KR100936273B1 - Apparatus of extracting account related to forgery call price or prediction price, and method therof - Google Patents

Abstract

PURPOSE: An apparatus of extracting account related to forgery call price or prediction price, and a method thereof are provided to prevent calls having negative effects on the stock market and biddings leading unfair trade. CONSTITUTION: A totalizing unit(110) includes the history of canceled bidding and corrected bidding price per accounts. A first screening device(120) selects a predetermined number of accounts based on each reference generated by arranging the first reference axis and the second reference axis. An account totalizing unit(130) eliminates the redundant accounts among the selected accounts by the first screening device. A second screening device(140) assorts the accounts related to the imaginary number bidding price among the accounts in which the redundancy is removed by the account totalizing unit or in which the predicted price concerning price bidding action.

Description

Apparatus of extracting account related to forgery call price or prediction price, and method therof}

The present invention relates to an apparatus and a method for extracting a target account related to an imaginary quote price or a quoted price quote activity in the securities market. More particularly, the present invention relates to an imaginary quote price and a quote price quote price behavior by applying three-dimensional selection criteria. An apparatus and method for extracting a related account are provided.

Trading in the securities market can be classified into consignment trading and self trading, depending on the trading entity. Consignment trading is the act of a securities broker consigning an order on behalf of a client's intention and buying or selling securities under his or her own account. It is the act of buying and selling securities in the name.

The quotation time can be divided into the quotation time for bidding for individual competition by plural prices and the quotation time for pricing at the end of market or market. Specifically, the bid price acceptance time for an individual competitive sale based on multiple prices is for a plurality of sellers and buyers to conclude a trade by mutual competition according to the priorities such as price, bid price, etc. The time to receive a quote. The bid and ask time for price determination at the end of the market price or market is concentrated on the bid price of multiple buying and selling sides for a certain time before the opening of the stock market and the closing date of the stock market (single sale price). It is a time to receive a quotation for a sale in this manner.

The fictitious quotation is unfairly affecting the market price by submitting a large number of quotations at a price that is unlikely to be established, or by repeatedly amending or canceling the quotations after submitting a quotation at the last or highest priority price or similar price. It is an act that may or may not be mad. Quote price involvement Quote price behavior is an act of submitting a quote price that is involved in the formation of an expected execution price or an expected execution quantity, which may adversely affect or possibly affect the market price. The number of bids canceled / corrected is the number of bids canceled or corrected after the bid is submitted. The price of cancellation / correction of the offer is the price of the offer that has been canceled or corrected after submission of the offer.

It is an object of the present invention to provide an apparatus and method for accurately extracting target accounts related to an imaginary quotation price action or an expected quotation price action by applying a plurality of criteria in three dimensions.

In order to achieve the above technical problem, an embodiment of the target account extraction apparatus according to the present invention, the account book including a bill price history canceled or corrected for each account; A first sorting unit for selecting a predetermined number of accounts corresponding to each criterion by vertically and horizontally applying at least one criterion among the quotation number, the number of quotations and the quotation price, and the trading time period based on the quotation list of the tally book; An account aggregation unit for removing duplicate accounts among the accounts selected by the first sorting unit; And a second sorting unit for selecting an account related to the imaginary price quote or the expected price related bid price behavior among the accounts from which redundancy has been removed by the account counting section.

In order to achieve the above technical problem, an embodiment of a method for extracting a target account according to the present invention may be based on at least one or more of a quoted quantity, a quoted price, and a quoted price for accounts corresponding to the canceled or corrected bid price; And a first screening step of selecting a predetermined number of accounts corresponding to each criterion by vertically and horizontally applying the trading time zone criteria. Removing duplicate accounts of the selected accounts; And a second screening step of selecting an account related to the imaginary price or the expected price related price among the accounts from which the redundancy has been removed.

According to the present invention, it is possible to determine a monitored business operator and a monitored customer who submits or entrusts unfavorable quotes, such as imaginary quotes or anticipated quotes. Orders can be blocked and prevented in advance, which can lead to influencing quotes and unfair trade practices (manipulating stock prices through market controls).

Hereinafter, with reference to the accompanying drawings will be described in detail the apparatus and method for extracting the unfair transaction target account according to the present invention.

