JP7302915B2 - Financial instruments transaction management device, program - Google Patents

Description

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

As a trading method for financial products such as foreign exchange, a limit order is known in addition to a market order for trading at the price at the time of the order. Conventionally, an invention is known in which a limit order for a financial product is placed using a computer system (see, for example, Patent Document 1). In addition, for limit orders of financial products, if-done orders (place two orders with priority at the same time, the first order with higher priority (hereinafter referred to as "first order"; the same shall apply in this specification) An order format in which a second order (hereinafter referred to as a "second order"; the same shall apply in this specification), which is an order with a lower priority, automatically becomes effective when the is established. is often done. Conventionally, there is known an invention in which a computer system is used to place an if-finance order for a financial product (see, for example, Patent Document 2).

JP-A-2006-99787 JP-A-2008-9562

Here, in the if-done order of financial products, if you want to place the first buy order at a price higher than the current market price, or you want to place the first sell order at a price lower than the current market price. In some cases, the first order of the if-done order is placed as a stop order, and the second order is placed as a limit order. However, when the trading market for financial instruments is closed and reopened, the execution price is determined by the so-called "Itayose method", and the first order of the stop order and the second order of the limit order are used. Various cases are conceivable in which a contract is made together. In the inventions described in Patent Literature 1 and Patent Literature 2, when a transaction is conducted in such a situation, the first order and the second order will be executed at the same price at the same time, and the customer will There is a problem that no profit is obtained from the contract, but rather a disadvantage is incurred for the fee paid to the financial instruments business operator.

SUMMARY OF THE INVENTION The present invention has been made in view of the above-mentioned problems. It is an object of the present invention to provide a financial product transaction management device capable of reducing the risk incurred by customers who place limit orders.

In order to solve such a problem, the invention described in claim 1 is a financial product transaction management device for managing a buying and selling transaction of financial products, which receives trading order application information for placing a trading order for the financial product. Based on the order input receiving means, the price information receiving means for acquiring the market price information of the financial product, the trading order application information received by the order input receiving means, and the market price information acquired by the price information receiving means order information generation means for generating order information for financial instruments by means of a Based on the purchase order application information, as the order information, the buy order information of a stop loss order for placing a buy order for the same type of financial product at a predetermined buy order price, and the purchase order information subject to the buy order information Generating one or a plurality of order information groups having sell order information of a limit order for placing a sell order for a financial product at a predetermined sell order price, and generating specific contract price information for each of the order information. When there are a plurality of said order information groups to be executed, each said buy order price and each said sell order price constituting said plurality of said order information groups are configured to be different prices, and said execution When the market price of the financial product based on the market price information fluctuates by a predetermined price range or more, and the price range includes the sell order price of one or more of the order information groups, the information generating means: Alternatively, the process of canceling one or more of the buy orders based on the buy order information of one or more of the buy order prices included in the plurality of order information groups is performed.
According to a second aspect of the present invention, there is provided a financial instrument transaction management apparatus for managing a transaction of a financial instrument, comprising an order input receiving means for receiving trading order application information for placing a trading order for the financial instrument; Price information receiving means for acquiring market price information of a product, and order information for financial products is generated based on the trading order application information received by the order input receiving means and the market price information acquired by the price information receiving means. and execution information generation means for executing an order based on the order information generated by the order information generation means, wherein the order information generation means generates the purchase order application information based on the one purchase order application information. , as the order information, sell order information for a stop loss order for placing a sell order for the same type of financial product at a predetermined sell order price; generating one or a plurality of order information groups having buy order information of a limit order to place a buy order at , each of said order information being provided with specific execution price information, and said generated order information groups being plural , the sell order price and the buy order price constituting the plurality of order information groups are configured to be different prices; If the market price based on the market price information of the above fluctuates by a predetermined price range or more, and the price range includes the buy order price of one or more of the order information groups, one or more of the order information groups A process of canceling one or more of the sell orders based on the sell order information of the included one or more of the sell order prices is performed.

According to a third aspect of the present invention, there is provided a financial instrument transaction management apparatus for managing a transaction of a financial instrument, comprising: an order input receiving means for receiving trading order application information for placing a trading order for the financial instrument; Price information receiving means for acquiring market price information of a product, and order information for financial products is generated based on the trading order application information received by the order input receiving means and the market price information acquired by the price information receiving means. and execution information generation means for executing an order based on the order information generated by the order information generation means, wherein the order information generation means generates the purchase order application information based on the one purchase order application information. , as the order information, buy order information of a stop loss order for placing a buy order for the same type of financial product at a predetermined buy order price; generating one or a plurality of order information groups having sell order information of a limit order for placing a sell order at , each of said order information being provided with specific execution price information, and said generated order information groups being plural , the buy order price and the sell order price constituting the plurality of order information groups are configured to be different prices; If the market price based on the market price information of the above fluctuates by a predetermined price range or more, and the price range includes the sell order price of one or more of the order information groups, one or more of the order information groups Performing a process of canceling one or more of the buy orders based on the buy order information of one or more of the buy order prices included, wherein the order information generating means
A process of repeating the generation of the buy order information for executing the buy order transaction at the buy order price corresponding to the canceled buy order and the generation of the sell order information for executing the sell order transaction corresponding to the buy order. characterized by performing
The invention according to claim 4 is a financial product transaction management device for managing sales transactions of financial products,
order input receiving means for receiving trading order application information for placing a trading order for the financial product; price information receiving means for obtaining market price information for the financial product; and the trading order application received by the order input receiving means. order information generating means for generating order information for financial instruments based on the information and the market price information acquired by the price information receiving means; and a contract for executing an order based on the order information generated by the order information generating means and information generating means, wherein the order information generating means generates a stop loss order to sell the same type of financial product at a predetermined sell order price as the order information based on one of the trading order application information. one or a plurality of order information groups having sell order information and buy order information of a limit order for placing a buy order at a predetermined buy order price for the financial product subject to the sell order information, and each of the above Each order information is provided with specific execution price information, and when a plurality of the order information groups are generated, each of the sell order prices and each of the order information constituting the plurality of order information groups The buy order price is configured to be different prices, and the contract information generating means generates one or more cancel one or more of the sell orders based on the sell order information of one or more of the sell order prices contained in one or more of the order information groups, if the buy order price of the order information group of The order information generating means generates the sell order information for trading the sell order at the sell order price corresponding to the canceled sell order, and the buy order trade corresponding to the sell order. A financial product transaction management apparatus, characterized in that it repeats the process of generating the purchase order information.

The invention according to claim 5 , in addition to the configuration according to claim 1 or 2, further includes the financial product targeted for the buy order information and the sell order information in the order information group. It is characterized by including stop-loss order information for placing a stop-loss order on a price.

The invention according to claim 6 is characterized in that, in addition to the configuration according to claim 1 or 2 , the order information group generated by the order information generating means based on one of the trading order application information includes one of the order information The number of financial products forming the group is constant, and the price range between the buy order information and the price range between the sell order information in the order information group in a plurality of price ranges are constant. .

According to a seventh aspect of the invention, there is provided a program that causes a computer to function as the financial product transaction management apparatus according to any one of the first to sixth aspects.

According to the inventions described in claims 1 and 3 , based on one purchase and sale order application information, as order information, buy order information for a stop loss order to buy the same type of financial product at one price. , generate an order information group having sell order information of a limit order for placing a sell order at a different price for the financial product subject to the buy order information, and each order information includes information on a specific execution price. When a plurality of order information groups are generated, each buy order price and each sell order price constituting the plurality of order information groups are configured to be different prices, If the market price based on the market price information fluctuates more than a predetermined price range, and the price range includes the sell order price of one or more order information groups, one or more of the order information groups By performing the process of canceling one or more buy orders based on the buy order information of the buy order price , the first order of the stop order and the second order of the limit order form an if-done order. By contracting the order and the second order, it is possible to reliably prevent the situation where the first order and the second order are contracted in a situation where the customer cannot obtain a profit. As a result, if the first order is a stop loss order, the customer can avoid the situation where the customer suffers a disadvantage due to the execution of the first order and the second order, thereby reducing the risk of the customer who places the limit order. be able to.

According to the inventions described in claims 2 and 4 , based on one purchase and sale order application information, as order information, sell order information for a stop loss order to sell the same type of financial product at one price. , to generate an order information group having buy order information of a limit order to place a buy order at a different price for the financial product subject to the sell order information, and each order information includes specific execution price information. When a plurality of order information groups are generated, each buy order price and each sell order price constituting the plurality of order information groups are configured to be different prices, If the market price based on the market price information fluctuates more than a predetermined price range, and the price range includes the buy order price of one or more order information groups, one or more of the order information groups By performing the process of canceling one or more sell orders based on the sell order information of the sell order price , the first order of the stop order and the second order of the limit order form an if-done order, and these first By contracting the order and the second order, it is possible to reliably prevent the situation where the first order and the second order are contracted in a situation where the customer cannot obtain a profit. As a result, if the first order is a stop loss order, the customer can avoid the situation where the customer suffers a disadvantage due to the execution of the first order and the second order, thereby reducing the risk of the customer who places the limit order. be able to.

