JP7452906B2 - Financial product transaction management device, program - Google Patents

Description

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

In addition to market orders, in which transactions are made at the price at the time of the order, limit orders are known as trading methods for financial products such as foreign exchange. A limit order is an order form in which the customer specifies the buying and selling price in advance, and the financial product handling company places a buy order for the financial product when the price of the financial product falls to the specified amount. or place a sell order for the financial product when the amount reaches a specified amount. Conventionally, an invention is known in which a limit order for this financial product is placed using a computer system (see, for example, Patent Document 1).

Japanese Patent Application Publication No. 2006-99787

Here, in limit orders for financial products, if-done order (two ordered orders are placed at the same time, and when the first order (hereinafter referred to as "first order") is executed, the second order is automatically placed. An order format in which an order (hereinafter referred to as a "second order") is valid; the same applies in this specification) is often made. However, in the invention described in Cited Document 1, an if-done order is There is a problem that it cannot respond to limit orders. Furthermore, a single customer may place multiple if-done orders for a specific financial product. However, the invention described in Cited Document 1 has a problem in that a customer using the system must place multiple if-done orders individually, making the customer's ordering procedure complicated.

The present invention has been made in view of the above problems, and allows customers using the system to place multiple orders without going through complicated order procedures when ordering financial products that combine multiple orders in succession. An object of the present invention is to provide a financial product transaction management device that can improve the convenience of customers using the system.

In order to solve this problem, the invention according to claim 1 is a financial product transaction management device that manages purchase and sale transactions of financial products, and which receives purchase and sale order application information for placing a purchase and sale order of the financial product. an order input reception means, a price information reception means for acquiring information on the market price of the financial product , and order information for trading the financial product based on the buy/sell order application information received by the order input reception means. an order information generating means for generating an order for the financial product based on the order information generated by the order information generating means ; change condition detection means for detecting a predetermined condition for changing an order price, and the order information generation means is configured to detect a price for the same type of financial product based on the purchase and sale order application information. First order information for placing a first order as a buy order for , and first order information for placing a sell order for another price that is set to have a predetermined profit margin with respect to the one price. generating second order information for placing a second order; and when the market price acquired by the price information receiving means reaches the first price, the execution information generating means generates second order information for executing the second order, and when the market price acquired by the price information receiving means becomes the first price , the execution information generating means When the market price acquired by the price information receiving means becomes the other price after the execution , the financial product is executed based on the second order information . If the processing for executing the product is performed, and the change condition detection means detects that the market price has fluctuated to the higher side within the predetermined period as the predetermined condition, the price will be lower than the original price. New first order information for executing a new first order to be executed at a new price on the higher side, and the new first order on the higher side than the original other price. and new second order information for executing a new second order at a new other price set to have the predetermined profit margin with respect to the first price . performing processing for executing the financial product based on the order and the second order; The present invention is characterized in that at least one of the process of generating the order at the new one price and the new other price is repeated a plurality of times.

The invention according to claim 2 is a financial product transaction management device for managing purchase and sale transactions of financial products, comprising an order input receiving means for receiving purchase and sale order application information for placing a purchase and sale order of the financial product; price information receiving means for acquiring information on the market price of the product; and order information generating means for generating order information for trading financial products based on the buying and selling order application information received by the order input receiving means. , execution information generation means for executing processing for executing an order for the financial product based on the order information generated by the order information generation means, and a predetermined predetermined value for changing the order price of the financial product based on the order information. change condition detecting means for detecting a condition of change, and the order information generating means generates a sell order for a single price for the financial product of the same type based on the buy/sell order application information. First order information for placing one order, and second order information for placing a second order as a buy order for another price, which is set to have a predetermined profit margin with respect to the first price. generating order information; the contract information generating means executes a contract for the financial product based on the first order information when the market price acquired by the price information receiving means reaches the one price; and, after the execution , if the market price acquired by the price information receiving means becomes the other price , perform processing to execute the financial product based on the second order information, If the change condition detection means detects that the market price within a predetermined period has fluctuated to the lower price side as the predetermined condition, a new price of the one that is lower than the original price of the one is detected. new first order information for executing a new first order to be executed at a price ; Based on the new second order information for executing the new second order to be executed at a new other price set to be the profit margin , the financial information based on the first order and the second order The order information generating means performs a process of causing the product to be executed, and the order information generating means generates the order at the original price of the one and the other price of the original, and the process of generating the order at the new price of the one and the new price. The present invention is characterized in that at least one of the processes for generating the orders at other prices is repeated a plurality of times.

In addition to the configuration described in claim 1 , the invention according to claim 3 is characterized in that the order information generation means uses the first order information and the second order information as attribute information to follow fluctuations in market prices. In the case where a specific price set in advance is varied, trail width information is set to be provided as unit information of the variation range of the specific price, and the first order information and the second order information are If the difference between the preset comparison target price, which is the market price at the time the order information was generated, and the current market price is greater than or equal to the trail width information, the first order information and The order price of the first order based on the first order information and the order price of the second order based on the second order information, which are set as subject to trail fluctuation and constitute the second order information, are changed. and the preset predetermined comparison target price is the market price when the initial first order information and the initial second order information are generated. The financial product transaction management device according to claim 1 .

