JP7231269B2 - Financial instruments transaction management device, program - Google Patents

Description

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

As a trading method for financial products such as foreign exchange, a limit order is known in addition to a market order for trading at the price at the time of the order. This limit order is an order form in which the purchase price is specified in advance by the customer, and when the target financial product drops to the specified price, the financial product dealer will place a buy order for the financial product. or place a sell order for the financial product when it rises to a specified amount. Conventionally, an invention is known in which a limit order for a financial product is placed using a computer system (see, for example, Patent Document 1).

JP-A-2006-99787

Here, in the case of limit orders for financial products, if an if-done order (two orders with ranks are placed at the same time, and the first order (hereinafter referred to as the "first order") is executed, the second order will be automatically placed. (hereinafter referred to as the "second order") is effective. The same applies in this specification.) is often made, but in the invention described in Cited Document 1, if order There is a problem that it can not correspond to the limit order of Also, one customer may place multiple if-done orders for a particular financial product. However, in the invention described in Cited Document 1, a customer using the system has to individually place a plurality of if-done orders, which complicates the customer's order procedure.

The present invention has been made in view of the above-mentioned problems, and in the order of financial products in which a plurality of orders are continuously combined, the customer using the system can place a plurality of orders without performing complicated ordering procedures. It is an object of the present invention to provide a financial product transaction management device capable of improving convenience for customers who use the system.

In order to achieve such a task, the invention described in claim 1 is a financial product transaction management device for managing a buying and selling transaction of a financial product, which receives trading order application information for placing a trading order for the financial product. Order input receiving means, price information receiving means for acquiring market price information of the financial product, and trading of financial products generated based on the trading order application information received by the order input receiving means. execution information generating means for performing processing to execute an order for the financial product based on the order information of the order information; change condition detection means for detecting a predetermined condition for changing the order price of the financial product based on the order information; wherein the execution information generating means provides first order information for placing a first order as a buy order for one price for the financial product of the same type based on one of the trading order application information , and the market price acquired by the price information receiving means based on an order information group consisting of second order information for placing a second order as a sell order at another price If so, a process for executing the financial product based on the first order information among the order information forming the order information group recorded in the order information recording means, and after the execution, the price information When the market price acquired by the receiving means becomes the other price, the financial product is selected based on the second order information among the order information forming the order information group recorded in the order information recording means. is executed, and the change condition detection means detects that the market price has fluctuated higher than the reference market price as the predetermined condition by a predetermined price, and the original one price is detected. new first order information for placing said one order at said new one price on the higher side than said original price, and new said other price higher than said original said other price by said specified price performing processing to execute the financial product by the one order and the other order based on the new second order information for placing the other order, and the original one price and the original price At least one of the process of executing the order at another price and the process of executing the order at the new one price and the new other price is repeated multiple times. characterized by being

The invention according to claim 2 is a financial product transaction management device for managing sales transactions of financial products,
order input receiving means for receiving trading order application information for placing a trading order for the financial product; price information receiving means for obtaining market price information for the financial product; and the trading order received by the order input receiving means. Execution information generation means for executing a process of executing an order for the financial product based on the order information for trading the financial product generated based on the application information; and an order price for the financial product based on the order information. and said contract information generating means detects a predetermined condition for changing said contract information generating means for said financial product of the same type, based on said one trading order application information, for one price Based on the order information group consisting of the first order information for placing the first order as a sell order and the second order information for placing the second order as a buy order for another price, when the market price acquired by the price information receiving means becomes the one price, the financial When the market price acquired by the price information receiving means becomes the other price after the contract is executed, the order information group recorded in the order information recording means is formed. A process for contracting the financial product is performed based on the second order information of the order information, and the change condition detection means is used to lower the reference market price by a predetermined price as the predetermined condition. A change in market price is detected, and new first order information for placing said one order at said new one price on the lower side than said original said one price, and said original said other price Execution of the financial product by the first order and the other order based on new second order information for placing the other order at the new said other price lower than the specified price by the said specified price a process of causing the order to be filled at the original one price and the original other price, and a process of causing the order to be filled at the new one price and the new other price and at least one of the processes is configured to be repeated a plurality of times.

The invention according to claim 3 is, in addition to the configuration according to claim 1, order information generating means for generating order information for financial products based on the trading order application information received by the order input receiving means; order information recording means for recording the order information generated by the order information generating means; and contract information generating means for contracting the financial product based on the order information, wherein the contract information generating means records the price information. When the market price acquired by the receiving means becomes the one price, the financial product is selected based on the first order information among the order information forming the order information group recorded in the order information recording means. and the market price acquired by the price information receiving means becomes the other price, the second order information among the order information forming the order information group recorded in the order information recording means It is characterized in that it is configured to contract the financial product based on the order information.

The invention according to claim 4 is, in addition to the configuration according to claim 2, order information generating means for generating order information for financial products based on the trading order application information received by the order input receiving means; order information recording means for recording the order information generated by the order information generating means; and contract information generating means for contracting the financial product based on the order information, wherein the contract information generating means records the price information. When the market price acquired by the receiving means becomes the one price, the financial product is selected based on the first order information among the order information forming the order information group recorded in the order information recording means. and the market price acquired by the price information receiving means becomes the other price, the second order information among the order information forming the order information group recorded in the order information recording means It is characterized in that it is configured to contract the financial product based on the order information.

The invention according to claim 5 is, in addition to the configuration according to claim 3, the order information generating means, wherein the first order information and the second order information forming the order information group are, as attribute information, Trail width information as unit information of fluctuation range of a specific price when fluctuating a specific price set in advance according to market price fluctuation is provided, and the first group of order information is a trail that constitutes the order information group when a difference between a predetermined comparison target price, which is the market price at the time of generation, and the current market price is greater than or equal to the trail width information; setting to change the order price of the first order based on the first order information and the order price of the second order based on the second order information, which are set to be changed, and The predetermined price to be compared is the market price when the first order information group is generated.

The invention according to claim 6 is, in addition to the configuration according to claim 4, the order information generating means, wherein the first order information and the second order information forming the order information group are, as attribute information, Trail width information as unit information of fluctuation range of a specific price when fluctuating a specific price set in advance according to market price fluctuation is provided, and the first group of order information is a trail that constitutes the order information group when a difference between a predetermined comparison target price, which is the market price at the time of generation, and the current market price is greater than or equal to the trail width information; setting to change the order price of the first order based on the first order information and the order price of the second order based on the second order information, which are set to be changed, and The predetermined price to be compared is the order price of the first order information or the order price of the second order information included in the order information group.

The invention according to claim 7 is a program, characterized in that it causes a computer to function as the financial product transaction management apparatus according to any one of claims 1 to 6.