According to the fifth aspect of the invention, the order information group includes stop loss order information for placing a stop loss order at another price for the financial product that is the target of the buy order information and the sell order information. It is also possible for a customer to sell financial instruments owned in the future by means of a stop loss order. As a result, it is possible to automatically cancel the transaction based on the limit order in accordance with the future market conditions, thereby reducing the risk of the customer who places the limit order using the system.

According to the sixth aspect of the present invention, the order information group generated by the order information generating means based on one piece of trading order application information has a fixed number of financial instruments forming one order information group, Since the price range between buy order information and the price range between sell order information in the group of order information in a plurality of price ranges are constant, it is possible to simplify the command contents from the client terminal side when ordering financial products. In addition, it is possible to place orders with a high effect of risk diversification by forming orders for a certain number of products in a certain price range. As a result, trading by limit order can be performed more efficiently and smoothly.

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

1 is a system configuration diagram and a functional block diagram of a financial product transaction management device in a financial product transaction management system according to Embodiment 1 of the present invention; FIG. FIG. 4 is a schematic diagram of field definitions of an order table of the same financial product transaction management apparatus; It is a flowchart which shows the processing procedure at the time of receiving a trap trade in the same financial-instrument transaction management apparatus. FIG. 4 is an image diagram of a first input screen displayed on a client terminal; FIG. 10 is an image diagram of a second input screen displayed on the client terminal; FIG. 4 is a diagram schematically showing an order information group formed in the same financial product transaction management apparatus; FIG. 4 is a diagram schematically showing an order information group formed in the same financial product transaction management apparatus; Fig. 10 is a flow chart showing a processing procedure after acceptance of a limit order by trap trade in the same financial product transaction management apparatus; Fig. 10 is a flow chart showing a processing procedure after acceptance of a limit order by trap trade in the same financial product transaction management apparatus; 4 is a time chart showing a processing procedure after acceptance of a limit order by trap trade in the same financial product transaction management apparatus; 4 is a time chart showing a processing procedure after acceptance of a limit order by trap trade in the same financial product transaction management apparatus; (a) A diagram schematically showing a part of the order table at the time when the order information group is placed, (b) First after processing by the so-called "Itayose method" in the same financial instruments transaction management device A diagram schematically showing a part of the order table after the first order of the third order is executed, (c) is processed by the so-called "Itayose method" and is based on the second order of the first to third orders. FIG. 12D is a diagram schematically showing a part of the order table after the limit order is executed, and (d) schematically showing a part of the order table after the first stop order is executed. FIG. 11 is an image diagram of a second input screen displayed on the client terminal in a modification of the embodiment; FIG. 10 is an image diagram of a second input screen displayed on the client terminal in the financial product transaction management system according to Embodiment 2 of the present invention; Fig. 10 is a flow chart showing a processing procedure after acceptance of a limit order by trap trade in the same financial product transaction management apparatus; Fig. 10 is a flow chart showing a processing procedure after acceptance of a limit order by trap trade in the same financial product transaction management apparatus; (a) A diagram schematically showing an order table at the time when an order information group is placed, and (b) processed by the so-called "Itayose method" based on the second order in the same financial instruments transaction management device. A diagram schematically showing an order table after a limit order has been executed, (c) a diagram schematically showing an order table when the order information group is reordered, (d) a reordered order information group (e) Schematic diagram of the order table when the first order of the order information group is executed without processing by the so-called "Itayose method" (f) is a diagram schematically showing an order table at the time when a stop loss order in the order information group is executed. (a) A diagram schematically showing an order table at the time when an order information group is placed, and (b) processed by the so-called "Itayose method" based on the second order in the same financial instruments transaction management device. A diagram schematically showing an order table after a limit order has been executed, (c) a diagram schematically showing an order table when the order information group is reordered, (d) a reordered order information group (e) Schematic diagram of the order table when the first order of the order information group is executed without processing by the so-called "Itayose method" (f) is a diagram schematically showing an order table at the time when a stop loss order in the order information group is executed. FIG. 10 is a time chart showing a processing procedure after acceptance of a limit order based on a repeat-if-done order in the same financial instrument transaction management apparatus; FIG. FIG. 10 is a time chart showing a processing procedure after acceptance of a limit order based on a repeat-if-done order in the same financial instrument transaction management apparatus; FIG. FIG. 10 is an image diagram of a second input screen displayed on the client terminal in the financial product transaction management system according to Embodiment 3 of the present invention; (a) A diagram schematically showing an order table when an order information group is placed, (b) A diagram schematically showing an order table when an order information group is ordered again, in the same financial instrument transaction management apparatus. It is a diagram. (a) A diagram schematically showing an order table when an order information group is placed, (b) A diagram schematically showing an order table when an order information group is ordered again, in the same financial instrument transaction management apparatus. It is a diagram. FIG. 10 is a time chart showing a processing procedure after acceptance of a limit order by a trap repeat if done order in the same financial product transaction management apparatus; FIG. FIG. 10 is a time chart showing a processing procedure after acceptance of a limit order by a trap repeat if done order in the same financial product transaction management apparatus; FIG.

[Embodiment 1 of the invention]
Embodiment 1 of the present invention is shown in FIGS. 1 to 11. FIG.

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 for displaying various instructions and various images input from _{1 ,} . . . , _21n . The _client terminals 2 ₁ , . _{. .} , 2 _n , the operation units 21 ₁ , . The client terminal 2 , the operation unit 21 , and the display unit 22 are used unless otherwise specified.

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

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

The order input receiving unit 12 receives data related to various orders input from the client terminal 2 and performs various processes necessary 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, and stop orders, as well as if-done orders.

When generating an if-done order and a stop order, the order information generation unit 16 generates the first order as order information for a new limit order or stop loss order, and generates the second order as order information for a settlement limit order. Generate a stop loss order as the order information of the stop loss order for 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.

The contract information generator 14 performs contract processing based on the order generated by the order information generator 16 and processing for sending information on completed contract processing to the client terminal 2 of the customer. It should be noted that the term "agreement" as used herein refers to various procedures and processes for establishing a trade in a financial product based on a customer's order. As will be described later, when a contract is established in this embodiment, foreign exchange is traded. (described later), and the deposit/withdrawal information generation 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 customer deposit balance information and managing the deposit balance information as margin information (that is, information to prove that the order can be executed). In addition, in order to ensure consistency with the actual deposit balance, the information regarding the deposit balance generated by the account information generation unit 15 is regularly updated with the information regarding the customer's actual deposit balance provided by a financial institution such as a bank. Matched.

The database connection base unit 17 converts the data generated and processed in the data processing unit 10 and the data recorded in the database 18 (for example, mutual conversion between the logical data structure and the 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 contains an order table (order information recording means) 181, a customer account information table 182 that defines information such as the financial institution where the customer's account exists, the account name, the balance, etc., information on the combination of currencies to be traded, etc. A currency pair order condition table 183 and a sequence number table 184 to be defined 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 .

The price information reception management unit 19 acquires information on 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. 2 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.

In the above-described financial product transaction management device 1, when limit trading of financial products is performed,
When limit trading of financial products is carried out, an order form that reserves multiple financial products of the same type at a specified price range for each specified number of products by accepting one order (hereafter, this order format is simply called "trap trade"). ) can be realized.

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

FIG. 3 is a flow chart showing a processing procedure for accepting a trap trade in the financial product transaction management system 1 according to Embodiment 1 of the present invention. The processing procedure at the time of reception will be described below with reference to the same drawing.

A customer who uses the financial product transaction management system 1A accesses the financial product transaction management device 1 using the client terminal 2 . The front page distribution unit 11 of the financial product transaction management apparatus 1 causes the display unit 22 of the accessed client terminal 2 to display the first input screen 40 shown in FIG. The first input screen 40 displays a desired trading currency pair selection button 401 for displaying currency pairs that can be traded. When a specific desired trading currency pair selection button 401, for example, the trading type selection button 401a of USD/JPY is clicked, the display unit 22 displays the second input screen 41 shown in FIG. The second input screen 41 includes a trade type selection button 41a for displaying the trade type of the limit order (first order) to be executed first, an order type selection button 41b for displaying selectable order types, and a trade type selection button 41b for displaying selectable order types. An order condition selection field 41c for selecting whether the order condition is "(forward) limit order" or "stop order", and the amount of the currency (in this case, Japanese Yen) traded by the execution of each limit order and stop order are entered. a first order price input field 41e for inputting an order reference price for a trap trade; a trap for selecting the number of positions (foreign currency positions; the same applies in this specification) in one order; Quantity selection field 41f, price range input field 41g where "price difference information" as the price difference between adjacent positions is input, and profit amount obtained by trading the first order and the second order of one position are input. profit amount specification field 41h, expiration date selection button 41i for selecting the expiration date of the order, whether to place a stop loss order (so-called a new stop loss order for cutting losses; the same shall apply in this specification). A stop loss order check box 41j for selecting , a stop loss price entry field 41k for entering the price of the stop loss order, and an order confirmation button 41m for confirming the order are displayed.