The invention set forth in claim 4 is characterized in that, in addition to the configuration set forth in claim 2 , the order information generation means uses the first order information and the second order information as attribute information to follow market price fluctuations. In the case where a specific price set in advance is varied, trail width information is set to be provided as unit information of the variation range of the specific price, and the first order information and the second order information are If the difference between the preset comparison target price, which is the market price at the time the order information was generated, and the current market price is greater than or equal to the trail width information, the first order information and The order price of the first order based on the first order information and the order price of the second order based on the second order information, which are set as subject to trail fluctuation and constitute the second order information, are changed. and the preset predetermined comparison target price is the market price when the initial first order information and the initial second order information are generated. The financial product transaction management device according to claim 2 .

The invention according to claim 5 is a program, which causes a computer to function as the financial product transaction management device according to any one of claims 1 to 4 .

According to the inventions set forth in claims 1 and 2, the change condition detecting means detects that the market price has fluctuated higher or lower by a predetermined price than the reference market price as the predetermined condition. If detected, new first order information for placing a first order with a new price on the higher or lower side than the original price, and a predetermined price higher than the original price. The predetermined conditions have changed due to a configuration in which the process of generating new second order information for placing a second order at a new different price on the high price side or the low price side is repeated multiple times. Even in the case of a change in predetermined conditions, it is possible to continue a transaction in which a plurality of orders are continuously combined under the changed predetermined conditions. As a result, in a configuration in which a transaction that combines multiple orders in succession is automatically repeated multiple times, the price range at which multiple order information is placed can be configured to be variable in accordance with the actual situation of the trading market. , it is possible to create a trading system that is even more convenient for customers who trade financial products.

According to the inventions recited in claims 1 and 2 , when the market price acquired by the price information receiving means reaches the first price , the contract information generating means generates a financial product based on the first order information. If the market price obtained by the price information receiving means becomes another price after the execution , the client executes the execution of the financial product based on the second order information, and when buying or selling the financial product, the client By performing one order procedure on the terminal side, it is possible to automatically repeat multiple orders multiple times on the computer system. This makes it possible to create a highly convenient trading system for customers who trade financial products by sequentially combining multiple orders.

According to the invention described in claims 3 and 4 , it is possible to easily and clearly set a standard for changing the price of order information included in an order information group in accordance with changes in market prices.

According to the fifth aspect of the invention, the financial product transaction management device of the present invention can be programmed and realized 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 of this embodiment. FIG. It is a schematic diagram of the field definition of the order table of the financial product transaction management device same as the above. It is a schematic diagram of the field definition of the customer account information table of the financial product transaction management device same as the above. It is a schematic diagram of the field definition of the currency pair order condition table of the financial product transaction management device same as the above. It is a flowchart which shows the processing procedure at the time of establishing a limit order by an if-done order in the financial product transaction management device same as the above. It is a flowchart which shows the processing procedure after a limit order is established by an if-done order in the financial product transaction management device same as the above. It is a flowchart which shows the processing procedure after a limit order is established by an if-done order in the financial product transaction management device same as the above. It is a flowchart which shows the processing procedure after a limit order is established by an if-done order in the financial product transaction management device same as the above. FIG. 3 is an image diagram of an input screen displayed on a display unit of a client terminal. FIG. 3 is an image diagram of an input screen displayed on a display unit of a client terminal. FIG. 3 is an image diagram of an input screen displayed on a display unit of a client terminal. It is a time chart schematically showing execution processing based on a limit order based on an if-done order in the financial product transaction management device same as above. FIG. 2 is a diagram schematically showing first order information and second order information generated in the financial product transaction management device mentioned above in a table format. FIG. 2 is a diagram schematically showing first order information and second order information generated in the financial product transaction management device mentioned above in a table format. FIG. 3 is an image diagram of an input screen displayed on a display unit of a client terminal. It is a time chart schematically showing execution processing based on a limit order based on an if-done order in the financial product transaction management device same as above.

Hereinafter, one embodiment of the present invention will be described with reference to the drawings.

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

The financial product transaction management device 1 is a server computer managed and operated by a financial product dealer, and manages buying and selling transactions of financial products. The financial product transaction management device 1 includes a web server function and a database function for storing large amounts of data. The client terminals 2 ₁ , ..., 2 _n are communication terminals with data communication functions owned and used by individuals or corporations that buy and sell financial products, and include personal computers, mobile phone terminals, etc. do. The client terminals 2 ₁ , . . . , 2 _n include operation units 21 _{1 ,} .
It has a display section 22 ₁ , . . . , 22 _n that displays various instructions, etc. input from the operation section 21 1 , _. . . , 21 _n and various images. Note that since the client terminals 2 ₁ , ..., 2 _n , the operation sections 21 ₁ , ..., 21 _n and the display sections 22 ₁ , ..., 22 _n have the same configuration, it is necessary to distinguish them below. Except in some cases, the client terminal 2, the operation section 21, and the display section 22 are used.