According to the first and second aspects of the present invention, the change condition detecting means detects that the market price has changed higher or lower than the reference market price by a predetermined price as the predetermined condition. If detected, new first order information for placing an order at a new price higher or lower than the original price and a predetermined price above the original other price New second order information for placing new orders at other prices on the high side or low side so that the process of executing financial products by one order and another order is repeated multiple times With this configuration, even if the predetermined conditions change, it is possible to continue trading by continuously combining a plurality of orders under the changed predetermined conditions. As a result, in a configuration in which a transaction in which a plurality of orders are successively combined is automatically repeated a plurality of times, the price range in which a plurality of order information is ordered can be configured to be variable in line with the actual trading market conditions. , a more convenient trading system can be formed for customers who trade financial products.

According to the third and fourth aspects of the invention, the order information group is recorded in the order information recording means, and the contract information generating means sets the market price obtained by the price information receiving means as one price. In this case, the financial product is contracted based on the first order information among the order information forming the order information group recorded in the order information recording means, and after the contract, the market price obtained by the price information receiving means is changed to another When the price is reached, the client terminal side when buying and selling the financial product by executing the contract for the financial product based on the second order information among the order information forming the order information group recorded in the order information recording means. By performing one order procedure in , it is possible to automatically repeat a plurality of transactions by continuously combining a plurality of orders on a computer system. As a result, it is possible to form a trading system that is highly convenient for customers who trade financial products by continuously combining a plurality of orders.

According to the fifth and sixth aspects of the present invention, it is possible to simply and clearly set the criteria for changing the price of the order information contained in the order information group in accordance with fluctuations in the market price.

According to the seventh aspect of the invention, the financial product transaction management apparatus of the present invention can be programmed and implemented on various computer hardware.

1 is a system configuration diagram and a functional block diagram of a financial product transaction management device in the financial product transaction management system of this embodiment; FIG. FIG. 4 is a schematic diagram of field definitions of an order table of the same financial product transaction management apparatus; 4 is a schematic diagram of field definitions of a customer account information table of the financial product transaction management apparatus; FIG. FIG. 4 is a schematic diagram of field definitions of a currency pair order condition table of the same financial product transaction management device; Fig. 10 is a flow chart showing a processing procedure for establishing a limit order by an if-done order in the same financial product transaction management apparatus; FIG. 10 is a flow chart showing a processing procedure after establishment of a limit order by an if-done order in the same financial product transaction management apparatus; FIG. FIG. 10 is a flow chart showing a processing procedure after establishment of a limit order by an if-done order in the same financial product transaction management apparatus; FIG. FIG. 10 is a flow chart showing a processing procedure after establishment of a limit order by an if-done order in the same financial product transaction management apparatus; FIG. FIG. 4 is an image diagram of an input screen displayed on the display unit of the client terminal; FIG. 4 is an image diagram of an input screen displayed on the display unit of the client terminal; FIG. 4 is an image diagram of an input screen displayed on the display unit of the client terminal; FIG. 10 is a time chart schematically showing contract processing based on a limit order with an if-done order in the same financial instrument transaction management apparatus; FIG. FIG. 4 is a diagram schematically showing in tabular form first order information and second order information generated in the same financial product transaction management apparatus; FIG. 4 is a diagram schematically showing first order information and second order information generated in the same financial product transaction management apparatus in tabular form; FIG. 4 is an image diagram of an input screen displayed on the display unit of the client terminal; FIG. 10 is a time chart schematically showing contract processing based on a limit order with an if-done order in the same financial instrument transaction management apparatus; FIG.

One embodiment of the present invention will be described below with reference to the drawings.

[System configuration and data structure]
FIG. 1 is a system configuration diagram and functional block diagram of a financial product transaction management system according to this embodiment. As shown in the figure, the financial product transaction management system 1A includes a financial product transaction management device 1 and n (n≧1) client terminals 2 ₁ to 2 _n as online terminals. The management device 1 and the client terminals 2 ₁ to 2 _n are connected to a WAN (Wide Area
Communicate with each other via the Internet 3 as a Network. The financial product transaction management system 1A of this embodiment handles foreign exchange as a financial product.

The financial product transaction management apparatus 1 is a server computer managed and operated by a financial product dealer, and manages the trading of financial products. The financial product transaction management apparatus 1 has a web server function and a database function for storing large amounts of data. Client _terminals 2 ₁ , . do. The client terminals 2 ₁ , . . . _, 2 _n include operation units 21 ₁ , .
, 22 _n for displaying various instructions and various images input from the operation units 21 ₁ , _. . . , 21 _n . The _client terminals 2 ₁ , . _{. .} , 2 _n , the operation units 21 ₁ , . The client terminal 2 , the operation unit 21 , and the display unit 22 are used unless otherwise specified.

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

Note that the financial product transaction management apparatus 1 may be formed by one server computer, or may be formed by a plurality of network computer systems.

As shown in FIG. 1, the financial product transaction management apparatus 1 includes a data processing unit 10 as functional means realized based on the various programs and hardware resources described above, and various functions processed by the data processing unit 10. It has a database 18 in which data are recorded. The data processing unit 10 performs processing such as generation and processing of various data used in the financial instrument transaction management apparatus 1, and furthermore, a front page distribution unit 11 and an order input receiving unit (order input receiving means) also serve as functional means. ) 12, deposit/withdrawal information generation unit 13, contract information generation unit (contract information generation means) 14, account information generation unit 15, order information generation unit (order information generation means) 16, database (DB) connection base unit 17, price It has an information receiving section 19 .

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

The deposit/withdrawal information generator 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 executed financial product order based on the information processed by the order entry reception unit 12 . Orders here include so-called market orders, limit orders, and if-done orders. It should be noted that the financial product transaction management apparatus 1 of this embodiment applies the if-done order only to new orders, thereby simplifying the system configuration and forming a system that is easy for customers to use.

The contract information generator 14 performs contract processing based on the order generated by the order information generator 16 and processing for sending information on completed contract processing to the client terminal 2 of the customer. It should be noted that the term "agreement" as used herein refers to various procedures and processes for establishing a transaction of a financial product based on a customer's order.

The account information generation unit 15 has a function of generating customer deposit balance information and managing the deposit balance information as margin information (that is, information to prove that an order can be executed). In addition, in order to ensure consistency with the actual deposit balance, the information regarding the deposit balance generated by the account information generation unit 15 is periodically updated with the information regarding the customer's actual deposit balance provided by a financial institution such as a bank. Matched.

