JP7264431B2 - financial instrument transaction management device, financial instrument transaction management system, program - Google Patents

Description

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

In recent years, as a technology to increase the convenience of transactions by allowing transactions to be conducted in various places and at various times, network Technology that allows transactions to be conducted using a computer system connected to a network is prevalent. As such a technology, an invention having a configuration that performs a process of placing orders for financial products at a plurality of different prices and a process of executing the placed order when the order price of the placed order matches the market price. is known (see, for example, Patent Document 1).

JP-A-2008-9562

Here, when trading financial instruments, for the purpose of securing profits efficiently and avoiding risks due to unexpected market fluctuations, the person placing the order shall You may wish to change the order quantity depending on the situation. However, according to the invention described in Patent Document 1, the same order quantity is set for all of a plurality of orders placed by order information generated based on one piece of trading order application information. Therefore, in the invention described in Patent Literature 1, there is a problem that it may be difficult for the person placing the order to place the order according to their purpose.

The present invention has been made in view of the above problems, and is a financial product that can improve the convenience of transactions while allowing a person who trades financial products to place a plurality of orders in accordance with the various purposes. An object of the present invention is to provide a transaction management device and a financial product transaction management system.

In order to solve such a problem, the invention described in claim 1 provides a user who trades the order of the financial product by placing the order of the financial product and/or executing the order of the financial product. , a financial instrument transaction management device for conducting transactions of the financial instrument, each of which is based on the financial instrument transaction unit quantity of the specific financial instrument for one order price of the specific financial instrument, The order information for placing the order of one order quantity is a plurality of the order information for placing the order at different order prices in the specific financial instrument , wherein the order information is one in the specific financial instrument. said order quantity counted by said financial instrument trading unit quantity of said part of said order in said specific said financial instrument said order quantity counted by said financial instrument trading unit quantity of said other part of said order in said specific said financial instrument As the plurality of order information for placing the plurality of orders, which are different from the order quantity, order information generation means generated by one order procedure, and order information display means for allowing the user to visually recognize the order information and order information display control means for controlling display of information for said order information generating means to generate said order information.

According to a second aspect of the invention, in addition to the configuration according to the first aspect, the order information display control means, for a plurality of the orders placed at a plurality of the order prices, has a price range between the orders. Generate the order information for placing the order with a constant predetermined regularity, and place the order in which at least a part of the order is corrected to the price range that deviates from the predetermined regularity. Information for generating the order information to be displayed on the order information display means .

The invention according to claim 3 , in addition to the configuration according to claim 2 , is for causing the order information display means to display regularity display means for selectively displaying the predetermined regularity to the user. The regularity display control means controls the order based on the predetermined regularity information displayed on the regularity display means and selected by the user. Information for automatically generating information in the order information generating means is displayed on the order information display means.

The invention according to claim 4 is, in addition to the configuration according to claim 3 , the regularity display control means, based on the information displayed on the regularity display means, the orders of the plurality of order prices. At least modifying the price range of some of the orders so as to deviate from the predetermined regularity, and causing the order information display means to display information for generating the order information in the order information generation means; Characterized by

The invention according to claim 5 is, in addition to the configuration according to claim 4 , the order information generated so as to place the order in which the price range has the predetermined regularity at a plurality of the order prices. order information correction means for correcting at least a part thereof so that the price range deviates from the predetermined regularity, and the regularity display control means, based on the information displayed on the regularity display means, The order information correction means is characterized in that the order is corrected so as to deviate from the predetermined regularity.

According to a sixth aspect of the invention, in addition to the configuration according to the fifth aspect, the order information correction means is configured to change the price range of the order satisfying a predetermined condition so that the price range deviates from the predetermined regularity. It is characterized by automatically correcting order information.

The invention according to claim 7 , in addition to the configuration according to claim 5 , the order information correction means, based on the correction information for correcting the predetermined regularity input by the user, a predetermined The order information is corrected so that the price range of the order that satisfies the condition of (1) deviates from the predetermined regularity.

The invention according to claim 8, in addition to the configuration according to any one of claims 1 to 7 , each of the order information further causes the order of one order quantity to be executed at one order price. and contract information generating means for contracting the order based on the order information generated by the order information generating means when predetermined contract conditions are satisfied.

According to the invention of claim 9, a user who places an order for a financial product and/or executes the order for the financial product, allows a user who places the order for the financial product to trade the financial product. a financial instrument transaction management system for each of said orders of one order quantity based on said financial instrument trading unit quantity of said specific financial instrument for one order price of said specific said financial instrument a plurality of the order information for placing the order at different order prices in the specific financial instrument , wherein the order information for placing a part of the order in the specific financial instrument , the order quantity counted by the financial instrument trading unit quantity is different from the order quantity counted by the financial instrument trading unit quantity of some of the other orders in the specific financial instrument , As the plurality of order information for placing the order of 1, the order information generating means is generated by one order procedure, and the order information display means allows the user to visually recognize the order information. and order information display control means for controlling the display of information for generating the order information.

The invention according to claim 10 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 8 .

According to the first and ninth aspects of the invention, each of the order information generating means calculates the financial product transaction unit quantity of the specific financial product for one order price of the specific financial product. As a standard, order information for placing orders of one order quantity at one order price for a specific financial instrument, multiple order information for placing orders at different order prices, and for a specific financial instrument The order quantity counted by the financial instrument trading unit quantity of one part of the order is the same as the order quantity counted by the financial instrument trading unit quantity of the other part of the order for the specific financial instrument. A plurality of order information for placing a plurality of orders different from the order quantity is generated by one order procedure, and the order information display control means receives the order information for the order information generation means to generate the order information. By displaying on the information display means, it is possible to set different order quantities for a plurality of orders with different order prices, which are ordered based on the order information displayed on the order information display means. . As a result, a person who trades financial products can place a plurality of orders in accordance with various purposes, and can place orders with high transaction convenience.

According to the invention of claim 2, for a plurality of orders placed at a plurality of the order prices, order information for placing orders with a predetermined regularity in which the price range between orders is constant is generated, at least a part of the order is corrected to a price range that deviates from the predetermined regularity, by causing the order information display means to display the order information for generating the order information for placing the order, based on the order information When setting multiple orders with different order prices and different order quantities at different order prices, order information for orders that have a predetermined regularity and order information for orders that deviate from the predetermined regularity. They can be displayed together. This allows multiple orders to be executed based on order information to be executed in a state where both regularity orders and non-regularity orders coexist, and set multiple orders collectively based on regularity. At the same time, it is possible to set at least some orders in an arbitrary state that deviates from regularity based on the user's intentions and market conditions, etc. can be used to trade financial instruments.

According to the third aspect of the invention, the regularity display control means displays the predetermined regularity information in a selectable manner for the user, and the predetermined regularity information is displayed based on the regularity information selected by the user. Order information for placing an order with a predetermined regularity is displayed on the order information display means for automatically generating order information by the order information generating means , so that orders with a predetermined regularity can be easily placed. Along with presenting the information to the user, the order information generating means can routinely generate order information for placing an order with a predetermined regularity based on the information sent from the user. This improves convenience when generating order information for setting orders with different order quantities at a plurality of order prices, and can reliably generate order information for setting such orders.

According to the fourth aspect of the invention, when placing orders with different order prices at different order prices and with different order quantities, based on the information displayed on the regularity display means,
Generate order information so that the price range between orders of a plurality of order prices has a predetermined regularity , and at least part of the price ranges of orders that meet predetermined conditions so as to deviate from the predetermined regularity. By displaying the information on the order information display means, the price range between orders has a predetermined regularity and the price range between orders deviates from the predetermined regularity . It is possible to generate order information for placing an order with the specified settings. As a result, it becomes possible to set various and complicated orders, and it is possible to further enhance the convenience of setting orders for a plurality of order prices with different order quantities.

According to the fifth aspect of the invention, based on the information displayed on the regularity display means, at least part of the order information generated so as to place an order whose price range has a predetermined regularity, It is possible to cause the order information correction means to correct the price range so as to deviate from the predetermined regularity, and to correct the order whose price range has the predetermined regularity in accordance with subsequent changes in the purpose, market conditions, etc. Become. As a result, it is possible to perform various and complicated post-setting of orders that have already been set, and it is possible to further enhance the convenience of setting orders with a plurality of order prices having different order quantities.

According to the sixth aspect of the invention, it is possible to automatically modify the price range of an order set based on a predetermined regularity in accordance with subsequent changes in purpose, market conditions, and the like. As a result, it is possible to easily and reliably perform various and complex post-resetting of orders that have already been set.

According to the seventh aspect of the invention, based on the information displayed on the regularity display means, the price range of the order set based on the predetermined regularity can be adjusted according to ex-post changes such as the purpose and the market situation. Accordingly, it is possible to modify the state to reflect the user's intention. As a result, it is possible to reliably perform various and complex post-facto resetting of orders that have already been set, while reflecting the user's intentions.

According to the eighth aspect of the invention, when a transaction is established for an order placed based on the generated order information, the order information is processed by performing the contracted process on the order information. It is possible to realize buying and selling transactions of financial products based on

According to the tenth 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 a financial product transaction management system according to Embodiment 1 of the present invention; FIG. It is a block diagram which shows the hardware constitutions of a financial-instrument transaction management apparatus same as the above. FIG. 4 is a schematic diagram of field definitions of an order table of the same financial product transaction management apparatus; FIG. 4 is a diagram schematically showing a first example of calculating the order quantity for each layer in the same financial instrument transaction management apparatus; FIG. 10 is a diagram schematically showing a second example of calculating the order quantity for each layer in the same financial instrument transaction management apparatus; FIG. 10 is a diagram schematically showing a third example of calculating the order quantity for each layer in the same financial instrument transaction management apparatus; FIG. 4 is a first diagram schematically showing a specific example of hierarchical calculation in the same financial instrument transaction management apparatus; FIG. 10 is a second diagram schematically showing a specific example of hierarchical calculation in the same financial instrument transaction management apparatus; FIG. 11 is a third diagram schematically showing a specific example of hierarchical calculation in the same financial instrument transaction management apparatus; FIG. 11 is a fourth diagram schematically showing a specific example of hierarchical calculation in the same financial instrument transaction management apparatus; FIG. 4 is a diagram schematically showing the difference in average cost between (a) non-hierarchical orders and (b) and (c) hierarchized orders set at multiple order prices in the same financial instruments transaction management apparatus; be. It is a flowchart which shows the processing procedure of a financial-instrument transaction management apparatus same as the above. FIG. 10 is a diagram schematically showing an order entry screen for a "trap trade" order in the same financial product transaction management apparatus; FIG. 10 is a diagram schematically showing a "trap trade" order selection/correction screen in the same financial product transaction management apparatus; FIG. 10 is a diagram schematically showing a change screen for a "trap trade" order in the same financial product transaction management apparatus; FIG. 4 is a diagram schematically showing order information for executing a "trap trade" transaction generated by inputting to an order input screen in the same financial product transaction management apparatus; FIG. 10 is a diagram schematically showing order information for conducting a “trap trade” transaction, which is partially changed and generated by an input to a change screen in the same financial product transaction management apparatus; FIG. 10 is a diagram schematically showing an order for "trap trade" based on order information generated by inputting to an order input screen in the same financial product transaction management apparatus; FIG. 10 is a diagram schematically showing an order for a “trap trade” based on order information generated by partially changing an input to a change screen in the same financial product transaction management apparatus; FIG. 10 is a diagram schematically showing an order entry screen for a "toraripi" order in the same financial product transaction management apparatus; FIG. 10 is a diagram schematically showing a selection/correction screen for a "toraripi" order in the same financial instrument transaction management apparatus; FIG. 10 is a diagram schematically showing a change screen for a "toraripi" order in the same financial product transaction management apparatus; FIG. 10 is a diagram schematically showing order information for executing transactions of a "toraripi" order and a "rakutora" order in the same financial product transaction management apparatus; FIG. 10 is a diagram schematically showing order information for executing transactions of a "toraripi" order and a "rakutora" order in the same financial product transaction management apparatus; FIG. 10 is a diagram schematically showing order information for executing transactions of a "toraripi" order and a "rakutora" order in the same financial product transaction management apparatus; FIG. 10 is a diagram schematically showing order information for executing transactions of a "toraripi" order and a "rakutora" order in the same financial product transaction management apparatus; FIG. 10 is a diagram schematically showing an order for "toraripi" based on order information generated by inputting to an order input screen in the same financial product transaction management apparatus; FIG. 10 is a diagram schematically showing an order for "toraripi" based on order information generated by partially changing the input on the change screen in the same financial product transaction management apparatus; FIG. 10 is a diagram schematically showing an order input screen for a "Rakutora" order in the same financial product transaction management apparatus; FIG. 10 is a diagram schematically showing an order for "Rakutora" based on order information generated by inputting to an order input screen in the same financial product transaction management apparatus; FIG. 10 is a diagram schematically showing an order for "Rakutora" based on order information generated by partially changing the input to the change screen in the same financial product transaction management apparatus;

[System configuration]
1 to 31 show an embodiment of the invention.

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 . 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 apparatus 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 large amounts of data. Client _terminals 2 ₁ , . do. The client terminals 2 ₁ , . . _. , 2 _n include operation units 21 ₁ , . _{, 22n} as "order information display means" for displaying various instructions and various images input from ₁ , . . . , _21n . The operation units 21 ₁ , _. . . , 21 _{n and} the display units _{22 1} , . It may be configured as a touch panel type display for performing various inputs based on the above. 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.

The display unit 22 displays order input screens 410, 510, and 610 (see FIGS. 13, 20, and 29) as 'order information display means' and 'regularity display means', 'order information display means' and 'regulation display means'. selection/correction screens 411 and 511 (see FIGS. 14 and 21) as "regularity display means", change screens 412 and 512 (see FIGS. 15 and 22) as "order information display means" and "regularity display means" etc. is displayed. Displayed on order input screens 410, 510, 610 (see FIGS. 13, 20, 29), selection/correction screens 411, 511 (see FIGS. 14, 21), change screen 412 (see FIGS. 15, 22), etc. "Information on regularity (described later)" selected by the user is input to the order information generation unit 16, and in the order information generation unit 16, based on this "Information on regularity (described later)" , automatically generate order information that sets orders with a predetermined regularity.

[Configuration of Financial Instruments Transaction Management Device]
FIG. 2 is a block diagram showing the hardware configuration of the financial product transaction management device 1 of this embodiment. As shown in the figure, the financial instrument transaction management apparatus 1 includes at least one CPU (Central Processing Unit) 101, a RAM (Random Access Memory) 102 functioning as a work area for the CPU 101, a startup boot program, etc. A ROM (Read Only Memory) 103 in which is recorded, an auxiliary storage device 104 such as a hard disk in which various programs and data are recorded, a communication interface 105 used for transmitting and receiving data, a mouse, a keyboard, etc. 1, and a display unit 107 including an LCD and the like for displaying characters and images. The auxiliary storage device 104 stores OS (Operating System) programs, various application programs, data recorded in a database, and the like. to realize various functions.

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 product transaction management apparatus 1, and also has "order information display control means" and "regularity display control means" as functional means. front page distribution unit 11, order input reception unit 12, deposit/withdrawal information generation unit 13, contract information generation unit 14 and account information generation unit 15 as "contract information generation means", order as "order information generation means" It has an information generation unit 16 , a database (DB) connection base unit 17 , and a price information reception management unit 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. In addition, it calculates the amount of margin necessary for trading 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, stop orders, and if-done orders.

The order information generation unit 16 generates the order information of the first order so that the first order becomes a new limit order or stop loss order when generating the if-done order and the stop loss order, and the second order is settled. The order information of the second order is generated so that the stop order is the limit order of , and the order information of the stop loss order is generated so that the stop loss order is the stop loss order of settlement. The first order, second order, and stop loss order are distinguished and recorded based on the field definition of the order table 181, which will be described later.

When multiple orders, multiple first orders, multiple second orders, etc. are set at different order prices, the order information generation unit 16 is basically a financial system in which transactions are conducted based on each order information. Generate order information by setting multiple orders for products so that the order quantity is the same at different order prices, and at least some of the orders, some of the first orders, and some of the second orders. Order information is generated by setting orders to be different order quantities at different order prices. This will be detailed later.

In addition to the process of generating order information, the order information generation unit 16 also performs various processes for correcting and changing the contents of order information that has already been generated and order information that is scheduled to be generated in the future. conduct.

The contract information generation unit 14 performs contract processing based on the order generated by the order information generation unit 16 and processing for sending information on the completed contract processing to the client terminal 2 of the trader. The term "agreement" as used herein refers to various procedures and processes for establishing trading of financial products based on trader's orders. The contract processing of the contract information generation unit 14 is performed on order information related to orders that satisfy predetermined contract conditions. As will be described later, when a contract is established in this embodiment, foreign exchange is traded. (described later), and the deposit/withdrawal information generating unit 13 writes the deposit/withdrawal status in the deposit/withdrawal list. In addition, when a contract is established, the contract information generation unit 14 displays text information indicating that the contract has been established on the display unit 22 of the client terminal 2, and also, based on the trading price, the bank account of the client terminal. process.

