KR20120137807A - Rally profiling system - Google Patents

Abstract

PURPOSE: A graph generating system is provided to calculate price variance information by using user input information and tick data, generate the calculated information as a graph, and minimize a trading error of an actual transaction. CONSTITUTION: A first processing unit(211) performs the collection, processing, classification, and storage of past and real time tick data. A second processing unit(213) performs the calling and processing of the tick data according to the manipulation of a user. A third processing unit(215) performs the input and delivery of information required for the user. The third processing unit performs the storage and modification of the desired information. A fourth processing unit(217) generates a processing result of the desired information as a graph. [Reference numerals] (201) Tick data DB; (202) User information; (203) User input information DB; (211) First processing unit(module); (213) Second processing unit(module); (215) Third processing unit(module); (217) Fourth processing unit(module)

Description

Graph generation system using real-time securities tick data {Rally profiling system}

The present invention relates to a graph generation system using real-time securities tick data.

More specifically, the price according to the fluctuation of the specified price unit width by collecting, processing, and classifying the real-time tick data price of the stock market or the derivatives market (hereinafter referred to as 'the stock market') that trades the stock market or futures and options. The present invention relates to a graph generation system using real-time securities tick data for providing a transaction amount, a purchase amount, a sale amount, a difference between a purchase amount and a sale amount, and a trading time in one coordinate.

In general, in order to make a successful investment in the securities market, it is very important to know whether the price trend is going up (strong buying) or falling (selling selling). To this end, the price and volume are subdivided into user-specified price unit widths, the transaction volume is calculated separately according to the change in price unit width, and the active trading force submits the purchase order to the selling price. Quantity) and aggressive selling forces submit a sell order at the bid price and segment it into a signed trading volume (tender selling quantity) and display them all in one coordinate at the same time. You should be able to see at a glance.

However, although various securities firms and companies with investment information services provide various graphs to analyze prices and trading volumes, most of the graphs currently provided show the variable price, trading volume, trading volume, and selling volume in one coordinate. It is difficult to compare and analyze the granular price and volume at the same time, which is important for trending, because there is no giving function. So, we compare various graphs and compare simple price and volume with trend fluctuations, but they have a lot of trouble and limits.

Existing graph types can be classified into three types according to the data generation cycle, the conditions for generating new coordinate values, and the type of data displayed on the coordinates, as shown in the following table.

The first data generation cycle is divided into 1 minute chart, 5 minutes chart, ..., 1 hour chart, day chart, weekly chart, monthly chart, and so on. Based on this time period, line chart, kendle chart, US chart, There are kinds of P & F chart, three-wire conversion chart, Renko chart, e-volume chart, etc., and most of the charts include the generation cycle condition of the time preceding the chart name (see FIGS. 1 to 7).

Second, it is classified according to whether the new coordinate value is displayed at the time when the specified time passes or at the time of change of the specified price condition, and most graphs (including the e-volume chart which provides two kinds of information in one coordinate) The new coordinate is displayed at the time elapsed time, and the graph displayed at the time of change of the price condition includes three-wire conversion chart, P & F chart, and Lanco chart (see FIGS. 1 to 7).

Third, the coordinates of the graph are divided according to how many coordinate values such as price and trading volume are indicated. Most graphs generally represent one value of a price or a trading volume in one coordinate, and there is an ecuvolume chart that simultaneously displays a price and a trading volume in one coordinate (see FIGS. 1 to 7).

The different types of graphs currently used in the stock market include their respective drawbacks.

Kendle charts, e-volume charts, and US charts that display coordinates only after the specified time has elapsed according to the creation time of the first specified time are plotted on the graph (the e-volume chart includes transaction volume) at the end of the time unit. As a result, it is difficult to identify detailed price movements or volume movements (eQ volume charts) during a specified cycle, and usually can only identify market prices, high prices, low prices, and closing prices. Therefore, when using a time chart with a long generation cycle, it is troublesome to use a time chart with a short generation cycle in order to grasp the detailed price movement or the volume movement during the specified cycle.

Second, when charts such as 1 minute, 1 hour, 1 day, weekly, etc., which display graphs according to the data generation cycle are used as the conditions of the transaction systematically in the real transaction, the fluctuation of the closing price is more irregular in the long time chart. Therefore, it is difficult to measure the profit and loss of trading signals, and in order to avoid this disadvantage, there are cases where real time is used when the trading conditions are satisfied. In this case, too many false signals are generated and the number of transactions increases, resulting in additional transaction costs. The disadvantage is that it is unstable to use as a trading condition.

Third, if the price unit fluctuates, the lanco chart that displays the price in the coordinates cannot confirm the change in the trading volume, and when the price unit moves in the direction immediately before, the price chart displays when the price unit changes. When switching in the opposite direction, it is displayed when there is a change of two price units, so it is difficult to identify false trend change signals in advance because all of the shape of the trend change is the same. In the case of a real transaction, there is a disadvantage in that the error of trading becomes large (see FIG. 6).

Fourth, an e- volume chart that displays price and volume in one coordinate has the advantage of being able to identify price and volume at the same time, but it has the disadvantages of the first and second mentioned above because it displays graphs according to the specified generation cycle. See FIG. 4).