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

The database 18 records data used by the financial product transaction management apparatus 1 . Although the database 18 in this embodiment is formed by a relational database, any format such as an object database may be used as long as it is suitable for recording and rewriting a large amount of data. In the database 18, an order table (order information recording means) 181, a customer account information table 182, a currency pair order condition table 183, and a sequence number table 184 are recorded. A sequence number table 184 records a unique sequence number for each order information (to be described later). Details of the order table 181, the customer account information table 182, and the currency pair order condition table 183 will be described later.

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

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

In addition, the data processing unit 10, the database 18, the front page distribution unit 11, the order input reception unit (order input reception means) 12, the deposit/withdrawal information generation unit 13, the contract information generation unit 14, and the account information in the financial instrument transaction management device 1 The generation unit 15, the order information generation unit 16, the database connection base unit 17, and the price information reception unit 19 may be configured in any form. For example, when the financial product transaction management apparatus 1 is formed as a network computer system consisting of a plurality of server computers, each component may be distributed to the plurality of server computers. It goes without saying that these server computers may be arranged across server computers owned by a plurality of companies and server administrators. Further, a data processing unit 10, a database 18, a front page distribution unit 11, an order input reception unit (order input reception means) 12, a deposit/withdrawal information generation unit 13, a contract information generation unit 14, an account information generation unit 15, and an order information generation unit At least part of the configuration of the unit 16 , the database connection base unit 17 , and the price information receiving unit 19 may be provided in the client terminal 2 instead of the financial product transaction management device 1 .

2A is a schematic diagram of the field definition of the order table 181, FIG. 2B is a schematic diagram of the field definition of the customer account information table 182, and FIG. 2C is a schematic diagram of the field definition of the currency pair order condition table 183. FIG. As shown in these figures, each table 181, 182, 183 has fields for the number of items, and data such as field names (field names), data types (types) such as characters, numerical values, date and time, and bit lengths. The length (length), non-blank specification (Not Null), presence/absence of default value (default value), data item name (remarks), etc. are defined. The order table 181 also records the number of repeats input in a repeat number selection field 44h, the number of times the order information group is generated (the number of repetitions), and the like.

In the above-described financial product transaction management apparatus 1, when limit trading of financial products is performed, limit orders of a plurality of financial products of the same type can be placed using a plurality of if-done orders with one reserve order.

[Transaction procedure (when the first order is a buy order)]
Next, a transaction procedure for a limit order based on an if-done order in the financial product transaction management system 1A of this embodiment will be described.
[Processing of limit orders by if-done orders]
FIG. 3 is a flow chart showing a processing procedure for generating a limit order by if-done order in the financial product transaction management system 1 of this embodiment. The processing procedure at the time of ordering will be described below with reference to the same figure.

A customer who uses the financial product transaction management system 1A accesses the financial product transaction management device 1 using the client terminal 2 . The front page distribution unit 11 of the financial product transaction management apparatus 1 causes the display unit 22 of the accessed client terminal 2 to display the first input screen ₄₀₁ shown in FIG. The customer uses the operation unit 21 to input order content data to the first input screen ₄₀₁ . Specifically, the following processing (processing 1) to (processing 4) is performed on the first input screen ₄₀₁ .

(Processing 1)
On the upper side of the first input screen 40 ₁ , buy/sell request input buttons 41 ₁ to 41 ₈ are provided for each currency pair that can be traded (8 kinds of currency pairs in this first input screen 40 ₁ ). The buy/sell request input buttons 41 ₁ to 41 ₈ respectively display the sell order price and buy order price of the current currency in real time. The customer selects and clicks on the currency pair he wishes to buy or sell. For example, if the first order is a buy order and the customer wishes to purchase US dollars in Japanese yen, he or she clicks the buy US dollar button 41 ₁ b on the first input screen 40 ₁ .

(Processing 2)
Then, as shown in FIG. 8, the second input screen ₄₀₂ is displayed on the display section 22 . The second input screen ₄₀₂ is provided with order condition selection buttons 43 for selecting order conditions for limit orders. The customer selects the "repeat if done order", which is a transaction mode in which the financial product transaction management apparatus 1 automatically repeats the if done order for one order, using the order condition selection button 43 .

Then, as shown in FIG. 8, the second input screen ₄₀₂ has a first order price input field 44a for inputting the price of the first order, a second order price input field 44b for inputting the price of the second order, An amount input field 44c for inputting an amount for each position in one order, a profit amount designation field 44d for inputting a profit amount when the first order and the second order are executed once each, the first order and the second order. Expiration date selection field 44e for selecting the expiration date of the second order, stop loss order (hereinafter referred to as stop loss order) set to prevent the customer from suffering an excessive disadvantage when the market price plummets or soars A stop loss order selection button 44f for selecting a "stop loss order"), a stop loss price input field 44g for entering the price of the stop loss order, the number of repetitions of the order (this number is referred to as "order information" described later) The repeat number selection field 44h that selects the number of "groups"), and the trail order that changes the prices of the first order, the second order, and the stop loss order following this fluctuation when the market price fluctuates. (hereinafter referred to as "trail order"), a trail order selection button 44i for selecting a specific price that is set in advance in accordance with fluctuations in the market price used in the trail order. A trail width input field 44j for inputting a trail width as a price fluctuation range (hereinafter referred to as "trail width"), a minimum repeat count input field 44k for inputting the minimum repeat count of if-done orders, and a first order. , a second order, a recalculation execution button 44l for recalculating the profit amount, and an order confirmation button 45 for confirming the order details.

Also, at this time, the second input screen ₄₀₂ is provided with a group of trading mode selection buttons 42 that allow selection of a plurality of trading modes. The trading form selection button group 42 includes a first order trading form selection button 42a for selecting the trading form for the first order and a second order trading form selection button 42b for selecting the trading form for the second order.

Further, the second input screen ₄₀₂ is provided with a recalculation execution button 44l for recalculating the first order, the second order, and the profit amount, and an order confirmation button 45 for confirming the order details. there is

(Processing 3)
The customer inputs a desired numerical value in each of these input fields and selects a desired form of transaction using each selection button. Note that the order entry receiving unit 12 automatically calculates the value to be entered in the profit amount designation field 44d if appropriate values are entered in the first order price entry field 44a and the second order price entry field 44b. . In addition, the order input receiving unit 12 automatically sets the second order price to be input in the second order price input field 44b if an appropriate value is input in the first order price input field 44a and the profit amount designation field 44d. calculate. Therefore, the customer can place a limit order by entering an appropriate value in either the first order price input field 44a, the second order price input field 44b, or the first order price input field 44a and the profit amount designation field 44d. can do

In FIG. 8, the first order price input field 44a is 94.21 yen, the second order price input field 44b is 94.77 yen, the amount input field 44c is 10,000 yen (currency), and the profit amount designation field 44d is 5,000 yen. , a state in which "indefinite" is entered in the expiration date selection column 44e. In FIG. 8, a stop loss order is selected by the stop loss order selection button 44f, 93.00 yen is entered in the stop loss price entry field 44g, and 10 (times) is entered in the repeat frequency selection field 44h. showing. FIG. 8 also shows a state where a trail order is selected by the trail order selection button 44i, 0.70 yen is entered in the trail width input field 44j, and 2 times is entered in the minimum repeat count input field 44k. .