The account information generation unit 15 has a function of generating deposit balance information of a trader and managing the deposit balance information as margin information (that is, information for confirming 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 should be combined with the information regarding the actual deposit balance of the transactor provided by financial institutions such as banks. is matched to

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. The database 18 includes an order table 181, a customer account information table 182 that defines information such as the financial institution where the trader's account exists, the account name, balance, etc., and a currency pair order table 182 that defines information on the combination of currencies to be traded. A 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 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 .

In this embodiment, the front page distribution unit 11 not only displays the so-called front page, that is, the screen initially displayed on the display unit 22 when the financial instrument transaction management apparatus 1 is accessed from the client terminal 2, but also order information. Various types of information for causing the generation unit 16 to generate order information, and various types of information for correcting or changing the contents of already generated order information or order information scheduled to be generated in the future by the order information generation unit 16. A screen for displaying information is displayed on the display unit 22 of the client terminal 2 . Specifically, order selection screens (not shown), order input screens 410, 510, 610 (see FIGS. 13, 20, and 29), selection/correction screens 411, 511 (see FIGS. 14 and 21), which will be described later, ), change screens 412 and 512 (see FIGS. 15 and 22), etc. are displayed on the display unit 22 of the client terminal 2 by the processing of the front page distribution unit 11 .

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

Although not shown, the financial instrument transaction management device 1 acquires and manages date and time information, and based on the date and time information acquired from this timer, the expiration dates ( (described later).

FIG. 3 is a schematic diagram of field definitions of the order table 181. As shown in FIG. As shown in this figure, the order table 181 has as many fields as the number of items. , non-blank specification (Not Null), presence/absence of default value (default value), data item name (remarks), etc. are defined.

The financial product transaction management apparatus 1 may be a system for conducting over-the-counter transactions, or a system for conducting exchange transactions at an exchange for financial products (hereinafter simply referred to as "exchange"). or a system for doing both. Further, the financial product transaction management apparatus 1 may exist as a server system managed by a trader who handles financial product transactions, or as a server system managed by a server management company entrusted by this trader. At least part of the configuration of the management device 1 (for example, the order information generation unit 16 and the contract information generation unit 14) may exist inside the system of the exchange. Furthermore, the financial product transaction management apparatus 1 may be a computer system comprising one or more computers or servers owned and managed by a business dealing in financial products, a server management business, or the like. Instead, it may exist as a system such as a cloud service or grid computing.

Furthermore, at least part of the configuration of the financial product transaction management device 1 (for example, the order information generation unit 16 and the contract information generation unit 14) exists as the configuration of the client terminals 2 ₁ , . . . , 2 _n . good too.

[Regarding the transaction method in this embodiment]
Three representative examples of transaction methods that can be realized by the financial product transaction management system 1A of this embodiment will be outlined below. It should be noted that these transaction methods are only examples of transaction methods that can be implemented in this embodiment, and any transaction method other than these transaction methods may be used in the financial product transaction management system 1A of this embodiment. good.

[Transaction method general theory: order by one order procedure]
In this embodiment, a plurality of orders are processed based on the processing of a plurality of order information generated by the order information generation unit 16 based on one order procedure, including [Transaction method 1] to [Transaction method 3] below. Transactions are made when each is ordered or executed. Here, "one order procedure" means a predetermined process (for example, a trader The financial instrument transaction management device 1 receives and accepts a signal or data indicating that the execution button 41q in the same figure has been clicked, or the financial instrument transaction management device 1 receives and accepts it. means to perform, etc. (the same shall apply hereinafter in this specification).

[Trading Method 1: Trap Trade]
In the financial instrument transaction management apparatus 1 of this embodiment, an order form (hereinafter referred to as "order form") is used to reserve a plurality of the same type of financial products in a predetermined price range and for each predetermined order quantity, based on the order information generated by the order information generation unit 16. This order form is simply referred to as "trap trade".) can be implemented.

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

However, in this embodiment, the price range between financial products based on the order information generated by the order information generation unit 16 does not always need to be constant. The price range between orders, or the price range between the lowest price order and the one higher price order may be different from the fixed price range between orders with other order prices, or the price range between orders with the highest price. A configuration may be adopted in which only predetermined order groups have equal price ranges, such as the second order from the highest price, the third order from the highest price and the fourth order from the highest price, and so on.

[Transaction Method 2: Trap Repeat If Dan]
In the financial instruments transaction management device 1 of this embodiment, the order information generated by the order information generation unit 16 allows the order of a plurality of financial instruments of the same type to be ordered by the first order and the execution of the first order. There are multiple combinations of second orders and (if-done orders), the price range between the first orders and the price range between the second orders are constant, and the profit margin between each first order and each corresponding second order is set to be constant, and when the first order and the corresponding second order are filled, a new first order corresponding to the filled first order and a new second order corresponding to the filled second order It is possible to realize a transaction in which an if-done-if-done order is repeated (hereinafter, this order form is simply referred to as "trap-repeat if-done").

At this time, the order information generation unit 16 sets a predetermined reference price (for example, a price that is the same as the order price of the order with the highest price or the order price of the order with the lowest price among a plurality of orders, or a price that is the same as the order price of all orders). average price, etc.), the order prices of all the first orders and the order prices of all the second orders are set based on a predetermined calculation. In addition, the order information generation unit 16 generates a predetermined value (for example, the profit margin value input by the trader, or predetermined information for calculating the profit margin (for example, the amount of margin owned by the trader, the Calculation using information such as the expected fluctuation range as the price range assumed by the trader that the market price may fluctuate within a predetermined period, etc.) Set your profit margin.

However, in this embodiment, the price range between financial products based on the order information generated by the order information generation unit 16 does not always need to be constant. or the price range between the highest price second order and the one lower price side second order, or the price range between the lowest price first order and the one higher price side first order Alternatively, the price range between the second order with the lowest price and the second order with the highest price may differ from the fixed price range between the first orders with other order prices. 1st order and 2nd from the highest price, 1st order from the 3rd highest price and 4th first order...or the 2nd order from the highest price and the 2nd order from the highest price Orders, such as the 3rd second order and the 4th second order from the highest price, etc., only predetermined first order pairs or predetermined second order pairs have the same price range. The configuration may be such that there is

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

In this embodiment, the order information generated by the order information generator 16 after a specific first order and a second order corresponding to the first order are executed due to market price fluctuations, etc. may be configured to place a new first order and a new second order in the direction of market fluctuation.

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

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

For example, the order information generation unit 16 sets the upper limit price and the lower limit price based on numerical values input by the trader, or the order information generation unit 16 sets the maximum price and the minimum price of the market price for a predetermined period. A method of setting by a predetermined calculation based on is conceivable. Other than this, it may be set by any method.

Also, this price range is set by the order information generator 16, for example, by numerical values such as the upper limit price and price range, the lower limit price and price range, which are input by the trader, or the order information generator 16 , a method of setting by a predetermined calculation based on the fluctuation range of the market price for a predetermined period. Other than this, it may be set by any method.

Also, the setting of the "trap trade" order and the first and second orders of the "trap repeat if done" in the price range may be of any type.

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

In addition, for example, the order information generation unit 16 sets the order price of the highest price of the first order, or the order price of the second order of the highest price, or the lowest price of "Trap Repeat If Done" as the upper limit price and the lower limit price of the price range. set the order price of each first order and second order so that the order price of the first order or the order price of the lowest second order match, or set the lowest price to the lower limit price of the price range The order prices of the first order and the second order may be set so that the order price of the first order matches and the order price of the second order with the highest price matches the upper limit price.

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

[Regarding order quantity for transaction methods 1 to 3]
In the above [transaction method 1] to [transaction method 3], the orders for each order price and the order quantity of the first order and the second order may all be the same for each layer. Specifically, for example, the order quantity of all orders, all first orders, and all second orders is placed in a currency of 10,000 (any other quantity of currency is acceptable), and a contract is executed. It is possible to think of a form that

On the other hand, in [Trading method 1] to [Trading method 3] above, the order quantity for each order price, the first order and the second order are Order quantity may vary. That is, the order quantity for each layer (described later) may be basically the same, and at least some of the orders with order prices and the order quantities of the first and second orders may be different from others.

Specifically, for example, in the example shown in FIG. 00.00 yen and 110.00 yen to the dollar), only the order quantity of the middle order price (108.00 yen to the dollar) is 10100 currency, and the order quantity of the orders of the other order prices is 10000 currency. A configuration is conceivable. In addition, a configuration may be adopted in which tiers other than those described above and order quantities for orders with order prices other than those described above are set in units of currencies other than those described above.

In addition, in [Transaction method 1] to [Transaction method 3] above, the order quantity for each order price, the first order and the second order may be the same from order placement to execution, or It may change until execution (for example, if the order quantity at the time of placing the order is 10,000 currencies, the order quantity will change with market fluctuations, and the order quantity at the time of execution will be 10,100 currencies. may be). In addition, in the above [Trading method 1] to [Trading method 3], the order price of the order, the first order and the second order may be the same from order placement to execution, or may vary to

[Type of order]
In this embodiment, the order information generation unit 16, based on the order information to be generated, the order of "trap trade", the first and second orders of "repeat if done", the order and second order of "Rakutora" A single order or a second order can be made by any kind of order. Specifically, for example, the order information generation unit 16 generates a “trap trade” order, a “repeat if done” first order or second order, a “raku Order information can be generated, such as placing a "tiger" order, a first order, or a second order.

More specifically, for example, the order information generation unit 16 can generate order information by a limit order so that the order is executed when the market price matches a specific order price. Similarly, the order information generation unit 16 can generate order information so that a stop loss order is executed when the market price matches a specific order price. Furthermore, the order information generating unit 16 places a market order when the market price reaches a specific price, and executes a market order (hereinafter simply referred to as Order information can also be generated to perform a "trigger market."

Similarly, the order information generation unit 16 causes the first order and the second order of "repeat if done" and "rakutora" to be placed by a limit order or by a stop order (for example, the market price may exceed the contract price of the first or second order, fall (or rise), rise (or fall) again, and be executed when it reaches the contract price again), trigger market. Order information can be generated, such as by In addition, the order information generation unit 16 generates order information so that the first order and the second order are composed of a combination of different types of orders (for example, the first order is a market order and the second order is a limit order). can also be generated.

In this embodiment, the order information generation unit 16 generates orders for "trap trade", first and second orders for "repeat if done", orders for "Rakutora", first orders and second orders. In addition, order information can be generated so as to have a trail function in which the contract price fluctuates following market fluctuations.

In this embodiment, the order information generation unit 16 generates the first and second orders of "Repeat If Done" and the first and second orders of "Rakutora" following market fluctuations. , its first order, its second order, and the order prices of the first and second orders that are repeatedly placed thereafter, can be generated so as to have the function of changing the order price in the direction of market fluctuation. .

Furthermore, in this embodiment, the order information generation unit 16 determines that the first and second orders of "Repeat If Done" and the first and second orders of "Rakutora" are different from buy orders and sell orders. After execution, the order of the buy order and the sell order is reversed (for example, after the first order to buy and the second order to sell are executed and executed, the first order to sell and the order to buy are executed). A second order is placed and filled, then a first order to buy and a second order to sell are placed and filled, etc.).

Further, in this embodiment, the order information generation unit 16 generates the order of "trap trade", the first order and second order of "repeat if done", the order, first order and second order of "Rakutora". In addition, it is possible to generate a stop loss order (stop order), which is an order to prevent a large loss due to a sharp drop or a sharp rise in the market price. This stop loss order can be set for each order, or can be set for each first order, each second order, all orders, or You can also set one stop loss order for all first orders and all second orders. In addition, if the stop loss order is executed, all subsequent orders and all first and second order transactions may be canceled (trading is forcibly terminated). , may be configured such that some or all of the transactions are continued under certain conditions.

[Order quantity setting 1/predetermined regularity]
In this embodiment, the order information generation unit 16 generates a plurality of pieces of order information by setting the order quantity for each order price to have a predetermined regularity.

Specifically, for example, the order information generation unit 16 generates multiple orders of "trap trade", multiple first orders and multiple second orders of "trap repeat if done", and multiple orders of "rakutora". or a plurality of first orders and a plurality of second orders can be set so that some or all of them have different order quantities.

More specifically, for example, the order information generation unit 16 sets a predetermined order (for example, the order with the highest price) as a reference among the plurality of orders to the largest order quantity (or the smallest order quantity), and the lowest order quantity. Each order information can be generated so that the order quantity decreases (or increases) by a predetermined price (for example, by 0.1 yen) as much as possible.

Further, for example, the order information generating unit 16 may generate a predetermined reference order among a plurality of orders (for example, the second order from the highest price among three orders, or the second order from the highest price among four orders). The order price of the central order or order equivalent to the central order, such as the second order, is the largest order quantity (or smallest order quantity), and orders are placed at a predetermined price (for example, 0.1 yen each) at each step away from the predetermined order. Each order can be generated to have a smaller (or larger) quantity.

In this embodiment, the order quantity may be set so that the order quantity decreases (or increases) by the same predetermined price (for example, by 0.1 yen). The order quantity may be set to decrease (or increase) by increments (for example, by 0.1 yen±0.05 yen).

In this way, by setting a different order quantity according to the order price, it is possible to increase the order quantity for each one or more orders to make a large profit, or to reduce the order quantity to avoid risk. , multiple orders can be set at multiple order prices.

The order information generation unit 16 can set the order quantity by setting the numerical value input on the order input screen 410 (see FIG. 13, described later) or the like as the order quantity. It is also possible to set the order quantity by performing a predetermined calculation based on the input predetermined information.

This predetermined regularity regarding the order quantity for each order price can be applied to order entry screens 410, 510, 610 (see FIGS. 13, 20, and 29) and selection/correction screens 411, 511 (see FIGS. 21) and various information of "regularity information" input to the change screens 412 and 512 (see FIGS. 15 and 22).

[Order hierarchy]
In addition, the order information generation unit 16 can hierarchize a plurality of orders with different order prices and set the order quantity. Specifically, the order information generation unit 16 sets a predetermined number (integer of 0 or more) of orders with the same order quantity as one hierarchy, and generates order information so that a plurality of such hierarchies are provided. can.

For example, by generating the order information of the order information generation unit 16, transactions of a total of 100,000 currencies are 110.00 yen per dollar, 109.90 yen per dollar, 109.80 yen per dollar, 109.70 yen per dollar, Consider a case where six orders of 109.60 yen to 1 dollar and 109.50 yen to 1 dollar are placed. In this case, the standard order is the highest price of 110.00 yen per dollar, the standard order quantity is 10,000 currencies, and two adjacent orders are defined as one layer, with 1,000 currencies per layer. If it is set to decrease gradually, the order information generation unit 16 determines that the order quantity of each order constituting the first level on the highest price side (110.00 yen to the dollar, 109.90 yen to the dollar) is 10,000 currency. , and the second layer below it (109.80 yen per dollar, 109.70 yen per dollar) has an order quantity of 9,000 currencies. 60 yen, 1 dollar 109.50 yen) generates each order information so that the order quantity of each constituting order is 8,000 currency.

In this embodiment, each hierarchy may have the same number of orders forming one hierarchy, or may have different numbers of orders (for example, three orders in the first hierarchy from the high price side, Each hierarchy may be formed by two tiers and one third tier, three first tiers, two second tiers, three third tiers, etc.). In addition, the number of order prices that constitute each layer may be 1 or 2 or more, and the number of order prices that constitute a specific layer is 0 (for example, the first layer has 2 orders). order price, tier 2 for order price of 0, tier 3 for order price of 2, etc.).

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

Further, in this embodiment, the "hierarchy" does not necessarily have to be formed by orders and order information with a fixed hierarchical relationship. For example, if the upper layer forms the first layer and the lower layer forms the second layer, at least part of the orders and order information in the second layer may be The order price of the orders and order information that make up the first layer is equal to or higher than the order price, or the order price of at least part of the orders and order information of the first layer that make up the second layer by predetermined processing. It may be configured to be the same amount or less.