1 is a view showing the configuration of an embodiment of the target account extraction apparatus 100 according to the present invention.

Referring to FIG. 1, the target account extracting apparatus 100 is associated with a call price fastening DB 102 and a target account DB 104. The two DBs 102 and 104 may of course be implemented together in the target account extraction apparatus 100 according to the present invention. The target account extracting apparatus 100 includes a first sorting unit 120, an accounting unit 130, and an imaginary number including an aggregation book 110, a consignment sorting unit 122, and a self trading sorting unit 124. It is composed of a second selection unit 140 including an extraction unit 142 and the expected temporary view extraction unit 144.

Quote price DB 102 is the member's account information (member name, branch name, account number, investor classification, consignment / commodity classification, order media), information about the submission of the quotation (buy (sell) category, quotation) Number, time of receipt of quotation, order quantity, order price, type of quotation, condition of quotation, etc.), and information indicating the conclusion of the quotation (exchange, quantity of execution, execution price, cancellation quantity, correction quantity, balance remaining) Information on market conditions at the time of quotation (such as estimated closing price, expected closing quantity, total price remaining, etc.) is stored. However, since the method or process for storing the sale-related information in the quotation price DB 102 is out of the scope of the present invention, a detailed description thereof will be omitted, and the present invention provides a quotation price DB generated through various conventional methods. 102).

Aggregation book 110 aggregates the price of the canceled or revised purchase price for each account for a predetermined period of the data stored in the price quotation DB (102). The price quoted in the collection book 110 shows the bid price acceptance time for individual competitive sales by consignment / self trading and multi-price for the entire accounts for which the purchase cancellation / correction quotation has been submitted (hereinafter, 'connection trading time zone'). Price) by price / time of trading or at the end of the market (hereinafter referred to as 'market price trading time period'), by Home Trading System (HTS) / business terminal, price / number / number / value, etc. Includes a breakdown of cancellation / correction quotes for each criterion.

The first sorting unit 120 performs various criteria such as the consignment trading / self trading, the access trading time zone / time price trading time period, the HTS / commercial terminal, the quotation / number / number / amount, etc. Apply three-dimensionally to select the accounts corresponding to each top rank. Here, the term “three-dimensional” means not to apply various standards, but to arrange corresponding standards to cross each other like a string and a string of nets. Of course, as shown in FIG. 5, the standards may be arranged in three dimensions in the x, y, and z axes.

Accordingly, the first sorting unit 120 sorts accounts satisfying at least two or more criteria corresponding to intersection points of three-dimensionally arranged criteria. For example, the first sorting unit 120 arranges the criterion of the consignment trade and the self trade as a species, and arranges the criterion of the quotation number laterally, so that the two criteria meet, i.e. The accounts are selected based on the quantity of quotation. The selection criteria of the first selection unit 120 will be described in detail with reference to FIG. 2.

Since the first sorting unit 120 selects a plurality of accounts in three dimensions according to a plurality of criteria, the same account may be selected in duplicate by matching two or more selection criteria. For example, a specific account may be selected by satisfying both the quantity or the amount basis in the purchase cancellation / correction quotation price quantity / number / amount basis. Therefore, the account counting unit 130 removes duplicate accounts by counting the selected accounts according to each criterion.

The second sorting unit 140 applies predetermined criteria to the sorting accounts from which redundancy is removed by the account counting unit 130, and selects and stores the accounts corresponding to the criteria in the target account DB 104. A detailed method of sorting the accounts by the second sorting unit 140 will be described in detail with reference to FIG. 3.

2 is a diagram illustrating an example of a primary screening criterion of a target account for consignment sales and treasury sales according to the present invention. The consignment trade selection unit and the self trade selection unit shown in FIG. 1 first sort the accounts according to the selection criteria shown in FIG. 2.

In the case of consigned trading, in order to select the target account among the accounts for which the purchase price is canceled or corrected among the data of the quotation price database, the quotation of the bid price is based on the time period (interval trading time / market price trading time). Subdivided by terminal) / business terminal). Therefore, in the case of consignment trading, a total of four selection criteria are created based on the order subject in the access trading time and the order subject in the closing time. In addition, the three criteria of quantity / number / value of cancellation or correction quotations are arranged to intersect four criteria according to time zone and order medium.