In FIG. 8, the first order trading mode selection button 42a selects a new order (that is, an order to open a new position (foreign currency position)) and a buy limit order as the trading mode of the first order. is selected. Further, the second order trading form selection button 42b shows a state in which settlement order and selling limit order are selected as the trading form of the second order.

(Processing 4)
When the customer clicks the order confirmation button 45 provided at the bottom of the second input screen ₄₀₂ after completing input and selection in each input field and each selection field, the order is input to the second input screen ₄₀₂ . The obtained data is transmitted from the client terminal 2 to the financial product transaction management apparatus 1, and the procedure of step S2, which will be described later, is performed. If the customer clicks the reset button 45b instead of the order confirmation button 45, the above process is cancelled, and the second input screen ₄₀₂ returns to the state before the above (process 1) was performed.

When the order confirmation button 45 is clicked in the above (process 4) and the transmitted data is supplied to the financial instrument transaction management device 1, the order input reception unit 12 of the financial instrument transaction management device 1 confirms the entered order. Check the contents. Specifically, the period selected in the expiration period selection column 44e is confirmed, and the order price of the supplied data is checked (step S2). Specifically, the order entry reception unit 12 performs inspection using at least one of inspection method 1 and inspection method 2 below.
(Inspection method 1) The order input receiving unit 12 receives the price of the first order input in the first order price input field 44a of the currency pair selected by the desired trade input buttons 41 ₁ to 41 ₈ and the price information. A comparison with the current exchange rate received by the unit 19 is performed. The order input reception unit 12 determines that the price of the first order is appropriate when the price of the first order is lower than the current exchange market price.
(Inspection method 2) _The order input receiving unit 12 determines the first order price input in the first order price input field _44a and the second order The price of the second order entered in the price entry field 44b (or the price of the first order entered in the first order price entry field 44a and the profit amount entered in the profit amount designation field 44d) price of the order). The order input reception unit 12 determines that the price is appropriate when the price of the second order is higher than the price of the first order.

When the price of the first order and the price of the second order are determined to be appropriate prices (“No” in step S3), the account information generation unit 15 acquires margin information of the customer in the customer account information table 182. Specifically, the numerical data recorded in the "amnt" field 182a shown in FIG. 2B is acquired as margin information.

The order input reception unit 12 calculates the margin information and the customer's order total (that is, the numerical values input in the input fields 44a, 44b, and 44c and the numerical value selected from the profit amount designation field 44d). and the total order amount) to check whether the margin amount is equal to or greater than the total order amount. The order information generation unit 16 generates an "order information group" to be described later only when the margin amount is equal to or greater than the total order amount ("No" in step S5). This makes it possible to accept a limit order by if-done-order only when the customer can certainly pay.

If the margin amount is equal to or greater than the total order amount ("No" in step S5), the order entry reception unit 12 determines that the order conditions other than those described above are determined based on the data recorded in the currency pair order condition table 183. (step S6).

If the various conditions of the if-done order are not satisfied ("Yes" in step S7), the order input reception unit 12 treats the input order as an error and rejects the reception of the order (step S10).

If it is determined that the conditions of the if-done order are satisfied (“No” in step S7) and the order conditions meet all the conditions necessary for a limit order by the above-mentioned if-done order, the front page The distribution unit 11 causes the display unit 22 of the client terminal 2 to display a confirmation screen (not shown). The confirmation screen (not shown) lists the order conditions input and selected by the customer on the first input screen 40 ₁ and the second input screen 40 ₂ , and the listed contents are correct. An accept button (not shown) is provided to be clicked in case.

When the customer clicks an approval button (not shown) 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 data input in step S1 (step S8). Specifically, a plurality of pieces of data input in the above procedure are summarized in order price units, and each order information is obtained by assigning a sequence number to the order recorded in the sequence number table 184 for each piece of information. Form. At this time, the sequence number table 184 is provided with information for distinguishing the sequence numbers used in the order information from unused numbers. A plurality of order information formed by the procedure of step S8 once is divided into a certain number of financial products of the same type at two prices (that is, the price of the first order and the price of the second order). A group of order information for placing a limit order (hereinafter simply referred to as an "order information group") is generated multiple times. The order information group is formed one by one.

The order information generator 16 records the generated order information group in the order table 181 (step S9). Specifically, corresponding order information (that is, data corresponding to items in the "remarks" column 181a) is recorded in each field shown in FIG. 2A. For example, the sequence number given in step S8 is recorded in the "ord_seq" field 181b. A customer number uniquely determined for each customer is recorded in the "cust_seq" field 181c, and a product name is recorded in the "style_id" field 181d. An ID number uniquely determined for each currency pair is recorded in the "ccy_pair_id" field 181e. The combination of this ID number and currency pair is recorded in an ID table (not shown) provided separately in the database. The "buy_sell_id" field 181f records data indicating whether it is a sell order or a buy order, the "ord_rate" field 181g records the order price, and the "limit_time" field 181h records the order price. The "ord_cond" field 181i records "1" indicating that the order type is an if-not-order. The "new_close" field 181j records data indicating whether the order is a new order or a continuation order. The "ifd_ord_seq" field 181k records the sequence number of the ifd order. With the above procedure, the order processing of the limit order by the if-done-order in this embodiment is completed.

When order processing is completed, the order information generation unit 16 first generates a first order information group (hereinafter referred to as "first order information group"). At the time of generation, the first order information 51A, which is included in the order information group and serves as first-order order information, is valid order information (a limit order that has been formally requested and placed by a customer). The same applies in this specification), but included in the same group of order information, the second order information as the second order order information is the “waiting” order information (formally requested by the customer). Order information in a state prior to placing an order (the same shall apply in this specification)).