As a result, due to the above drawbacks, it is necessary to compare and analyze detailed price and volume changes using graphs of different time units in order to determine who is stronger using the existing graph function. It is difficult to carry out systematic trading through consistent trading conditions due to the analysis time and irregularity of fluctuation in the closing price, which is the designated time-out point.

In particular, for a successful investment transaction of stocks or other investment objects, it is very important to identify whether the buying or selling force is stronger and more consistently and systematically through consistent conditions in a short time. Therefore, the investor should understand the intrinsic details of the short-term buying force, namely, the price fluctuation, the amount of trades involved, and the difference between the trade volume and the trade volume among the trade volume. Using graphing tools that can be used is the key to investor success.

The present invention was devised to provide information for investing success of investors, by collecting, processing and classifying real-time price data of the stock market, the price and trading volume, the trading volume, and the trading volume according to the change in the price unit width specified The purpose of the present invention is to provide a graph generation system using real-time securities tick data that displays the difference between the trade volume and the trade volume and the trading time in one coordinate.

In other words, the present invention shifts the price unit width specified by the investor out of the conventional graph representation to clearly identify whether the price trend is rising (strong buying force) or falling (strong selling force) in the stock market. According to the price and trading volume, the trading volume (selling quantity) concluded at the selling price, the trading volume (selling quantity) at the selling price, the difference between the trading volume and selling quantity, and the trading time, all the time in one coordinate Therefore, the user can easily and conveniently determine whether the upward trend or downward trend at a glance, and also provide information that can help to determine whether the trend is correct, the purpose is to.

In addition, the present invention provides a graph using real-time tick data rather than the price or trading volume data at the end of a specified time unit, thereby minimizing trading errors in actual trading caused by a large deviation of the previous price or trading volume and the trading result. To provide a graph generation system using real-time securities tick data that can reduce the standard deviation.

In addition, the present invention calculates the average transaction volume, the number of trades, or the number of trades involved when one price unit width increases, or the average trade volume, the number of trades, or the number of trades involved when two or three price unit widths increase continuously. The purpose of the present invention is to provide a graph generation system using real-time securities tick data that can be easily calculated by anyone under various conditions such as easy and reasonable sales of statistics.

In addition, the present invention by stacking or lowering beekeep or bong bee to a certain price size repeatedly displayed on the coordinates even beginners who do not know the graph easily understand the contents of the price flow contained in the graph and can easily distinguish the inflection point To provide a graph generation system using the data, the purpose is.

In addition, since the present invention represents a beekeeping and yinbong in a fixed price unit width, the price movement is standardized in the past or present graph, so it is easy to distinguish or find the similar rise or fall of the price, and the past pattern is present. If the price results do not match at the time, the cause can be easily identified through the transaction volume, the number of purchases, and the quantity of sale. On the basis of these advantages, it aims to provide a graph generation system using real-time securities tick data that can improve trading ability through repeated learning of past graphs.

In addition, the present invention by applying the closing price calculated in the present invention to the previously used chart indicators such as moving average, MACD, RSI and stock information that can provide an opportunity to analyze whether the signal of the price trend is rising or falling from a different angle To provide a real-time graph generation system using, the purpose is.

Embodiments of the present invention devised to solve the problems of the prior art as described above, the price and transaction amount, the number of trades, the amount of trades and the amount of trades according to the fluctuation of the price unit width specified by processing the real-time tick data price of the stock market CLAIMS 1. A system for generating a graph that displays the difference between a selling amount and a selling quantity in one coordinate in a time series, the system comprising: first processing means for collecting, processing, classifying, and storing past and real-time tick data; Second processing means for calling and processing the tick data according to a user's manipulation; Third processing means for inputting and transferring information requested by a user, and storing and modifying information requested by the user; And fourth processing means for generating a graph of the result of processing the information requested by the user.

The first processing means collects past and real-time tick data provided by a stock exchange server, a securities company server, or a data selling server, and thus the first selling price, the first selling price, the current price, or the first selling price and the first priority. According to the point in time when the average bid price is changed, time, item name, stock code number, 1st priority bid price, 1st priority bid price, and current price are classified into trading volume, bid price of bid price, bid price of bid price, conclusion of purchase price. The difference in the selling amount is calculated and classified from the cumulative trading volume, the cumulative selling amount, and the buying and selling bidding quantity, and the information for each item is stored and managed in a DB.

The tick data is characterized by consisting of at least one or more of a number, item name, mode, length, cumulative length data.

The first processing means includes a time, an item name, an item code number, a first priority bid and a first priority bid, depending on the point in time at which the bid or ask bid price is changed (or the point at which the average bid price and bid price are changed). And classify by the current price, calculate the difference between the trading volume and the bid price, the bid price, the number of the bid price and the number of trades from the cumulative transaction volume, the cumulative sell and the bid price, and store the information for each item in the DB. Characterized in that to be managed.

The first processing means is classified into time, item name, item code number, first priority bid price, first priority bid price, and current price according to the point in time at which the current price is changed, and the trading volume and the bid price of the bid price, the bid price of the bid price, and the conclusion The difference between the purchase volume and the closing selling amount is calculated and classified from the cumulative trading volume, the cumulative selling amount, and the buying and selling number of buying and selling quantities, and the information for each item is stored and managed in a DB.

The second processing means calculates the price and time according to the change in the price unit width specified on the basis of the start point designated by the user from the data stored in the tick data DB, and the trading volume, the trading volume and the trading volume during the price change time. It is characterized by calculating the transaction volume, by subtracting the closing transaction volume from the calculated closing transaction volume and storing the difference and passing it to the graph generation application.