Accordingly, three criteria of the quantity / number / number of cancellation or correction quotes and four criteria according to the time zone and the ordering medium are interspersed horizontally to generate a total of 12 criteria. Looking at the 12 criteria thus made briefly, access trading time zone + order medium (total) + cancellation / correction quotation price standard (first area (①)), connection trading time zone + order medium (business terminal) + cancellation / correction quotation A standard of quantity (fourth area (4)) and the like exist. The consignment sales sorting unit 122 of the first sorting unit 120 of FIG. 1 sets the reference 200 of each of the 12 areas shown in FIG. 2 among the accounts corresponding to the offer price canceled or corrected during the preset period. Select each account you are satisfied with.

Of course, the basis of the number of the upper or lower account for each cancellation or correction quote price, number, and amount shown in FIG. 2 may be variously set by an operator. A number (eg, hundreds or thousands) of accounts may be set to be screened. 3 illustrates one specific embodiment of these criteria. In addition, the number of screening of accounts satisfying each screening criterion (that is, the criteria of each region of FIG. 2) may be set differently or identically.

In the case of self-trafficking, the data of the trading book is applied by crossing the time zone (interval trading time zone / interval time zone) criteria and the quotation, quantity, number, and amount, but each time zone is not subdivided by order media. It is different from the standard.

Like consignment trading, in the case of self-trading, six criteria are created by crossing three criteria (number of quotations / number / amount) and two criteria (interval trading time zone / interval time zone) vertically. For example, there is a criterion such as access trading time zone + cancellation / correction bid / quote criterion (region 13), and the closing time zone + cancellation / correction bid / quote criterion (region 18). The self-sorting screening unit 124 of the first screening unit 120 shown in FIG. 1 is based on the criteria 250 of each of the six areas shown in FIG. 2 among the accounts corresponding to the offer price canceled or corrected during the preset period. Select an account that satisfies).

3 is a view listing in detail the criteria for extracting the target account according to the present invention.

Referring to FIG. 3, a target account is divided into an account related to an imaginary bid price behavior in a connected trading time and an account related to an expected bid price behavior in a timely selling and selling time. The criterion for selecting the preliminary target account for extracting the account related to the imaginary quotation price act is a criterion corresponding to the first to sixth regions (1 to 6) shown in FIG. 2 or FIG. The selection criteria of the preliminary target account for extracting the account is a criterion corresponding to the seventh to twelfth regions ⑦ to VII shown in FIG. 2 or FIG. 3. In the case of self-trafficking, the criterion for screening the reserve target account related to the act of imaginary bidding is a criterion corresponding to the thirteenth to fifteenth areas (i ~ v) shown in FIG. The selection criteria of the target account is a criterion corresponding to the sixteenth to eighteenth regions shown in FIG. 2 or 3.

An account selected through the criteria of FIG. 2 or 3 may belong to at least two or more of the above criteria. For example, in the case of consignment trading, a specific account is included in the upper predetermined number based on the access trading time zone + order medium (total) + cancellation / correction quotation quantity (first area (①) of FIG. 2), and also access trading. If the time zone + order medium (total) + cancellation / correction quote price is included in the upper predetermined number based on the amount (third area (③) of Figure 2), the same account is selected repeatedly.

Therefore, the account aggregation process 300 for removing duplicate accounts for the accounts selected by various criteria is performed. In operation 310, the final target account is selected by applying predetermined criteria to the aggregated accounts.

Hereinafter, a method of performing the process 310 of selecting the final target account by the second sorting unit illustrated in FIG. 1 will be described in detail.

As described above, there are criteria for selecting accounts related to fictitious bidding behaviors during the access trading time, and criteria for selecting accounts related to anticipating bidding behaviors related to the anticipated buying and selling periods.

First, the final target account selection criteria for the accounts related to the imaginary bidding behavior during the access trading time will be examined.

First, based on the bid price of the selling period, the original order bid price of the purchase order canceled or corrected at a lower price within a certain time period (for example, 5 minutes) after the conclusion of the sale, and the closing quantity is 0, The account corresponding to the bid price is selected for the remaining share of the bid price. Here, the remaining share ratio is the ratio of the quantity of quotes submitted by the account at a specific price to the total quantity of quotes submitted at a specific price for a particular item.