The customer selects and inputs order content data on the first input screen 40 and the second input screen 41 using the operation unit 21 . In FIG. 5, in the first input screen 40 shown in FIG. 4, the trading type selection button 401a of "buy" of US dollar/Japanese yen (trading US dollar in Japanese yen) is selected in the desired trading currency pair selection button 401. A second input screen 41 is shown when selected. Then, on the second input screen 41, in this state, select "trap trade order" with the order type selection button 41b, select "limit price" with the order condition selection column 41c, and select 10 in the order amount input column 41d. (10,000 yen), 101.00 (yen) is entered in the first order price input field 41e, 5 (books) is selected in the trap number selection field 41f, and 1.00 (yen) is input in the price range input field 41g. 50000 (yen) is selected in the profit amount specification field 41h, "indefinite" is selected by the expiration date selection button 41i, a check is entered in the stop loss order check box 41j, and the stop loss price input field 41k is selected. shows a state in which 100.00 (yen) has been input.

In this state, when the order confirmation button 41m is clicked and the trading order application information consisting of the data input and selected on the first input screen 40 and the second input screen 41 is supplied to the financial instruments transaction management apparatus 1, financial The order entry reception unit 12 of the product transaction management device 1 confirms the deadline selected by the expiration date selection button 41i and the order type selected by the order type selection button 41b, and further inspects each order price. (Step S2). Specifically, the amount of the first order price entered in the first order price entry field 41e is compared with the current exchange rate price received by the price information reception management section 19. FIG. The order input receiving unit 12 also calculates the prices of the first order and the second order for each position based on the data input and selected on the first input screen 40 and the second input screen 41 . In this embodiment, the value entered in the first order price input field 41e is set as the reference first order (first order executed first), and the price range is entered from the reference first order. A price range is set for each value entered in the column 41g, and the price of the first order for each position is calculated for the number entered in the trap number selection column 41f. Also, the value of the second order for each position is calculated by the following formula (1).
(Price of the second order for each position) = (Price of the first order for each position) - (amount entered in the profit amount specification field 41h) / { (1 if the first order is a sell, if it is a buy - 1) * (the amount entered in the order amount input field 41d)} (1)
The second order price calculated by the order entry receiving unit 12 can also be a numerical value that further considers the profit of the manager of the financial product transaction management device 1 . For example, the value of the second order for each position can be calculated by the following formula (1)'.
(Price of second order for each position)=(right side of (1) above)±(profit amount of financial instruments transaction management device 1) (1)'
Furthermore, when the amount and the market price entered in the first order price entry field 41e satisfy predetermined conditions, the order entry reception unit 12 determines that the price 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 in the customer account information table 182. FIG.

The order input reception unit 12 multiplies the acquired margin information and the customer's order total (that is, the amount entered in the order amount input field 41d and the number of orders entered in the trap number selection field 41f). (That is, in this embodiment, 10 (10,000 yen) x 5 (pieces) = 2,500 (10,000 yen)) is compared to confirm whether or not the margin amount is equal to or greater than the total order amount. Only when the margin amount is equal to or greater than the total order amount ("No" in step S5), the unit 16 generates an "order information group" to be described later, thereby ensuring that the customer can make payment. Limit orders can only be accepted on

Here, the order input reception unit 12 calculates the margin in a manner including correction of slippage that may occur when calculating the margin, and the margin information acquired by the account information generation unit 15 is used as the calculated evidence. A limit order is accepted if it is equal to or greater than the amount of gold.

Specifically, a predetermined correction value is set for each currency pair in the order entry reception unit 12, and the above order total is corrected based on this correction value.

For example, the order input reception unit 12 records an upward correction value of “0.03” as the correction value of the “USD/JPY” currency pair, and the order total obtained by the account information generation unit 15 is 500,000 yen. if was
50 (10,000 yen) + 0.03 (10,000 yen) = 50.03 (10,000 yen)
becomes the revised order total, and this revised order total is treated as the calculated margin. In this case, the limit order will be accepted only when the customer's margin information obtained by the account information generation unit 15 is 503,000 yen or more.

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

If the margin amount is greater than or equal to the corrected order total amount ("No" in step S5), the order input receiving unit 12 determines that the order conditions are the above based on the data recorded in the currency pair order condition table 183. It is checked whether or not various conditions for trap trades other than the ones that have been made are satisfied (step S6).

If the trap trade conditions are not met ("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).

When various conditions of trap trade are satisfied ("No" in step S7), and when it is determined that the order conditions satisfy all the conditions necessary for a limit order by the trap trade described above,
When the customer clicks the order confirmation button 41m by operating the operation unit 21, the order information generation unit 16 of the financial instrument transaction management device 1 generates order information based on the trading order application information input in step S1 (step S8). Specifically, a plurality of pieces of data input in the above procedure are summarized in order price units, and each order information is obtained by assigning a sequence number to the order recorded in the sequence number table 184 for each information unit. Form. At this time, the sequence number table 184 is provided with information for distinguishing the sequence numbers used in the order information from unused numbers. A plurality of order information generated by the procedure of step S8 once includes order information for placing a limit order or stop order for the same type of financial product at a first price and order information for placing a limit order at a second price. , and the financial product subject to the buy order information and the sell order information is further stop-ordered at another price to form an order information group (hereinafter simply referred to as "order information group") consisting of stop-loss orders. .
The order information generator 16 records the generated order information group in the order table 181 (step S9). The order information group is recorded in the order table based on the definition of each field shown in FIG. For example, the "ord_seq" field 181b defines the sequence number assigned in step S8. The "cust_seq" field 181c defines a customer number uniquely determined for each customer, and the "style_id" field 181d defines a product name. The "ccy_pair_id" field 181e defines an ID number uniquely determined for each currency pair. The combination of this ID number and currency pair is recorded in an ID table (not shown) provided separately in the database. The "ord_amnt" field 181f defines the amount entered in the order amount input field 41d. The "buy_sell_id" field 181g defines whether it is a sell order or a buy order entered by the trade type selection button 41a. 41k, etc., and the price of each order information defined by the trap number selection field 41f, price range input field 41g, etc., and selected by the expiration date selection button 41i in the "limit_time" field 181i. Defines the ordered order deadline. The "ord_cond" field 181j defines the type of order selected by the order type selection button 41b, and the "new_close" field 181k defines whether it is a new order or a settlement order. The "trap_seq" field 181m defines when the trap trade is selected with the order type selection button 41b, and the "repeat_flag" field 181n defines whether or not to repeat the if-done order.

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

Furthermore, although not shown in FIG. 2, the order table 181 contains first order identification information for identifying whether each order information is a first order, a second order, or a stop loss order; Fields are also provided for defining order identification information, stop loss order identification information, and valid information identification information for identifying an order that is valid as a limit order. These fields record the current state of each order information and changes in state as the transaction progresses.

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

6A and 6B are diagrams schematically showing order information groups generated by the order information generation unit 16 and recorded in the order table 181. FIG. The table shown in FIG. 1 is also image-displayed on the display unit 22 of the client terminal 2 by the front page distribution unit 11.

As shown in the figure, in the order table 181, an order information group of k sets (k>1, k=5 in this embodiment), which is the number of position sets input in the trap number selection column 41f, that is, the order information group First to fifth order information groups 181s ₁ , 181s ₂ , . . . 181s ₅ are recorded. 181s ₅ are recorded in the order table 181 _, although not all of _them are shown in FIG.

Each order information group (for example, a first order information group 181s ₁ ) includes a first order 181t ₁ as "buy order information" for placing a stop loss order for the same type of financial product at one price, and a first order 181t 1 . A second order 181u1 as "selling order information" for placing a limit order for the financial instrument subject to ₁ at a different price, and a second order _181u1 as "selling order information" for placing a limit order for the financial instrument subject to 1, An information group of one price range is formed, which is composed of a stop loss order _181v1 for placing a stop loss order on the price (stop loss price). By forming a plurality of such order information groups (for example, the first order information group 181s ₁ ), the order information group of one price range (for example, the first order information group 181s ₁ ) can be divided into a plurality of different prices. will be generated for the band.

In these order information groups 181s ₁ , _{181s 2 , .} the _price entered in _{the order price} input field 41e), the price range between the first orders 181t ₁ , 181t ₂ . Each price range is 0.10 yen (that is, the price entered in the price range input field 41g). Also, the first _orders 181t ₁ , _{181t 2} . . . , 181t ₅ and the second orders 181u 1 , 181u ₂ , . entered amount). Further, each of the second orders forming the order _information groups 181s ₁ , 181s ₂ , . The price range between the first order 181t _{-1 and} the second order 181u-1 of one order information group 181s- ₁ is 0.50 yen).

On _the other _hand , in these order information groups 181s ₁ , 181s _{2 , .} The entered price (1 dollar = 100.00 yen in this embodiment) is set.

In this embodiment, when the _order information groups 181s ₁ , 181s ₂ , . . . 181s ₅ and the first orders 181t ₁ , 181t ₂ . 181t _{1 , 181t 2 . . . 181t 5 and second orders 181u 1 ,} 181u ₂ . is higher than That is, all first orders 181t ₁ , _{181t 2} . . . , 181t ₅ and all second orders 181u ₁ , 181u 2 , _. Generated as a price above the price. _{If the} first orders _{181t 1} , 181t _{2 . 1} , 181u _{2 ,} .

Then, _as shown in (a) of FIGS. 6A and 6B, the limit price type information 181G of all the first orders 181t ₁ , 181t ₂ . is set as "new". That is, all first orders 181t ₁ , 181t ₂ . . . , 181t ₅ are generated as new stop loss orders.

