group 181s ₂₁ that is generated again.

On the other hand, the market purchase price 71 of the US dollar is the price of the stop order for settlement, for example, the contract price of the stop order 181v ₂₁ at the time point t11 (FIG. 19) and the time point t12 (FIG. 20) as shown in FIGS. 19 and 20. When the price drops to 100.00 yen per dollar (“Yes” in step S17), the execution information generation unit 14 executes the stop order corresponding to these executed first orders, as in the first and second embodiments. I do. For example, when the first order 181t ₂₁ executed in step S15 is executed as a new stop order, the execution information generation unit 14 is the first as shown in FIG. 10 (d). The flag information of the stop order 181v ₂₁ execution presence / absence information 181N is converted from “none” to “yes”, and the first stop order 181v ₂₁ is executed (step S21). Further, the processes of steps S22 and S23 are also performed.

As described above, in this embodiment, the order information generation unit 16 generates a plurality of order information groups in each price range based on one buy / sell order application information, thereby generating one buy / sell order. When multiple order information groups in multiple price ranges are generated in each price range based on the application information, the customer suffers a disadvantage due to the execution of the first order and the second order forming the order information group. It is possible to avoid possible situations and further reduce the risk to the customer who places a limit order.

According to the financial product transaction management device 1 of this embodiment, a contract information generation unit 14 that executes a contract of a financial product based on order information is provided, and the contract information generation unit 14 forms one order information group. When the order information as one order is executed, the order information as the second order and the stop order information are changed from the invalid order information to the valid order information, and as the second order which is the valid order information. By regenerating one order information group when the order information of is executed, it is possible to realize a transaction by a plurality of ifdan orders on the computer system based on the one buy / sell order application information received from the client terminal 2. .. This makes it possible for a customer who uses the system to place a plurality of if-done orders in a limit order for a financial product without performing complicated order procedures, and it is possible to improve the convenience of the customer who uses the system.

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

Further, in the financial instrument transaction management system 1A of each of the above embodiments, the buy order information forming the order information group is set as the "first order" and the sell order information is set as the "second order". The sell order information may be the "first order" and the buy order information may be the "second order".

It goes without saying that each of the above embodiments is an example of the present invention and does not mean that the present invention is limited to each of the above embodiments.

1A ・ ・ ・ Financial product transaction management system 1 ・ ・ ・ Financial product transaction management device 2, 2 _{1-2 n}・ ・ ・ Client terminal 12 ・ ・ ・ Order input reception unit (order input reception means, margin amount calculation means)
14 ... Contract information generation unit (contract information generation means)
15 ... Account information generation unit (account information generation means)
16 ... Order information generation unit (order information generation means)
181 ... Order table (order information recording means)
181K ・ ・ ・ Valid / invalid information (valid / invalid identification information)
181M ・ ・ ・ Ranking information (first order identification information)
19 ... Price information reception management department (market price means)
181s ₁ , 181s ₂ , ..., 181s ₅ ... Order information group 181t ₁ , 181t ₂ , ..., 181t ₅ ... First order (buy order information)
181u ₁ , 181u ₂ , ..., 181u ₅ ... Second order (sell order information)
181v ₁ , 181v ₂ , ..., 181v ₅ ... Stop order (stop order information)

Claims (5)

A financial product transaction management device that manages sales transactions of financial products.
An order input receiving means for receiving a trading order application information for placing a trading order for a financial product,
A price information receiving means for acquiring market price information of the financial product, and
An order information generating means that generates order information of a financial product based on the buying and selling order application information received by the order input receiving means and the market price information acquired by the price information receiving means.
It is provided with a contract information generation means for executing an order based on the order information generated by the order information generation means.
The order information generation means is
Based on the buy / sell order application information, the order information is the buy order information of the stop order for placing a buy order for the same type of financial product at a predetermined buy order price, and the buy order information. One or more order information groups having sell order information of limit orders for selling orders of the financial products at a predetermined sell order price are generated, and information on a specific contract price is provided for each of the order information. When there are a plurality of the order information groups to be generated, the buy order price and the sell order price of each of the order information groups constituting the plurality of order information groups are configured to be different prices.
The contract information generation means is
When the buy order price of the order information group is included in the price range from the market price immediately before the predetermined time zone to the market price immediately after the predetermined time zone and higher than the market price immediately before the predetermined time zone. When the predetermined time zone has elapsed, the buy order information included in the order information group is replaced with the limit order from the stop order, and the buy order information replaced with the limit order is used. , A financial product transaction management device, characterized in that processing is performed when the market price satisfies the condition of the contract price of the buy order information replaced with the limit order. A financial product transaction management device that manages sales transactions of financial products.
An order input receiving means for receiving a trading order application information for placing a trading order for a financial product,
A price information receiving means for acquiring market price information of the financial product, and
An order information generating means that generates order information of a financial product based on the buying and selling order application information received by the order input receiving means and the market price information acquired by the price information receiving means.
It is provided with a contract information generation means for executing an order based on the order information generated by the order information generation means.
The order information generation means is
Based on the buy / sell order application information, the order information is the sell order information of the stop order for placing a sell order for the same type of financial product at a predetermined sell order price, and is the target of the sell order information. Generate one or more order information groups having buy order information of limit order to place a buy order for the financial product at a predetermined buy order price, and provide information on a specific contract price in each of the order information. When there are a plurality of the order information groups to be generated, the order information groups are configured so that the sell order price and the buy order price of each of the plurality of order information groups are different prices.
The contract information generation means is
When the sell order price of the order information group is included in the price range from the market price immediately before the predetermined time zone to the market price immediately after the predetermined time zone, which is lower than the market price immediately before the predetermined time zone. When the predetermined time zone has elapsed, the sell order information included in the order information group is replaced with the limit order from the stop order, and the sell order information replaced with the limit order is used. , A financial product transaction management device, characterized in that processing is performed when the market price satisfies the condition of the contract price of the sell order information replaced with the limit order. Claim 1 is characterized in that the order information group includes stop order information for placing a stop order for the financial product subject to the buy order information and the sell order information at a further other price. Or the financial instrument transaction management device according to 2. In the order information group generated by the order information generation means based on the one buy / sell order application information, the number of products of the financial product forming the one order information group is constant, and the said one in a plurality of price ranges. The financial product transaction management device according to any one of claims 1 to 3, wherein the price range between the buy order information and the price range between the sell order information in the order information group are constant. A program characterized in that a computer functions as the financial instrument transaction management device according to any one of claims 1 to 4.

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