Second, based on the bid price of the trading period, the account is selected as the original bid price of the order canceled or canceled at a lower price after the canceled order. . In this case, it is similar to the first screening criterion, but differs in that the number of tightening is not 0, and also sets the criterion of the ratio higher than the first screening criterion in the remaining share ratio.

Third, the original order purchase bid price for a purchase cancellation order that has been sold within a certain time period (for example, 1 minute) after the cancellation order based on the purchase bid price in the connection trading time period, the closing quantity is 0, and the remaining share ratio is Accounts corresponding to the bid price above a certain percentage are selected.

Based on the above criteria, the imaginary quotation extracting unit 142 of the second sorting unit 140 shown in FIG. 1 performs an imaginary quotation price among the first sorted accounts whose redundancy is removed by the account counting unit 130. The target account related to the final selection is stored in the target account DB (104).

Next, we will look at the selection criteria of the account related to the anticipated bid price involvement period.

In the case of quotations involving the expected price at the time of market price determination, when the price of a specific account is submitted at 08:00 to 08:10, the bid price is higher than the price at the end of the previous day. At 08: 10 ~ 09: 00, the bid price is higher than the expected closing price (in the case of a bidding price that cannot be concluded, the bidding price is the highest priority price). As a corrected bid price, an account whose estimated closing price at the time of cancellation or correction order is lower than or equal to the order price and the remaining balance of the bid price is above a certain ratio is selected as the target account.

In the case of quoted price involvement at the end of the market price, the bid price is higher than the expected closing price (when bidding is impossible to sell, the highest priority closing price). If the quotation is canceled or canceled at a lower price within a certain period of time, an account whose estimated closing price at the time of cancellation or correction order is lower than or equal to the order price and the remaining balance of the bid price is selected to be above a certain ratio is selected. Here, the expected closing price refers to the expected closing price that is formed as a result of the closing of only the quoted price received during the trading period. In addition, the best selling price is the lowest selling price among the selling prices submitted during the trading period.

Based on the above criteria, the quotation-listing unit extracting unit 144 of the second selecting unit 140 illustrated in FIG. 1 is an object related to the predicting-related quotation price behavior among the first selected accounts whose redundancy is removed by the account collecting unit. The account is finally selected and stored in the target account DB 104.

4 is a flowchart illustrating an embodiment of a method for selecting a target account according to the present invention.

Referring to FIG. 4, the target account extraction apparatus (hereinafter, referred to as an apparatus) selects the accounts corresponding to the canceled or corrected bid prices from the bid price data for a predetermined period and applies a plurality of criteria vertically and horizontally to the selected accounts. The accounts corresponding to each criterion are selected (S400). Each criterion for account selection is not a one-dimensional criterion but selects corresponding accounts by applying two or more criteria vertically and horizontally as shown in FIGS. 2 to 3. The device removes duplicate screened accounts among the accounts corresponding to the first screening criterion (S410). The device extracts the final target account by applying a second screening criterion for screening the accounts related to the imaginary quotation price act or the expected price quotation price act on the selected accounts in which duplicate accounts are removed (S420). Since the secondary screening criteria have been described with reference to FIG. 3, the description thereof will be omitted.

The invention can also be embodied as computer readable code on a computer readable recording medium. The computer-readable recording medium includes all kinds of recording devices in which data that can be read by a computer system is stored. Examples of computer-readable recording media include ROM, RAM, CD-ROM, magnetic tape, floppy disks, optical data storage devices, and the like. The computer readable recording medium can also be distributed over network coupled computer systems so that the computer readable code is stored and executed in a distributed fashion.

So far I looked at the center of the preferred embodiment for the present invention. Those skilled in the art will appreciate that the present invention can be implemented in a modified form without departing from the essential features of the present invention. Therefore, the disclosed embodiments should be considered in descriptive sense only and not for purposes of limitation. The scope of the present invention is shown in the claims rather than the foregoing description, and all differences within the scope will be construed as being included in the present invention.