The third processing means generates and provides a first window for allowing a user to input and modify information of at least one of an item name, a starting point, a price unit width, and a type of price unit of a desired data, and the generated graph Generates and provides a second window for selecting and inputting at least one of the type of graph, the number of moving averages, the shape of the coordinates, and the type of the indicator, and stores the input information, and calculates the information by the second processing means. It calls and processes the saved data and delivers it to the graph generation application.

The fourth processing means includes the difference between the price calculated by the item name, start time, price unit width, price unit type, trade volume, trade volume, trade volume, trade volume and trade volume requested by the user. Draw the coordinates of the dog to create a graph, characterized in that provided.

The fourth processing means may generate a graph by dividing the case of rising and falling relative to the previous price into at least one of the color of the edge and the color of the rod in the coordinates, or in a shape such as a right triangle or an equilateral triangle in the coordinates. It is characterized by generating a graph by dividing.

The fourth processing means may be configured to generate a graph by dividing the fastening quantity of purchase and the fastening quantity of quantity by at least one method of color or shape.

The fourth processing means is characterized by generating a graph by dividing which of the tightening quantity and the selling quantity is larger by at least one of the color of the edge, the color or the shape of the rod.

The fourth processing means may generate and provide an auxiliary graph according to the type of the graph selected by the user, the number of moving average data, and the type of the indicator.

The first to fourth processing means may be built and run on a server according to a user's usage environment, or may be driven on a user's PC, and a start point or price unit specified by the user may be determined by the processing speed of the data. Therefore, it can be calculated in various units and stored in DB according to the period of trend detection in advance.

In addition, the first processing means to the fourth processing means, if the change in the price unit exceeds the width of the specified price unit, the price is divided into the specified price unit and displayed, and the amount of the transaction, the number of purchases and the amount of the transaction of the sale in the same quantity Distribute or display, or display in a final price unit.

In addition, the first processing means to the fourth processing means to display the lower tail (low price) and the upper tail (high price) of the bee appearing in each bee and the bee according to the user's choice when generating a graph to provide It features.

Details of other embodiments are included in the detailed description and drawings for the practice of the invention.

The present invention having the above-described configuration, operation and preferred embodiment of the present invention provides a closing price, a trading amount, a buying quantity, a selling quantity, a selling quantity and a selling quantity and a selling quantity of the same price unit in one coordinate when the specified price unit width fluctuates. By displaying the difference in quantity in chronological order, the same price unit width goes up and down at a glance. It is possible to identify which of the forces of buying and selling is stronger on a certain basis. In other words, it is very important to determine which of the buying and selling forces is stronger in the securities market. For accurate determination, it is necessary to find out how much criteria there are in the change in price and volume. Therefore, in order to analyze historical data or price fluctuations in real time, it is necessary to conveniently and quickly analyze the purchase quantity and the quantity of trades which are divided into price, volume, and volume.

In addition, the present invention has an effect that plays a very stable role to use as a condition for consistent trading in the actual transaction because the error on the trading result is limited to the maximum specified price unit width when the trading conditions are satisfied when the trading occurs. In other words, it is very important to have a consistent trading in real trading. To this end, the range of trading results for profit and loss according to trading conditions should be predictable to some extent. However, when the closing price determined by the generation period of the specified time unit is used, the variation of the closing price is irregular and the variation in the trading result is so severe that it is unstable to use as a condition for consistent trading in the actual transaction. Therefore, when the present invention is applied, since the price generation cycle is based on the change in the price unit width specified by the user, it can play a very stable role to use as a condition of consistent trading in the actual transaction as mentioned above.

In addition, the present invention provides an opportunity to learn a variety of trading strategies when a reasonable condition for a change in price or trading volume can be found and statistical data for the condition can be calculated. However, the existing data processing method calculates price and trading volume according to the time generation cycle, so it is difficult to find a reasonable condition because the variation of price or trading volume is too irregular. Therefore, the present invention calculates all information related to the closing price and the trading volume in accordance with the change in the unit price of a certain price, so that the average transaction volume, the average number of purchases (sold), and the price unit involved when the price unit price increases (falls) It is easy to find various conditions, such as the average transaction volume and the average number of trades (sold), which are accompanied by an increase (fall) of five units of width to price, and a consistent standard (eg, two price units) If the average trade volume is lower than the average trade volume, it can be interpreted as if the price has risen or decreased in the next step).

In addition, the present invention is very convenient to interpret the contents of the price flow according to the price fluctuations and to distinguish the inflection point which is the point of trend change. In order to distinguish between the trend analysis and the inflection point, it is necessary to compare and analyze the relationship between the price and the trading volume. However, since the conventional method calculates the trading volume by matching the irregular price fluctuation calculated by the time generation cycle, it is very difficult to compare the transaction volume according to the change of the interval unit and the variation of the price displayed on the coordinate is very irregular. It is very difficult to distinguish (see FIGS. 1 to 7). Therefore, the calculation method of the price and the trading volume of the present invention is calculated by subdividing the trading volume, the number of buying and selling, and the selling quantity during the period according to the change in the price unit width. It is possible to compare and analyze the price flow even if the beginners who do not know the graph can compare and analyze the price flow. In addition, since the price unit width displayed in the coordinates is regular, it is very convenient for anyone to distinguish the inflection point of the price trend.