6A and 6B, each order 181t _{1 , . . . 181v 5 forming} the first to fifth order information groups 181s ₁ , 181s ₂ , . Number 181A, customer number 181B uniquely attached to each customer, currency pair information 181C for identifying a combination of currencies to be traded (mainly a combination of Japanese yen and foreign currency), price information for one position Order amount information 181D, order time information 181E as information on the time the order was placed, trading direction information 181F as flag information identifying whether the order is a "sell order" or "buy order", limit order Limit order information 181G as information for identifying whether the type is "forward order (that is, normal limit order)" or "stop order (that is, stop order)", order price information 181H as "contract price information", each Order expiration date information 181I as information indicating the expiration date of orders 181t _{1 ,} . New/settlement information 181K as flag information for identifying whether it is an "order", _each order 181t ₁ , . or valid/invalid information 181L as "valid/invalid identification information", which is flag information for identifying whether it is invalid order information as order information of a limit order (or stop order) before placing an order, each order _{181t 1 , .} It has, as attribute information, agreement presence/absence information 181N serving as flag information for identifying "yes" or "no" of an agreement. These attribute information are based on the information input from the input screen 40, and are recorded in the order table 181 based on the field definition described above.

As _shown in the valid/invalid information 181L in FIGS. 6A and 6B, all the order information 181t ₁ , . ) is considered invalid order information.

As shown in the new/settlement information 181K in FIGS _. 6A _and 6B _, first orders 181t ₁ , 181t ₂ , . , 181u ₅ and stop loss orders 181v ₁ , 181v ₂ , . . . , 181v ₅ are generated as settlement order information.

As shown in the order information 181M, of the order information forming one order information group (for example, the first order information _group 181s ₁ ), the first orders 181t ₁ , 181t ₂ , . _{, 181u 5 and stop loss orders 181v 1 , 181v 2 , .} This is the second order with the lowest rank. _{181t 1 , 181t 2} , _. 181u ₁₀ , and the first to fifth stop loss orders 181v _{1 ,} 181v _{2 , .} , ie, it is recorded in the order table 181 as "invalid order information" that does not have the status of a completed order.

As will be described later, the "valid" or "invalid" state of each order information changes depending on the stage of the transaction. , changes in status are sequentially recorded in the order table 181 . As a result, it is possible to generate and record data that conforms to the actual situation of transactions such as trap trades and if-done orders. 'Valid' and 'Invalid' can be displayed in real time on the display section 22 of . Furthermore _, in the first to fifth order information groups 181s ₁ , 181s ₂ , .

Also, if the first desired price is determined to be an inappropriate price in step S3 (“Yes” in step S3), and if the margin amount is less than the total order amount in step S5 (“ Yes"), the order input receiving unit 12 treats the input order as an error and rejects the order (step S10). That is, _the order information groups 181s ₁ , 181s ₂ , . is displayed.

After the order processing is completed, the price information reception management unit 19 of the financial product transaction management device 1 continues to acquire exchange rate information periodically (for example, at predetermined intervals such as every minute or every hour). Then, when the market price and the order price for a specific position match, the contract information generation unit 14 will contract the order for the position.

FIGS. 7A and 7B are flowcharts showing the processing procedure after acceptance of a limit order by trap trade in the financial instrument transaction management system 1 of this embodiment, and FIGS. 5 is a time chart showing a processing procedure after acceptance of a limit order by trap trade in the product transaction management device 1; The processing procedure will be described below with reference to the same drawing. 8 and 9, a circle indicates order information for one position.

After completing the order acceptance process, the price information reception management unit 19 of the financial product transaction management device 1 continues to acquire exchange rate information.

As shown in FIGS. 6A and 6B, at time t1 when the process of accepting a limit order based on a trap trade order is completed, the execution information generation unit 14 generates the first to fifth order information groups 181s ₁ and 181s ₂ of the first order. , 181s ₅ by converting the flag information of the valid/invalid information 181L of the first to fifth first orders _{181t 1} , 181t ₂ , . , submit these buy limit orders. On the other hand, at time t1, the flag information of the valid/invalid information 181L of the first to fifth second orders 181u ₁ to 181u ₅ and the first to fifth stop loss orders 181v ₁ to 181v ₅ is "invalid". remain. Therefore, at time t1, the first to fifth second orders 181u ₁ to 181u ₁₀ and the first to fifth stop loss orders 181v ₁ to 181v ₅ are invalid order information.

As shown in FIG. 8, for example, assume that the US dollar market purchase price 71 at time t1 is 1 dollar=100.00 yen. Then, after time t1, the exchange rate is temporarily interrupted with a holiday in between, and then resumes at time t2, and the market purchase price 71 becomes the same 1 dollar = 103.50 yen in the so-called "Itayose method". think of. In this case, the first order is a buy order, and the market purchase price 71 is higher than the first to third second orders 181u ₁ to 181u ₃ (“Yes” in step S11). Therefore, the execution information generation unit 14 _generates the first to third first orders 181t ₁ to 181t 3 and the first to third second orders 181t ₁ to 181t ₃ corresponding to the first to third second orders 181u 1 to 181u 3 . 181u ₁ to 181u ₃ are canceled, and at the same time, as shown in (b) of FIG _{. 181t3} is newly generated and set (step S13). Specifically, the order information of the stop order is replaced with the order information of the (forward) limit order for the first to third first orders 181t ₁ to 181t ₃ . If the first order is a sell order and the market price is lower than that of the second orders 181u ₁ to 181u ₃ (“Yes” in step S12), the process of step S13 is also performed. If the conditions of steps S11 and S12 are not met ("No" in steps S11 and S12), the process of step S13 is not performed.

In this state, the execution information generation unit 14 performs processing for executing the first to third first orders 181t ₁ to 181t ₃ and the first to third second orders 181u ₁ to 181u ₃ . That is, when the contract information generation unit 14 confirms that the market purchase price 71 has reached the contract prices of the first to third first orders 181t ₁ to 181t ₃ (“Yes” in step S14), the first to third first orders 181t ₁ to 181t ₃ are executed (step S15). Specifically, when the market price purchase price 71 is the first to third first orders 181t ₁ to 181t ₃ and the first to third second orders 181u ₁ to 181u ₃ are executed, , the contract information generation unit 14 converts the flag information of the contract presence/absence information 181N of the first to third first orders 181t ₁ to 181t ₃ from "no" to "present" along with the contract. As a result, the order table 181 is converted from the state shown in FIG. 10(a) to the state shown in FIG. 10(b). Then, the account information generation unit 15 receives an instruction from the contract information generation unit 14, converts the margin information (described later) according to the transaction amount, and the deposit/withdrawal information generation unit 13 puts the deposit/withdrawal into the deposit/withdrawal list. Describe your money situation. Furthermore, when a contract is established, the contract information generation unit 14 displays text information indicating that the contract is established on the display unit 22 of the client terminal 2, and processes deposits and withdrawals to and from the bank account of the client terminal based on the trading price. (In the "agreement" of this embodiment, the financial instrument transaction management apparatus 1 performs the same processing.).

Then, as shown in FIG. 10(b), the execution information generation unit 14 generates first to third second orders 181u ₁ to 181u ₃ and first to third stop loss orders 181v ₁ to 181v ₃ . flag information of the valid/invalid information 181L is changed from "invalid" to "valid", and these orders are changed from invalid to valid (step S16). In this case, the market purchase price 71 does not reach the stop order prices of the first to third stop orders 181v ₁ to 181v ₃ (“No” in step S17), and Since the execution prices of the second orders 181u ₁ to 181u ₃ have been reached (“Yes” in step S18), the execution information generation unit 14 generates the second orders of the first to third orders as shown in FIG. The flag information of the execution presence/absence information 181N of 181u ₁ to 181u ₃ is changed from "absent" to "present", and the first to third second orders 181u ₁ to 181u ₃ are executed (step S19). In this embodiment, when the first to third second orders 181u ₁ to 181u ₃ are executed, the corresponding first to third stop loss orders 181v ₁ to 181v ₃ are canceled. are handled (step S19). In this case, the execution information generating unit 14 deletes the data of the corresponding stop loss order in the order table 181 and performs processing for displaying the deletion on the display unit 22 of the client terminal 2 .

In steps S15 and S19, the execution information generation unit 14, when executing the first to third first orders 181t ₁ to 181t ₃ and the first to third second orders 181u ₁ to 181u ₃ These orders will be executed even if slippage (price difference between the ordered price and the executed price) occurs. Specifically, for example, the execution information generation unit 14 not only determines that the market price is just 1 dollar = 101.00 yen, which was ordered as the execution price of the first order _181t1 , but also sets in advance The amount obtained by adding or subtracting the allowable slippage price (if the allowable slippage price is set at 0.20 yen, 1 dollar = 101.00 yen + 0.20 yen = up to 101.20 yen, or 1 dollar = 101.00 yen - 0.20 yen = up to 100.80 yen), the first order _181t1 is set to be executed. Also, other order information is set to be executed in the same manner. As a result, contract is executed even when slippage occurs (in the "contract" of this embodiment, the financial product transaction management apparatus 1 performs the same processing).