FIG. 11 is a diagram schematically showing the first order information group. The first order information group 50A consists of first order information 51A shown in FIG. 11(a) and second order information 51B shown in FIG. 11(b). The first order information 51A and the second order information 51B include, as attribute information, an order number as an ID number of individual order information forming a group, a customer number as an ID number of a customer, and a currency pair of each order information. information, order amount information as the order amount of each order information, order time information as the time when each order information was generated, classification of whether each order information is a "sell order" or "buy order" Trading type information as information to sell, order price information as trading price of "selling order" and "buying order" in individual order information, order deadline information as expiration date of individual order information, order of individual order information Order type information as information for distinguishing the type (that is, which type is the first order of the repeat if done order (repeat if done #1) or the second order of the repeat if done order (repeat if done #2)), individual orders New/settlement information as information that distinguishes whether the information corresponds to "new" or "settlement" of repeat if-finished orders, information that distinguishes between valid orders and waiting orders in if-finished orders active/standby information as information to distinguish whether there is a stop loss order, stop loss information as information to distinguish whether there is a stop loss order, stop loss price information as the price of the stop loss order, trail order information as information to distinguish whether there is a trailing order, trail order It has trail width information as the trail width in , and repeat number information as the repeat number of the repeat if done order. Incidentally, trading type information, order type information, new/settlement information, valid/standby information, trail order information, etc. are actually formed as flag information for distinguishing states.

The front page distribution unit 11 causes the display unit 22 of the client terminal 2 to display the generated order information group. The image diagram shown in FIG. 9 shows a state in which part of the order information group 50A is displayed in tabular form in the unexecuted information display field 47 of the first input screen _401. In FIG.

If at least one of the order price of the first order information 51A and the order price of the second order information 51B is determined to be an inappropriate price as a result of the inspection in step S2 ("Yes" in step S3) ), or if the margin amount is less than the total order amount in step S5 (“Yes” in step S5), the order input receiving unit 12 treats the input order as an error and rejects the order (step S10 ).

[Execution processing of limit orders]
4 to 6 are flow charts showing the procedure of contract processing after order processing of a limit order by an if-done order in the financial product transaction management system 1 of this embodiment. The processing procedure will be described below with reference to the figure.

[Basic Procedures for Execution Based on First Order Information and Second Order Information, and Order Information Group Generation]
FIG. 4 is a flow chart showing the basic procedure of execution based on first order information and second order information and order information group generation in the financial product transaction management system 1 of this embodiment. The basic procedure will be explained based on the figure.

After the order processing is completed, the price information receiving section 19 of the financial product transaction management device 1 continues to acquire exchange rate information. Then, when the market price and the order price for the specific position match, the contract information generation unit 14 contracts the order for the position (step S21).

FIG. 10 shows a time chart schematically showing a contract based on a limit order in the financial product transaction management system 1A of this embodiment. For example, as shown in the figure, it is assumed that the market purchase price 72 of the US dollar at the time t1 when the order processing of the limit order by the if-done order is completed is 94.49 yen per dollar. At time t2 when the US dollar market price drops after the limit order is completed and the market purchase price 71 reaches 94.77 yen per dollar, the contract information generation unit 14 executes processing for contracting the first order information 51A.

When the limit order based on the first order information 51A is executed, the execution information generator 14 rewrites the corresponding data in the database 18. FIG. Specifically, the data of the first order information 51A shown in (a) of FIG. 11 is deleted, and the data of the "amnt" field 182a of the customer account information table 182 is increased or decreased by the agreed price.

Next, when the limit order based on the first order information 51A is executed, the execution information generation unit 14 changes the second order information 51B in the first order information group from "standby" order information to "active" order information. change (step S22). That is, the valid/standby information 51a of the second order information 51B shown in (b) of FIG. 11 is changed from the "waiting" state to the "valid" state. Then, the front page distribution unit 11 deletes the first order information displayed in the unexecuted information display column 47 on the first input screen ₄₀₁ shown in FIG. display the first order information.

Thereafter, as shown in FIG. 10, when the market purchase price of the US dollar rises and the market purchase price 71 of the US dollar reaches 94.21 yen per dollar at a specific time t3, the contract information generation unit 14 generates the second order Processing for executing the limit order based on the information 51B is performed (step S23). Then, the contract information generator 14 rewrites the corresponding data in the database 18 . As a result, the customer can obtain a profit for the difference between the buy order at time t2 and the sell order at time t3.

If the limit order based on the second order information 51B has been executed and none of the first and second orders have been executed ("No" in step S24), the account information generation unit 15 again selects the customer in the customer account information table 182. Get the margin information for Then, the order entry receiving unit 12 again compares the acquired margin information with the customer's total order amount, and confirms whether or not the margin amount is equal to or greater than the total order amount (step S25). If the amount of margin is less than the total order amount ("Yes" in step S26), processing is suspended until the total amount of margin is equal to or greater than the total amount of order. ), the order information generation unit 16 generates a new order information group (hereinafter referred to as a "second order information group") (step S27). Here, the first order information and second order information (both not shown) in the second order information group are basically the first order information 51A and second order information 51B in the first order information group. , but the only difference is that the repeat number information 51b in the first order information 51A and the second order information 51B is changed from "1 time" to "2 times". The number of repeat times information 51b increases to "three times", "four times", and so on each time the formation of the third order information group, the fourth order information group, . . . is repeated. do. The order information generator 16 records the generated second order information group in the order table 181 (step S28), as in step S9. When the second order information group is generated in step S26, the front page distribution unit 11 displays the first order information of the second order information group on the display unit 22 of the client terminal 2 instead of the second executed order display screen 50B. A first executed order display screen (not shown) based on the order information is displayed. Then, the processing after step S21 is repeated.

This process is continued until a group of order information corresponding to the number of positions entered in the profit amount specification field 44d is formed and the processes of steps S21 and S23 are repeated for the number of positions entered (step S24). "No"), thereby, the processes at times t4, t5, . . . shown in FIG. 10 are performed. Then, after the contract execution process in steps S21 and S23 is repeated a plurality of times (that is, as many times as the number of positions input above) ("Yes" in step S24), all the processing procedures are completed.

Note that all limit orders that have passed the order deadline 51 c without being executed are canceled and deleted from the order table 181 .

[Price change processing based on trail width information]
FIG. 5 is a flow chart showing a price change processing procedure based on trail width information accompanying market price fluctuations. The change processing procedure will be described below with reference to the same drawing.

Consider the case where the market price fluctuates greatly. For example, at time t6 in FIG. 10, the market price is higher than the trail width entered in the trail width input field 44j (that is, , the trail width information 51d) in the first order information 51A and the second order information 51B, that is, the case where the price rises to 95.19 yen.