In addition, the present invention is very useful for finding a pattern of price movement due to a change in price and transaction volume through historical data. In order to find the pattern of price movement, the shape of the graph should be formalized and the data related to the price and volume should be arranged according to the form and certain criteria. However, it is difficult to find similar patterns due to irregular size and fluctuations of beekeepers and bongs, and it is difficult to compare prices and trading volumes on a regular basis even with similar patterns. Since the graph of the present invention calculates all information related to the price and the trading volume within the range of the specified price unit width, the past or present graph form is standardized, so that it is easy to find a similar pattern and the price and the trading volume of the pattern are constant. In terms of price, trade volume is divided into buy and sell volume, and the difference is also calculated. Therefore, when understanding and learning the change of all information related to price and trading volume according to various patterns and patterns through past data, it is effective to improve trading ability in actual trading.

In the present invention, there are various indicators in the securities market that calculate a trading signal using price and transaction value. For example, moving average, MACD, RSI and the like. However, since most of the indicator signals use price and volume calculated over time generation cycles, it is difficult to find the exact timing in the actual trade because it is accompanied by or follows price and volume movement. In the case of using the price and the trading volume calculated by the present invention in such an indicator, a signal different from the value of the indicator using the existing price and the trading volume is generated, which has the effect of grasping the price and the trading volume from a new angle. This has a useful effect in establishing a new marketing strategy that can be helpful.

In addition, in the present invention, when a transaction is performed using a trend line in the securities market, it is very important to distinguish the low point and the high point because the price trend is often switched from the low point or the high point just before. However, in general charts, market price, high price, low price, and closing price are used in one coordinate, so it is often confusing to know which price should be divided into low point and high point. In the graph to which the present invention is applied, since the price is displayed only when there is a change in a certain price unit width, the distinction between the low point and the high point is clear, so that the low point is used as the support line and the high point in the actual sale. In addition, it is easy to distinguish or verify whether the resistance line or support line is valid or false by easily calculating the trading volume, the number of purchases, and the selling quantity calculated on a certain basis at each low point and the high point.

In addition, the present invention is effective in the buying and selling technique in the securities market, which is stronger among the buying force, selling force, and whether there are a lot of people who buy or sell, and who profits by piggybacking on the strong forces. In general, if the price rises and the volume is above the average, the buying power is strong. If the price falls and the price is above the average, the selling force is considered strong. The general volume of trading is always the same for the seller and the buyer because the volume of trading is generated only when the buyer and seller decide to agree. However, whether the number of people buying or selling at that time is classified as the transaction volume of the person who buys the quantity concluded at the selling price and the quantity of the person who sells the quantity concluded at the selling price. Can be assumed as the standard.

Therefore, in real-time transactions, price fluctuations are classified in real-time by a certain price unit width, and the trading volume is calculated according to the criteria, and the trading volume is classified into the number of buys and sells. In addition, it is possible to organize the average buying and selling quantity through historical data. Based on this, it is possible to quickly compare and analyze the trading volume, buying and selling quantity according to the real-time price fluctuation, and to see whether there are many people who live according to a certain standard. It is effective in identifying whether there are many people in real time to enable consistent trading.

1 to 7 are graphs showing graphs generally provided in the stock market.
8 to 10 are diagrams for explaining the configuration of the graph generation system using real-time securities tick data to which the present invention is applied.
11 to 14 show graphs produced by the present invention.

Hereinafter, the configuration of a graph generation system using real-time securities tick data according to the present invention will be described.

As shown in FIG. 8, the graph generation system using real-time stock tick data according to the present invention includes a stock futures exchange server 100, a securities company server, an information service company server, or a data sales server (hereinafter, referred to as a 'data providing server'). Commonly referred to as 200, a user terminal 300, and a data communication network 400.

The data providing server 200 processes the real-time tick data price of the securities market in chronological order of the difference between the price and the transaction volume, the purchase quantity, the quantity of sell and the quantity of sell, and the quantity of sell and the quantity of sell according to the specified price unit width. It includes a graph generation system 210 using real-time security price tick data to generate a graph that is displayed as.

As shown in FIG. 8, the graph generation system 210 using real-time securities price tick data is collected through the securities and futures server 100 and the securities company server or the information provider server or the data sales server 200. Whenever the real-time tick data is changed for each item by the first priority bid price (or the first priority bid price or the current price, or the average price of the first priority bid price and the first priority bid price), the time at that point, the price of the first priority bid and the first priority The tick data DB 201 stores the purchase price and the current price, stores the user information DB 202, which stores the user information entered at the time of membership registration, and is generated after a search or operation is performed by the user. To user input information DB 203, first processing means 211, second processing means 213, third processing means 215, and fourth processing means 217, which store log information. It is composed.

As shown in FIG. 8, the first processing unit 211 of the graph generation system 210 using the real-time stock price tick data collects, processes, and classifies and stores the past and real time tick data.

The second processing means 213 calls and processes the tick data according to a user's operation.

The third processing means 215 inputs and transmits the information requested by the user, and stores and modifies the information requested by the user.

The fourth processing means 217 generates a result of processing the information requested by the user in a graph.