Although not shown in FIG. 1, the financial product transaction management device 1 includes at least one CPU (Central Processing Unit), a RAM (Random Access Memory) that functions as a work area for the CPU, a boot program for startup, etc. ROM (Read
Only memory), an auxiliary storage device such as a hard disk in which various programs and data are recorded, a communication interface used for sending and receiving data, etc. are provided. The auxiliary storage device stores OS (Operating System) programs, various application programs, data recorded in databases, etc. These programs and data are processed by the CPU in cooperation with hardware resources. to realize various functions.

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

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

The order input reception unit 12 receives data related to various orders input from the client terminal 2, and performs various processes necessary to establish an order for a financial product.

The deposit/withdrawal information generation unit 13 receives requests for deposits/withdrawals from the client terminal 2, and creates a list of deposits/withdrawals based on the requests.

The order information generation unit 16 generates information regarding the completed order of the financial product based on the information processed by the order input reception unit 12. Orders here include so-called market orders, limit orders, and if-done orders. The financial product transaction management device 1 of this embodiment applies if-done orders only to new orders, in order to simplify the system configuration and create a system that is easy for customers to use.

The contract information generating section 14 performs contract processing based on the order generated by the order information generating section 16 and processing for sending information regarding the completed contract processing to the client terminal 2 of the customer. Note that "contract" here refers to various procedures and processes for consummating the purchase and sale of financial products based on customer orders.

The account information generation unit 15 has a function of generating the customer's deposit balance information and managing the deposit balance information as margin information (that is, information to prove that the order can be executed). Note that the information regarding the deposit balance generated by the account information generation unit 15 is periodically compared with information regarding the customer's actual deposit balance provided by financial institutions such as banks in order to ensure consistency with the actual deposit balance. Verified.

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

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

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

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

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

2A is a schematic diagram of field definitions of the order table 181, FIG. 2B is a schematic diagram of field definitions of the customer account information table 182, and FIG. 2C is a schematic diagram of field definitions of the currency pair order condition table 183. As shown in these figures, each table 181, 182, 183 has fields for the number of items, and includes data such as field names, data types such as characters, numbers, and dates and times, and bit lengths. The length, non-blank designation (Not Null), presence or absence of a default value (default value), data item name (remarks), etc. are specified. The order table 181 also records the number of repeats input in a repeat number selection field 44h, which will be described later, the number of times an order information group is generated (number of repeats), and the like.

In the above-described financial product transaction management device 1, when a limit price transaction of a financial product is performed, limit orders for a plurality of financial products of the same type can be made using a plurality of if-done orders using one advance order.

[Transaction procedure (if the first order is a buy order)]
Next, a trading procedure for a limit order based on an if-done order in the financial product transaction management system 1A of this embodiment will be described.
[Order processing of limit orders using if-done orders]
FIG. 3 is a flowchart showing the processing procedure for generating a limit order based on an if-done order in the financial product transaction management device 1 of this embodiment. Hereinafter, the processing procedure at the time of ordering will be explained based on the same figure.

A customer using the financial product transaction management system 1A accesses the financial product transaction management device 1 using the client terminal 2. The front page distribution unit 11 of the financial product transaction management device 1 displays a first input screen ₄₀₁ shown in FIG. 7 on the display unit 22 of the accessed client terminal 2. The customer uses the operation unit 21 to input data of the order details on the first input screen ₄₀₁ . Specifically, the following processes (processing 1) to (processing 4) are performed on the first input screen ₄₀₁ .

(Processing 1)
On the upper side of the first input screen ₄₀₁ , purchase/sell request input buttons 41 ₁ to 41 ₈ are provided for each tradable currency pair (eight types of currency pairs in the first input screen ₄₀₁ ). The buy/sell request input buttons 41 ₁ to 41 ₈ display the current sell order price and buy order price of the currency in real time, respectively. The customer selects and clicks the currency pair he or she wishes to buy or sell. For example, a customer who wants to make his first order a buy order and purchase US dollars with Japanese yen clicks the US dollar purchase button 41 ₁ b on the first input screen 40 ₁ .

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

Then, as shown in FIG. 8, the second input screen ₄₀₂ includes a first order price input field 44a for inputting the price of the first order, a second order price input field 44b for inputting the price of the second order, Amount input field 44c for inputting the amount for each position in one order; profit amount specification field 44d for inputting the profit amount when the first order and second order are each executed once; An expiration date selection field 44e for selecting the expiration date for the second order, and a stop loss order (hereinafter referred to as a stop loss order) set to prevent the customer from suffering an excessive disadvantage when the market price crashes or rises. A stop-loss order selection button 44f for selecting a stop-loss order (referred to as a "stop-loss order"), a stop-loss price input field 44g for inputting the stop-loss order price, the number of repeat orders (this number is Match the number of "groups") in the repeat count selection field 44h.Trail orders that change the prices of the first order, second order, and stop order when the market price fluctuates to follow this fluctuation. (hereinafter referred to as a "trail order"), a trailing order selection button 44i for selecting a trailing order, which is used in a trailing order to change a specific price set in advance in accordance with fluctuations in the market price. A trail width input field 44j for inputting a trail width as a price fluctuation range (hereinafter referred to as "trail width"), a minimum repeat number input field 44k for inputting the minimum number of repeats of an if-done order, and a first order. , a second order, a recalculation execution button 44l for recalculating the profit amount, and an order confirmation button 45 for checking the order contents.