[Example of layering]
A plurality of examples of hierarchization of a plurality of orders with different order prices by the order information generator 16 in the financial product transaction management system 1 of this embodiment will be shown below. The order quantity of each order that constitutes each layer in the following hierarchy is the following information (a) to (d) entered by the trader on the order input screen 410 (see FIG. 13, described later), etc. (for example, at least part of this information).
(a) Total volume of transactions (total amount of orders for all order prices)
(b) Maximum quantity per tier (maximum order quantity for each tier or individual order price of one tier)
(c) Order quantity on the first level (Order quantity for each order price of the entire hierarchy or individual order prices of the reference hierarchy (e.g., the highest price side, the lowest price side, and the middle hierarchy))
(d) Number of layers The order information generation unit 16 may calculate and determine one sell order price or one buy order price set to one order price. is determined by calculating the total order quantity of a set of if-done orders (buy order and sell order), and the total order quantity of a set of if-done orders and stop-loss orders set at one order price. good too. The order quantity may be calculated by any calculation method using any information input by the trader on the order input screen 410 (see FIG. 13, described later) or the like.

[Hierarchical Example 1 (Regular Pyramid)]
FIG. 4 is a diagram schematically showing a first example of hierarchy set in the financial product transaction management system 1 of this embodiment. In this first example, as the number of layers increases or decreases, the order quantity for each layer increases or decreases proportionally (for example, the first layer is 10,000 currencies, the second layer is 20,000 currencies, the third layer is 30,000 currencies, etc.). ) is set as

[Hierarchical example 2 (double increase type)]
FIG. 5 is a diagram schematically showing a second example of the hierarchy set in the financial product transaction management system 1 of this embodiment. In this second example, the order quantity for each tier increases and decreases exponentially as the tiers increase and decrease (for example, 10,000 currencies for the first tier, 20,000 currencies for the second tier, 40,000 currencies for the third tier, etc.). , etc.).

[Hierarchical calculation example 3 (difference specification type)]
FIG. 6 is a diagram schematically showing a third example of the hierarchy set in the financial product transaction management system 1 of this embodiment. In this third example, as the number of layers increases or decreases, the order quantity for each layer increases or decreases by a predetermined amount (hereinafter referred to as the "difference") (for example, the first layer is 10,000 currency, the second layer is 12,000 currency, etc.). , 14000 currency for the third layer, and so on, increasing by 2000 currency for each layer, etc.).

[Specific setting example 1 of hierarchy]
FIG. 7 is a first diagram schematically showing a concrete setting example of hierarchization in the financial product transaction management system 1 of this embodiment. In the figure, the first layer on the high side (1 for 5 order prices, 5 orders in total), the 2nd layer on the low side (1 for 5 order prices, 5 orders in total), A case is illustrated where a total of 100,000 currencies are ordered.

As shown in the figure, here, in the first layer, about Seven thousand currency is set as the order quantity for each order.

In the second layer, the remaining order quantity (65,000 currency) obtained by subtracting the order quantity of the entire first layer (35,000 currency) from the total order quantity (100,000 currency) 13,000 currency, which is a rough value divided by the number of (5), is set as the order quantity of each order.

[Specific setting example 2 of hierarchy]
FIG. 8 is a second diagram schematically showing a concrete setting example of hierarchization in the financial product transaction management system 1 of this embodiment. In the figure, the first layer on the high side (1 for each of the 3 order prices, total 3 orders), the second layer in the middle (1 for each of the 3 order prices, 3 orders in total), the low side 3 (four orders, one for each order price, four orders in total) are set for a total of 100,000 currency orders.

As shown in the figure, here, the first layer is about 3/7 of the value (10,000 currency) obtained by dividing the total order quantity (100,000 currency) by the total number of orders (10). , about 4,000 currency is set as the order quantity for each order.

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

In the 3rd layer, the remaining order quantity (64,000 currency) after subtracting the order quantity of the entire 1st and 2nd layers (24,000 currency) from the total order quantity (100,000 currency) is divided by the number of orders in the third layer (4), 16,000 currency is set as the order quantity of each order.

[Specific setting example 3 of hierarchy]
FIG. 9 is a third diagram schematically showing a concrete setting example of hierarchization in the financial product transaction management system 1 of this embodiment. In the figure, the first layer on the high side (1 for each of the 3 order prices, total 3 orders), the second layer in the middle (1 for each of the 4 order prices, 4 orders in total), the low side 3 (three orders in total, one for each of three order prices). In setting example 1 and setting example 2, the order quantity is set so that it becomes larger as it goes down in the lower layers. Order quantities are set to be smaller in the farther tiers (here, the first and third tiers).

[Specific setting example 4 of hierarchy]
FIG. 10 is a fourth diagram schematically showing a specific setting example of hierarchization in the financial product transaction management system 1 of this embodiment. In the figure, the first layer on the high side (1 for each of the 3 order prices, total 3 orders), the second layer in the middle (1 for each of the 4 order prices, 4 orders in total), the low side In the second layer (three orders in total, one for each of three order prices), an order of a total of 100,000 currency is set as an example. In this setting example 4, contrary to the above setting example 3, the second layer in the middle has the smallest order quantity, and the layers further away from this second layer (here, the first and third layers) have larger order quantities. is set to be

The specific setting example 1 to specific setting example 4 are examples of the calculation method of the order quantity of the order for each hierarchy, and the calculation method shown in the specific setting example 1 to specific setting example 4 is used. , may be used to calculate orders of any other number of layers and orders of any layer. Moreover, the order quantity for each layer may be set by any calculation method other than the calculation methods shown in the specific setting examples 1 to 4. FIG.

By setting the order quantity for each layer and each order price using a setting method such as these specific setting examples, when setting orders as different order quantities depending on the order price, using a computer system Calculations can facilitate the appropriate setting of each order automatically.

[Specific setting example of hierarchy 5. Setting by selection on the order screen]
In this embodiment, the display unit 22 of the client terminal 2 displays a selection/correction screen 411 (see FIG. 14), a selection/correction screen 511 (see FIG. 21), a change screen 412 (see FIG. 15), a change A screen 512 (see FIG. 22) is displayed, and a selection column (described later) and an input column (described later) for setting hierarchies are provided on the selection/correction screens 411 and 511 and the change screens 412 and 512. It is also possible to set the type of hierarchy, the number of hierarchies, the number of order prices for each hierarchy, and the like by selecting from fields (described later) and input fields (described later). Such a configuration will be described later.

[Effect of layering]
In this way, by layering multiple orders and setting the order quantity for each layer, it is possible to increase the order quantity for each order to increase profits, or reduce the order quantity for risk avoidance. Multiple orders can be set at multiple order prices, as desired.

In addition, by gradually increasing (or decreasing) the order quantity from the high-price tier to the low-price tier, the average cost (in the case of new transactions of financial instruments for all orders set at multiple order prices) Specifically, for all transactions, the sum of the numbers obtained by multiplying the individual order price by the transaction volume at the order price is divided by the total order volume. The value corresponds to this. The same applies hereinafter in this specification.) can be easily adjusted to increase profits and avoid risks. In addition, it becomes possible to easily construct a configuration for automatically calculating and setting orders with such effects using a computer system.

[Setting that deviates from regularity 1]
The order information generation unit 16 sets order information of a plurality of order prices to have a predetermined regularity before starting trading of financial products, and at least part of the order information conforming to a predetermined condition. , can be set to deviate from a predetermined regularity.

Specifically, for example, in each order information setting (hereinafter simply referred to as "initial setting", the same applies in this specification) when order information is generated for the first time and trading of financial products is started , at least one of the following (setting 1) to (setting 5).
(Setting 1)
In principle, the difference in order quantity between adjacent tiers in multiple tiers will be constant, and the difference in order quantity between some tiers and other adjacent tiers will be a quantity difference that deviates from a constant set.
(Setting 2)
The order quantity of a plurality of orders placed at a plurality of order prices of a specific tier is basically constant, and the order quantity of some orders is set so as to deviate from the constant.
(Setting 3)
Adjacent order prices of a plurality of orders are in principle set to have a constant price range, and adjacent order prices of some orders are set to deviate from the constant price range.
(Setting 4)
In principle, the number of order prices provided for each of a plurality of tiers is constant, and the number of order prices for some tiers is set so as to deviate from the constant number.
(Setting 5)
In principle, the profit margin between the first order and the second order (for example, a new order and a settlement order for an ifdone order) set for each of multiple tiers is constant, and the first order and the second order for some tiers Set the profit margin to a number that deviates from a constant.

The above (settings 1) to (settings 5) are examples, and the settings for orders for financial products other than those listed in the above (settings 1) to (settings 5) are in principle constant, and at least The initial settings may be such that some of them deviate from the constant.

[Setting that deviates from regularity 2]
The order information generating unit 16, which has a function as an "order information correction means", converts order information of multiple order prices according to a predetermined rule based on information input by the user before starting trading of financial products. At least a part of the order information set to have the regularity and the predetermined regularity can be modified so as to deviate from the predetermined regularity.

Specifically, for example, the setting of orders for financial products, which is basically constant at the beginning, was exemplified in [setting that deviates from regularity 1] at the time of initial setting (setting 1) ~ As described in at least one of (setting 5), it is conceivable that the configuration is such that the transaction can be started after the correction to deviate from the constant.

It should be noted that corrections that deviate from a fixed range can be made by the user operating numeric information, image information, etc. displayed by text or graphics on an operation screen (not shown) displayed on the display unit 22 of the client terminal 2. is corrected by Specifically, before the order information is generated, a selection/correction screen 411 (see FIG. 14), a selection/correction screen 511 (see FIG. 21), a change screen 412 (see FIG. 15), a change A screen 512 (see FIG. 22) is displayed, selection fields (described later) and input fields (described later) for setting the hierarchy are provided on these correction screens 411 and 511 and change screens 412 and 512, and this selection field ( (described later) and input fields (described later), the order quantity of each tier, the order quantity of a specific tier, the price range between order prices, the number of order prices in a specific tier, and the profit margin It is done by correcting information such as

[Setting that deviates from regularity 3]
The order information generation unit 16, which functions as an "order information correction means", automatically sets order information that satisfies predetermined conditions so as to deviate from predetermined regularity after the start of trading of financial products. can be modified.

Specifically, for example, the order information generation unit 16 changes the order setting of the financial product, which is basically constant at the time of initial setting, to [Setting deviating from regularity 1] after the start of trading of the financial product. It is conceivable to modify so as to deviate from the constant in the form described in at least one of (setting 1) to (setting 5) listed in .

In this case, the order information generation unit 16 automatically performs the setting of "correction so as to deviate from a constant" when a predetermined condition is satisfied. Specifically, cases such as the following (Case a) and (Case b) are conceivable as the case where the predetermined condition is satisfied.

(Case a)
It is conceivable that a specific order is executed and then re-ordered.
For example, if a first order (new order) and a second order (settlement order) if-done orders are placed and executed respectively, and then re-ordered, the re-ordered first order and Order quantity for one or both of the second orders, order price, profit margin between the first order and the second order, and when the first order and the second order are set for multiple order prices, the ratio between the first orders It is conceivable that the price range, the price range between second orders, and the like may be modified.

In addition, if only a specific buy order or only a specific sell order is repeatedly placed and executed, a buy order that is re-ordered after execution or a re-order after execution It is conceivable that the order quantity, the order price, the price range between buy orders, or the price range between sell orders, etc. of sell orders may be modified.

(Case b)
A new order may be placed at a new order price due to fluctuations in market prices of financial products. Specifically, for example, there may be a case where a new order is placed at a new order price in the direction of fluctuation of the market price, that is, a so-called "shift" of the order is performed.

For example, after the first order (new order) and second order (settlement order) if-done orders are placed and executed respectively, the new order price is set to the new first order and new second order by "shift" is ordered, the order quantity, order price, profit margin of the first and second orders of one or both of the newly ordered first and second orders, multiple It is conceivable that the price range between the first orders, the price range between the second orders, etc. when the first order and the second order are set in the order price are corrected.

In addition, if only specific buy orders or only specific sell orders are repeatedly placed and executed, the order quantity of new buy orders and sell orders that are newly placed by "shift" after execution , the order price, the price range between buy orders and the price range between sell orders when buy orders and sell orders are set for a plurality of order prices, etc.

[Setting that deviates from regularity 4]
The order information generation unit 16, which functions as an "order information correction means", generates a predetermined It is possible to modify the settings of the order information that satisfies the conditions of (1) so as to deviate from the predetermined regularity.

Specifically, for example, the setting of orders for financial products, which is basically constant at the beginning, was exemplified in [Settings that deviate from regularity 1] after the start of trading (Setting 1) ~ (Setting It is conceivable that each piece of order information can be generated after modifying it so as to deviate from the constant in the form described in at least one of 5).

Corrections that deviate from the fixed values are corrected by the user operating numerical information, image information, etc. displayed by text or graphics on the display unit 22 of the client terminal 2 . Specifically, the order quantity of each layer displayed on the display unit 22 immediately before the order information is generated, the order quantity of the order of a specific layer, the price range between the order prices, and the orders in the specific layer This is done by modifying information such as price numbers and profit margins. In this embodiment, images and text information graphically displayed on a selection/correction screen 411 (see FIG. 14) and a selection/correction screen 511 (see FIG. 21), which will be described later, or a change screen 412 (see later). 15) or by inputting text information on the change screen 512 (see FIG. 22).

[Setting that deviates from regularity 5]
The order information generation unit 16, which has the function of "order information correction means", after the start of trading of financial products, (Setting 1) to (Setting 5) listed in [Settings deviating from regularity 1] As described in at least one of the above, automatically correcting the setting of orders at least partly deviating from the predetermined regularity so that all orders have the predetermined regularity after the start of trading do it purposefully. The case where the predetermined condition is satisfied is, for example, the cases described in (Case a) and (Case b) of [Setting deviating from regularity 3]. This correction is performed in a specific configuration of the financial product transaction management apparatus 1, for example, processing of the order information generation unit 16 and contract information generation unit 14, and the like. In this embodiment, the selection/correction screen 411 (see FIG. 14) or the selection/correction screen 511 (see FIG. 21) displayed on the display unit 22 before or after the start of the transaction, which will be described later. image or text information graphically displayed on , or input of text information to a change screen 412 (see FIG. 15) or a change screen 512 (see FIG. (touch input on the touch panel), etc.

[Setting that deviates from regularity 6]
The order information generation unit 16, which has a function as an "order information correction means", adjusts [Settings deviating from regularity 1] based on the correction information input by the user after the start of trading of financial products. As described in at least one of the examples (setting 1) to (setting 5), the setting of orders at least partly deviating from the predetermined regularity is defined as all orders having the predetermined regularity. can be modified to be

[Setting that deviates from regularity 7]
In addition, together with at least one of the above [settings deviating from regularity 1] to [settings deviating from regularity 6], or separately from them, among orders that are executed based on order information At least part of the order can be configured to perform partial execution (only part of the order is executed). In this case, it is desirable that not only the order information generator 16 but also the contract information generator 14 have a function as "order information correction means".

Specifically, for example, the contract information generation unit 14 processes only a part of the placed order (for example, 6 currency units out of 10 currency units) to be contracted as a sales transaction. , and the order information generation unit 16 regards the remaining unexecuted orders (for example, the remaining 4 currency units out of the 10 currency units) as order information as orders that have been placed and have not yet been executed.

Also, for example, if the partially filled order is the first order (new order) of the if-done order, the order information generation unit 16 will generate the corresponding second order (settlement order) for the executed second order (settlement order) so as to correspond to the executed order. of the placed second order (for example, a placed settlement order for 6 currency units) and an unplaced second order corresponding to the unfilled first order (for example, an unplaced second order for 4 currency units The second order information of the second order is corrected or regenerated so as to be divided into two orders).

Also, for example, in the case of the second order of the if-done order in which the partially filled order is repeated, the order information generating unit 16 generates the first order corresponding to the partially filled second order (for example, the first order for 6 currency units). ) is placed in the ordered status, the second order information of the second order is corrected or regenerated.

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

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

On the other hand, as shown in FIG. 11(b), a total of 10 orders are set at the same order price as in FIG. 11(a). Consider the case of At this time, the order quantity of the five orders on the first layer 31 (110.00 yen to 106.00 yen to the dollar) is 7,000 currency per order, and the five orders on the second layer 32 (105 yen to the dollar). .00 yen to 101.00 yen per dollar) is 13,000 currencies per order, and an order is placed for a total of 100,000 currencies. In this case, the average cost is 104.75 (110.00*7,000+109.00*7,000+...+106.00*7,000+105.00*13,000+104.00*13,000+...+101 .00×13,000)÷100,000=104.75). Comparing this with the case of (a) in FIG. 11 shows that the average cost is improved by 75 pips (105.50-104.75=0.75), that is, by 0.7%.