On the other hand, unlike the above case, the processing by the "Itayose method" is not performed, and the US dollar market purchase price 71 changes from 1 dollar = 100.00 yen to 1 dollar = 103.50 yen from time t1 to time t2. In the case of gradual change, the limit price type information 181G of the first to third first orders 181t ₁ to 181t ₃ remains "stop order" and the first to third first orders 181t ₁ to 181t 1 to 181t ₃ and the first to third second orders 181u ₁ to 181u ₃ are to be executed gradually. In this case, as shown in FIG. 9, all positions are processed sequentially from time t1 to t11. In this case, since steps S11 and S12 are never "Yes"("No" in steps S11 and S12), the process of step S13 is not performed, and the processes of steps S14 to S19 are performed.

After the first order is executed as a new stop loss order or a new limit order, the US dollar market purchase price 71 is the price of the settlement stop loss order, for example, as shown in FIG. If the execution prices of the fifth stop orders 181v ₁ to 181v ₃ fall to 100.00 yen per dollar ("Yes" in step S17), the execution information generation unit 14 responds to these executed first orders. Execute a stop loss order. For example, when the first order _181t1 executed in step S15 is executed as a new stop loss order, the execution information generation unit 14 generates the first order as shown in (d) of FIG. The flag information of the execution presence/absence information _181N of the stop order 181v1 is changed from "absent" to "present", and the first stop loss order _181v1 is executed (step S21). As a result, in cases such as when the market price of financial products fluctuates more than the conventional market price and there is no prospect of recovery for the time being, it is possible to minimize the damage suffered by the customer who conducts limit trading.

Then, when the contract information generating unit 14 executes a contract based on any of the first to fifth stop orders 181v ₁ to 181v ₅ , the executed first to fifth stop orders 181v 1 to 181v ₁ to Of all the order information groups 181s ₁ to 181s ₅ generated based on the trading order application information that generated 181v ₅ , the second order that is currently valid and has not yet been executed and the stop loss order information has not been generated at the time of execution. All order information groups are canceled (steps S22 and S23). Specifically, the execution information generating unit 14 generates the second order valid at the time of execution of the first stop loss order _181v1 and before execution, for example, the second and third second orders _181u2 and _181u3. cancel processing, and furthermore, among the first to fifth order information groups 181s ₁ to 181s ₅ described in the order table 181, all the order information groups 181s ₁ to 181s ₅ that have not been generated at time t11 are canceled from the order table 181. Delete (step S23), and perform a process of displaying the cancellation on the display unit 22 of the client terminal 2 (the "cancellation process" in this embodiment performs the same process). By performing the canceling process in this way, it is possible to cancel all trading by limit orders such as trap trades after the execution of stop loss order information based on one stop loss order. As a result, in cases such as when the market price of financial products fluctuates more than the conventional market price and there is no prospect of recovery for the time being, it is possible to minimize the damage suffered by the customer who conducts limit trading.

If execution based on any of the first to fifth stop loss orders 181v ₁ to 181v ₅ is not executed, the processing of steps S14 to S19 is executed for all the first orders 181t ₁ to 181t ₃ and the second order 181u ₁ 181u ₃ is executed ("No" in step S20).

When the client terminal 2 requests to change the price and amount of a limit order once generated, the financial product transaction management apparatus 1 of this embodiment treats the request as an unauthorized request and treats it as an input error. to process. Specifically, based on the request, changes in the data of the order table 181, data generation and change processing by the account information generation unit 15 and the deposit/withdrawal information generation unit 13, etc., are performed from the financial instrument transaction management device 1 to the financial institution. No data or signals are sent or received. Also, the display unit 22 of the client terminal 2 is made to display that there is an input error. As a result, it is possible to prevent the business of the bank, which is the trading source of financial products, from becoming excessive due to frequent requests for prices and amounts.

On the other hand, when an order cancel button (not shown) is clicked on the third input screen (not shown) of the client terminal 2 and there is a request to cancel the generated trap trade, etc., the financial instruments transaction management device The execution information generation unit 14 of 1 extracts the order information group included in the trap trade etc. for which the cancellation request was made, and among this order information group, the second order and the stop loss order that have not been executed are all canceled. processed as For example, between t2 and t3 in FIG. 8, if the client terminal 2 issues a cancellation request for the fifth order information group _181s5 , the fifth second order _181u5 scheduled to be executed at time t3 and the execution The fifth stop order 181v ₅ (not shown in FIG. 8) that has not filled is canceled.

In this way, when there is a request to cancel an order for a financial product once generated, an order information group containing order information related to the requested order is extracted, and the pre-execution order information contained in the order information group is extracted. can be prevented from complicating the handling of limit orders by trap trading.

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

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

As described above, in the financial product transaction management apparatus 1 of the first embodiment, the order information generation unit 16 executes the buy order information/sell order information of the stop loss order forming the order information group in each order information group. In addition to giving the first order identification information as the first order with the highest priority as the order of the limit order, the sell order information / buy order information of the limit order is second as the second order with the lowest priority as the order Order identification information is given, and the order information as the first order is set as valid information identification information is given, and the order information and stop loss order information as the second order are invalid orders information, and if the market price information acquired by the price information reception management unit 19 is higher/lower than the price of the second order, buy order information/sell order information as the first order, and as the second order By performing the process of canceling the sell order information/buy order information, the first order of the stop order and the second order of the limit order form an if-done order, and these first and second orders are It is possible to reliably prevent a situation in which the first order and the second order are executed in a situation where the customer cannot obtain a profit by executing the order. As a result, if the first order is a stop loss order, the customer can avoid the situation where the customer suffers a disadvantage due to the execution of the first order and the second order, thereby reducing the risk of the customer who places the limit order. be able to.

In the financial product transaction management device 1 of Embodiment 1, the order information generation unit 16 receives price information when the acquisition of market price information by the price information reception management unit 19 is resumed after the acquisition of market price information is once completed. If the market price information acquired by the management unit 19 is higher than the price of the second order as sell order information, or if the market price information acquired by the price information reception management unit 19 is the price of the second order as buy order information If it is lower than , the process of canceling the buy order information as the first order and the sell order information as the second order will be performed, so that when the financial instruments trading market resumes after it has closed, the so-called "Itayose" When the execution price is determined by the "method", it is possible to reliably prevent the situation where the first order and the second order are executed. As a result, if the first order is a stop loss order, the customer will be able to avoid the situation where the customer may suffer a disadvantage due to the execution of the first order and the second order, further reducing the risk of the customer who places the limit order. can be made

In the financial instrument transaction management apparatus 1 of Embodiment 1, the order information generation unit 16 places a limit order for the same type of financial product at one price, based on one piece of trading order application information. By generating an order information group containing a plurality of order information, if order information for multiple first orders is generated based on one trading order application information, by executing the first order and the second order It is possible to avoid a situation in which the customer may be disadvantaged, and further reduce the risk of the customer placing the limit order.

In the financial product transaction management apparatus 1 of Embodiment 1, the order information group includes stop loss order information for placing a stop loss order for the financial product targeted by the buy order information and the sell order information at another price. is included, it is also possible to sell the financial product owned by the customer in the future by means of a stop loss order. As a result, it is possible to automatically cancel the transaction based on the limit order in accordance with the future market conditions, thereby reducing the risk of the customer who places the limit order using the system.

In the financial instruments transaction management device 1 of the first embodiment, the stop loss order information is generated as the order information of the stop loss order for settlement, so that the stop loss order is truly required. In order to minimize the damage caused by limit trading, customers can limit themselves to settlement procedures, preventing abuse of stop orders and complicating information processing within the system. .

In the financial instrument transaction management device 1 of Embodiment 1, the contract information generation unit 14 generates the first order information even if slippage occurs when contracting the order information of the first order and the order information of the second order. Execution of first order information and second order information facilitates the execution of limit orders as first order and second order information, and risks incurred by customers when making if-done orders can be further reduced.

In the financial product transaction management apparatus 1 of the first embodiment, an account information generating unit 15 that manages margin information as customer deposit balance information and an order management unit 15 that calculates the amount of margin necessary for trading financial products. an input reception unit 12, the order input reception unit 12 calculates the margin in a manner including correction of slippage that may occur when calculating the margin, the order information generation unit 16, the account information generation unit 15 is greater than or equal to the amount of the margin calculated by the order input reception unit 12, the margin required at the time of generating the order information group is added to the margin by generating the order information group. It can be calculated as an amount including a correction amount considering slippage that may occur when calculating . As a result, it is possible to prevent the inconvenience that slippage hinders the generation of the order information group, which should be allowed, and improve the convenience of the customers who use the system.

In the financial instruments transaction management apparatus 1 of the first embodiment, when a contract is executed based on the stop loss order information, the contract information generation unit 14 generates the stop loss order information based on the trading order application information. of the group of order information that has not yet been generated at the time of execution of the stop loss order information are all deleted from the order information recording means. It is possible to cancel all trades based on limit orders such as if-done orders after the contracted time of the limit order information. As a result, in cases such as when the market price of financial products fluctuates more than the conventional market price and there is no prospect of recovery for the time being, it is possible to minimize the damage suffered by the customer who conducts limit trading.