Further, at this time, the second input screen ₄₀₂ is provided with a group of trading style selection buttons 42 from which a plurality of trading styles can be selected. The buying and selling form selection button group 42 includes a first order buying and selling form selection button 42a that selects the buying and selling form of the first order, and a second order buying and selling form selection button 42b that selects the buying and selling form of the second order.

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

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

In FIG. 8, the first order price input field 44a is 94.21 yen, the second order price input field 44b is 94.77 yen, the amount input field 44c is 10,000 yen (currency), and the profit amount specification field 44d is 5000 yen. , a state is shown in which "indefinite" is entered in the expiration date selection field 44e. Further, in FIG. 8, a state is shown in which a stop loss order is selected using the stop loss order selection button 44f, 93.00 yen is entered in the stop loss price input field 44g, and 10 (times) is entered in the repeat number selection field 44h. It shows. Further, FIG. 8 shows a state in which a trail order is selected using the trail order selection button 44i, 0.70 yen is entered in the trail width input field 44j, and 2 times is entered in the minimum repeat number input field 44k. .

In addition, in FIG. 8, in the first order buying/selling type selection button 42a, the buying/selling type of the first order is a new order (that is, an order to hold a new position (foreign currency position)) and a buy limit order. indicates that it is selected. Furthermore, a state is shown in which a settlement order and a sell limit order are selected as the buying and selling form of the second order in the buying and selling form selection button 42b for the second order.

(Processing 4)
After completing the input and selection in each input field and each selection field, when the customer clicks the order confirmation button 45 provided at the bottom of the second input screen ₄₀₂ , the input on the second input screen ₄₀₂ is completed. The data is sent from the client terminal 2 to the financial product transaction management device 1, and the procedure of step S2, which will be described later, is performed. Note that if the customer clicks the reset button 45b instead of the order confirmation button 45, the above process is canceled and the second input screen ₄₀₂ returns to the state before the above (process 1) was performed.

When the order confirmation button 45 is clicked in the above (processing 4) and the transmitted data is supplied to the financial instrument transaction management device 1, the order input reception unit 12 of the financial instrument transaction management device 1 receives the input order. Check the contents. Specifically, the term selected in the expiration date selection field 44e is confirmed, and the order price of the supplied data is further inspected (step S2). Specifically, the order input reception unit 12 performs the inspection using at least one of inspection method 1 and inspection method 2 below.
(Inspection method 1) The order input reception unit 12 receives the price of the first order entered in the first order price input field 44a and price information for the currency pair selected by the purchase/sale request input buttons 41 ₁ to 41 ₈ . A comparison is made with the current exchange rate price received by the unit 19. The order input reception unit 12 determines that the price of the first order is an appropriate price if it is lower than the current exchange rate price.
(Inspection method 2) The order input reception unit 12 calculates the price of the first order entered in the first order price input field 44a of the currency pair selected by the purchase/sell request input buttons 41 ₁ to 41 ₅ , and the price of the second order. The price of the second order entered in the price input field 44b (or the second order calculated from the price of the first order entered in the first order price input field 44a and the profit amount entered in the profit amount specification field 44d) (order price). The order input reception unit 12 determines that the price of the second order is appropriate if it is higher than the price of the first order.

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

The order input reception unit 12 calculates the margin information and the customer's total order amount (i.e., the numerical value input in each input field 44a, 44b, 44c and the numerical value selected from the profit amount specification field 44d). Check whether the margin amount is greater than or equal to the total order amount. The order information generation unit 16 generates an "order information group" to be described later only when the amount of margin is equal to or greater than the total order amount ("No" in step S5). As a result, a limit order based on an if-done order can be accepted only when the customer can reliably pay.

If the margin amount is greater than or equal to the total order amount (“No” in step S5), the order input reception unit 12 determines whether the order conditions are other than those mentioned above based on the data recorded in the currency pair order condition table 183, etc. It is confirmed whether various conditions of the if-done order are satisfied (step S6).

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

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

When the customer clicks an approval button (not shown) by operating the operation unit 21, the order information generation unit 16 of the financial product transaction management device 1 generates order information based on the data input in step S1 (step S8). Specifically, a plurality of pieces of data input in the above procedure are summarized in units of order prices, and each piece of order information is assigned a sequence number to the order recorded in the sequence number table 184 for each piece of information. Form. At this time, information for distinguishing the sequence number used in the order information from an unused number is added to the sequence number table 184. Multiple order information formed in one step S8 includes multiple financial products of the same type at two prices (i.e., the price of the first order and the price of the second order) for a fixed number of products. An order information group (hereinafter simply referred to as "order information group") for placing limit orders is generated multiple times. Note that the order information groups are formed one by one in order.