Furthermore, as shown in (c) of FIG. 11, a total of 10 orders are set at the same order price as in (a) of FIG. Consider the case of the third layer 33 on the low price side. At this time, the order quantity of the three orders on the first layer 31 (110.00 yen to 108.00 yen to the dollar) is 4,000 currency per order, and the three orders on the second layer 32 (107 yen to the dollar). 00 yen to 105.00 yen to 1 dollar), the order quantity of 8,000 currencies per order, and the order quantity of 4 orders (104.00 yen to 1 dollar to 101.00 yen to 1 dollar) of the 3rd level 33 It is assumed that an order is placed as an order for financial products with a total of 100,000 currencies, with 16,000 currencies per order. In this case, the average cost is 104.12 (110.00 x 4,000 + 109.00 x 4,000 + 108.00 x 4,000 + 107.00 x 8,000 + 106.00 x 8,000 + 105.00 x 8,000 + 104.00 x 16,000 + 103.00 x 16,000 + 102.00 x 16,000 + 101.00 x 16,000)/100,000 = 104.12). Comparing this with the case of (a) in FIG. 11, it can be seen that the average cost is improved by 138 pips (105.50-104.12=1.38), that is, by 1.3%.

In this way, by changing the order quantity according to the order price and stratifying them by order quantity, it is easy to adjust the average cost, increase profits, and avoid risks. can be done. In addition, it becomes possible to easily construct a configuration for automatically calculating and setting orders with such effects using a computer system.

[Processing procedure]
FIG. 12 is a flow chart showing the processing procedure of the financial product transaction management system 1 of this embodiment. The processing procedure of this embodiment will be described below using the flowchart. In addition, the following explanation explains the processing procedure when stratification is performed in "Trap Trade", "Traripi", and "Rakutora", but this is an example of the processing procedure, and the following processing is performed in any order method other than the above procedures may be used.

[1. Processing procedure in "trap trade"]
A processing procedure for conducting a transaction by "trap trade" in the financial product transaction management system 1A will be described.

[1-1. screen input and generation of order information]
A trader using 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 device 1 displays an order selection screen (not shown) on the display unit 22 of the accessed client terminal 2 .

A transaction selection button (not shown) for selecting the type of transaction is displayed on the order selection screen (not shown). By using the trade selection button (not shown), the trader can perform the above-mentioned "trap trade" order, "toraripi" order, "rakutora" order, in addition to the usual market order, limit order, stop loss order, OCO order, etc. You can choose to order. When the trader selects a specific transaction ("trap trade" here) using a transaction selection button (not shown) and clicks an execution button (not shown), the front page distribution unit 11 of the financial product transaction management device 1 13 displays the order input screen 410 shown in FIG.

The order input screen 410 shown in FIG. 13 includes an order display field 41a in which the order selected by the transaction selection button (not shown) ("trap trade" order in FIG. 13) is displayed, a financial product to be traded A currency pair selection button 41b for selecting the type of currency pair (for example, Japanese yen and US dollar, Japanese yen and euro, etc.), an order amount setting button 41c for setting the average order amount per order by numerical input, The number of traps that is set by entering a numerical value for the number of the first order with a different order price (new order of if done order) and the number of the second order with different order price (settlement order of if done order). A setting button 41d is displayed.

In addition, on the order input screen 410, the value obtained by calculating the value of the order amount input to the order amount setting button 41c and the number of traps input to the number of traps setting button 41d (in this case, both values are multiplied) total order price display column 41e displaying the value obtained in the above), the reference price when setting the order price of each first order and the order price of each second order (for example, the order price of the highest order , the order price of the lowest order, the order price of the middle order, etc.) is displayed.

The order input screen 410 also includes an order type selection button 41g for selecting the type of order (for example, highest price order, lowest price order, etc.) as the starting price entered in the starting price input field 41f. , a trap price range input field 41h for numerically inputting the value of the "trap price range" as the price range between orders with different order prices, and a hierarchy input field 41j for numerically inputting the number of "tiers" of the order. .

The order input screen 410 also has an expiration date selection field 41k for selecting the expiration date (for example, 6 months, 1 year, indefinite, etc.) of each order, and "loss" due to a large drop or rise in the market price. A stop loss order setting button 41m is displayed for entering numerical values as to whether or not to set a "stop loss order" as a stop loss order to prevent an increase in price, and to enter the order price of the set stop loss order. there is

The order input screen 410 also has an order pattern selection column 41n (selection column of a format selected by checking a check box) for selecting an order pattern, and inputting predetermined information to select each order. Automatic order setting selection fields 41n1 to 41n4 for automatically setting details, and an order change field 41p for setting some or all of the orders having a predetermined regularity as orders deviating from the regularity (with check boxes A selection field for a format selected by checking) is provided.

The trader inputs and selects information necessary for a desired order on the order input screen 410 by operating the operation unit 21 (step S1). In FIG. 13, the currency pair selection button 41b is used to select "USD/JPY" indicating Japanese yen and US dollar, the order amount setting button 41c is set to "10,000 currency", and the trap number setting button 41d. , "110.00 (yen)" is entered in the start price input field 41f, and the order type selection button 41g is "new buy" indicating "new buy order". is selected, "1.00 (yen)" is entered in the trap price range input field 41h, "3 (tier)" is entered in the tier input field 41j, and "indefinite" is entered in the expiration date selection field 41k. is selected, and the stop loss order setting button 41m indicates a state in which no stop loss order is set.

When the automatic order setting selection fields 41n1 to 41n4 of the order input screen 410 are selected (that is, one of the check boxes is checked) and the execution button 41q is clicked, the front page of the financial product transaction management device 1 is delivered. By the processing of the unit 11, the display unit 22 of the client terminal 2 displays a selection/correction screen 411, the schematic diagram of which is shown in FIG. On the other hand, when the order change column 41p is selected (that is, the check box is checked) and the execution button 41q is clicked, the processing of the front page distribution unit 11 of the financial instrument transaction management apparatus 1 causes the client terminal 2 to The display unit 22 displays a change screen 412 whose schematic diagram is shown in FIG.

In this embodiment, when any one of the automatic order setting selection fields 41n1 to 41n4 is clicked, a preset conditional expression (for example, the total transaction amount set by the user, the order period, or the latest Predetermined for calculating the number of tiers, the order price of each order for each tier, the order quantity of each order for each tier, etc. The order for the selected model is automatically set based on the calculation formula).

For example, on the selection/correction screen 411 of FIG. 14, the pyramid shape 41n1 is selected on the order input screen 410 of FIG. 13, and the result of predetermined arithmetic processing based on the selection is schematically shown. . On this selection/correction screen 411, the order quantity, order price, etc. of each order can be corrected by the user's input.

On the selection/modification screen 411 of FIG. 14, there are hierarchical selection/modification buttons 411 which can be clicked to select/modify the type of hierarchy among "pyramid", "inverted pyramid", "rhombus", and "hourglass". ₀₁ , 411 ₀₂ , 411 ₀₃ , 411 ₀₄ , a currency pair selection/change button 411 ₁₁ that can select/change the type of currency pair, a total amount change button 411 ₁₂ that selects/changes the total order amount by inputting numerical values of text, text A price range change button 411 ₁₃ for changing the order price range in which the order is set by inputting the numerical value of , and an order price change button 411 ₂₁ for modifying the order amount for each order price by inputting the numerical value of the text provided for each hierarchy. , a price number change button 411 ₂₂ for changing the number of order prices in the hierarchy by inputting numerical values of text, and a type selection button 411 for selecting a limit order, a stop loss order, or a market order (trigger market) for the order in the hierarchy. ₂₃ are provided.

The selection/correction screen 411 in FIG. 14 also displays a hierarchical image ₄₁₁₃₁ that graphically displays the order status for each hierarchy (the number of hierarchies, the number of order prices for each hierarchy, and the order amount of each order). ing. In this hierarchical image _411-31 , there is displayed an order price image _411-32 that displays the order quantity for each order price of each hierarchy. The hierarchical image _411-31 is configured such that the displayed shape and size can be freely changed by the user's operation (for example, touch operation on a touch panel), and the size and shape of the hierarchical image _411-31 can be changed. It is configured so that the number of tiers, the order quantity for each tier, and the order price settings can be modified or changed depending on the . Therefore, by changing the shape and size of the hierarchical image 411 _{to 31} displayed on the display unit 22, the user can intuitively change and set the status of the order.

The selection/correction screen 411 of FIG. 14 is provided with a repetition change button ₄₁₁₄₁ for setting/changing whether or not to repeat an order, the number of times, etc. by entering text and checking a check box.

On the other hand, in the change screen 412 shown in FIG. 15, a change column is provided for correcting/changing the content of each order. Specifically, a currency pair change field 412 ₀₁ that can change the type of currency pair for each order by selection, an order amount change field 412 ₀₂ that changes the order amount of each order by text input, and a trade type that can be changed by selection. an order price change field 412 ₀₄ for changing the order price for each order by text input; and an order type change field for changing the limit price, stop loss _, and market (trigger market) type for each order by selection. ₄₁₂₀₅ is provided.

In FIG. 15, the order price of the order 412 ₁₁ with the order number 1000 is _changed from 4000 currency to ₄₁₀₀ currency, and the order price of the order 412 ₁₂ with the order number 1001 is changed from 4000 currency to 4100 currency. is changed from 109.0 to 109.1, and the order type of the order ₄₁₂₁₃ of the order number 1002 is changed from the limit order to the market (trigger market) order.

In addition, on the change screen 412, a change column is provided to change the price range between orders, and a change column is provided to change the number of traps, the number of layers, and the expiration date of an order for each order. It can also be configured to allow. Also, when repeating an order, it is possible to provide a change column for setting or changing the number of repetitions so that the order can be changed.

Execution button 41q is clicked on order input screen 410 in FIG. 13 (in which automatic order setting selection fields 41n1 to 41n4 and order change field 41p are unchecked), selection/correction screen 411 in FIG. 14, and change screen 412 in FIG. Then, the transaction selection button (not shown) and the data selected/input on the order input screen 410, selection/correction screen 411, and change screen 412 are transmitted from the client terminal 2 to the financial product transaction management apparatus 1. . The order input receiving unit 12 confirms the input trading order application information. That is, the order price is inspected by inspecting the time limit selected in the expiration date selection field 41k, the values entered in the order amount setting button 41c, the trap number setting button 41d, and the start price input field 41f ( step S2). Specifically, it is checked whether or not the order price is a settable order price.

Subsequently, the order entry reception unit 12 determines whether the inspection result is appropriate. If the price is determined to be a reasonable price (“No” in step S3), the account information generator 15 acquires margin information of the customer (trader) from the customer account information table 182. FIG.

The order entry reception unit 12 compares the acquired margin information with the allowable order amount (step S4), and determines whether or not the margin amount is equal to or greater than the allowable order amount (step S5).
Here, the "orderable amount" is the amount that can be ordered (same in this specification). The allowable order amount in this embodiment is a value obtained by multiplying the value input to the order amount setting button 41c by the value input to the trap number setting button 41d (10,000 (currency) x 10 ( books) =) 100,000 (currency). However, the allowable order amount may be a value of a predetermined ratio to the value (for example, 100,000 (currency) x 0.1 = 10,000 (currency)), or a predetermined amount (for example, , 50,000 (currency), or a value other than the above or a value calculated by a calculation method.

The order information generating unit 16 generates "order information" and "order information group" to be described later only when the margin amount is equal to or greater than the allowable order amount ("No" in step S5). This allows orders to be accepted only if the trader is sure of payment.

If the margin amount is equal to or greater than the order allowable amount ("No" in step S5), the order input reception unit 12 determines other order conditions based on the data recorded in the currency pair order condition table 183 (i.e. , conditions other than the order price) and various criteria for accepting the order (step S6). Then, it is determined whether other conditions satisfy these criteria (step S7).

If the other conditions do not satisfy the if-done order criteria ("Yes" in step S7), the order input receiving unit 12 treats the input order as an error and refuses to accept the order (step S10).

If it is determined that the various conditions of the if done order are satisfied (“No” in step S7) and the order conditions satisfy all the conditions required for the limit order by the above 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) for allowing the trader to confirm the contents of the generated order information. The confirmation screen (not shown) lists the order conditions input and selected on the order selection screen (not shown) and the order input screen 410, and displays an order button (not shown). An order button (not shown) is clicked by the trader when it is determined that the listed contents are correct.

When an order button (not shown) is clicked by operating the operating unit 21 of the trader, the order information generating unit 16 of the financial product transaction management device 1 places an order based on the trading order application information input in step S1. Information is generated (step S8).

Specifically, the order information is generated by grouping a plurality of data input according to the procedure described above for each order price and assigning a sequence number of the sequence number table 184 to each group (step S8). Information for distinguishing sequence numbers used in order information from unused sequence numbers is added to the sequence number table 184 . By performing the process of step S8 once, a plurality of order information are generated (In addition, in the later-described "Toraripi" and "Rakutora", the order information of the first order for the ifdane order is generated. A plurality of order information including one order information and the second order information of the second order corresponding to this first order forms an "order information group").

The order information generator 16 records the generated order information in the order table 181 (step S9). Note that the order table 181 also records an "order information group" for "toraripi" and "rakutora", which will be described later.

Order information is recorded in the order table based on the definition of each field shown in FIG. 3 as an example.

The "ord_seq" field 181b shown in FIG. 3 defines the sequence number assigned in step S8. The "cust_seq" field 181c is a field for recording a customer number, which is a number determined for each transactor. The "style_id" field 181d is a field for recording product names. The "ccy_pair_id" field 181e is a field for recording an ID number defined for each currency pair. The combination of this ID number and currency pair is recorded in an ID table (not shown) stored in the database.

The "ord_amnt" field 181f shown in FIG. 3 is a field for recording the amount displayed in the total order amount display column 41e. The "buy_sell_id" field 181g is a field for recording the sell order/buy order selection selected with the order type selection button 41g. The "ord_rate" field 181h is a field for recording the order price value included in the order information for each order. The "limit_time" field 181i is a field for recording the order deadline selected in the expiration date selection field 41k. The "ord_cond" field 181j is a field for recording the order type selected by the order type selection button 41g.

A "new_close" field 181k shown in FIG. 3 is a field for recording a distinction between new order/settlement order. The "trap_seq" field 181m is a field for recording information as to whether or not a trap trade has been selected with a trade selection button (not shown). The "repeat_flag" field 181n is a field for recording information as to whether or not to repeat the if-finished order.

Although not shown in FIG. 3, the order table 181 contains the data input to the input screen 40, that is, the currency pair selection button 41b, the trap number setting button 41d, the start price input field 41f, and the trap price range input field. 41h, a field for recording the data entered in the hierarchy entry column 41j is also provided. In addition, information on the profit margin between the first order and the second order, which is input when generating order information for trading "Toraripi" and "Rakutora" (described later), and "Rakutora" transactions Fields are also provided for recording information on the upper limit price and lower limit price of the price range for setting the first order and the second order, which are input when generating order information for executing the order. Using these fields, the data input to the order input screen 410 and the data modified/changed on the selection/correction screen 411 and change screen 412 are all recorded in the order table 181 .

In this embodiment, the "order information" refers to order information (for example, order information 41 ₁ , 41 ₂ , . 41 ₉ , 41 ₁₀ ) are generated as data including attribute information (for example, attribute information 181A to 181M shown in FIG. 16). As will be described later, the order information in this embodiment will be described below as data formed with various types of attribute information (for example, attribute information 181A to 181M shown in FIG. 16). However, it is predetermined data prior to forming the "order information" in this embodiment (for example, a table of orders to be placed by order price), and based on such "order information" Each order may be arranged to be placed.

13, the selection/correction screen 411 shown in FIG. 14, and the change screen 412 shown in FIG. Although it is configured to generate information and order information groups, the configuration of the input fields of the order input screen 410, the selection/correction screen 411, and the change screen 412, and the types of data to be input are not limited to these. , can be anything. For example, the order input screen 410 is provided with an input field (not shown) for information on the amount of margin owned by the trader, an input field (not shown) for the trading period as a scheduled period for trading, etc. The order information generation unit 16 performs a predetermined calculation based on the information entered in these input fields (not shown) to generate "order information" for placing an order at one or more order prices, , an “order information group” based on those order information may be generated.

[1-2. Generate order information]
The order information generation unit 16 of the financial instrument transaction management device 1 generates a "trap Generates order information for conducting "Trade" transactions.

[1-2-1. Configuration of order information (1)]
16 and 17 are diagrams schematically showing order information for conducting "trap trade" transactions generated in the financial product transaction management system 1 of this embodiment. As shown in the figure, in this embodiment, the order information generation unit 16 generates order information 41 for 10 pieces, the number of which is equal to the number (10 pieces) input to the trap number setting button 41d. ₁ , 41 ₂ , . . . 41 ₉ , 41 ₁₀ are generated in one order procedure.

_{When the} order information generation unit 16 generates the order information 41 ₁ , 41 ₂ , . Sets the order quantity value for an order. As a result, the order information generation unit 16 calculates the order quantity of the three orders (110.00 yen to 1 dollar to 108.00 yen to 1 dollar) of the high price side first layer 31 (see FIG. 11) to 4 orders per order. 1,000 currency, the order quantity of the three orders (107.00 yen to 1 dollar to 105.00 yen to 1 dollar) in the middle second layer 32 (see Fig. 11) is 8,000 currency per order, the third order on the lowest price side Order information 41 ₁ for each of the four orders (104.00 yen to 1 dollar to 101.00 yen to 1 dollar) in hierarchy 33 (see FIG. 11) is set to 16,000 currency per order. , 41 ₂ , . . . 41 ₉ , 41 ₁₀ are set.