Here, the system 210 for generating a graph according to the present invention is mounted on the data providing server 200 as shown in FIG. 8, and the data providing server 200 is connected to the stock futures exchange server 100. The raw data is collected in real time, processed, classified and stored in the data providing server 200. In addition, the data providing server 200 is connected to the user's terminal 300 to provide a graph generation application 310 to process the tick data in real time when the user requests the information specified through the previously connected communication network 400 In addition, the data is classified and processed by the classified data providing server 200 to be displayed in a graph state on the user's terminal 300.

In this case, the user terminal 300 includes a PC, a notebook, a smartphone, and the like.

The first processing unit 211 collects past and real-time tick data provided by the stock exchange server 100 and the data providing server 200, and according to a time point at which the first priority bid or the first priority bid is changed. , The item name, the item code number, the 1st selling bid price, the 1st buying bid price, and the current price.The difference between the trading volume and the bidding price of the bidding bid, the bidding price of the bidding bid, the trading volume and the selling price is the cumulative trading volume, cumulative selling, and buying. Calculation and classification from the quotation number of the bid and store the information for each item in the DB 201 to be managed.

The tick data includes a number, item name, mode, length, cumulative length, and the like, as shown in the following table.

(KOSPI 200 Futures Index)

(Stocks)

The first processing unit 211 classifies time, item name, item code number, first priority bid, first priority bid, and current price according to the point in time at which the average price of the first preferred bid price and the first preferred bid price changes. Calculate and classify the difference between the trading volume and the bid price, the bid price, the trade volume, the trade volume, and the trade volume, and store the information for each item in the DB 201 for management. .

The first processing means 211 is classified into time, item name, item code number, first priority bid price, first priority bid price, current price, and trade volume, bid price of bid price, and bid number of bid price according to the time point when the current price is changed. The difference between the quantity, the number of purchases, and the amount of sells is calculated and classified from the cumulative transaction amount, the cumulative sell amount, and the number of buy and sell prices.

The second processing means 213 calculates the price and time according to the change in the price unit width specified on the basis of the start time designated by the user from the data stored in the tick data DB 201, and concludes the transaction volume during the time when the price is changed. Calculate the buy trade volume, sell trade volume, and subtract the sell trade volume calculated from the calculated buy trade volume to store the difference and deliver it to the graph generation application.

The third processing means 215 generates and provides a first window for allowing a user to input and modify information of at least one of item name, start time, price unit, and price unit of desired data, and generated Create and provide a second window for selecting and inputting at least one of a graph type, a moving average data number, a coordinate shape, and an index type in a graph, storing the input information, and calculating the result in the second processing means. It calls and processes the saved data and passes it to the graph generation application.

As shown in FIGS. 11 to 13, the fourth processing unit 217 may include a price, a trading amount, a trading volume, and a trading volume calculated by the item name, start time, price unit, and price unit type requested by the user. The difference between the transaction volume, the number of trades, and the amount of trades is drawn on a single coordinate to generate a graph.

The fourth processing means 217 generates a graph by dividing the case of rising to the previous price and the case of falling into at least one of the color of the edge and the color of the rod in the coordinates (see FIGS. 11 and 14). , Characterized in that to generate a graph by dividing the coordinates into a shape such as a right triangle or an equilateral triangle (see Fig. 12),

The fourth processing means 217 generates a graph by dividing the fasting quantity and the fasting quantity by coordinates in at least one of color and shape.

The fourth processing means 217 generates a graph by dividing the larger of the purchase quantity and the quantity of the selling quantity by at least one of the color of the edge, the color of the rod, and the shape.

The fourth processing means 217 generates and provides an auxiliary graph according to the type of graph selected by the user, the number of moving average data, and the type of indicator.

The first processing means 211 to fourth processing means 217 may be built and driven in a server according to a user's use environment, or may be driven on a user's PC, and the starting point or price unit specified by the user According to the processing speed of the data may be calculated in various units according to the period of trend detection in advance may be stored in the tick data DB (201).

In addition, the first processing means 211 to the fourth processing means 217, when the change in the price unit width exceeds the specified price unit width, the price is divided into the specified price unit width and displayed, The transaction volume of the sale shall be displayed by allocating the same quantity or by driving the final price unit.

In addition, the first processing means 211 to the fourth processing means 217, when generating a graph, the lower tail (low price) and the upper tail (high price) of the bee appearing in each bee and the bee according to the user's selection Provide by displaying.

Referring to the operation method of the graph generation system using the real-time securities tick data configured as described above are as follows.

(Graph Generation Mode Using Real-Time Stock Price Tick Data)

First, the graph generation system 210 using real time stock price tick data mounted on the data providing server 200 generates and stores a graph to be provided to the user terminal 300.

That is, the first processing means 211 of the graph generation system 210 using the real-time securities price tick data is the historical and real-time tick data collected through the securities futures server 100 and the data providing server 200 for each item Whenever the first priority bid price (or the first priority bid price or current price, or the average price of the first priority bid price and the first priority bid price) changes, the time, the first priority bid price, the first priority bid price, and the current price Are classified and stored in the tick data DB 201, and the trading volume, the selling price of buying and selling prices, and the buying price of buying prices during the time of changing the price of the first selling price from the first selling price at the first (t-1) point of sale (t). In addition, the difference between the amount of fastening and the amount of fastening is calculated and stored in the tick data DB 201.