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

When the order processing is completed, the order information generation unit 16 first generates a first order information group (hereinafter referred to as "first order information group"). At the time of generation, the first order information 51A as the first order information included in the order information group is valid order information (limit order that has been officially requested and placed by the customer). The same is true in this specification), but the second order information, which is included in the same order information group and is the second order information, is "standby" order information (the same is true in this specification). (The same applies in this specification.)

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

The front page distribution unit 11 causes the display unit 22 of the client terminal 2 to display the generated order information group. The image diagram shown in FIG. 9 shows a state in which part of the order information group 50A is displayed in a table format in the uncontracted information display column 47 of the first input screen ₄₀₁ .

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

[Limit order execution processing]
4 to 6 are flowcharts showing the procedure of execution processing after the order processing of a limit order based on an if-done order is performed in the financial product transaction management device 1 of this embodiment. The processing procedure will be explained below based on the same figure.

[Basic procedure for execution based on first order information, second order information, and generation of order information group]
FIG. 4 is a flowchart showing the basic procedure of execution based on first order information, second order information, and order information group generation in the financial product transaction management device 1 of this embodiment. The basic procedure will be explained based on the figure.

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

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

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

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

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

If the limit order based on the second order information 51B is executed, but the first order and the second order are not all executed (“No” in step S24), the account information generation unit 15 re-instructs the customer in the customer account information table 182. Obtain margin information. Then, the order input receiving unit 12 again compares the acquired margin information with the total amount of the customer's order, and confirms whether the amount of the margin is greater than or equal to the total amount of the order (step S25). If the amount of margin is less than the total order amount ("Yes" in step S26), processing is suspended until the amount exceeds the total order amount, and if the amount of margin is equal to or greater than the total order amount ("No" in step S26). ), the order information generation unit 16 generates a new order information group (hereinafter referred to as "second order information group") (step S27). Here, the first order information and second order information (both not shown) in the second order information group are basically the first order information 51A and the second order information 51B in the first order information group. The first order information 51A and the second order information 51B have the same attribute information, but the only difference is that "1 time" in the repeat count information 51b is changed to "2 times". In addition, this repeat number information 51b increases the number of times "3 times", "4 times", etc. each time the formation of the third order information group, the fourth order information group, etc. is repeated. do. The order information generation unit 16 records the generated second order information group in the order table 181, similarly to step S9 (step S28). When the second order information group is generated in step S26, the front page distribution unit 11 displays the first order information group of the second order information group on the display unit 22 of the client terminal 2 instead of the second established order display screen 50B. A first established order display screen (not shown) based on the order information is displayed. Then, the processing from step S21 onwards is repeated.

This process continues until order information groups for the number of positions entered in the profit amount specification field 44d are formed, and the processes of steps S21 and S23 are repeated for the number of positions entered (step S24). "No"), thereby the processing at time points t4, t5, . . . shown in FIG. 10 is performed. Then, after the process of making a deal in steps S21 and S23 is repeated a plurality of times (that is, for the number of positions entered above) ("Yes" in step S24), all the processing procedures are completed.

Note that all limit orders for which the order deadline 51c has elapsed without being executed are canceled and deleted from the order table 181.

[Price change processing based on trail width information]
FIG. 5 is a flowchart showing a procedure for changing prices based on trail width information in response to market price fluctuations. Hereinafter, the change processing procedure will be explained based on the same figure.

Consider a case where market prices fluctuate significantly. For example, at time t6 in FIG. 10, the market price is lower than 94.49 yen, which is the market price at time t1 when the first order information group was generated, and the trail width input in the trail width input field 44j (i.e. , the trail width information 51d) in the first order information 51A and the second order information 51B increases, that is, to 95.19 yen.

In this case, the execution information generation unit 14 determines that the difference between the current market price (95.19 yen) and the market price at the time when the first order information group was generated (that is, 94.49 yen) is the first order It is confirmed whether the trail width information 51d (0.70 yen) or more of the information 51A and the second order information 51B is greater than or equal to the trail width information 51d (0.70 yen). If this difference is greater than or equal to the trail width information 51d (0.70 yen) (“Yes” in step S31), the execution information generation unit 14 generates a It is checked whether the repeat number information 51b of the first order information and second order information of the contract is equal to or greater than the minimum number of repeats (two or more times in this embodiment) input in the minimum number of repeats input field 44k. If this repeat count information 51b is equal to or greater than the repeat count input in the minimum repeat count input field 44k (“Yes” in step S32), the contract information generation unit 14 generates an order information group (here, the third order information The prices of the first order information and the second order information in group 50C) are changed (step S33).

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

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

Then, the execution information generation unit 14 determines that the buying and selling type information 51g (see FIGS. 11 and 12) of the first order information is information indicating a buy order, and that the first order information and the second order information after the change are If the order price information is higher than the order price information 51e, 51f of the first order information 51A and second order information 51B before the change (“Yes” in step S34), the stop loss price is changed (step S35). Specifically, the price is the sum of the trail width information 51d (0.70 yen) added to the stop loss price information 51h as "stop loss information" of the first order information 51A and the second order information 51B before the change (i.e. 93.70 yen) as the new stop loss price information 51h of the first order information 51C and the second order information 51D.