41 ₉ , 41 ₁₀ , the order information generation unit 16 generates the order information 41 ₁ , 41 ₂ , . Use the information modified or changed in .

FIG. 16 schematically shows a state _in which 41 ₁ , 41 ₂ , _. On the other hand, FIG. 17 shows the order amount information 181D of the order information _41-1 and the order price information 181G of the order information _41-2 based on the information input on the order input screen 410 and the conditions changed on the change screen 412 shown in FIG. and are modified and generated. Although not shown in FIG. 15, in this state, the order type of the order ₄₁₃ is changed from "limit order" to "market order (trigger market order)" (attribute information not shown is changed). state).

Each of the generated order information 41 ₁ , 41 ₂ , . . . 41 ₉ , 41 ₁₀ has attribute information as shown in FIG. _{Specifically , each} of the order _information 41 _{1 ,} 41 ₂ , _. number 181A, customer number information 181B for identifying the transactor, currency pair information 181C for identifying the selected currency pair, order amount information 181D as the value of the order amount of each order, order information 41 ₁ and 41 _{2 , .} , order deadline information 181H as the expiration date of the order, new/settlement information 181J that distinguishes between a new order and a settlement order when the order is an if-done order, whether the order is valid (already placed) or invalid (not yet placed). Valid/invalid information identifying whether the order is an if-done order, ranking information 181L identifying either the first ranking (new order) or second ranking (settlement order or stop loss order), whether or not there is a contract ( contracted/non-contracted) information 181M.

All _or part of these attribute information 181A to _181M may be recorded in the individual order information 41 ₁ , _{41 2} , . 41 ₂ , . . . 41 ₉ and 41 ₁₀ may be recorded in the database 181 or the like.

[1-2-2. Configuration of order information (2)]
As _described in [1-1] above, each of the order information 41 _{1 ,} 41 ₂ , . ) without some or all of (for example, a table of orders (without attribute information) for each order price that is scheduled to be placed). .

In this case, at least one of the attribute information (for example, attribute information _181A to 181M as shown in FIG. 16) that the order information 41 ₁ , 41 _{2 ,} . is added at an arbitrary timing after the order information 41 ₁ , _{41 2} , _. Alternatively, the financial instrument transaction management device 1 that constitutes the financial instrument transaction management system 1A (a system possessed by a specific financial instrument trader and a system of an exchange constitute one financial instrument transaction management device 1) , including the case where one financial product transaction management device 1 is configured by a plurality of systems), or the client terminal 2 or a device having a server function other than the financial product transaction management device 1 may receive attribute information (for example, 16) as functional means (for example, functional means realized by executing a program). As a result, transactions of financial products are performed.

[1-2-3. Timing of generation of order information]
In this embodiment _, the order information generator 16 generates all the order information 41 ₁ , 41 ₂ , _. It is configured to be generated collectively. However, the order information 41 ₁ , 41 ₂ , . . . , 41 ₉ , 41 ₁₀ may be generated at any timing.

Specifically _, for example _, when the same orders 141 ₁ , 141 ₂ , . are not shown), the order information generation unit 16 generates orders 141 _{1 ,} 141 ₂ , _{141 1 ,} 141 ₂ , . _. 141 ₉ , 141 ₁₀ may generate new order information 41 ₁ , _{41 2} , .

_{141 9} , _{141 10 for} repeated transactions (for example, multiple orders 141 ₁ , 141 for repeated buy orders at the same order price). _{1 ,} 141 ₁ , _{. .} . ) may be collectively generated when the execution button _41q is clicked. Also, before the order information 41 _for trading the specific order 141 is generated and the orders _{141 1} , 141 _{2 ,} . , 141 ₂ , . _. . 141 ₉ , 141 ₁₀ order information 41 ₁ , 41 _{2 ,} .

Further, as will be described later, in this embodiment, immediately after the execution button 41q of the order input screen ₄₁₀ or the _like shown in FIG. The order information 41 for trading 141 ₉ and 141 ₁₀ is generated as including attribute information (for example, attribute information 181A to 181M as shown in FIG. 16), but is not limited to this. 13 immediately after the execution button 41q of the order input screen 410 or the like shown in FIG. _{Generate order information 41 1} , 41 _{2 , .} (For example, attribute information _181A to 181M as _shown in FIG. 16) may be added to the order information 41 ₁ , 41 ₂ , . The addition of attribute information (for example, attribute information 181A to _181M as shown in FIG _{. 16} ) to the order information 41 ₁ , 41 _{2 ,} . . . . may be performed in the same system as the system that generated 41 ₉ and 41 ₁₀ (for example, a server system that constitutes financial instrument transaction management apparatus 1 and is possessed and managed by a specific financial instrument dealer). , may be added in a separate system (for example, a system that constitutes the financial product transaction management apparatus 1 owned and managed by an exchange, or a client terminal 2 that is operated by an individual user or the like).

Further, as will be described later, in this embodiment, when the execution button 41q of the order input screen ₄₁₀ shown in FIG. 41 ₂ , . . . 41 ₉ , 41 ₁₀ are generated, but not limited thereto. 41 _{9 ,} 41 ₁₀ are input to the order information generator ₁₆ a _plurality of times _. , . . . 41 ₉ , 41 ₁₀ may be generated. Further, when the execution button 41q of the order input screen 410 or the like shown in FIG. 13 is clicked once, a plurality of order information generation instructions are formed, and these order information generation instructions are sequentially sent to the order information generation unit. ₄₁ 9 , 41 ₁₀ by causing the order information generation unit 16 to generate the order information 41 ₁ , 41 ₂ , .
[1-3. Transaction procedure]
18 and 19 are diagrams schematically showing "trap trade" orders made based on the order information 41 ₁ , 41 ₂ , . . . 41 ₉ , 41 ₁₀ thus generated. be. In the figure, corresponding order information and orders are displayed with the same last two digits and subscripts. For example, an order 141 ₁ to be traded based on the order information 41 ₁ , an order 141 ₂ to be traded based on the order information 41 ₂ , and so on are displayed. _All orders 141 ₁ , 141 ₂ , . _. . , 141 ₉ , 141 ₁₀ shown _in FIG _. transactions are carried out.

FIG. 18 shows orders 141 ₁ , 141 ₂ , . . _{. 141 set} by order information 41 ₁ , 41 ₂ , . ₉ , ₁₄₁₁₀ is schematically shown. FIG _. 19 is set based on the order information _{41 1} , 41 ₂ , . Also _, orders 141 ₁ , _{141 2} , .

As shown in FIGS. 18 and 19, the three orders 141 ₁ , 141 ₂ and 141 ₃ on the high price side are the first layer 31 with an order quantity of 4000, and the three orders 141 ₄ , 141 ₅ and 141 ₆ in the middle are The four orders 141 ₇ , 141 ₈ , 141 ₉ and 141 ₁₀ on the low price side form the third hierarchy 33 with an order quantity of 16,000, respectively.

The order _141-1 is placed by the order information generator 16 converting the valid/invalid information 181K included in the order information _41-1 from "invalid" to "valid".

When the market price reaches the order price of the order _141-1 (that is, when the market price matches the order price information 181G included in the order information ₄₁ ), the contract information generation unit 14 is changed from "no" to "yes", and the order ₁₄₁₁ is executed.

For other orders, such as order 141 ₂ , similarly, the order information generator 16 and contract information generator 14 process the order information 41 ₂ (see FIG. 16) to generate the order 141 ₂ and the market price. A contract is executed when the price changes to match the order price of order ₁₄₁₂ .

[1-4. order modification]
In this embodiment, after the order information generator ₁₆ generates the order information 41 ₁ , _{41 2} , . 141 ₁ , 141 ₂ , . . . , 141 ₉ , 141 ₁₀ are modified. Specifically, by correcting the attribute information 181A to 181M of the order information _41-1 , such as specific order information for trading a specific order, for example, the order _141-1 , the content of the order, for example, the order _141-1 is corrected. be done. , 141 ₉ , 141 ₁₀ and corresponding order information 41 ₁ , 41 ₂ , _. . . 41 ₉ , _{41 10 to} be corrected may be all However, it may be only a part of them.

As this predetermined condition, for example, the following correction condition can be considered.

₍ Modification Condition ₁ ) When order information 41 ₁ , _{41 2} , _. is applicable.

Specifically, for example, the user causes the display unit 22 of the client terminal 2 to display a selection/correction screen 411 shown in FIG. 14 or a change screen 412 shown in FIG. ₁ is changed. For example, after one buy order, such as a buy order _141-1 , is placed, the order price, order quantity, limit order, market order, stop loss order, etc. of the buy order _141-1 can be changed. do.

( _{Modification condition} 2 ₎ After the order information _{41 1} , _{41 2 ,} . _{When the} orders 141 _{1 , 141 2 , .} It is possible that

Specifically, for example, after one buy order, such as the buy order _141-1 , was placed and executed based on one order information, such as the order information _41-1 , the one order information, such as the order information _41-1 , was generated again. It is conceivable that at least part of the attribute information of this order information _41-1 is generated as information different from the attribute information of the order information _41-1 generated earlier. As a result, it is conceivable that the content of the buy order _141-1 traded based on the order information _41-1 generated from the second time onwards may be set so as to be different from the content of the previous buy order _141-1 . .

The modification of the contents of _the order information 41 ₁ , 41 ₂ , _. , _{41 9 ,} 41 ₁₀ may be generated when the order information _{41 1 ,} 41 _{2 ,} . _, 41 ₁ , 41 ₂ , _.

As described above, in FIG. 19, the order information 41 ₁ , 41 ₂ , . . . , 41 ₉ , 41 ₁₀ shown in FIG. 141 ₁ , 141 ₂ , . . . 141 ₉ , 141 ₁₀ are partially corrected or changed as a result.

[2. Processing procedure in “Traripi”]
Next, a processing procedure for conducting a transaction using "toraripi" in the financial product transaction management system 1A will be described.

[2-1. Generate order information]
When the trader selects "Traripi" on the order selection screen (not shown) and clicks the execution button (not shown), the processing of the front page distribution unit 11 of the financial instrument transaction management device 1 causes the client terminal 2 An order input screen 510 shown in FIG. 20 is displayed on the display unit 22 .

The order input screen 510 shown in FIG. 20 includes an order display field 41a, a currency pair selection button 41b, an order amount setting button 41c, a trap number setting button 41d, and a total order amount display, similar to the order input screen 410 shown in FIG. A field 41e, a start price input field 41f, an order type selection button 41g, a trap price range input field 41h, a hierarchy input field 41j, an expiration date selection field 41k, and a stop loss order setting button 41m are displayed.

In addition to these, on the order input screen 510, the method of setting each order price in the transaction selected in the order display field 41a or "specify profit margin" for the first order and the second order for if-if-finished orders. In the profit margin setting field 51b and the profit margin setting field 51b for numerically inputting the "profit margin", which is the profit margin obtained by the contract with the order (for example, "profit of ○○ yen obtained by contract") The profit amount display column 51c displays the profit amount obtained by performing a predetermined calculation on the input value, and the second order of the ifdane order shows that the transaction price is higher or higher following the rise or fall of the market price. A settlement trail selection button 51d is displayed for selecting whether or not to set a "settlement trail" as an order for setting a "trail" that fluctuates toward the low price. Instead of entering the profit margin in the profit margin setting field 51b, the profit amount obtained by contracting the first order and the second order (for example, "profit of ○○ yen obtained by contract") is set as a numerical value. An input field for input may be provided, and the subsequent processing may be performed according to the value input in this input field.

Note that the trap number setting button 41d on the order input screen 510 is the number of first orders with different order prices (new orders for if done orders) and second orders with different order prices (settlement orders for if done orders). is used to set numerically. In addition, the starting price input field 41f of the order input screen 510 is a specific first order or a specific second order (for example, the highest price first order, the lowest price second order, the middle first order, or the middle price order). second order) is used to set the starting price.

The trader inputs and selects information necessary for a desired order on this order input screen 510 . For the buttons common to the order input screen 410, the same inputs as those on the order input screen 410 are performed. The order entry screen 510 in FIG. 20 shows a state in which the same input as in FIG. The order price of the first order with the highest price is entered in the starting price input field 41f. In addition, the order type selection button 41g is selected with "new/buy" indicating that the first order is a "new buy order". In addition, "1.00 (yen)" is entered in the trap price range input field 41h, "3 (tier)" is entered in the tier input field 41j, and "indefinite" is selected in the expiration date selection field 41k. The stop-loss order setting button 41m shows a state in which a check is input in the check box for selecting the setting of the stop-loss order and a numerical value of 100.00 yen for the stop-loss order is input.

In the order input screen 510 of FIG. 20, the price specification method selection button 51a is set to "specify the price range" between the first orders and the second orders, and the profit margin setting field 51b is set to "100 (money)" is input, and the payment trail selection button 51d shows a state in which "Set" is selected for the "payment trail".

[2-2. Configuration of order entry screen, etc.]
Further, the order input screen 510 shown in FIG. 20 is provided with automatic order setting selection fields 41n1 to 41n4 and an order change field 41p similar to the order input screen 410 shown in FIG.

When one of the automatic order setting selection fields 41n1 to 41n4 of the order input screen 510, for example, the automatic order setting selection field 41n1 for selecting "pyramid shape" is clicked, the front page distribution unit 11 of the financial instrument transaction management apparatus 1 is displayed. As a result of the processing, the selection/correction screen 511 shown in FIG. 21 is displayed on the display unit 22 of the client terminal 2 .

This selection/correction screen 511 has the same basic configuration as the selection/correction screen 411 shown in FIG. That is, the hierarchical selection/change buttons 511 ₀₁ , 511 ₀₂ , 511 ₀₃ , 511 ₀₄ on the selection/correction screen 511 correspond to the hierarchical selection/change buttons 411 ₀₁ , 411 ₀₂ , 411 ₀₃ , 411 ₀₄ on the selection/correction screen 411 . It has the same configuration as

The currency pair selection/change button 511 ₁₁ , total amount change button 511 ₁₂ , and price range change button 511 ₁₃ on the selection/correction screen 511 are the currency pair selection/change button 411 ₁₁ , total amount change button 411 ₁₂ , and It has the same configuration as the price range change button 411 ₁₃ . The order price change button 511 ₂₁ , price number change button 511 ₂₂ , and type selection button 411 ₂₃ on the selection/correction screen 511 are the order price change button 411 ₂₁ , price number change button 411 ₂₂ , and type selection button on the selection/correction screen 411. It has the same configuration as ₄₁₁₂₃ . The hierarchical image 511 - ₃₁ of the selection/correction screen 511 has the same configuration as the hierarchical image 411 - ₃₁ of the selection/correction screen 411 .

The first order price image 511 ₃₂ and the second order price image 511 ₃₃ on the selection/correction screen 511 have the same configuration as the order price image 411 ₃₂ on the selection/correction screen 411. It is provided corresponding to each order.

The repeat change button 511 - ₄₁ on the selection/correction screen 511 has the same configuration as the repeat change button 411 - ₄₁ on the selection/correction screen 411 .

On the other hand, when the order change column 41p is selected and the execution button 41q is clicked, the change shown in FIG. Screen 512 is displayed. This change screen 512 has the same basic configuration as the change screen 412 shown in FIG. That is, the currency pair change column 512 ₀₁ , the order amount change column 512 ₀₂ , the trading change column 512 ₀₃ , the order price change column 512 ₀₄ , and the order type change column 512 ₀₅ of the change screen 512 correspond to the currency pair change column 412 of the change screen 412. ₀₁ , order amount change column 412 ₀₂ , trading change column 412 ₀₃ , order price change column 412 ₀₄ , and order type change column 412 ₀₅ .

In FIG. 12, by selecting or inputting changes in these change fields 512 ₀₁ to 512 ₀₅ , the order amounts of orders 512 ₁₁ , 512 ₁₂ , 512 ₁₃ of order numbers 1030, 1031, 1032 are changed from 4000 currency to 4100 currency, The order prices of orders 512 ₁₄ and 512 ₁₅ of orders 512 ₁₄ and 512 ₁₅ of order numbers 1033 and 1034 have changed from 109.0 to 109.1, and the order type of orders 512 ₁₆ of order number 1036 has changed from limit orders. The state is shown changed to a market (trigger market) order.