1 is a view showing the configuration of an embodiment of a target account extraction apparatus according to the present invention;

2 is a diagram illustrating an example of a primary selection criterion of a target account in a consignment trade and a treasury trade;

3 is a view showing in detail the target account extraction process and its criteria according to the present invention;

4 is a flowchart illustrating an embodiment of a method for selecting a target account according to the present invention;

5 is a diagram showing an example of three-dimensional arrangement of the reference according to the present invention.

Claims (11)

delete delete delete delete An aggregate book including details of the cancellation or correction of the offer price per account; A trading time period that sets the bid price, the number of bids, and the bid price as the first reference axis, and includes the first bid price acceptance time for the individual competitive sale by plural prices and the second bid price acceptance price for price determination at the end of the market price or the market. A first sorting unit that sets a criterion as a second reference axis and selects a predetermined number of accounts based on each criterion generated by arranging the first reference axis and the second reference axis in a cross-placement with respect to the offer price history of the tally; ; An account aggregation unit for removing duplicate accounts among the accounts selected by the first sorting unit; And And a second sorting unit for selecting an account related to an imaginary price quote or an expected price related bid price behavior among the accounts from which redundancy is removed by the account counting unit. The second sorting unit, The original order purchase price of a purchase order that has been received within a certain time after the closing of a sale or an order that has been corrected at a lower price, based on the bid price of the bid price for individual competitive sales by multiple prices. The original order purchase price of the account corresponding to the purchase price with the first remaining share ratio or above the fixed price, or the order canceled or corrected to a lower price within a certain time after the closing of the sale. (2) The order quantity is 0 as the original order purchase price of an account corresponding to a purchase bid price having a remaining share ratio equal to or greater than a predetermined percentage higher than the first remaining possession ratio, or a purchase cancellation order that has a sell conclusion within a predetermined time after the purchase cancellation order; The account corresponding to the offer price with the third remaining occupancy rate equal to or more than a certain rate is transferred to the account involved in the act of imaginary offer price. Shipping is allowed call aqueous extraction unit; And In the case of a quoted price for price determination at the end of the market price or market price, the quoted price is either canceled or corrected to a lower price than the previous price before the market price is determined, and the expected closing price at the time of cancellation or correction order is lower than or equal to the order price and The target account extraction apparatus, comprising: a predictive involvement quotation price extracting unit for extracting an account having a fourth remaining occupancy ratio greater than or equal to a predetermined ratio to an account related to an expected involvement quotation price activity. delete delete delete delete A trading time period that sets the bid price, the number of bids, and the bid price as the first reference axis, and includes the first bid price acceptance time for the individual competitive sale by plural prices and the second bid price acceptance price for price determination at the end of the market price or the market. After setting the reference as the second reference axis, a certain number of accounts based on each of the criteria generated by crossing the first reference axis and the second reference axis respectively for accounts corresponding to the canceled or corrected bid price A first sorting step of sorting the seeds; Removing duplicate accounts of the selected accounts; And And a second screening step of selecting an account related to the imaginary price or the expected price involved price among the duplicated accounts. The second sorting step, The original order purchase price of a purchase order that has been received within a certain time after the closing of a sale or an order that has been corrected at a lower price, based on the bid price of the bid price for individual competitive sales by multiple prices. The original order purchase price of the account corresponding to the purchase price with the first remaining share ratio or above the fixed price, or the order canceled or corrected to a lower price within a certain time after the closing of the sale. (2) The order quantity is 0 as the original order purchase price of an account corresponding to a purchase bid price having a remaining share ratio equal to or greater than a predetermined percentage higher than the first remaining possession ratio, or a purchase cancellation order that has a sell conclusion within a predetermined time after the purchase cancellation order; The account corresponding to the offer price with the third remaining occupancy rate equal to or more than a certain rate is transferred to the account involved in the act of imaginary offer price. Shipment stage; And In the case of a quoted price for price determination at the end of the market price or market price, the quoted price is either canceled or corrected to a lower price than the previous price before the market price is determined, and the expected closing price at the time of cancellation or correction order is lower than or equal to the order price and And extracting an account having a fourth remaining occupancy ratio equal to or greater than a predetermined ratio from the account related to the anticipated involvement quotation price act. A computer-readable recording medium having recorded thereon a program for performing the extraction method according to claim 10 on a computer.

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