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

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

[Execution processing as a stop loss order at stop loss price]
FIG. 6 is a flowchart illustrating a procedure for performing an execution process using a stop loss order for the first order information when the market price falls below the price of the stop loss price information. The procedure for contract processing will be explained below based on the same figure.

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

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

Then, as shown in the image diagram of FIG. 13, a second input screen ₄₀₂ is displayed on the display unit 22. The customer selects "Repeat If Done Order" using the order condition selection button 43 on the second input screen ₄₀₂ , and selects a new order and a sell order as the trading type for the first order using the first order trading type selection button 42a. A limit order is selected, and a settlement order and a buy limit order are selected as the buying and selling form of the second order using the second order buying and selling form selection button 42b.

Then, as shown in FIG. 13, when the customer inputs appropriate values into each input field on the second input screen ₄₀₂ , makes appropriate selections in each selection field, and clicks the order confirmation button 45, step S1 The processing of ~S9 is performed, and the order processing of the limit order based on the if-done order is completed. In this case, in step S2, the order input reception unit 12 performs the inspection using at least one of the following inspection methods 11 and 12 instead of inspection methods 1 to 3.
(Inspection method 11) The order input reception unit 12 receives the price of the first order entered in the first order price input field 44a of the currency pair selected by the purchase/sale request input buttons 41 ₁ to 41 ₈ and price information. A comparison is made with the current exchange rate price received by the unit 19. The order input receiving unit 12 determines that the price of the first order is appropriate if it is higher than the current exchange rate price.
(Inspection Method 12) The order input reception unit 12 calculates the price of the first order entered in the first order price input field 44a of the currency pair selected by the purchase/sale request input buttons 41 ₁ to 41 ₅ , and the price of the second order. The price of the second order entered in the price input field 44b (or the second order calculated from the price of the first order entered in the first order price input field 44a and the profit amount entered in the profit amount specification field 44d) (order price). The order input receiving unit 12 determines that the price of the second order is appropriate if it is less than the price of the first order.

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

Note that, as shown in FIG. 14, in this case, the stop loss price information is set as a price higher than the prices of the first order information and the second order information. Further, the contract information generation unit 14 determines that the buy/sell type information 51g (see FIGS. 11 and 12) of the first order information is information indicating a sell order, and that the first order information and second order information after the change are If the order price information is lower than the order price information 51e, 51f of the first order information 51E and second order information 51F before the change (see FIGS. 11 and 12) (“Yes” in step S34), the stop loss price (step S35).

[Order information error processing and order information cancellation processing]
Furthermore, when there is a request from the client terminal 2 to change the price and amount of a limit order once established, the financial product transaction management device 1 of this embodiment treats the request as an incorrect request and treats it as an input error. Process. This prevents the banks that buy and sell financial products from becoming overworked due to frequent requests for prices and amounts.

On the other hand, if the order cancel button 46 is clicked on the first input screen ₄₀₁ of the client terminal 2 shown in FIG. The unit 14 extracts a group of order information included in an if-done order for which a cancellation request has been made, and processes all uncontracted order information among this group of order information as having been canceled. For example, if there is a cancellation request for the first order information 51A between t2 and t3 in FIG. 10, the first order information group 50A will be canceled, and the order information groups after the third order information group will be canceled. The process ends without being generated. The canceled order information group data and order information data are deleted from the order table 181.

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

As described above, in this embodiment, the order information generation unit 16 generates first order information for placing a buy (sell) limit order for the same type of financial product at one price based on one buy/sell order application information. , and the second order information for placing a sell (buy) limit order for another price multiple times, the order information group is recorded in the order table 181, and the execution information generation unit 14: When the market price acquired by the price information receiving unit 19 reaches a single price, a financial product is executed based on the first order information among the individual order information forming the order information group recorded in the order table 181. If the market price acquired by the price information receiving unit 19 becomes another price after execution and execution, the second order information is used among the individual order information forming the order information group recorded in the order table 181. By repeating the process of executing a financial product multiple times, when buying or selling a financial product, one order procedure is performed on the client terminal 2 side, and the computer system automatically executes multiple if-done orders. You can accomplish what you want to do repeatedly. Furthermore, the order information generation unit 16 refuses to generate the order information group when another price that is the price of the limit order in the second order information is one price that is the price of the limit order in the first order information. By doing so, it is possible to reliably prevent a customer from suffering any disadvantage when placing an if-done order in the configuration of the device. This makes it possible to create a highly convenient trading system for customers who trade limit orders using if-done orders.

In this embodiment, the first order information 51A and the second order information 51B are used as attribute information to indicate the change in a specific price when a specific price set in advance is changed to follow the market price change. Equipped with trail width information 51d as unit information, the execution information generation unit 14, when the difference between the market price when the first order information group was generated and the current market price becomes more than the trail width information 51d, By changing the order price information 51e in the first order information 51A and the order price information 51e in the second order information 51B, even if the price range in which the market price fluctuates changes over time, the change It is possible to continue trading using if-done orders in the subsequent price range. As a result, in a configuration in which a transaction is performed by automatically repeating an if-done order multiple times, the price range consisting of the first order information 51A and the second order information 51B for realizing an if-done order is adjusted to the actual situation of the trading market. Therefore, it is possible to create a trading system that can be configured to be variable and more convenient for customers who place limit orders.