In this case, the contract information generation unit 14 calculates the difference between the current market price (95.19 yen) and the market price at the time when the first order information group was generated (that is, 94.49 yen) as the first order It is confirmed whether or not the trail width information 51d (0.70 yen) of the information 51A and the second order information 51B is greater than or equal to the trail width information 51d. If this difference is equal to or greater than the trail width information 51d (0.70 yen) (“Yes” in step S31), the contract information generating unit 14 generates It is checked whether the repeat number information 51b of the contracted first order information and second order information is equal to or greater than the minimum number of repeats (two or more in this embodiment) entered in the minimum number of repeats input field 44k. If the repeat count information 51b is equal to or greater than the repeat count entered in the minimum repeat count input field 44k (“Yes” in step S32), the contract information generation unit 14 generates the order information group (here, the third order information The prices of the first order information and the second order information in group 50C) are changed (step S33).

That is, as shown in FIG. 12, the contract information generating unit 14 adds the trail width information 51d (0.70 yen) to the order price information 51e (94.21 yen) of the first order information 51A (that is, 94.21 yen). 91 yen) is added to the order price information 51e, and trail width information 51d (0.70 yen) is added to the order price information 51f (94.77 yen) of the second order information 51B. The amount (that is, 95.47 yen) is set as new second order information 51D with the order price information 51f. In the new first order information 51C and the new second order information 51D, the repeat count information 51b is "once" again. The attribute information other than the order price information of the first order information 51C and the second order information 51D is the same as the attribute information of the original first order information 51A and the second order information 51B.

If the difference between the current market price and the market price at the time the first order information group was generated is less than the trail width information 51d ("No" in step S31), and if the order information group If the repeat count information 51b of the contracted first order information and the second order information is less than the minimum repeat count entered in the minimum repeat count input field 44k ("No" in step S32), steps S33 to S35 No procedure is performed.

Then, the contract information generation unit 14 determines that the transaction type information 51g (see FIGS. 11 and 12) of the first order information is information indicating a buy order, and that the changed first order information and second order information If the order price information is higher than the order price information 51e, 51f of the first order information 51A and the second order information 51B before change ("Yes" in step S34), the stop loss price is changed (step S35). Specifically, the price (i.e., 93.70 yen) as the stop loss price information 51h of the new first order information 51C and second order information 51D.

After these procedures, based on the order price information 51e of the first order information and the second order information changed in the procedure of step S33, and the stop loss price information 51h changed in the procedure of step S35 Then, the procedures of steps S21 to S28 are repeated.

As shown in FIG. 10, after the procedure of steps S31 to S35, at time t6, the first order information 51C is contracted and the valid/standby information of the second order information 51D is changed from "standby" to "valid" ( Steps S21, S22). At times t7, t8, . . . , steps S23 to S28 are performed, and steps S21 to S28 are repeated thereafter.

[Execution processing as a stop loss order at the stop loss price]
FIG. 6 is a flow chart showing a procedure for contract processing by stop loss order for the first order information when the market price becomes equal to or less than the price of the stop loss price information. The procedure of contract processing will be described below with reference to the same figure.

For example, after the first order information group 50A shown in FIG. 11 is generated with the second input screen ₄₀₂ shown in FIG. (ie, 93.00 yen, which is the price as the stop loss price information 51h of the first order information 51A and the second order information 51B) ("Yes" in step S41). In this case, the contract information generation unit 14 contracts the first order information that has already been contracted at that time by a stop loss order of 93.00 yen per dollar for “settlement” (step S42). In addition, the contract information generating unit 14 performs a cancellation process of deleting the second order information 51B, which has changed from "standby" to "active" with the contract of the first order information 51A, from the order table 181 without executing the contract. (Step S42). The contract information generating unit 14 also cancels the generation of order information groups that have not yet been generated. That is, the contract information generation unit 14 deletes the data of the order information group that has not yet been generated from the order table 181, and performs the process of stopping the generation of the order information group that has not yet been generated.

[Trading procedure (when the first order is a sell order)]
On the other hand, for example, a customer who wants to obtain Japanese yen by selling US dollars with the first order as a sell order clicks the US dollar sell button 41 ₁ a on the first input screen 40 ₁ shown in FIG. do.

Then, as shown in the image diagram of FIG. 13, the second input screen ₄₀₂ is displayed on the display section 22 . The customer selects "repeat if done order" from the order condition selection button 43 of the second input screen ₄₀₂ , and selects a new order and sell as the trading form of the first order from the first order trading form selection button 42a. The limit order is selected, and the settlement order and buy limit order are selected as the trading mode of the second order using the second order trading mode selection button 42b.

Then, as shown in FIG. 13, when the customer enters appropriate values in the respective input fields of the second input screen ₄₀₂ , makes appropriate selections in the respective selection fields, and clicks the order confirmation button 45, step S1 is executed. The processing of S9 is performed, and the order processing of the limit order by the if-done-order is completed. In this case, in step S2, the order input reception unit 12 performs inspection using at least one of inspection method 11 and inspection method 12 instead of inspection method 1 to inspection method 3 below.
(Inspection method 11) The order input receiving unit 12 receives the price of the first order input in the first order price input field 44a of the currency pair selected by the desired trade input buttons 41 ₁ to 41 ₈ and the price information. A comparison with the current exchange rate received by the unit 19 is performed. The order entry reception unit 12 determines that the price of the first order is appropriate when the price of the first order is higher than the current exchange market price.
(Inspection method 12) _The order input reception unit 12 determines the first order price input in the first order price input field _44a and the second order The price of the second order entered in the price entry field 44b (or the price of the first order entered in the first order price entry field 44a and the profit amount entered in the profit amount designation field 44d) price of the order). The order entry receiving unit 12 determines that the price of the second order is less than the price of the first order as a proper price.

FIG. 14 shows a time chart schematically showing a contract based on a limit order in the financial product transaction management system 1A of this embodiment. When the order processing is completed, as shown in steps S21 to S28 and the time chart of FIG. 14, contract processing of the first order information and the second order information is performed. In addition, along with fluctuations in the market price, the process of changing the price based on the trail width information shown in steps S31 to S35 is performed. In addition, execution processing as a stop loss order at the stop loss price shown in steps S41 to S42 is performed.

As shown in FIG. 14, in this case, the stop loss price information is set as a price higher than the prices of the first order information and the second order information. In addition, the contract information generation unit 14 determines that the trading type information 51g (see FIGS. 11 and 12) of the first order information is information indicating a sell order, and that the changed first order information and second order information If the order price information is lower than the order price information 51e, 51f (see FIGS. 11 and 12) of the first order information 51E and the second order information 51F before change ("Yes" in step S34), stop loss price is changed (step S35).

[Order information error handling and order information cancellation processing]
When the client terminal 2 requests to change the price and amount of a limit order that has been placed once, the financial product transaction management apparatus 1 of this embodiment treats the request as an unauthorized request and treats it as an input error. process. As a result, it is possible to prevent the business of the bank side, which is the trading source of financial products, from becoming excessive due to frequent requests for prices and amounts.