Execution button 41q is clicked on the order input screen 510 of FIG. 20 (in which the automatic order setting selection fields 41n1 to 41n4 and the order change field 41p are unchecked), the selection/correction screen 511 of FIG. 21, and the change screen 512 of FIG. Then, the transaction selection button (not shown) and the data selected/input on the order input screen 510, selection/correction screen 511, and change screen 512 are transmitted from the client terminal 2 to the financial product transaction management apparatus 1. . The order information generation unit 16 of the financial instrument transaction management device 1 generates the following message based on the information selected/inputted on the transaction selection button (not shown), the order input screen 510, the selection/correction screen 511, and the change screen 512. First order information 51 ₁ , _{51 2} , _. Two order information 52 ₁ , 52 ₂ , . . . _{52 9} , 52 _{10 and} stop loss order information 53 ₁ , 53 ₂ , . .

[2-3. Generated order information]
23, 24, 25, and 26 schematically show the first and second orders generated based on the transaction selection button (not shown) and the information selected/input on the order input screen 510. It is a schematic diagram.

As shown in the figure, in the order information generation unit 16, ten pieces of first order information 51 ₁ , 51 ₂ , . . . _{9 ,} 51 _{10 ,} 10 pieces _of second order information _{52 1 ,} 52 ₂ , _. Generated in one order procedure. First order information 51 ₁ and second order information 52 ₁ , first order information 51 ₂ and second order information _{52 2} , . Second order information 52 ₉ , _first order information 51 ₁₀ and second order information 52 ₁₀ , stop loss order information 53 ₁ , 53 ₂ , . ₁₀ form order information groups 54 ₁ , 54 ₂ , . . . 54 ₉ , 54 ₁₀ respectively.

_Then , _{the order} information _{generation unit} 16 generates the first order information 51 ₁ , 51 ₂ , _. At this time, the value of the order quantity of each order is set by calculation according to the calculation method shown in [Hierarchical Calculation Example 2]. As a result, the order information generation unit 16 sets the order quantity of the three orders (110.00 yen to 108.00 yen to 1 dollar) in the first layer on the high price side to 4,000 currencies per order, The order quantity of 3 orders in the 2nd tier (107.00 yen to 105.00 yen to 1 dollar) is 8,000 currency per order, and 4 orders in the lower 3rd tier (104.00 yen to 1 dollar) 51 ₉ , 51 ₁₀ , each first order information 51 ₁ , 51 ₂ , . _Two order _{information 52 1} , _{52 2 , .} value of the order amount information 181D). Further, when the order information is corrected on the selection/correction screen 511 shown in _FIG . 21, the first order information _{51 1} , 51 ₂ , . _{Order information 52 1 ,} 52 _{2 , . 1} , 54 ₂ , . . . 54 ₉ , 54 ₁₀ , are generated.

As shown in FIG. 25, the order amount information 181D of the first order information 51 ₁ of the order number 1130, the second order information 52 ₁ of the order number 1131, and the stop loss order information 53 ₁ of the order number 1132 is from 4000 currency to 4100 currency. currency has been changed. Also, the order price information 181G of the first order information ₅₁₂ of the order number 1133 is changed from 109.0 to 109.1, and the order price information 181G of the second order information ₅₂₂ of the order number 1134 is changed from 110.0 to 110.0. .1. Also, although not shown in FIG. 25, the order type of the first order information ₅₁₃ of the order number 1136 has been changed from "limit order" to "market order (trigger market order)". This is the result of the changes made based on the input on change screen 512 .

[2-4. Timing of generation of order information]
In this embodiment, the order information generation unit 16 generates all the first order information 51 ₁ (for placing the first if-done order) immediately after the execution button 41q on the order input screen 510 shown in FIG. 20 is clicked. , 51 ₂ , ... 51 ₉ , 51 ₁₀ , all second order information 52 ₁ , _{52 2 , .} All stop order information 53 ₁ , _{53 2} , _. 51 ₉ , 51 ₁₀ , second order information 52 ₁ , 52 _{2 ,} . . . _{52 9 ,} 52 ₁₀ , A part or all of the respective stop loss order information 53 ₁ , 53 ₂ , . . . 53 ₉ , 53 ₁₀ may be generated at any timing.

Specifically, for example, the order information generating unit 16 generates a new first order each time a specific first order, such as the first order _151-1 , and a specific second order, such as the second order _152-1 , are fulfilled. Information 51 ₁ and new second order information 52 ₁ (In addition, if the setting is such that the corresponding stop loss order information 53 ₁ is canceled each time the second order 152 ₁ is executed, the new stop loss order information 53 ₁ ) may also be generated. In addition, _{the order} information generation unit 16 generates second order information _, such as second Generate order information 52 ₁ or close a position held by execution of a specific first order, such as first order 151 ₁ After execution of a specific second order, such as second order 152 ₁ , a new first order For example, the first order information _51-1 may be generated to trade the first order _151-1 with the same order price as the previous first order _151-1 . In addition, _{the order information} generation unit ₁₆ generates the first order information 51 ₁ , 51 _{2 , .} The contents _of the stop loss order information 53 ₁ , 53 _{2 ,} . _{After placement} of first orders _{151 1} , _{151 2 , . After placing the} second orders _{152 1} , 152 _{2 , .} good too. 51 ₉ , 51 ₁₀ and second order information 52 ₁ , 52 ₂ , _. . . _{52 9 ,} 52 ₁₀ . 151 ₁ , _{151 2} , _. . . 151 ₉ , 151 ₁₀ and second orders 152 ₁ , 152 ₂ , . may be modified or added to.

_{151 9} , 151 ₉ , . _Each time 151 _{10 and} second _{orders 152 1} , 152 _{2 , .} Generate order _{information 52 1} , _{52 2} , _. Each time a specific if-finished order is established by executing a second order _152-1 based on _52-1 , the order information generation unit 16 generates new first order information 51-1 and new first order information _51-1 for repeating the if-finished order. and second order information ₅₂₁ , etc.), but not limited to this, for example, immediately after clicking the execution button 41q of the order input screen 410 shown in 51 ₉ , 51 ₁₀ for the _order information generation unit ₁₆ to trade the first orders 151 ₁ , 151 _{2 , . ,} second _order information 52 _{1 , 52 2 , .} 53 ₉ , _{53 10} for trading stop loss orders _{153 1} , 153 _{2 , .} For example, first order information 51 ₁ , 51 ₂ , _. . . 51 ₉ , _{51 10} , second order information _{52 1 ,} 52 _{2 ,} . _{. _ _ _ _ _ _ _} 152 ₉ and 152 ₁₀ are collectively generated by the number of n-times if-done-orders that can be repeated.).

In addition, the order information generation unit 16 generates first order information for trading a specific first order and a specific second order, such as a first order _151-1 and a second order _152-1 , for repeated if-done orders. A plurality of pieces of only the order information _51-1 and the second order information, such as the second order information _52-1 , may be collectively generated.

In addition _{, the order} information generation unit 16 generates first order information 51 ₁ , 51 _{2 , . 51 10 ,} second order information _{52 1 ,} 52 _{2 , .} 53 ₉ , 53 _{10 for} trading the stop loss orders 153 ₁ , _{153 2 , .} Only the first three times may be generated collectively. Alternatively, the first order information (not shown) for trading the first order (not shown) formed by the "shift" after the "shift" of the order described above, Second order information (not shown) for trading the formed second order (not shown), stop order information for trading the stop order (not shown) formed by "shift" (not shown), etc. may be collectively generated.

Further, as will be described later, in this embodiment _, immediately after the execution button 41q on the order input screen 510 shown in _FIG ._・First _{order information 51 1 , 51 2 , .} second _{order information 52 1 ,} 52 _{2 , . 1} , _{53 2} , _. However, it is not limited to this, and immediately after the execution button 41q of the order input screen 510 shown in FIG. The first order information 51 ₁ , 51 ₂ , . . . 51 ₉ , 51 ₁₀ and the second order information 52 ₁ , 52 ₂ , . 52 _{9 ,} 52 ₁₀ and stop loss order information _{53 1 ,} 53 _{2 , . 51 10 ,} second order _information 52 _{1 ,} 52 _{2 , .} 181M can also be configured to be added afterward. The first order information 51 ₁ , 51 _{2 ,} . . _. 51 ₉ , 51 _{10 ,} the second order information 52 ₁ , ₅₂ 2 , . _{2 , . _ _ _ _ _ _} . _. 52 ₉ , 52 ₁₀ and stop loss order information _{53 1} , 53 ₂ , . A server system possessed and managed by a product handling company), or a separate system (for example, a system possessed and managed by an exchange and constituting the financial instrument transaction management apparatus 1, individual users, etc.) may be added at the client terminal 2) operated by .

Further, as will be described later, in this embodiment, when the execution button 41q of the order input screen 510 shown in FIG. _{51 9 , 51 10 ,} second order information 52 _{1 ,} 52 _{2 , . 10} , but is not limited to this. By clicking the execution button 41q of the order input screen 510 shown in FIG. Information 51 ₁ , _{51 2} , _. . _. 51 _{9 ,} 51 ₁₀ , second order information 52 ₁ , 52 _{2 ,} . , 53 ₁₀ is input, and the order information generating unit 16 generates the first order information _{51 1} , _{51 2 , . 2} , . . . 52 _{9 ,} 52 ₁₀ and stop loss order information 53 ₁ , _{53 2} , . 20, the first order information 51 ₁ , 51 ₂ , . . . 51 ₉ , 51 ₁₀ and the second order information 52 ₁ , 52 ₂ , . _. . 52 ₉ , 52 ₁₀ and stop loss order information _{53 1} , 53 ₂ , . _{to the} first order information 51 ₁ , 51 _{2 , .} . . 51 ₉ , 51 ₁₀ , the second order information 52 ₁ , 52 ₂ , . . _. 53 ₉ , 53 _{10 ,} the order information generation unit 16 generates the first order information 51 ₁ , 51 ₂ , _. 52 ₂ , . . . 52 ₉ , 52 ₁₀ and stop order information _{53 1} , 53 _{2 ,} .

[2-5. Transaction procedure]
27 and 28 show first order information 51 ₁ , 51 ₂ , . . . 51 ₉ , 51 ₁₀ and second order information 52 ₁ , 52 ₂ , _{. , 52 10} , _and first orders _{151 1 , 151 2 , . 2 ,} . . . _{152 9} , 152 ₁₀ and stop loss orders 153 ₁ , 153 ₂ , . 18 and 19, corresponding order information and orders are displayed with the same last two digits and subscripts. All first orders 151 ₁ , 151 ₂ , . . . _{151 9} , 151 ₁₀ , all second orders 152 ₁ , 152 _{2 ,} . _{1 ,} 153 ₂ , . _. . _, 153 ₉ , 153 ₁₀ are first order information 51 ₁ , ₅₁ 2 , . _{2 ,} . . . 52 ₉ , 52 ₁₀ and stop loss order information 53 ₁ , _{53 2} , .

FIG. 27 shows the first orders 151 ₁ , 151 2 , 151 2 , 151 2 , 151 2 , 151 2 , 151 2 , 151 1 , 151 2 , 151 ₂ , 151 1 _, 151 1 , 151 ₁ , 51 ₁ , 51 1 , 51 1 , 51 _{1 .} . _{. 151 9 , 151 10 ,} second orders 152 ₁ , 152 ₂ , . 153 ₉ , 153 ₁₀ set by limit order information 53 ₁ , 53 _{2 ,} . . . _{53 9 ,} 53 ₁₀ are schematically shown.

_FIG . 28 shows first order information _{51 1} , 51 ₂ , . second _{order information} 52 ₁ , 52 _{2 , .} 53 ₉ , 53 ₁₀ , partially modified first orders 151 ₁ , 151 ₂ , . . . 151 ₉ , 151 ₁₀ , partially modified second orders 152 ₁ , 152 ₂ , . . . _{152 9} , 152 ₁₀ , partially modified stop loss orders 153 ₁ , _{153 2 ,} .

[2-5-1. normal transaction]
A predetermined process performed by the order information generating unit 16 on the first order information _51-1 (here, the valid/invalid information 181K included in the first order information _51-1 is converted from "invalid" to "valid"). processing corresponds to this.), a particular first order, such as first order ₁₅₁₁ , is placed.

As shown in FIGS. 27 and 28, when the market price 71 matches the order price of the first order _151-1 (that is, the order price information 181G of the first order information _51-1 ), the contract information generator 14 generates the first order information _51-1 is converted from "no" to "yes", and the first order _151-1 is executed.

When the first order _151-1 is executed, the valid/invalid information 181K included in the second order information _52-1 and the stop loss order information _53-1 of the order information generation unit 16 is converted from "invalid" to "valid". . As a result, a second order 152 ₁ and a stop loss order 153 ₁ are placed.

When the market price matches the order price of the second order _152-1 (that is, the order price information 181G of the second order information _52-1 ), _a predetermined process (here, the second This corresponds to the process of converting the execution presence/absence information 181M in the second order information _52-1 from "absent" to "executed".), the second order _152-1 is executed.

When the second order 152 ₁ is executed, the order information generation unit 16 performs cancellation processing (a process of canceling the order while it is in the placed and unexecuted state) for the placed stop loss order 153 ₁ . , an order information group 54-1 having first order information _{51-1 ,} second order information _52-1 and stop loss order information _53-1 corresponding to the filled first order _151-1 and second order _152-1 is generated again. .

When the market price 71 fluctuates and matches the order price of the first order _151-1 and the order price of the second order _152-1 , the order information generation unit 16 and the contract information generation unit 14 generate the first By performing the same processing as described above with the order information _51-1 and the second order information _52-1 , the placement and execution of the first order _151-1 and the placement and execution of the second order _152-1 are performed again.

Thereafter, every time the second order _152-1 is executed, the order information group 54-1 having the first order information _51-1 , the second order information _52-1 , and the stop loss order information _53-1 is generated by the processing of the order information generation unit ₁₆ . The order information generation unit 16 and _the execution information generation unit 14 perform the same processing as described above according to fluctuations in the market price _. are repeatedly placed and executed.

For other first orders and second orders, for example, the first order 151 ₂ and the second order 152 ₂ , the order information generator 16 and the contract information generator 14 generate the first order information 51 ₁ and the second order By performing the same processing as described above on the information 52 ₁ , placing the first order 151 ₂ and the second order 152 ₂ , and changing the market price 71 to change the order price of the first order 151 ₂ and the second order 151 2 After that, after the second order 152 ₂ is executed, the first order _{151 2 and} the second order 152 ₂ are placed and executed again. Repeated.

Note that the market price 71 drops after a specific first order, for example, the first order 151 ₁ is contracted, and the market price of the stop loss order information 53 ₁ included in the order information group 54 ₁ with the same market price as the first order 151 ₁ When the value of the order price information 181G (1 dollar = 100.00 yen) is reached, the unfilled second order 152 ₁ is canceled due to the execution of the stop loss order 153 ₁ , and this second order 152 ₁ is unfilled. The transaction is canceled without change.

Specifically, the execution information generation unit 14 changes the execution presence/absence information 181M of the stop loss order information _53-1 from "no" to "yes", and performs processing for canceling the transaction based on the first order information _51-1 . (For example, a process of setting flag information (not shown) indicating suspension of transaction in the first order information _51-1 , a process of deleting the first order information _51-1 , etc.) is performed. When the stop-loss order _153-1 is executed, the execution information generation unit 14 generates the order information related to the unplaced orders and part of the order information related to the unfilled orders other than the second order information _52-1 . Alternatively, it is also possible to adopt a configuration in which similar cancellation processing is performed for all.

Also, although not shown in FIGS. 27 and 28, a specific order, such as the second order _152-2 , is set as a stop loss order, and the market price exceeds the execution price of the specific second order, such as the second order _152-2 . When _the market price and the contract price of the second order ₁₅₂₂ rise or fall, the predetermined trail width information (not shown)), the process is set so that the market price rises or falls in the direction of fluctuation by a predetermined fluctuation range (e.g., the value of the aforementioned trail width information (not shown)). You can also

[2-5-2. order modification]
51 ₉ , 51 ₁₀ and second order information 52 ₁ , 52 ₂ , . . . _{52 9 ,} 52 _{10 . ,} stop loss _order information 53 ₁ , 53 _{2 , .} . _. 51 _{9 , 51 10 ,} second order information 52 ₁ , 52 _{2 , .} is corrected. Specifically, the first order information for trading a specific first order, such as the first order _151-1 , such as the first order _151-1 , and the second order information for trading a specific second order, such as the second order _152-1 . At least some of the attribute information 181A-181M, such as second order information, such as second order information 52 ₁ , and stop loss order information 53 ₁ for trading a specific stop loss order, such as stop loss order 153 ₁ , are modified. By doing so, the first order 151 ₁ traded by the first order information _{51 1} , the second order 152 ₁ traded by the second order information 52 ₁ , and the stop loss traded by the stop loss order information 53 ₁ The contents of order ₁₅₃₁ are modified.