In this embodiment, when the market price reaches a specific price after the execution processing of the first order information 51A is performed, the price information of the stop-loss order is used to execute the execution processing by a stop-loss order. When the first order information 51A is information for placing a buy (sell) limit order for one price, the execution information generation unit 14 executes execution processing for the first order information 51A. After the market price has reached the price set by the stop-loss price information, executing a stop order will eliminate the disadvantages that the customer would suffer if the market price plummets or rises sharply. Due to the structure of the financial product transaction management device 1, this can be automatically prevented from increasing. This makes it possible to create a trading system that is even more convenient for customers who place limit orders.

In the above embodiment, a repeat number selection field 44h is provided on the second input screen ₄₀₂ , and the if-done order is repeated for the number of times input in the repeat number selection field 44h. , it may be configured such that attribute information is not provided and if-done orders are repeated indefinitely unless there is a cancellation request or the like by a customer's operation. Note that in such a configuration, the process of step S24 is not performed.

In the above embodiment, the second input screen ₄₀₂ is provided with a minimum repeat number input field 44k, repeat number information 51b is provided as attribute information of the first order information 51A and second order information 51B, and the repeat number Although the configuration is such that the price is changed in steps S33 and S35 only when the information 51b is equal to or greater than the number of times input in the minimum number of repeats input field 44k, these selection fields and attribute information are not provided, and it is difficult to repeat the if-done order. Regardless of the number of times, the contract information generation unit 14 may be configured to change the price in step S33 and step S35. Note that in such a configuration, the process of step S32 is not performed.

In addition, in the above embodiment, the second input screen ₄₀₂ is provided with a stop loss order selection button 44f and a stop loss price input field 44g, and the stop loss order selection button 44f and the stop loss price input field 44g are provided as the attribute information of the first order information 51A and the second order information 51B. Price information 51h is provided, and when the market price becomes stop-loss price information, the executed first order information is executed by a stop order, and the valid second order information is canceled. , these selection columns and attribute information may not be provided, and a configuration may be adopted in which no execution or cancellation processing is performed by a stop loss order based on stop loss price information.

Further, in the above embodiment, the stop loss price information 51h is provided as the attribute information of the first order information 51A and the second order information 51B, but instead of this, each order information group is In addition to order information and second order information, it may also be generated in a form that includes stop order information. In this case, the stop order information includes the same attribute information as the first order information 51A and the second order information 51B shown in FIG. 11. Stop order information includes order number, customer number, currency pair information, order amount information, trade type information, order price information, order deadline information, trade type information, new/settlement information, active/standby information, and repeat repeat count information. It has attribute information such as. Among these, the new/payment information is set to "payment". The valid/standby information is "standby" when the order information group is generated, and changes from "standby" to "valid" when the first order information is executed. When execution processing is performed based on the second order information, cancellation processing is performed in which the stop order information is deleted from the order table 181.

Further, in the above embodiment, a trail width input field 44j is provided on the second input screen ₄₀₂ , trail width information 51d is provided as attribute information of the first order information 51A and the second order information 51B, and the market price is A configuration in which when the trail width information 51d or more rises or falls, the order price information 51e of the first order, the order price information 51f of the second order, and the stop loss price information 51h are increased or decreased by the price of the trail width input field 44j. However, these selection fields and attribute information are not provided, and even if the market price rises or falls, the prices of the first order's order price information 51e, the second order's order price information 51f, and the stop loss price information 51h will not change. It may be configured so that it does not rise or fall.

In addition, in the above embodiment, the order price information 51e of the first order, the order price information 51f of the second order, and the stop loss price information 51h associated with an increase or decrease in the market price are combined with the current market price and the first order. If the difference between the market prices at the time when the order information group is generated is equal to or greater than the trail width information 51d (0.70 yen) between the first order information 51A and the second order information 51B, the processing in steps S33 and S35 is performed. However, any numerical value or calculation method may be used as a basis for calculating this difference. For example, it may be based on any of the embodiments shown in Aspect 1 to Aspect 3 below.
(Aspect 1) Trail trigger price range information is set separately from trail width information (however, the price range of trail trigger price range is larger than the price range of trail width information), and order processing of limit orders by if-done orders is performed. Steps S33 and S35 are performed only when the price difference between the market price at the time of completion (for example, time t1 in FIG. 10) and the current market price becomes equal to or greater than the trail activation price range.
(Aspect 2) The processes of steps S33 and S35 are performed almost simultaneously with the fluctuation of the market price.
(Aspect 3) Compare the order price information of the first order information and second order information with the current market price, rather than the market price at the time when the order processing of the limit order by the if-done order is completed. Steps S33 and S35 are performed only when the difference exceeds the trail activation price range.

In addition, if the order received from the client terminal 2 is a normal market order (a transaction method in which financial products are bought and sold at the market price at the time of ordering), the order information is immediately generated in step S8. The contract information generation unit 14 contracts the order, and the process of step S9 and the process after step S21 are not performed.