In the financial product transaction management apparatus 1 of Embodiment 1, the order information group generated by the order information generating unit 16 based on one piece of trading order application information includes the number of financial products forming one order information group. is constant, and the price range between buy order information and the price range between sell order information in a group of order information in multiple price ranges are constant, so that the contents of instructions from the client terminal when ordering financial products can be changed. It can be simplified. In addition, it is possible to place orders with a high effect of risk diversification by forming orders for a certain number of products in a certain price range. As a result, trading by limit order can be performed more efficiently and smoothly.

In the financial instrument transaction management apparatus 1 of Embodiment 1, when there is a cancellation request as a request to cancel the once generated order of the financial instrument, the contract information generation unit 14 By extracting the order information group containing the information and performing cancellation processing for deleting all pre-execution order information included in the order information group from the order information recording means, it is possible to prevent the handling of limit orders from becoming complicated. . As a result, it is possible to prevent complication of the system configuration and information processing in the system while further enhancing convenience for customers who use the system.

In this Embodiment 1, the financial product transaction management apparatus 1 causes the display unit 22 of the client terminal 2 to display the first input screen 40 and the second input screen 41, and input to these input screens 40 and 41. Although the same number of positions for the first order and the second order are generated based on the data obtained, the present invention is not limited to this. For example, instead of the second input screen 41 shown in FIG. A second input screen 44 shown is displayed on the client terminal 2, and the number of positions for the first order is set based on the data entered by the customer on this second input screen 44 (hereinafter referred to as a "modification"). can also be

In the modified example, the value entered in the first order price input field 44a of the second input screen 44 is set as the reference first order (the first order to be executed first), and the reference first order The price range is set by the value input in the price range input field 44b from the order, and the price of the first order for each position is calculated by the number input in the trap number selection field 44c. The price of the second order may be entered in the second order price input field (not shown) provided in the second input screen 44 or the third input screen (not shown). As in form 1, it may be calculated using a numerical value input to the second input screen 44 or the like and a predetermined arithmetic expression, or may be a predetermined value set in advance. Also, the number of positions of the second order may be one or plural.

When the first embodiment and the modified example are used together, it is desirable that the "trap_seq" field 181m of the order table 181 be set in such a manner as to distinguish between the first embodiment and the modified example.

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

In this embodiment, instead of the trap trade of Embodiment 1, a trading form in which one first order and another second order are repeatedly placed and executed by if-done trading (hereinafter this trading form is referred to as "repeat-if-done trade"). (referred to as "order").

The financial instruments transaction management device 1 causes the display unit 22 of the client terminal 2 to display the first input screen 40 and then the second input screen 41, and when the customer selects "repeat if no order" with the order type selection button 41b, the display unit 22 displays a second input screen 42 for inputting a repeat-if-done-order. FIG. 12 shows that the purchase type selection button 401a of "buy" of US dollar/Japanese yen (trading US dollars in Japanese yen) is selected on the first input screen 40, and the order type selection button 41b on the second input screen 41 is selected. 10 is an image diagram of a second input screen 42 displayed when "repeat if no order" is selected in . As shown in the figure, the second input screen 42 includes an order type selection button 42a, a first order price input field 42b for inputting the order price of the first order, and a second order price input field 42b for inputting the order price of the second order. Input field 42c, first order trade type selection button 42d for selecting the trade type of the first order to be executed first, second order trade type selection button 42e for selecting the trade type of the second order, second input screen An order amount input field 42f similar to the order amount input field 41d of 41, a profit amount designation field 42g for inputting the profit amount obtained by trading the first order and the second order of one position, the second input screen 41 A stop loss order check box 41j, a stop loss price input field 41k, and a stop loss order check box 42h similar to the order confirmation button 41m, a stop loss price input field 42i, and an order confirmation button 42j are displayed. there is

The customer selects and inputs order content data on the first input screen 40 and the second input screen 42 using the operation unit 21 . In FIG. 12, in the first input screen 40 shown in FIG. 4, the trading type selection button 401a of "buy" of US dollar/Japanese yen (trading US dollar in Japanese yen) is selected in the desired trading currency pair selection button 401. The second input screen 42 is shown when the order type selection button 41b of the second input screen 41 is selected and "repeat if done order" is selected. In the second input screen 42, the first order price input field 42b is 101.00 (yen), the second order price input field 42c is 101.50 (yen), and the first order trading type selection button 42d "New/buy/stop order (order)" is selected, "settlement/sell/limit price (order)" is selected in the second order trading type selection button 42e, 100,000 yen is selected in the order amount input field 42f, 50000 (yen) is selected in the profit amount specification field 42g, a check is entered in the check box 42h for stop loss order on the second input screen 41, and 100.00 (yen) is input in the stop loss price input field 42i. state is shown.

Although FIG. 12 shows a state in which amounts are entered in all of the second order price input field 42c, order amount input field 42f, and profit amount designation field 42g, the second order price is not limited to this. It suffices if only two of the input field 42c, the order amount input field 42f, and the profit amount designation field 42g are filled with numerical values. Note that the numerical value (amount) in one field where no numerical value has been entered is entered in the amount entered in the first order price input field 42b and the remaining two fields after the order confirmation button 42j is clicked. The order input reception unit 12 calculates the value based on the numerical value (money amount). For example, in FIG. 12, when numerical values are entered only in the first order price input field 42b, the second order price input field 42c, and the order amount input field 42f, the order input receiving unit 12 (101. 50-101.00)×100000=50000 to calculate the numerical value to be entered in the profit amount designation column 42g. In addition, the order entry reception unit 12 may calculate the numerical value using the formula (1) or formula (1)' in the first embodiment.

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

(a) of FIGS. 14A and 14B is a diagram schematically showing an order information group generated by the order information generator 16 based on the procedure of steps S1 to S10 and recorded in the order table 181. FIG. The table shown in FIG. 1 is also image-displayed on the display unit 22 of the client terminal 2 by the front page distribution unit 11. As shown in the figure, the order table 181 records a set of order information groups _181s11 . This order information group 181s- ₁₁ includes a first order 181t- ₁₁ and a first order 181t- ₁ as "buy order information" for placing a stop loss order for the same type of financial product at one price, as in the first embodiment. The second order _181u11 as "selling order information" for placing a limit order for the target financial product at a different price, and the financial product for which the buying order information and the selling order information are further placed at another price ( A group of information of one price range is formed by a stop loss order _181v11 that places a stop loss order on the stop loss price).

The order information group _181s11 has the same attribute information structure as the order information groups _181s1 , _181s2 , . . . _181s5 of the first embodiment. On the other hand, in FIGS. 14A and 14B, the order price shown in the first order 181t ₁₁ is 101.00 yen per dollar (that is, the price entered in the first order price input field 42b), and the second order 181u ₁₁ is 101.50 yen per dollar (i.e. the price entered in the second order price input field 42c), and the order price shown in stop loss order _181v11 is 100.00 yen (i.e. stop loss the price entered in the price entry field 42i). Also, the first order 181t ₁₁ , second order 181u ₁₁ , and stop order 181v ₁₁ are for 100,000 yen (that is, the amount entered in the order amount input field 42f).

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

As shown in FIG. 14A, the limit price type information 181G of the first order _181t11 is set as "stop order", and the new/settlement information 181K is set as "new". That is, the first order _181t11 is generated as a new stop loss order. Further, in the order information group _181s11 , the "repeat_flag" field 181n is set to repeat the if-done order.

14A and 14B show the case where the first order 181t- ₁₁ is a buy order, conversely, the same setting is made when the first order 181t- ₁₁ is a sell order. Other configurations are the same as those of the first embodiment.

FIGS. 13A and 13B are flowcharts showing the processing procedure after acceptance of a limit order by trap trade in the financial instruments transaction management system 1 of this embodiment, and FIGS. 5 is a time chart showing a processing procedure after acceptance of a limit order by trap trade in the product transaction management device 1; The processing procedure will be described below with reference to the same drawing. In addition, in FIGS. 15 and 16, a circle indicates order information for one position.

After the order reception process is completed, the processes from steps S11 to S13 are the same as those in the first embodiment. Then, as shown in FIG. 15, for example, the market purchase price 71 of the US dollar at time t1 is 1 dollar = 100.00 yen, and the exchange rate is temporarily interrupted and then resumed at time t2. Let us consider the case where the market purchase price 71 is the same 1 dollar = 103.50 yen in the "Purchase method". In this case, the first order is a buy order and the market purchase price 71 is higher than the second order _181u11 ("Yes" in step S11). Therefore, the contract information generator 14 performs processing to cancel the first order _181t11 and the second order _181u11 . Specifically, the order information of the stop order is replaced with the order information of the (forward) limit order for the first to third first orders _181t11 . Furthermore, the execution information generating unit 14 newly generates and sets the first order _181t11 whose limit price type information 181G is "Favorable price" as shown in (b) of FIGS. 14A and 14B. (Step S13).

In this state, the contract information generation unit 14 executes processing for contracting the first order 181t ₁₁ and the second order 181u ₁₁ . That is, when the contract information generation unit 14 confirms that the market purchase price 71 has reached the contract price of the first order 181t- ₁₁ (“Yes” in step S14), it contracts the first order 181t- ₁₁ (step S15 ). Specifically, as shown in (b) of FIG. 14B, the contract information generator 14 converts the flag information of the contract presence/absence information 181N of the first order _181t11 from "no" to "yes" along with the contract. Also, the valid/invalid information 181L of the second order 181u ₁₁ and the stop loss order 181v ₁₁ is converted from "invalid" to "valid", and steps S15 to S19 are processed in the same manner as in the first embodiment. .