At this time, each calculation method is as follows.

t = The point at which the first preferred bid price (or the first preferred bid price or the current price, or the average price of the first preferred bid price and the first preferred bid price) changes in units of the minimum bid price.

t-1 = The point at which the first priority bid price (or the first bid price or the current price or the average price of the first bid price and the first bid price) has changed.

[Equation 1]

Trading volume (t) = cumulative trading volume (t)-cumulative trading volume (t-1)

[Formula 2]

Amount of Tendered Purchases (t) = Amount of Tendered Purchases (t)-Amount of Tendered Purchases (t-1)

Tendered Selling Quantity (t) = Cumulative Selling Quantity (t)-Cumulative Selling Quantity (t-1)

[Formula 3]

Difference between the number of buys and sells (t) = Quantity of buys and sells (t)-Quantity of sells and sells (t),

On the other hand, the second processing means 213 for calling and processing data in accordance with the user's operation according to the change in the price unit width specified on the basis of the start time specified by the user from the tick data provided from the stock exchange server 100 First, calculate the fluctuating price (Pt) and the time of occurrence, and second, calculate the trading volume, the trading volume of trading, and the trading volume of trade for the time required from the previous price (Pt-1) to the trading price (Pt). Third, the difference between the trade volume and the trade volume is calculated using the trade volume and trade volume calculated.

At this time, the method of calculating the difference between detailed price, trading time, trading volume, trading volume of trading, trading volume of trading, trading volume of trading is as follows.

First, the price of the data start time specified by the user is set as the initial reference price of the price unit width change.

Second, the price used to change the specified price unit width (if the specified price unit is 2,000 won, the base price of which price should be changed by 2,000 won among 1 preferred selling price, 1 preferred buying price, and current price) In this example, the user may select one of the first selling price, the first selling price, the present price, the first selling price, and the average selling price of the first selling price.

Third, the unit to be used for the change in price unit width can be selected from three kinds of price, price, and price range.

Here, the unit price (number) means the number of units of the standard unit price for each item, the percentage change (%) means (price t-price t-1) / price t * 100, the price width is the price of the base price unit by item It means to represent a multiple of the width.

Fourth, a new coordinate price is calculated and calculated every time a change in the specified price unit width occurs from the data start point (reference price) designated by the user, and the calculation method is as follows according to the unit used for the change in the price unit width.

When Pt (starting price) = reference price and Pt + 1 = new coordinate price,

[Formula 4]

Pt + 1 (unit of quotation) = Pt + (quotation price range by item * number of specified quotations)

              Or Pt-(quotation price range by item * number of specified quotations)

Pt + 1 (ascent rate) = Pt + (last price * specified percentage change) or

                 Pt-(the previous price * specified percentage change)

Pt + 1 (price range) = Pt + specified price range, or Pt-specified price range

If, at any given moment, the price fluctuation exceeds the specified price unit width by more than several times (this usually happens at the beginning of the next day's initial price),

[Formula 5]

Price Unit Variation / Specified Price Unit Width

As shown in the figure, the new coordinate price is expressed by the integer.

For example, if the price range of the item A is 2,000 won, then Pt goes from 100,000 won to 107,000 won, Pt + 1 is 102,000 won, Pt + 2 is 104,000 won, and Pt + 3 is 106,000 won. Three new prices are displayed in coordinates. That is, since the price unit fluctuation range (107,000-100,000 = 7,000 won) / 2,000 won = 3.5, only the new integer 3 is displayed in the coordinates. At this point, the transaction volume, purchase volume, and sell volume can be divided by the number of new prices and placed at each price point or displayed only at the last price point.

Fifth, whenever there is a change in the price unit specified from the start of the data (reference price) specified by the user, a new "trading volume (t + 1) = cumulative trading volume of the price (t + 1)-cumulative price (t) Trading volume ".

The sixth is the cumulative sell (buy) at the new "sell (buy) quoted trade volume (t + 1) = price (t + 1) whenever a change in the specified price unit occurs from the beginning of the data (standard price) specified by the user. ) Quoted transaction volume-The cumulative sell (buy) quoted transaction volume at the time of price (t).

Seventh, each time a change in the specified price unit occurs from the beginning of the data specified by the user (the base price), a new "difference between the buy and sell volume (t + 1) = sell and sell price (t + 1)-sell Quoted trading volume (t + 1) "

Here, the starting point, price unit, and price unit width designated by the user are classified in advance according to the degree of time such as short-term, medium-term, and long-term, and the price, trading volume, trading volume and trading volume, trading volume and selling volume displayed in one coordinate. Differences in transaction volume and related information can be calculated and stored in a database built separately from the tick data DB.

On the other hand, the third processing means 215 for inputting and transferring the information requested by the user, and storing and modifying the information requested by the user, the item name, start time, price unit width, price unit type of data desired by the user Function to create a window for inputting and modifying a function, and a window for selecting and inputting a graph type, moving average data number, coordinate shape, and indicator type from the generated graph. Function to save information.

The third processing means 215 also delivers the generated window and data to the graph generating application mounted on the first processing means 211 and the user terminal 300.

Here, the input window for selecting and inputting information required by the user in detail provides many menu items as follows.