On the other hand, when the order cancel button 46 is clicked on the first input screen ₄₀₁ of the client terminal 2 shown in FIG. The unit 14 extracts the order information group included in the if-done order for which the cancellation request has been made, and processes all the order information for which the contract has not been executed among the order information group as being canceled. For example, when there is a request to cancel the first order information 51A between t2 and t3 in FIG. is not generated and the process ends. The data of the canceled order information group and the data of the order information are deleted from the order table 181 .

In this way, with one cancellation request, all of the order information group for which cancellation is requested are canceled, and an order information group including the order information for which cancellation is requested is generated based on the generated trading order application information. By canceling all the ordered information groups, it is possible to prevent the handling of limit orders by if-done orders from becoming complicated.

As described above, in this embodiment, the order information generation unit 16 is the first order information for placing a limit order to buy (sell) the same type of financial product at one price based on one piece of trading order application information. , and second order information for a sell (buy) limit order for another price is generated multiple times, and the order information group is recorded in the order table 181. When the market price acquired by the price information receiving unit 19 becomes one price, the execution of the financial product is executed based on the first order information among the individual order information forming the order information group recorded in the order table 181. If the market price obtained by the price information receiving unit 19 becomes another price after the contract is executed, the second order information among the individual order information forming the order information group recorded in the order table 181 is used. By repeating the process of contracting a financial product a plurality of times, when buying or selling a financial product, by performing one order procedure on the client terminal 2 side, a computer system can automatically perform a plurality of if-done-order transactions. It is possible to make it repeatable. Furthermore, the order information generation unit 16 refuses to generate the order information group when another price, which is the limit order price of the second order information, is one price, which is the limit order price of the first order information. By doing so, it is possible to reliably prevent the customer from being disadvantaged when placing an If-Done-Order in the configuration of the apparatus. This makes it possible to form a trading system that is highly convenient for customers who place limit orders using if-done orders.

In this embodiment, the first order information 51A and the second order information 51B are attribute information of specific price fluctuations when a specific price that is set in advance is fluctuated following market price fluctuations. Equipped with trail width information 51d as unit information, when the difference between the market price when the first order information group was generated and the current market price becomes greater than or equal to the trail width information 51d, By changing the order price information 51e in the first order information 51A and the order price information 51e in the second order information 51B, even if the price range in which the market price fluctuates over time changes, If-done-order trading can be continued in the price range after the As a result, in a configuration in which trading is performed by automatically repeating an if-and-if-finished order multiple times, the price range consisting of the first order information 51A and the second order information 51B for realizing the if-and-finish order can be adjusted according to the actual market conditions. Accordingly, it is possible to form a trading system that is variable and more convenient for customers who place limit orders.

In this embodiment, when the market price reaches a specific price after the first order information 51A is executed, the price information of the stop order is When the first order information 51A is information for placing a buy (sell) limit order for one price, the contract information generation unit 14 performs contract processing for the first order information 51A. If the market price becomes the price set by the stop loss price information after the above is done, by executing the execution process with a stop loss order, the disadvantage that the customer will suffer if the market price crashes or soars The configuration of the financial product transaction management apparatus 1 can automatically prevent the increase in size. This makes it possible to form a trading system that is even more convenient for customers who place limit orders.

In the above embodiment, the second input screen ₄₀₂ is provided with the repeat number selection field 44h, and the if-finished order is repeated for the number of times entered in the repeat number selection field 44h. Alternatively, the attribute information may not be provided, and the if-finished order may be repeated without limitation as long as there is no cancellation request or the like by the customer's operation. In such a configuration, the process of step S24 is not performed.

In the above-described embodiment, the second input screen ₄₀₂ is provided with a minimum repeat count input field 44k, and the repeat count information 51b is provided as attribute information of the first order information 51A and the second order information 51B. The price change in step S33 and step S35 is performed only when the information 51b is equal to or greater than the number of times entered in the minimum number of repeats input field 44k. Regardless of the number of times, the contract information generation unit 14 may be configured to change the price in steps S33 and S35. Note that in such a configuration, the processing of step S32 is not performed.

In the above embodiment, the stop loss order selection button 44f and the stop loss price input field 44g are provided on the second input screen ₄₀₂ , and stop loss is used as the attribute information of the first order information 51A and the second order information 51B. The price information 51h is provided, and when the market price becomes the stop loss price information, the executed first order information is executed by a stop order and the effective second order information is canceled. , these selection columns and attribute information may not be provided, and a contract or cancellation process based on a stop loss order based on stop loss price information may not be performed.

Further, in the above embodiment, the stop loss price information 51h is provided as the attribute information of the first order information 51A and the second order information 51B. In addition to the order information and the second order information, it may be generated in a form that includes the stop loss order information. In this case, the stop loss order information has the same attribute information as the first order information 51A and the second order information 51B shown in FIG. Stop loss order information includes order number, customer number, currency pair information, order amount information, trade type information, order price information, order deadline information, trade type information, new/settlement information, effective/standby information, and repeat repeat count information. and other attribute information. Among these, the new/settlement information is set to "settlement". The valid/waiting information is "waiting" when the order information group is generated, and changes from "waiting" to "valid" when the first order information is contracted. When contract processing is performed based on the second order information, the stop order information is deleted from the order table 181 through cancellation processing.

In the above embodiment, the trail width input field 44j is provided on the second input screen ₄₀₂ , trail width information 51d is provided as the attribute information of the first order information 51A and the second order information 51B, and the market price is When the trail width information 51d or more rises or falls, the order price information 51e of the first order, the order price information 51f of the second order, and the stop loss price information 51h are raised or lowered by the price of the trail width input field 44j. However, these selection fields and attribute information are not provided, and even if the market price rises or falls, the prices of the order price information 51e of the first order, the order price information 51f of the second order, and the stop loss price information 51h are It is good also as a structure which does not rise or fall.

In the above embodiment, the order price information 51e of the first order, the order price information 51f of the second order, and the stop loss price information 51h accompanying the rise or fall of the market price are combined with the current market price and the first When the difference between the market prices at the time when the order information group is generated becomes equal to or greater than the trail width information 51d (0.70 yen) of the first order information 51A and the second order information 51B, the processing of steps S33 and S35 However, any numerical value or calculation method may be used as a reference for calculating the difference. For example, it may be according to any of the modes shown in modes 1 to 3 below.
(Mode 1) Set trail activation price range information separately from trail range information (however, the price range of trail activation price range is larger than the price range of trail range information), and order processing of limit orders by if-done orders is performed. Steps S33 and S35 are performed only when the price difference between the market price at the time of completion (for example, time t1 in FIG. 10) and the current market price exceeds the trail activation price range.
(Aspect 2) Steps S33 and S35 are performed almost simultaneously with fluctuations in the market price.
(Mode 3) Compare the order price information of the first order information and the second order information with the current market price, instead of the market price at the time when the order processing of the limit order by if-done order is completed, and compare them with the current market price. Steps S33 and S35 are processed only when the difference becomes equal to or greater than the trail activation price range.