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

On the other hand, the processing by the "Itayose method" was not performed, and the market purchase price 71 of the US dollar gradually changed from 100.00 yen to 101.50 yen to 1 dollar from time t1 to time t2. 14A and 14B (e), the first order 181t ₁₁ and the second orders 181u ₁ to 181u ₃ are processed while the limit price type information 181G of the first order 181t ₁₁ remains "stop order". A process of gradually contracting will be performed. In this case, as shown in FIG. 16, all positions are processed sequentially. In this case, since steps S11 and S12 are never "Yes"("No" in steps S11 and S12), the process of step S13 is not performed, and the processes of steps S14 to S19 are performed.

Then, the first order 181t ₁₁ and the second order 181u ₁₁ are executed, and at the time t4 immediately after the time t3 when the second order 181u ₁₁ is executed, all the order information generated by the input in step S1 has not yet been executed. If not ("No" in step S20), the account information generator 15 acquires the margin information of the customer in the customer account information table 182 again. Then, the order input receiving unit 12 compares the acquired margin information with the customer's total order amount again, and confirms whether or not the margin amount is equal to or greater than the total order amount (step S24). If the amount of margin is less than the total order amount ("Yes" in step S25), the processing is suspended until the amount becomes equal to or greater than the total order amount. ), the order information generator 16 newly generates a new order information group _181s11 (step S26). At this time, as shown in (c) of FIG. 14A and FIG. 14B, the first order 181t- ₁₁ of this order information group 181s- ₁₁ has the limit price type information 181G set to "forward order" from the beginning ( It is different from the order information group _181s11 shown in a). The order information generation unit 16 records the generated order information group _181s11 in the order table 181 in the same manner as in step S9 (step S27). Then, the processing after step S14 is repeated.

15, the market purchase price 71 becomes 101.50 yen per dollar and the first order 181t ₁₁ is contracted _. Converts the execution/non-execution information of the first order 181t ₁₁ from "no" to "yes", converts the valid/invalid information 181L of the second order 181u ₁₁ and the stop loss order 181v ₁₁ from "invalid" to "valid", When the market purchase price 71 reaches 101.00 yen per dollar at time _t5 shown in FIG. This process is repeated thereafter.

On the other hand, after the first order is executed as a new stop order or a new limit order, the US dollar market purchase price 71 is the price of the settlement stop order, for example, as shown in FIGS. 15), when the execution price of the stop loss order _181v11 falls to 100.00 yen per dollar at time t8 (FIG. 16) (“Yes” in step S17), generation of execution information as in the first embodiment. The unit 14 executes stop loss orders corresponding to these executed first orders. For example, when the first order _181t1 executed in step S15 is executed as a new stop loss order, the execution information generating unit 14 generates The flag information of the execution presence/absence information 181N of _{the first} stop order 181v1 is changed from "absent" to "present", and the first stop order _181v1 is executed (step S21). The processing of steps S22 and S23 is also performed.

In the financial product transaction management device 1 of the second embodiment, the order information generating unit 16 generates a plurality of order information groups of one price range based on one trading order application information, thereby generating one trading order. To avoid a situation in which a customer suffers a disadvantage due to execution of a first order and a second order forming an order information group when a plurality of order information groups of one price range are generated based on application information. Therefore, the risk incurred by customers who place limit orders can be further reduced.

The financial instruments transaction management device 1 of the second embodiment includes a contract information generation unit 14 that executes contracts for financial products based on order information. When the order information as one order is executed, the order information and stop loss order information as the second order are changed from invalid order information to valid order information, and as the second order that is valid order information When the order information is contracted, one order information group is generated again, so that trading by a plurality of if-done orders can be realized on a computer system based on one trading order application information received from the client terminal. As a result, in the limit order of financial products, the customer using the system can place a plurality of if-done orders without performing complicated order procedures, and the convenience of the customer using the system can be enhanced.

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

In this third embodiment, instead of the trap trade of the first embodiment and the repeat if done order of the second embodiment, the same type of financial product is traded in one price range based on one trading order application information. The difference is that a "trap repeat if done order", which is an order form in which a plurality of if done orders are traded across multiple price ranges, is executed.

The financial instruments transaction management device 1 causes the display unit 22 of the client terminal 2 to display the first input screen 40 and then the second input screen 41. When the customer selects "Trap repeat if no order" with the order type selection button 41b, the The section 22 displays a second input screen 43 for inputting a trap repeat if no order. FIG. 17 shows that the purchase type selection button 401a of "buy" of US dollar/Japanese yen (trading US dollars in Japanese yen) is selected on the first input screen 40, and the order type selection button 41b on the second input screen 41 is selected. 14 is an image diagram of a second input screen 43 displayed when "Trap repeat if no order" is selected in . As shown in the figure, the second input screen 43 includes a trade type selection button 43a, an order type selection button 43b, an order condition selection field 43c, and an order amount input field 43d similar to the second input screen 41 of the first embodiment. , a first order price input field 43e, a trap quantity selection field 43f, and a price range input field 43g are displayed, and a profit amount designation field 43h and a check box for stop loss orders are displayed as in the second input screen 42 of the second embodiment. 43i, a stop loss price input field 43j is displayed.

The customer selects and inputs order content data on the first input screen 40 and the second input screen 43 using the operation unit 21 . In FIG. 17, the transaction of the first order "buy" is selected with the trade type selection button 43a, the "limit price" is selected with the order condition selection column 43c, 100,000 yen is selected with the order amount input column 43d, and the first 101.00 (yen) is entered in the order price input field 43e, 5 (tube) is selected in the trap number selection field 43f, 1.00 (yen) is input in the price range input field 43g, and the profit amount designation field 43h. 50000 (yen) is entered in , the stop loss order check box 43i is checked, and 100.00 (yen) is entered in the stop loss price input field 43j.

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

FIGS. 18A and 18B (a) are diagrams schematically showing the order information group generated by the order information generator 16 based on the procedure of steps S1 to S10 and recorded in the order table 181. FIG. As shown in the figure, the order price information 181H of the second order includes the corresponding first order, for example, the numerical value entered in the first order price input field 43e of the first order _181t21 corresponding to the second order _181u21 . (101.00 (yen)) divided by the figure entered in the profit amount specification field 43h by the figure entered in the order amount entry field 43d (50000 (yen)/10 (10,000 yen) = 0.5 (yen)) is shown. This numerical value is calculated by the order input reception unit 12 based on the numerical value input on the second input screen 43 . Note that the order input receiving unit 12 can also calculate a numerical value to which the profit of the manager of the financial instrument transaction management apparatus 1 is added as the order price information 181H using the formula (1)' of Embodiment 1 and the like. . Furthermore _, in these order information groups 181s ₂₁ , 181s ₂₂ , . be. Other configurations are the same as those of the first embodiment.

The processing procedure after receiving the limit order by the trap repeat if no order in the financial product transaction management apparatus 1 of this embodiment is the same as the processing procedure in the second embodiment shown in FIGS. 13A and 13B. FIG. 19 and FIG. 20 are time charts showing the processing procedure after receiving a limit order based on a trap-repeat-if-done-order in the financial product transaction management system 1 of this embodiment. The processing procedure will be described below with reference to the same drawing. 19 and 20, circles indicate order information for one position.

After the order reception process is completed, the processes from steps S11 to S19 are the same as those in the first embodiment. On the other hand, after the first order is executed as a new stop loss order or a new limit order, the processing of the first to fifth order information groups 181s ₂₁ to 181s ₂₅ performed first is the same as in the first embodiment. are the same. For example, the market purchase price 71 of the US dollar at time t1 in FIG. 19 is 1 dollar = 100.00 yen. When the purchase price 71 is the same 1 dollar = 103.50 yen, the execution information generating unit 14 generates the first to third first orders 181t ₂₁ to 181t ₂₃ and the first to third second orders 181u ₂₁ to 181u ₂₃ is canceled. Specifically, the order information of the stop order is replaced with the order information of the (forward) limit order for the first to third first orders 181t ₂₁ to 181t ₂₃ . Furthermore, the execution information generation unit 14 newly generates and sets the first to third first orders 181t ₂₁ to 181t ₂₃ whose limit price type information 181G is "forward order". 181t ₂₁ to 181t ₂₃ and 1st to 3rd second orders 181u ₂₁ to 181u ₂₃ are executed. 18A and 18B (a), the contract information generating unit 14 generates _first to _third first orders as shown in (b) of FIG. The flag _information of the limit price type information 181G of 181t ₂₁ to 181t ₂₃ is converted from "stop order" to "forward order", and as shown in FIG. ₂₃ , and the flag information of the valid/invalid information 181L of the first to third stop loss orders 181v ₂₁ to 181v ₂₃ is changed from "invalid" to "valid", and the first to third first orders 181t ₂₁ to 181t ₂₃ The flag information of the agreement presence/absence information 181N is changed from "no" to "yes". In addition, as shown in FIG. 10(c), the contract information generation unit 14 changes the flag information of the contract presence/absence information 181N of the first to third second orders 181u ₂₁ to 181u ₂₃ from "no" to "yes". Convert to

In the present embodiment, unlike the first embodiment, when the second order is executed, the order information generation unit 16 regenerates the order information group including the second order. For example, as shown in FIG. 10(c), after the flag information of the execution presence/absence information 181N of the first to third second orders _181u21 to _181u23 is converted from "no" to "yes", the order The information generator 16 repeatedly generates the first to third order information groups 181s ₂₁ to 181s ₂₃ as shown in (b) of FIGS. 18A and 18B. Similarly, when the fourth and fifth second orders 181u ₂₄ and 181u ₂₅ are executed, the fourth and fifth order information groups 181s ₂₄ to 181s ₂₅ are repeatedly generated again. However, as shown in (b) of FIG. 18A, the first order of the order information group 181s ₂₁ to 181s ₂₅ generated after the second time, for example, in FIGS. For the third order information group 181s ₂₁ to 181s ₂₃ , the limit price type information 181G of the first to third first orders 181t ₂₁ to 181t ₂₃ is generated as "forward order".