1) Price Unit Width Variable Unit Selection Menu: Unit Price, Price Change, Price Range

2) Reference price selection menu; 1st priority bid, 1st priority bid, current price, 1st

   Average Price between First Sell Price and First Buy Price

3) Coordinate shape selection menu: bar chart, line chart, right triangle chart

4) Information selection menu of the coordinate bar: price, price + volume, price + volume +

   Execution volume + Execution volume difference + High price

5) Moving average type and number of data selection menu: simple moving average, weighted weight

   Moving average, exponential moving average, geometric moving average

6) Start time selection menu: Start time and End time (or current time)

7) Secondary indicator selection menu: indicator of difference between trade volume

   All volume, such as MAC, RSI, etc.

   Indicators

8) Select item selection menu; Stock Name, Stock Code

Finally, the fourth processing means 217 for transmitting the result of processing the information requested by the user to the graph generating application 310 mounted in the user terminal 300 to display the graph on the screen of the user terminal 300. 11 and 14, the price calculated by the item name, start time, price unit width, type of price unit requested by the user, trading volume, trading volume trading, trading volume trading and trading volume and selling volume Difference is provided so that it is displayed in one coordinate, and the method of providing is described as follows.

The first axis shows price, the horizontal axis shows transaction volume and unit of time.

Second, when the specified price unit width is changed, it is displayed in the form of a box (or other figure such as a triangle) in the coordinates, and the vertical value of the box indicates the closing price of the price unit width specified by the previous closing price, and the horizontal value indicates the trading volume and transaction. Display the time.

Third, the box is divided into four types using the color inside the box or the color of the box border. First, if the purchase price is higher than the selling price, the price is higher than the selling price, then if the buying price is lower than the selling price, the price is higher than the price, then the purchase price is lower than the selling price. In the meantime, the number of the number of fastenings sold is higher than the amount of fastenings sold.

Fourth, the horizontal cross of the box indicates the trade volume, and the trade volume and the trade volume are separately displayed through a separate mark in the box. For example, a thick band is formed in the horizontal line at the bottom of the box to indicate the number of fastenings and the amount of fasting by color.

The fifth user can create different types of graphs depending on the number of variables displayed in the coordinates. For example, only the price may be displayed (FIG. 14), or all variables such as price and trading volume, price, buying and selling volume, and selling volume may be displayed.

Sixth, all the sub-indices used in the securities market can be used by using the price and trading time zone calculated by the present invention. The graph by the value calculated by the supplementary indicators can be additionally expressed and provided above or below the graph of the present invention. Here, the auxiliary indicators mean all indicators using the price in the securities market, such as trading volume, MACD, RSI, etc., and the moving average is provided after being displayed together in the coordinates of the present invention.

(Service provision mode to user terminal)

First, a user registers with a securities company server, an information service company server, or a data sales company server 200 equipped with a graph generation system 210 using real-time securities price tick data to which the present invention is applied using the user terminal 300. By connecting to the futures exchange server 100, it is possible to use the graph generation providing system 210 using real time stock price tick data according to the present invention. In this case, the graph generating application 310 may be mounted in the user terminal 300.

When the graph generating application 310 is mounted on the user terminal 300 as described above, the user executes the graph generating application 310 to display a user information input window on the screen and set a condition desired by the user.

Then, the graph generation application 310 uses the graph provided in real time from the data providing server 200 equipped with the graph generation system 210 using the real-time stock price tick data according to the conditions set by the user, and uses the user input information. Modify and save

Referring to the method for providing real-time processing and graph of stock information of the present invention configured as described above are as follows.

8 to 10, when the user makes an online connection to the data providing server 200 through the data communication network 400 using the user terminal 300, the third processing means of the data providing server 200 is provided. In operation 110, the user determines whether the user performs a login operation.

As a result of the determination, when the user performs the login operation, the third processing means 215 determines whether the ID and password input by the user match the ID and password registered in the user information DB 202 (S120). ).

As a result of determination, when the user is a registered member, the user information input and storage system 215 provides a screen for inputting a product item or a price fluctuation range desired by the user so that the user can input such information (S130). .

The third processing means 215 transfers the information input by the user to the second processing means 213 and stores the input information in the user input information DB 203 so that the user can use the same information when requesting the same information. The second processing means 213 reads the tick data registered in the tick data DB 201 based on the received user information, and calculates a price variation range based on the tick data and the user input information (S140).

The second processing means 213 transfers the calculated result to the fourth processing means 217 to generate a price fluctuation graph (S150), and transmits the calculated price fluctuation information and the graph to the user terminal 300 to display the result. Provided to be displayed on (S160). At this time, the table or graph is made of stock price and price fluctuation information of the stock.

Finally, the first processing means 213 may allow the user to modify the displayed table or graph item, the price fluctuation of the item, or to select the type of the price display graph, the type of moving average, and the number of moving average data. The input window is generated and transmitted to the user terminal 300 (S170).

The first processing means 213 transfers the price change and the newly selected type of result modified by the user to the fourth processing means 217 to generate a graph, and transmits and displays the generated table and the graph (S180). Input information designated by the user, that is, information such as an item requested for analysis, is transmitted to the third processing means 215 to be registered in the user information DB 202 so that the user can utilize it in the future.

As mentioned above, although preferred embodiments of the present invention have been described in detail, those of ordinary skill in the art to which the present invention pertains should realize the present invention without departing from the spirit and scope of the present invention as defined in the appended claims. Although various modifications or changes may be made, these are included in the spirit and scope of the invention as included in the appended claims.