As this predetermined condition, for example, the following correction condition can be considered.

(Modification condition 1)
First order information 51 ₁ , 51 _{2 , .} . . 51 ₉ , 51 _{10 ,} second order information _{52 1 ,} 52 ₂ , ._・53 ₉ , _{53 10 are generated, first orders 151 1 , 151 2 , . 1 , 153 2 , . _ _ _ _} ... 152 ₉ , 152 ₁₀ and their stop loss orders 153 ₁ , 153 _{2 , .} applicable when

Specifically, for example, the user causes the display unit 22 of the client terminal 2 to display the selection/correction screen 511 shown in FIG. 21 and the change screen 512 shown in _{FIG .} , _{51 9 , 51 10 ,} second order information 52 ₁ , 52 _{2 , .} It is conceivable that some or all of them have been changed. For example, after a first order, such as a first order _151-1 , is placed, the order price and order quantity of the first order _151-1 and the second order _152-1 corresponding to the first order 1511 are calculated. , changing the form of limit orders, market orders, stop-loss orders, etc. corresponds to this.

(Modification condition 2)
First order information 51 ₁ , 51 _{2 , .} . . 51 ₉ , 51 _{10 ,} second order information _{52 1 ,} 52 ₂ , ._・53 ₉ , _{53 10 are generated, first orders 151 1 , 151 2 , . 1 , 153 2 , . _ _ 1} , 52 ₂ , _{. .} . 52 ₉ , 52 ₁₀ and stop loss order information 53 ₁ , 53 ₂ , . applicable when

Specifically, for example, one first order, such as the first order 151-1, is placed and executed based on one first order information, such as the first order information _51-1 , to correspond to this first _{order 151-1} . After the second order, for example, the second order 152 ₁ is placed and executed based on the second order information 52 ₁ , the first order information 51 ₁ and the second order information 52 ₁ trade the stop loss order 153 ₁ When the stop _{loss order information} 53 ₁ for at least a part of the attribute information 181A to 181M of the previously generated first order information 51 ₁ , second order information 52 ₁ , regenerated stop loss order information 53 ₁ , etc. is generated as different information. As a result, the first order 151 ₁ traded based on the regenerated first order information 51 ₁ , the second order 152 ₁ traded based on the regenerated second order information 52 ₁ , The order price and order amount of the stop-loss order _153-1 traded based on the generated stop-loss order information _53-1 are the previous first order _151-1 , the previous second order _152-1 , and the previous stop-loss order 153-1. It may be set to be different from ₁ .

In _{addition , the} first order information _{51 1 ,} 51 ₂ , _{. The contents of 53 1 , 53 2 , .} , _{51 9 , 51 10 ,} second order information 52 ₁ , 52 _{2 , .} 51 ₉ , 51 ₁₀ or second order information 52 ₁ , 52 _{2 , . . . 52 9 , 52 10 or vice versa} . After _the generation of limit order _{information 53 1} , _{53 2 , .} Change settings for order information 52 ₁ , 52 ₂ , . . . 52 ₉ , 52 ₁₀ and stop order information _{53 1 ,} 53 ₂ , _. may be performed.

[2-5-3. Transactions when an order is modified or changed on the way]
[2-5-3-1. Modification/change by user input]
For example, after placing a specific order, for example, the first order _151-1 , the user uses the operation unit 21 of the client terminal 2 to make an input to change the price range, profit margin, order quantity, etc. of the first order _151-1 . case applies. In this case, the order information generator 16 acquires the information input to the client terminal 2 and corrects the corresponding attribute information 181A to 181M of the first order information ₅₁₁ based on the information. As a result, the first order ₁₅₁₁ is corrected to the state desired by the user during the transaction.

[2-5-3-2. Correction/change by setting]
For example, the first orders 151 ₁ , 151 ₂ , . . . 151 ₉ , 151 ₁₀ and the second order 152 ₁ may _, 152 ₂ , _.

Specifically, for example, first orders 151 ₁ , 151 ₂ , . . . _{151 9} , 151 ₁₀ and second orders 152 ₁ , 152 ₂ , _{. 153 1} , 153 ₂ , _.

More specifically _, for example _, some or all of the first orders _{151 1 ,} 151 _{2 ,} . ... 152 ₉ , 152 ₁₀ , _some or all of the stop loss orders _{153 1} , 153 ₂ , . The first order that is reordered based on a predetermined regularity, such as when the currency is set to increase by increments, or when the order price is set to rise or fall by 0.1 yen. 151 ₁ , 151 ₂ , _. . . _{151 9} , 151 _{10 ,} second orders _{152 1 ,} 152 ₂ , . ... 153 ₉ and 153 ₁₀ may be partially or entirely changed or modified.

_{151 9} , 151 ₁₀ corresponding to the first orders 151 ₁ , 151 ₂ , _. . . _{51 9 ,} 51 _{10 ,} second order information 52 ₁ , 52 _{2 , .} 52 ₁₀ , _attribute information _{181A of} stop loss order information 53 ₁ , _{53 2 , . , 51 1 , 51 2 , .} Second order information 52 ₁ , 52 ₂ , _. . . 52 ₉ , _{52 10} corresponding to orders _{152 1 ,} 152 ₂ , _.・_A part or all of the attribute information _181A to _181M of the stop loss order information 53 ₁ , 53 _{2 ,} . generated as is. 151 ₉ , 151 ₁ , repeated second orders 152 ₁ , _{152 2 ,} . . . 152 ₉ , 152 ₁₀ , repeated stop loss orders 153 ₁ , 153 ₂ , . . . 153 ₉ , 153 ₁₀ are changed from those before repetition.

[3. Processing procedure in “Rakutora”]
Next, a processing procedure for conducting a transaction by "Rakutora" in the financial product transaction management system 1A will be described.

[3-1. Generate order information]
A trader using the financial product transaction management system 1A causes the display unit 22 of the client terminal 2 to display an order selection screen (not shown) in the same manner as in the case of trading by "toraripi". When the trader selects "Rakutora" on the order selection screen (not shown) and clicks the execution button (not shown), the client terminal 2 The order input screen 610 shown in FIG. 29 is displayed on the display unit 22 of FIG.

The order entry screen 610 shown in FIG. 29 includes an order display field 41a, a price designation method selection button 51a, a currency pair selection button 41b, and an order amount setting button 41c, which are similar to the order entry screen 510 for "Toraripi" shown in FIG. , trap number setting button 41d, total order amount display field 41e, start price input field 41f, order type selection button 41g, hierarchy input field 41j, profit margin setting field 51b, profit amount display field 51c, expiration date selection field 41k, stop A loss order setting button 41m is displayed.

Also, instead of the trap price range input field 41h of the order input screen 510 of FIG. 20, the order input screen 610 shown in FIG. A lower limit price input button 61a and an upper limit price input button 61b are displayed. If the display unit 22 of the client terminal 2 is a touch panel display, the price direction coordinates (for example, vertical The client terminal 2 may detect the contact position of a pointing device (for example, a trader's finger, touch pen, etc.) with respect to the axis) to acquire information on the lower limit price and information on the upper limit price.

The trader inputs and selects information necessary for a desired order on this order input screen 610 . For the buttons common to the order input screen 510, the same input as that of the order input screen 410 is performed. The order entry screen 610 of FIG. 29 shows a state in which the same inputs as in FIG.

In the order input screen 610 of FIG. 29, "(1 dollar =) 101.00 (yen)" is input to the lower limit price input button 61a, and "(1 dollar =) 110.00 (yen)" is input to the upper limit price input button 61b. (yen)” is shown.

When the execution button 41 q is clicked in this state, the transaction selection button (not shown) and the information selected and input on the order input screen 410 are transmitted from the client terminal 2 to the financial product transaction management apparatus 1 . The order information generation unit 16 of the financial instrument transaction management device 1 executes the first order through the "Rakutora" transaction based on the information selected and entered on the transaction selection button (not shown) and the order input screen 610. 1st order information for trading by and 2nd order information for trading by 2nd order are generated.

For example, the order information generating unit 16 determines "(1 dollar =) 101.00 (yen)" input to the lower limit price input button 61a and "(1 dollar =) 110.00 (yen)" input to the upper limit price input button 61b. (yen)” is divided by 9 (10−1=), which is the value input to the trap number setting button 41d minus 1. The value obtained by this calculation, 1.00 yen, is set as the price range between the first orders and between the second orders.

The order information generator 16 sets the first order price of each first order based on a specific order, for example, the highest price first order. Specifically, the order information generation unit 16 sets the order price information _181G of the first order information _61-1 of the first order 161-1, which is the first order with the highest price, to the upper limit price of the price range (that is, the upper limit price input button Set to "(1 dollar =) 110.00 (yen)" input in 61b, and the order price information (not shown) of the first order information 61 ₂ of the first order 161 ₂ on the lower price side (not shown) , the order price set in the first order information ₆₁₁ is set to the lower price "(1 dollar =) 109.00 (yen)" by the price range (that is, 1.00 yen) obtained by the above calculation, and further The order price information 181G of the first order information ₆₁₃ on the lower price side is set to "(1 dollar =) 109.00 (yen)", and so on. , the order price information 181G of the first order information _61-10 of the lowest price first order information _61-10 is set to "(1 dollar =) 101.00 (yen)".

_{162 1 , 162 2 , . _} Set the order price. Specifically, for example, the order information generation unit 16 sets the order price information 181G of the first order information _61-1 of the highest price first order _161-1 to “(1 dollar =) 110.00 (yen)”. , add "100 (sen)" entered in the profit margin setting field 51b to obtain a value of "(1 dollar =) 111.00 (yen)". Then, the order information generation unit 16 adds "(1 dollar =) 111.00 (yen)" calculated by the above calculation to the order price information 181G of the second order information 62 ₁ of the highest price second order 162 ₁ . set.

Next, the order information generation unit 16 adds the order price information of the second order information 62 ₁ to the order price information 181G of the second order information 62 ₂ of the second order 162 ₂ on the lowest price side of the second order 162 ₁ . "(1 dollar =) 110.00 (yen)", which is the value obtained by subtracting 1.00 yen, which is the price range calculated by the above calculation, from "(1 dollar =) 111.00 (yen)" set for 181G ”. Furthermore, the order price information 181G of the second order information 62 ₃ of the second order 161 ₃ on the lowest price side is set to "(1 dollar =) 109.00 (yen)", and so on. . Then, the order information generation unit 16 sets the order price information 181G of the lowest price second order information ₆₂₁₀ to "(1 dollar =) 101.00 (yen)".

Note that the _order information generation unit 16 converts _the order price information 181G of the second order information _{62 1} , 62 _{2 ,} . • 61 ₉ and 61 ₁₀ may be calculated by adding "100 (sen)" entered in the profit margin setting field 51b.

23, 24, 25 and 26 schematically show order information generated in this way. As _shown in the figure, first order information 61 ₁ , 61 ₂ , _{61 3 ,} . , 62 _{9 , 62 10} , stop loss _order information _{63 1} , 63 _{2 , .} First order information 51 ₁ , 51 ₂ , . _. . 51 ₉ , 51 _{10 , second order information 52 1 ,} 52 ₂ , . ₁ , 53 ₂ , 53 ₉ , 53 ₁₀ , and order information groups 54 ₁ , 54 _{2 , .} is recorded as information indicating

[3-2. Transaction procedure]
30 and 31 _show first orders 161 ₁ , 161 ₂ , _. . . 161 ₉ , based on first order information 61 ₁ , 61 ₂ , . _{161 10 and} second orders 162 _{1 , 162 2 , .} 163 ₁ , 63 ₂ , . _. . 63 ₉ , _{63 10} based stop loss orders 163 ₁ , 163 ₂ , . 18, 19, 27, and 28, corresponding order information and orders are displayed with the same last two digits and subscripts. All first orders 161 ₁ , 161 ₂ , . . . _{161 9} , 161 ₁₀ , all second orders 162 ₁ , 162 _{2 ,} . _{1 ,} 163 ₂ , . . . _{163 9} , _{163 10} are first order information 61 ₁ , ₆₁ 2 , . ₂ , . . . 62 _{9 ,} 62 ₁₀ and stop loss order information 63 ₁ , _{63 2} , .

In this embodiment, when any of the automatic order setting selection fields 41n1 to 41n4 on the order input screen 610 is checked and the execution button 41q is clicked, the front page of the financial product transaction management system 1 is delivered. A selection/correction screen 511 shown in FIG. 21 is displayed on the display unit 22 of the client terminal 2 by the processing of the unit 11 . Also, when the order change column 41p of the order input screen 610 is checked and the execution button 41q is clicked, the processing of the front page distribution unit 11 of the financial instrument transaction management device 1 causes the display unit 22 of the client terminal 2 to display , a change screen 512 shown in FIG. 22 is displayed.

FIG. 30 shows first orders 161 ₁ , 161 2 , 161 ₂ , 161 ₂ set by first order information _{61 1 ,} 61 ₂ , . . . _. 161 ₉ , _{161 10 ,} second orders _{162 1} , 162 _{2 , .} 163 ₉ , 163 ₁₀ set by _limit order information 63 ₁ , 63 ₂ , . . . _{63 9 ,} 63 ₁₀ are schematically shown.

_FIG . 31 shows first order information _{51 1} , 51 ₂ , . second _{order information} 52 ₁ , 52 _{2 , .} 53 ₉ , 53 ₁₀ , partially modified first orders 151 ₁ , 151 ₂ , . . . 151 ₉ , 151 ₁₀ , partially modified second orders 152 ₁ , 152 ₂ , . . . _{152 9} , 152 ₁₀ , partially modified stop loss orders 153 ₁ , _{153 2 ,} .
As shown in FIGS. 30 _and 31, the first orders 161 ₁ , 161 _{2 ,} . (the price entered in the upper limit price entry button 61b).

61 _{9 ,} 61 10 and the second order information 61 ₁ , 61 ₂ , . _By processing _{the order information} 62 ₁ , _{62 2 ,} . _{, second} orders _{162 1 ,} 162 _{2 , .}

[3-2-2. Transactions when an order is modified or changed on the way]
[3-2-2-1. Modification/change by user input]
In the case where this “Rakutora” transaction is conducted, the above [2-2-2-1. Correction/change by user input] is performed.
[3-2-2-2. Correction/change by setting]
In the case where this “Rakutora” transaction is conducted, the above [2-2-2-2. Correction/change by setting] is performed.

[Effect]
41 ₉ , _{41 10} , first order information 51 ₁ , 51 ₂ , . . . _{51 9 ,} 51 ₁₀ , 61 ₁ , 61 ₂ , _{. . .} 61 ₉ , _{61 10 ,} second order information 52 ₁ , _{52 2} , . 53 ₁ , 53 ₂ , _. . . 53 ₉ , 53 ₁₀ , _{63 1 ,} 63 ₂ , . Order information _{41 1} , 41 _{2 ,} . . . 41 ₉ , 41 ₁₀ , first order information 51 ₁ , 51 ₂ , . 61 ₁ , 61 _{2 , . . .} 61 ₉ , 61 _{10 ,} second order _information 52 ₁ , 52 ₂ , . Information _for generating limit order information 53 ₁ , 53 ₂ , . . . 53 ₉ , 53 ₁₀ , _{63 1 ,} 63 ₂ , .・By displaying the correction screens ₄₁₁ and 511 and the change screens 412 _{and 512 ,} the first order information 51 _{1 ,} 51 ₂ , . ₁₀ , _second order information 52 ₁ , 52 ₂ , _. . . 52 ₉ , 52 ₁₀ , _{62 1 , 62 2 ,} . _{9 , 53 10 , 63 1} , 63 _{2 , .} A plurality of first orders 151 ₁ , 151 _{2 , . .} . 151 ₉ , 151 ₁₀ , _{161 1 ,} 161 ₂ , . ₉ , 152 _{10 ,} 162 ₁ , 162 ₂ , . _. . 162 ₉ , 162 ₁₀ , multiple stop _{loss orders 153 1 , 153 2 ,} . ₉ , 163, ₁₀ , etc. can be set to different order quantities depending on the purpose. 141 ₉ , 141 10 , 141 ₁₀ , 141 ₁₀ , 141 ₁₀ , . 151 ₁ , 151 ₂ , _. . . 151 ₉ , 151 ₁₀ , _{161 1} , _{161 2 , . , 152 10 , 162 1 , 162 2 , . _} , 163 ₁₀ can be performed.