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

As shown above, in the financial product transaction management system 1A of this embodiment, limit orders for multiple if-done orders for the same type of financial product can be placed through a single order procedure. Convenience can be improved.

It goes without saying that the above embodiments are merely illustrative of the present invention, and do not mean that the present invention is 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)
14...Contract information generation unit (contract information generation means)
16...Order information generation unit (order information generation means)
51A, 51C, 51E...First order information 51B, 51D, 51F...Second order information 181...Order table (order information recording means)

Claims (5)

A financial product transaction management device that manages buying and selling transactions of financial products, the device comprising:
order input reception means for receiving purchase and sale order application information for placing a purchase and sale order for the financial product;
price information receiving means for acquiring information on the market price of the financial product;
order information generating means for generating order information for trading financial products based on the buying and selling order application information received by the order input receiving means;
execution information generation means for executing processing for executing an order for the financial product based on the order information generated by the order information generation means;
change condition detection means for detecting a predetermined condition for changing the order price of the financial product based on the order information;
The order information generating means includes:
First order information for placing a first order as a buy order for one price with respect to the same type of financial product based on one said buy/sell order application information, and for said one price Generate second order information for placing a second order as a sell order for another price set to have a predetermined profit margin ,
The execution information generating means includes:
When the market price acquired by the price information receiving means reaches the one price , the financial product is executed based on the first order information, and after the execution, the price information is received. If the market price acquired by the means becomes the other price , perform processing to execute the financial product based on the second order information,
If the change condition detecting means detects that the market price within a predetermined period has fluctuated to the higher side as the predetermined condition, a new price of the one on the higher side than the original price of the one is detected. New first order information for executing the new first order to be executed at the price, and the new first order information for the new first order that is on the higher side than the original other price, and The first order and the second order are based on the new second order information for executing the new second order at a new price set to have a predetermined profit margin . Perform processing to execute the financial product,
The order information generating means includes:
At least the process of generating the order at the original price of the one and the other price of the original, and the process of generating the order at the new price of the one and the new other price. A financial product transaction management device characterized in that it is configured to repeat one of the steps multiple times. A financial product transaction management device that manages buying and selling transactions of financial products, the device comprising:
order input reception means for receiving purchase and sale order application information for placing a purchase and sale order for the financial product;
price information receiving means for acquiring information on the market price of the financial product;
order information generating means for generating order information for trading financial products based on the buying and selling order application information received by the order input receiving means;
execution information generation means for executing processing for executing an order for the financial product based on the order information generated by the order information generation means;
change condition detection means for detecting a predetermined condition for changing the order price of the financial product based on the order information;
The order information generating means includes:
First order information for placing a first order as a sell order for one price with respect to the same type of financial product based on one said buy/sell order application information, and for said one price Generate second order information for placing a second order as a buy order for another price set to have a predetermined profit margin ,
The execution information generating means includes:
When the market price acquired by the price information receiving means reaches the one price , the financial product is executed based on the first order information, and after the execution, the price information is received. If the market price acquired by the means becomes the other price , perform processing to execute the financial product based on the second order information,
If the change condition detection means detects that the market price within a predetermined period has fluctuated to the lower price side as the predetermined condition, a new price of the one that is lower than the original price of the one is detected. New first order information for executing a new first order to be executed at a price, and a price that is lower than the original other price and that is lower than the new first order. The first order and the second order are based on the new second order information for executing the new second order at a new price set to have a predetermined profit margin . Perform processing to execute the financial product,
The order information generating means includes:
At least the process of generating the order at the original price of the one and the other price of the original, and the process of generating the order at the new price of the one and the new other price. A financial product transaction management device characterized in that it is configured to repeat one of the steps multiple times. The order information generating means includes :
The first order information and the second order information are
The attribute information is set to include trail width information as unit information of the fluctuation range of the specific price when changing the specific price set in advance in accordance with fluctuations in the market price, and
The trail width is the difference between the preset comparison target price, which is the market price when the initial first order information and the initial second order information were generated, and the current market price. If the price exceeds the above information, the order price of the first order and the second order based on the first order information , which are set as subject to trail fluctuation and constitute the first order information and the second order information. setting the order price of the second order based on the information to be changed;
2. The predetermined comparison target price set in advance is the market price at the time when the initial first order information and the initial second order information were generated. Financial product transaction management device. The order information generating means includes :
The first order information and the second order information are
The attribute information is set to include trail width information as unit information of the fluctuation range of the specific price when changing the specific price set in advance in accordance with fluctuations in the market price, and
The trail width is the difference between the preset comparison target price, which is the market price when the initial first order information and the initial second order information were generated, and the current market price. If the price exceeds the above information, the order price of the first order and the second order based on the first order information , which are set as subject to trail fluctuation and constitute the first order information and the second order information. setting the order price of the second order based on the information to be changed;
3. The predetermined comparison target price is the market price when the first order information and the second order information are generated. financial product transaction management device. A program that causes a computer to function as the financial product transaction management device according to any one of claims 1 to 4 .