Even if slippage occurs when executing the first order 181t ₂₁ and the second order 181u ₂₁ in steps S15 and S19, the execution information generation unit 14 order execution.

On the other hand, as shown in FIG. 20, the processing by the "Itayose method" is not performed, and the US dollar market purchase price 71 changes from 1 dollar = 100.00 yen to 1 dollar = 101.50 yen from time t1 to time t2. 10 (b) and (c) are performed, and the first order information group including the second order, for example, the first second order _{181u21 181s21} is generated again, and in this case also, in the first order information group _181s21 generated again, the limit price type information 181G of the first order _181t21 is generated as "forward order".

On the other hand, the US dollar market purchase price ₇₁ is the price of the stop loss order for settlement, for example, as shown in FIGS. (“Yes” in step S17), the execution information generation unit 14 executes stop loss orders corresponding to these executed first orders, as in the first and second embodiments. I do. For example, when the first order _181t21 that was executed in step S15 is executed as a new stop loss order, the execution information generation unit 14 generates the first order as shown in (d) of FIG. The flag information of the execution presence/absence information 181N of the stop order _181v21 is changed from "absent" to "present", and the first stop order _181v21 is executed (step S21). The processing of steps S22 and S23 is also performed.

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

According to the financial product transaction management device 1 of this embodiment, the contract information generation unit 14 that executes contracts for financial products based on order information is provided. When the order information as one order is executed, the order information and stop loss order information as the second order are changed from invalid order information to valid order information, and as the second order that is valid order information When the order information is executed, one order information group is generated again, so that trading by a plurality of if-done orders can be realized on the computer system based on one trading order application information received from the client terminal 2. . As a result, in the limit order of financial products, the customer using the system can place a plurality of if-done orders without performing complicated order procedures, and the convenience of the customer using the system can be improved.

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

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 12 Order input reception unit (order input reception means, margin amount calculation means)
14 ... contract information generation unit (contract information generation means)
15... Account information generation unit (account information generation means)
16 Order information generation unit (order information generation means)
181 Order table (order information recording means)
181K: valid/invalid information (valid/invalid identification information)
181M: Ranking information (first order identification information)
19 Price information reception management unit (market price means)
181s ₁ , 181s ₂ , 181s ₅ Order information group 181t ₁ , 181t ₂ , 181t ₅ First order (buying order information)
181u ₁ , 181u ₂ , ..., 181u ₅ ... second order (selling order information)
181v ₁ , 181v ₂ , . . . , 181v ₅ . . . stop order (stop order information)

Claims (7)

A financial instrument transaction management device for managing the buying and selling transactions of financial instruments,
order input receiving means for receiving trading order application information for placing a trading order for the financial product;
price information receiving means for acquiring market price information of the financial product;
order information generating means for generating order information for financial products based on the trading order application information received by the order input receiving means and the market price information obtained by the price information receiving means;
contract information generating means for executing an order based on the order information generated by the order information generating means;
The order information generating means is
Based on one of the purchase order application information, as the order information, buy order information of a stop loss order for placing a buy order for the same type of financial product at a predetermined buy order price, and the purchase order information being the target of the buy order information generating one or a plurality of order information groups having sell order information of a limit order for placing a sell order for said financial product at a predetermined sell order price, and providing each of said order information with specific execution price information; , when a plurality of the order information groups are generated, each of the buy order prices and each of the sell order prices constituting the plurality of order information groups are configured to be different prices;
The contract information generating means is
If the market price of the financial instrument based on the market price information fluctuates beyond a predetermined price range and the price range includes the sell order price of one or more of the order information groups, one or more of the orders A financial product transaction management apparatus, characterized by performing a process of canceling one or more of the buy orders based on the buy order information of one or more of the buy order prices included in the information group. A financial instrument transaction management device for managing the buying and selling transactions of financial instruments,
order input receiving means for receiving trading order application information for placing a trading order for the financial product;
price information receiving means for acquiring market price information of the financial product;
order information generating means for generating order information for financial products based on the trading order application information received by the order input receiving means and the market price information obtained by the price information receiving means;
contract information generating means for executing an order based on the order information generated by the order information generating means;
The order information generating means is
Based on one piece of the trading order application information, as the order information, sell order information for a stop loss order for placing a sell order for the same type of financial product at a predetermined sell order price, and a target of the sell order information one or a plurality of order information groups having buy order information of a limit order for placing a buy order for the financial product at a predetermined buy order price, and each of the order information is provided with specific execution price information. , when a plurality of the order information groups are generated, each of the sell order prices and each of the buy order prices constituting the plurality of order information groups are configured to be different prices;
The contract information generating means is
If the market price of the financial instrument based on the market price information fluctuates by a predetermined price range or more, and the price range includes the buy order price of one or more of the order information groups, one or more of the orders A financial product transaction management apparatus, characterized by performing a process of canceling one or more of said sell orders based on said sell order information of said one or more of said sell order prices included in an information group. A financial instrument transaction management device for managing the buying and selling transactions of financial instruments,
order input receiving means for receiving trading order application information for placing a trading order for the financial product;
price information receiving means for acquiring market price information of the financial product;
order information generating means for generating order information for financial products based on the trading order application information received by the order input receiving means and the market price information obtained by the price information receiving means;
contract information generating means for executing an order based on the order information generated by the order information generating means;
The order information generating means is
Based on one of the purchase order application information, as the order information, buy order information of a stop loss order for placing a buy order for the same type of financial product at a predetermined buy order price, and the purchase order information being the target of the buy order information one or a plurality of order information groups having sell order information of a limit order for placing a sell order for the financial product at a predetermined sell order price, and each of the order information is provided with specific execution price information. , when a plurality of the order information groups are generated, each of the buy order prices and each of the sell order prices constituting the plurality of order information groups are configured to be different prices;
The contract information generating means is
If the market price of the financial instrument based on the market price information fluctuates beyond a predetermined price range, and the price range includes the sell order price of one or more of the order information groups, one or more of the orders performing a process of canceling one or more of the buy orders based on the buy order information of one or more of the buy order prices included in the information group;
The order information generating means is
A process of repeating the generation of the buy order information for executing the buy order transaction at the buy order price corresponding to the canceled buy order and the generation of the sell order information for executing the sell order transaction corresponding to the buy order. A financial instrument transaction management device characterized by performing A financial instrument transaction management device for managing the buying and selling transactions of financial instruments,
order input receiving means for receiving trading order application information for placing a trading order for the financial product;
price information receiving means for acquiring market price information of the financial product;
order information generating means for generating order information for financial products based on the trading order application information received by the order input receiving means and the market price information obtained by the price information receiving means;
contract information generating means for executing an order based on the order information generated by the order information generating means;
The order information generating means is
Based on one piece of the trading order application information, as the order information, sell order information for a stop loss order for placing a sell order for the same type of financial product at a predetermined sell order price, and a target of the sell order information one or a plurality of order information groups having buy order information of a limit order for placing a buy order for the financial product at a predetermined buy order price, and each of the order information is provided with specific execution price information. , when a plurality of the order information groups are generated, each of the sell order prices and each of the buy order prices constituting the plurality of order information groups are configured to be different prices;
The contract information generating means is
If the market price of the financial instrument based on the market price information fluctuates by a predetermined price range or more, and the price range includes the buy order price of one or more of the order information groups, one or more of the orders performing a process of canceling one or more of the sell orders based on the sell order information of one or more of the sell order prices included in the information group;
The order information generating means is
A process of repeating generation of the sell order information for trading the sell order at the sell order price corresponding to the canceled sell order and generation of the buy order information for trading the buy order corresponding to the sell order. A financial instrument transaction management device characterized by performing 2. The group of order information includes stop order information for placing a stop order at another price for the financial product targeted by the buy order information and the sell order information. Or the financial product transaction management device according to 2. The order information group generated by the order information generating means based on one of the trading order application information has a fixed number of financial instruments forming one of the order information groups, and has a plurality of price ranges. 3. The financial product transaction management apparatus according to claim 1, wherein the price range between the buy order information and the price range between the sell order information in the order information group are constant. A program that causes a computer to function as the financial product transaction management apparatus according to any one of claims 1 to 6 .

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