In this embodiment, multiple orders 141 ₁ , 141 ₂ , . . . 141 ₉ , 141 ₁₀ , multiple first orders 151 ₁ , 151 ₂ , . _{. _ _ _ _ _ _ _ _ _ _ _} 162 _{9 , 162 10 ,} multiple stop loss orders _{153 1} , 153 _{2 , . A} plurality of pieces _{of order} information 41 ₁ , 41 ₂ , _{. . .} 51 ₉ , 51 ₁₀ , 61 _{1 ,} 61 _{2 , . 52 10 , 62 1 , 62 2 , . , 63 2 , .} · 41 ₉ , 41 ₁₀ , first order information 51 ₁ , 51 _{2 , . . . 51 9 , 51 10 , 61 1 , 61 2 ,} . , _{52 9 , 52 10 ,} 62 _{1 , 62 2 , .} . . 63 _{9 ,} 63 _{10 ,} orders _{141 1 ,} 141 ₂ , _. 151 _{9 , 151 10 ,} 161 _{1 , 161 2 , . 162 2 , . _ _ _ _ _ _ _ Order} information of orders 141 _{1 , 141 2} , . _{151 2} , _{. . .} 151 ₉ , 151 ₁₀ , 161 ₁ , _{161 2 , . 2} , . _{. . 61 9} , 61 _{10 ,} second orders _{152 1} , 152 _{2 ,} . Second order information 52 ₁ , 52 _{2 , .} . . 52 ₉ , 52 ₁₀ , _{62 1 ,} 62 _{2 ,} . _{. . 153 9} , _{153 10} , _{163 1 , 163 2 ,} . _Order information _of 63 ₉ , 63 ₁₀ and orders 141 ₁ , 141 _{2 , . . .} . _{151 9} , _{151 10} , _{161 1 , 161 2 ,} . . _{. .} 61 ₉ , _{61 10 ,} second _orders 152 ₁ , 152 _{2 ,} . Order information 52 ₁ , 52 ₂ , _. . _. 52 ₉ , 52 ₁₀ , _{62 1 ,} 62 _{2 ,} .・Stop _{order information 53 1 , 53 2 , 53 9 , 53 10 ,} 63 _{1 ,} 63 _{2 , .} 63 ₉ and 63 ₁₀ can be displayed together. _{141 9 ,} 141 _{10 ,} first order _{information 51 1} , _. 51 _{2 , ... 51 9} , 51 _{10 ,} 61 ₁ , 61 ₂ , _{. 10} , 161 ₁ , 161 ₂ , _{. .} . 161 ₉ , 161 _{10 ,} second order information 52 ₁ , _{52 2 , . A} plurality _of second orders 152 ₁ , 152 ₂ , . . . 152 ₉ , 152 ₁₀ , _{162 1} , _{162 2 , . , 53 9 ,} 53 _{10 ,} 63 ₁ , 63 _{2 , . 163 1 , 163 2 , . _ _ _ 141 9} , _{141 10 ,} regular first orders _{151 1} , 151 _{2 , .} 151 ₁ , 151 ₂ , . . . _{151 9 ,} 151 ₁₀ , _{161 1} , _{161 2 , . , 152 10 , 162 1 , 162 2 , .}・ 162 ₉ , 162 ₁₀ , regular stop loss orders 153 ₁ , 153 ₂ , ... 153 ₉ , 153 ₁₀ , 163 ₁ , 163 ₂ , ... 163 ₉ , 163 ₁₀ and stops that deviate from regularity Loss orders 153 ₁ , 153 ₂ , . . . 153 ₉ , 153 ₁₀ , _{163 1 ,} 163 _{2 ,} . ₁ , 141 ₂ , ... 141 ₉ , 141 ₁₀ , multiple first orders 151 ₁ , 151 ₂ , ... 151 ₉ , 151 ₁₀ , 161 ₁ , 161 ₂ , ... 161 ₉ , 161 ₁₀ , multiple second orders 152 ₁ , 152 ₂ , . . . _{152 9} , 152 ₁₀ , _{162 1} , _{162 2 , . , 153 10} , _{163 1 ,} 163 ₂ , _. 141 ₉ , 141 ₁₀ , _at least some first orders 151 ₁ , 151 ₂ , . . . 151 ₉ , 151 ₁₀ , _{161 1 ,} 161 ₂ , . Orders 152 ₁ , 152 ₂ , _. . _{. 152 9 ,} 152 ₁₀ , _{162 1} , 162 ₂ , . 153 ₁₀ , 163 ₁ , 163 ₂ , . . . 163 ₉ ,
163 ₁₀ can be set in an arbitrary state that deviates from regularity, and financial product trading can be performed in a state in which both simplicity and flexibility of the transaction coexist.

In this embodiment, it is possible to collectively set the order quantity for each order price on the basis of the coincidence state or difference state of the order quantity for each order price. Thus, order information 41 ₁ , 41 ₂ , . . . 41 ₉ , 41 ₁₀ and first order information 51 ₁ , _{51 2} , . ₁₀ , 61 ₁ , 61 ₂ , . _{. .} 61 ₉ , _{61 10} , second order information 52 _{1 ,} 52 _{2 , .} , stop loss _order information 53 ₁ , 53 ₂ , . . . 53 ₉ , 53 ₁₀ , _{63 1 ,} 63 ₂ , .

In this embodiment, the front page distribution unit 11 displays information on regularity in a selectable manner for the user, and based on the information on regularity selected by the user, orders having predetermined regularity are displayed. 141 ₁ , 141 _{2 ,} . . . 141 ₉ , _{141 10 ,} first orders 151 ₁ , 151 _{2 , .} , 161 ₁₀ , second orders 152 ₁ , 152 ₂ , . . . 152 ₉ , 152 ₁₀ , _{162 1 , 162 2 ,} . By automatically generating _loss orders 153 ₁ , 153 ₂ , . . . 153 ₉ , 153 ₁₀ , _{163 1 ,} 163 ₂ , . 141 ₉ , 141 ₉ , 141 ₉ , _{Order information 41 1 , 41 2 , . _} First order information 51 ₁ , 51 ₂ , _{. .} . 51 _{9 ,} 51 ₁₀ , 61 ₁ , _{61 2 ,} . 152 ₉ , 152 ₁₀ , 162 ₁ , 162 ₂ , . . . 162 ₉ , 162 ₁₀ with _the regularity of second order information 52 ₁ , _{52 2} , _. . . 52 _{9 ,} 52 _{10 ,} 62 ₁ , _{62 2 , .} 53 ₁ , 53 ₂ , _. . _. 53 ₉ , _{53 10} , 63 ₁ , _{63 2 , .} etc. can be generated in a fixed form.

In _this embodiment, multiple _order prices _{orders 141 1 ,} 141 ₂ , _{. , 161 1 , 161 2 , . _ _ _} , 162 ₁₀ , stop loss orders 153 ₁ , 153 ₂ , . . . 153 ₉ , _{153 10} , 163 ₁ , 163 _{2 ,} . At times, based on the information displayed on the order input screens 410, 510, 610, the selection/modification screens 411, 511, and the change screens 412, 512, setting based on the predetermined regularity and from the predetermined regularity Order information 41 ₁ , 41 ₂ , _. . . _{41 9} , _{41 10} , first order information 51 _{1 ,} 51 ₂ , . ... ₆₁₉ , ₆₁₁₀ , second order information 521, ₅₂₂ , ... ₅₂₉ , ₅₂₁₀ , ₆₂₁ , ₆₂₂ , ... ₆₂₉ , ₆₂₁₀ , stop loss order information _{531 ,} 53 _{2 , . . . 53 9 , 53 10 , 63 1 , 63 2 , .}

In this embodiment, order information 41 ₁ , _{41 2} , _. 51 _{1 ,} 51 ₂ , _. . . 51 ₉ , 51 ₁₀ , 61 ₁ , _{61 2 ,} . , _. . . 52 _{9 ,} 52 ₁₀ , 62 ₁ , 62 _{2 , . 9} , 53 ₁₀ , 63 ₁ , 63 _{2 , .} Based on the displayed information, the order information generation unit 16 corrects the setting so as to deviate from the predetermined regularity, and the order set based on the predetermined regularity is processed after the fact, such as the purpose and the market situation. It is possible to make corrections according to changes in As a result, orders 141 ₁ , _{141 2} , . . _. 141 ₉ , 141 ₁₀ , first orders _{151 1} , 151 _{2 ,} . . . . 161 ₉ , 161 ₁₀ , set second _orders 152 ₁ , 152 ₂ , ... 152 ₉ , 152 ₁₀ , _{162 1} , 162 ₂ , . 153 ₁ , 153 ₂ , . _. . 153 ₉ , 153 ₁₀ , 163 ₁ , 163 _{2 ,} . _{Orders 141 1 , 141 2 , . _} 161 ₉ , 161 ₁₀ , second orders 152 ₁ , 152 ₂ , 152 ₉ , 152 ₁₀ , 162 ₁ , _{162 2 , .} 162 ₁₀ , stop loss orders 153 ₁ , 153 ₂ , . . . 153 ₉ , _{153 10} , 163 ₁ , 163 ₂ , _.

_{In this} embodiment _, orders 141 ₁ , 141 _{2 ,} . _. . . 151 ₉ , _{151 10 , 161 1} , 161 _{2 , .} , 162 ₁ , 162 ₂ , _. . . _{162 9} , 162 ₁₀ , stop loss orders _{153 1} , 153 _{2 ,} . . . . 163 ₉ , 163 ₁₀ , etc., can be automatically corrected in accordance with subsequent changes in the purpose, market conditions, and the like.

In this embodiment, based on the information displayed on the order input screens 410, 510, 610, the selection/correction screens 411, 511, and the change screens 412, 512, an order 141 is set based on a predetermined regularity. , the first order 151 set based on the predetermined regularity, the second order 152 set based on the predetermined regularity, etc., according to the user's intention, according to the ex-post changes such as the purpose and the market situation. can be modified to reflect the

_{In this} embodiment _{, orders 141 1 , 141 2 , .} First _orders 151 ₁ , _{151 2} placed based on _the first order information _{51 1 ,} 51 _{2 , . ,} 151 _{9 , 151 10 ,} 161 ₁ , 161 _{2 , .} Placed second orders 152 ₁ , 152 ₂ , . _{. .} 152 ₉ , 152 ₁₀ , _{162 1 ,} 162 _{2 ,} . Stop _loss orders _{153 1 , 153 2 , ... 153 9} , 153 ₁₀ , 163 _{1 , 163} placed based on _{. 2 , . _ _ _ _ _} 51 _{2 , . . . 51 9 , 51 10 , 61 1 , 61 2 , .} 53 ₁ , 53 ₂ , _. . _. 53 ₉ , 53 _{10 , 63 1 , 63 2 ,} . 151 ₁ , 151 ₂ , . . _. 151 ₉ , 151 ₁₀ , _{161 1 , 161 2 , . 152 10 , 162 1 , 162 2 , . _ _} 51 ₉ placed based _on order information _{41 1 ,} 41 _{2 , .} , 51 ₁₀ , 61 ₁ , 61 ₂ , _. . . 61 ₉ , _{61 10} , second order _{information 52 1 ,} 52 ₂ , .・Buying and selling transactions of financial instruments based on 53 ₉ , 53 ₁₀ , 63 ₁ , 63 ₂ , . . . 63 ₉ , 63 ₁₀ can be realized.

Although the financial product transaction management system 1A of the above embodiment handles foreign exchange as a financial product, it is not limited to this, and the present invention can also be applied to other financial products such as stocks and bonds. Applicable. In addition, the financial instrument transaction management system 1A of the above-described embodiment can be applied to other legal financial instruments and non-legal financial instruments that are traded at floating rates, such as virtual currency, precious metals, The present invention can also be applied when dealing with futures transactions such as agricultural products and crude oil.

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

The above embodiments are examples of the present invention, and needless to say, the present invention is not limited to the above embodiments.

1A Financial product transaction management system 1 Financial product transaction management device 2, 2 ₁ to 2 _n Client terminal 11 Front page distribution unit (order information display control means, regularity display control means )
22, 22 ₁ , ..., 22 _n ... display section (order information display means)
41 ₁ , 41 ₂ , ... 41 ₉ , 41 ₁₀ ... order information 51 ₁ , 51 ₂ , ... 51 ₉ , 51 ₁₀ ... first order information (order information)
52 ₁ , 52 ₂ , ... 52 ₉ , 52 ₁₀ ... second order information (order information)
53 ₁ , 53 ₂ , 53 ₉ , 53 ₁₀ Stop order information (order information)
141 ₁ , 141 ₂ , ... 141 ₉ , 141 ₁₀ ... Orders 151 ₁ , 151 ₂ , ... 151 ₉ , 151 ₁₀ , 161 ₁ , 161 ₂ , ... 161 ₉ , 161 ₁₀ ... First Order (Order)
14 ... contract information generation unit (contract information generation means)
16 Order information generation unit (order information generation means)
152 ₁ , 152 ₂ , ... 152 ₉ , 152 ₁₀ , 162 ₁ , 162 ₂ , ... 162 ₉ , 162 ₁₀ ... second order (order)
153 ₁ , 153 ₂ , ... 153 ₉ , 153 ₁₀ , 163 ₁ , 163 ₂ , ... 163 ₉ , 163 ₁₀ ... stop order (order)
410, 510, 610... Order input screen (order information display means, regularity display means)
411, 511 Selection/correction screen (order information display means, regularity display means)
412, 512... Change screen (order information display means, regularity display means)

Claims (10)

A financial instrument transaction management device that allows a user who places an order for a financial instrument and/or executes the order for the financial instrument to execute the transaction for the financial instrument. hand,
Order information for placing the order of one order quantity based on the financial product transaction unit quantity of the specific financial product for one order price of the specific financial product,
a plurality of said order information for submitting said order at different order prices in said specific said financial instrument ,
The order quantity counted by the financial product trading unit quantity of one part of the order in the specific financial product,
The plurality of order information for placing the plurality of orders, which is different from the order quantity counted by the financial product transaction unit quantity of the other part of the order for the specific financial product, order information generation means generated by the order procedure of
The order information display means for allowing the user to view the order information includes order information display control means for controlling display of information for the order information generation means to generate the order information. financial instruments transaction management device. The order information display control means generates the order information for placing the orders with a predetermined regularity such that price ranges between the orders are constant for the plurality of orders placed at the plurality of order prices. and causing the order information display means to display information for generating the order information for placing the order in which at least part of the order is corrected to the price range that deviates from the predetermined regularity. The financial product transaction management device according to claim 1, characterized by: a regularity display control means for controlling display of the regularity display means for selectively displaying the predetermined regularity to the user on the order information display means;
The regularity display control means causes the order information generation means to automatically generate the order information based on the predetermined regularity information displayed on the regularity display means and selected by the user. 3. The financial product transaction management apparatus according to claim 2, wherein the order information display means displays information for the order information. The regularity display control means controls the order information generation means so that the price range between the orders of the plurality of order prices has the predetermined regularity based on the information displayed on the regularity display means. generates the order information, and, based on the information displayed on the regularity display means, sets the price range of at least some of the orders that meet a predetermined condition so as to deviate from the predetermined regularity. 4. The financial product transaction management apparatus according to claim 3, wherein the information for generating the order information in the order information generation means is displayed on the order information display means. At least a part of the order information generated so as to place the order having the predetermined regularity in the price range of the plurality of order prices is changed so that the price range deviates from the predetermined regularity. Equipped with order information correction means for correction,
3. The regularity display control means causes the order information correction means to correct the order so as to deviate from the predetermined regularity based on the information displayed on the regularity display means. 5. The financial product transaction management device according to 4. 6. The order information correction means according to claim 5, wherein said order information correction means automatically corrects said order information such that said price range of said order satisfying a predetermined condition deviates from said predetermined regularity. Financial instruments transaction management device. The regularity display control means, based on the information displayed on the regularity display means, based on the correction information for correcting the predetermined regularity input by the user to the order information correction means. 6. The financial product transaction management apparatus according to claim 5, wherein the order information is corrected so that the price range of the order that satisfies a predetermined condition deviates from the predetermined regularity. each of the order information further causes the order to be filled for an order quantity of an order price;
8. The method according to any one of claims 1 to 7, further comprising contract information generating means for contracting the order based on the order information generated by the order information generating means when predetermined contract conditions are satisfied. The financial instruments transaction management device described in 1. A financial instrument transaction management system that allows a user who places an order for a financial instrument and/or executes a transaction for the order for the financial instrument to execute the transaction for the financial instrument. hand,
Order information for placing the order of one order quantity based on the financial product transaction unit quantity of the specific financial product for one order price of the specific financial product,
a plurality of said order information for submitting said order at different order prices in said specific said financial instrument ,
The order quantity counted by the financial product trading unit quantity of one part of the order in the specific financial product,
The plurality of order information for placing the plurality of orders, which is different from the order quantity counted by the financial product transaction unit quantity of the other part of the order for the specific financial product, order information generation means generated by the order procedure of
The order information display means for allowing the user to view the order information includes order information display control means for controlling display of information for the order information generation means to generate the order information. financial instruments transaction management system. A program that causes a computer to function as the financial product transaction management apparatus according to any one of claims 1 to 8.

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