100: Stock Exchange Exchange Server
200: securities company server or data sales server (information provider server)
210: graph generation system using real-time security price tick data
201: Stock Price DB
202: User Information DB
203: User input information DB
211: first processing means
213 second processing means
215: third processing means
217: fourth processing means
300: user terminal
400: data communication network

Claims (15)

A system that processes real-time tick data prices in the stock market and generates a graph that displays the difference between price, trading volume, trading volume, trading volume and trading volume and trading volume in one coordinate in chronological order. To
First processing means for collecting, processing, classifying and storing past and real-time tick data; Second processing means for calling and processing the tick data according to a user's manipulation; Third processing means for inputting and transferring information requested by a user, and storing and modifying information requested by the user; And fourth processing means for generating a graph of the result of processing the information requested by the user.
The method of claim 1,
The first processing means collects past and real-time tick data provided by the data providing server and changes the price between the first priority bid or first priority bid, the current price, or the first priority bid and first priority bid. According to time, item name, item code number, 1st bidding price, 1st bidding price, current price, and the difference between trading volume and selling bidding price, buying bidding price, trading price and selling price, cumulative trading volume and cumulative selling , Data generation such as price and transaction volume based on the real-time securities tick data and price unit width fluctuation standard system
The method of claim 1,
The tick data is a graph generation system using real-time securities tick data, characterized in that consisting of at least one of a number, item name, mode, length, cumulative length data.
The method of claim 1,
The first processing means is classified into time, item name, item code number, first priority bid price, first priority bid price, and current price according to the time point at which the first priority bid or first priority bid is changed. Real-time securities ticks, which are calculated by classifying the difference between the quantity of execution of bidding, the number of buying and selling bidding, the quantity of buying and selling, and the amount of selling and selling from the cumulative trading volume, the cumulative selling, and the number of buying and selling bidding. Graph generation system using data.
The method of claim 1,
The first processing means is classified into time, item name, item code number, first priority bid price, first priority bid price, and current price according to the current price or the point of time when the average price of the first priority bid price and the first priority bid price is changed. And calculates and classifies the difference between the bidding price of the bidding price of bidding for bidding, the bidding price of bidding bidding, the number of bidding and bidding and selling from the cumulative transaction volume, the cumulative selling and the bidding price of bidding. Graph generation system using real time stock tick data.
The method of claim 1,
The second processing means calculates the price and time according to the change in the price unit width specified on the basis of the start point designated by the user from the data stored in the tick data DB, and the trading volume, the trading volume and the trading volume during the price change time. A graph generation system using real-time securities tick data, characterized in that it calculates the transaction volume, subtracts the trade volume from the calculated trade volume and stores the difference and delivers it to the graph generation application.
The method of claim 1,
The third processing means generates and provides a first window for allowing a user to input and modify information of at least one of an item name, a starting point, a price unit width, and a type of price unit of a desired data, and the generated graph Generates and provides a second window for selecting and inputting at least one of the type of graph, the number of moving averages, the shape of the coordinates, and the type of the indicator, and stores the input information, and calculates the information by the second processing means. Calling and processing the stored data, and the graph generation system using real-time securities tick data, characterized in that to be delivered to the graph generation application.
The method of claim 1,
The fourth processing means includes the difference between the price calculated by the item name, start time, price unit width, price unit type, trade volume, trade volume, trade volume, trade volume and trade volume requested by the user. Graph generation system using real-time securities tick data, characterized in that the graph is generated by drawing the coordinates of the two coordinates.
The method of claim 1,
The fourth processing means may generate a graph by dividing the case of rising or falling relative to the previous price into at least one of the color of the edge and the color of the rod in the coordinates, or a figure such as a right triangle or an inverted triangle in the coordinates. Graph generation system using real-time securities tick data, characterized in that to generate a graph by dividing.
The method of claim 1,
The fourth processing means is a graph generating system using real-time securities tick data, characterized in that to generate a graph by dividing the number of fastening quantity and the number of fastening quantity in at least one of the color or shape in the coordinates.
The method of claim 1,
The fourth processing means is a real-time securities tick, characterized in that to generate a graph by dividing the larger of the number of fastening quantity and the number of fastening quantity by at least one of the color of the border, the color or shape of the rod Graph generation system using data.
The method of claim 1,
And said fourth processing means generates and provides an auxiliary graph according to the type of graph selected by the user, the number of moving average data, and the type of indicator.
The method of claim 1,
The first to fourth processing means may be built and run on a server according to a user's usage environment, or may be driven on a user's PC, and a start point or price unit specified by the user may be determined by the processing speed of the data. Accordingly, the graph generation system using real-time securities tick data, which can be calculated in various units according to the period of trend detection in advance and stored in the DB.
The method of claim 1,
The first processing means to the fourth processing means, if the change in the price unit width exceeds the width of the specified price unit, display the price by subdividing the price by the specified price unit, and the transaction volume, the number of trades, and the amount of the transaction of the sale The graph generation system using real-time securities tick data, characterized in that the display by distributing, driving the final price unit.
The method of claim 11,
Wherein the first processing means to the fourth processing means to display the lower tail (low price) and the upper tail (high price) of the bee appearing in each bee and the bee according to the user's choice when generating a graph Graph generation system using real-time securities tick data.

Images