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

Although the financial product transaction management system 1A of the above-described embodiment handles foreign exchange as a financial product, it is not limited to this. can also apply the present invention.

As described above, in the financial instruments transaction management system 1A of this embodiment, a plurality of if-done limit orders for the same type of financial instrument can be placed by one order procedure. Convenience can be improved.

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

1A Financial product transaction management system 1 Financial product transaction management device 2, _{2 1} to 2 _n Client terminal 12 Order input receiving unit (order input receiving means)
14 ... contract information generation unit (contract information generation means)
16 Order information generation unit (order information generation means)
51A, 51C, 51E First order information 51B, 51D, 51F Second order information 181 Order table (order information recording means)

Claims (7)

A financial instrument transaction management device for managing the buying and selling transactions of financial instruments,
order input receiving means for receiving trading order application information for placing a trading order for the financial product;
price information receiving means for acquiring information on the market price of the financial product;
contract information generating means for executing a process of contracting the order for the financial product based on the order information for trading the financial product generated based on the trading order application information received by the order entry receiving means;
change condition detection means for detecting a predetermined condition for changing the order price of the financial product based on the order information;
The contract information generating means is
First order information for placing a first order as a buy order at one price and a sell order at another price for the same type of financial instrument based on one of the purchase order application information Based on the order information group consisting of the second order information for placing the second order as an order,
When the market price acquired by the price information receiving means becomes the one price, the first order information among the order information forming the order information group recorded in the order information recording means A process of contracting a financial product, and, after the contract, forming the order information group recorded in the order information recording means when the market price acquired by the price information receiving means becomes the other price. performing processing to execute the financial product based on the second order information among the order information to be executed,
It is detected by the change condition detection means that the market price fluctuates higher than the standard market price by a predetermined price as the predetermined condition, and a new price on the higher side than the original one price is detected. New first order information for placing said one order at said one price, and for placing said new order at said other price higher than said original said other price by said specified price performing processing to execute the financial product by the first order and the other order based on the new second order information of
At least one of: executing the order at the original one price and the original other price; and executing the order at the new one price and the new other price. A financial product transaction management device characterized by being configured so that one of them is repeated multiple times. A financial instrument transaction management device for managing the buying and selling transactions of financial instruments,
order input receiving means for receiving trading order application information for placing a trading order for the financial product;
price information receiving means for acquiring information on the market price of the financial product;
contract information generating means for executing a process of contracting the order for the financial product based on the order information for trading the financial product generated based on the trading order application information received by the order entry receiving means;
change condition detection means for detecting a predetermined condition for changing the order price of the financial product based on the order information;
The contract information generating means is
First order information for placing a first order as a sell order at one price and a purchase order at another price for the same type of financial instrument based on one of the above sales order application information Based on the order information group consisting of the second order information for placing the second order as an order,
When the market price acquired by the price information receiving means becomes the one price, the first order information among the order information forming the order information group recorded in the order information recording means A process of contracting a financial product, and, after the contract, forming the order information group recorded in the order information recording means when the market price acquired by the price information receiving means becomes the other price. performing processing to execute the financial product based on the second order information among the order information to be executed,
It is detected by the change condition detecting means that the market price fluctuates to the lower side of the reference market price by a predetermined price as the predetermined condition, and a new price on the lower side than the original one price is detected. New first order information for placing said one order at said one price, and for placing said other order at said new said other price that is lower than said original said other price by said predetermined price performing processing to execute the financial product by the first order and the other order based on the new second order information of
at least one of: executing the order at the original one price and the original other price; and executing the order at the new one price and the new other price. A financial product transaction management device characterized by being configured so that one of them is repeated multiple times. order information generating means for generating order information for financial instruments based on the trading order application information received by the order input receiving means;
order information recording means for recording the order information generated by the order information generating means;
contract information generating means for contracting the financial product based on the order information;
The contract information generating means is
When the market price acquired by the price information receiving means becomes the one price, based on the first order information among the order information forming the order information group recorded in the order information recording means When the market price acquired by the price information receiving means becomes the other price after executing the contract for the financial product, among the order information forming the order information group recorded in the order information recording means 2. The financial product transaction management apparatus according to claim 1, wherein said financial product is contracted based on said second order information. order information generating means for generating order information for financial instruments based on the trading order application information received by the order input receiving means;
order information recording means for recording the order information generated by the order information generating means;
contract information generating means for contracting the financial product based on the order information;
The contract information generating means is
When the market price acquired by the price information receiving means becomes the one price, based on the first order information among the order information forming the order information group recorded in the order information recording means When the market price acquired by the price information receiving means becomes the other price after executing the contract for the financial product, among the order information forming the order information group recorded in the order information recording means 3. The financial product transaction management device according to claim 2, wherein said financial product is contracted based on said second order information. The order information generating means is
the first order information and the second order information forming the order information group,
as attribute information, set to include trail width information as unit information of the fluctuation range of a specific price when a specific price set in advance is fluctuated following market price fluctuations;
When the difference between the current market price and a preset predetermined comparison price, which is the market price when the first order information group was generated, is greater than or equal to the trail width information, the order The order price of the first order based on the first order information and the order price of the second order based on the second order information, which constitute the information group and are set as trail fluctuation targets, are changed. Set,
4. The financial product transaction management apparatus according to claim 3, wherein said preset predetermined comparison price is said market price when the first order information group is generated. The order information generating means is
the first order information and the second order information forming the order information group,
as attribute information, set to include trail width information as unit information of the fluctuation range of a specific price when a specific price set in advance is fluctuated following market price fluctuations;
When the difference between the current market price and a preset predetermined comparison price, which is the market price when the first order information group was generated, is greater than or equal to the trail width information, the order The order price of the first order based on the first order information and the order price of the second order based on the second order information, which constitute the information group and are set as trail fluctuation targets, are changed. Set,
5. The financial system according to claim 4, wherein said preset predetermined comparison price is an order price of said first order information or an order price of said second order information included in said order information group. Commodity transaction management device. A program that causes a computer to function as the financial product transaction management apparatus according to any one of claims 1 to 6.

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