WO2017099255A1 - 金融商品取引管理装置、金融商品取引管理システム、金融商品取引管理システムにおける金融商品取引管理方法、プログラム記憶媒体 - Google Patents

金融商品取引管理装置、金融商品取引管理システム、金融商品取引管理システムにおける金融商品取引管理方法、プログラム記憶媒体 Download PDF

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Publication number
WO2017099255A1
WO2017099255A1 PCT/JP2016/086957 JP2016086957W WO2017099255A1 WO 2017099255 A1 WO2017099255 A1 WO 2017099255A1 JP 2016086957 W JP2016086957 W JP 2016086957W WO 2017099255 A1 WO2017099255 A1 WO 2017099255A1
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Prior art keywords
order
information
financial product
price
executed
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PCT/JP2016/086957
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English (en)
French (fr)
Japanese (ja)
Inventor
斉 相葉
久敏 山本
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株式会社マネースクウェアＨｄ
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Publication of WO2017099255A1 publication Critical patent/WO2017099255A1/ja

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    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/04—Trading; Exchange, e.g. stocks, commodities, derivatives or currency exchange
    • G—PHYSICS
    • G06—COMPUTING OR CALCULATING; COUNTING
    • G06Q—INFORMATION AND COMMUNICATION TECHNOLOGY [ICT] SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL OR SUPERVISORY PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/06—Asset management; Financial planning or analysis

Definitions

  • the present invention relates to a technique for managing and supporting transactions of various financial products.
  • the present invention can be applied to an apparatus for managing and supporting transactions of various financial products.
  • Order forms and limit orders (forms in which transactions are performed when the market price reaches a predesignated price) are known.
  • order forms such as limit orders
  • Patent Document 1 an order is placed for a financial product having a preset price as a position, and when the market price of the financial product reaches this price, the order is executed to execute a transaction.
  • the demand and supply for buying and selling financial products do not necessarily match.
  • the amount of funds may be insufficient with respect to the order quantity. For this reason, it is not always possible to execute the entire order quantity of the ordered order for the order of the ordered financial product, and only a part of the ordered order is executed. It is referred to as “partial execution.” The same applies hereinafter.)
  • partial execution when the market price of a financial product fluctuates around an arbitrary price range, there may be a request to continuously conduct transactions centered on this price range in time series.
  • Patent Document 1 it is not possible to deal with the case where all orders cannot be executed, and the trader has to place the order many times in the case of conducting a continuous transaction at an arbitrary price range. There is a problem that the labor required for the trader becomes excessive.
  • the present invention has been made in view of such a problem, and in a transaction of a financial product performed using a computer system, a financial product transaction management apparatus and a financial product that can allow a trader to appropriately operate a transaction form including a partial contract. It is an object to provide a transaction management method in a commodity transaction management system and a financial commodity transaction management system.
  • the financial product transaction management device of the present invention is a financial product transaction management device for trading a financial product whose market price fluctuates, and generates an order information for ordering a financial product.
  • Information generation means, and contract management means for managing the contract of the financial product, the contract management means, the first order by the order information and the position that the first order is contracted and held by the contract A second order to be settled and when the first order and / or only a part of the second order is executed, the first order only partly executed and / or The second order that is partially executed is split at a predetermined timing after only a part is executed.
  • the contract management means is either when the first order is executed, when the second order is executed, or at a predetermined timing after the second order is executed.
  • the contract management means may execute the first order when the first order is executed when only a part of the first order is executed, or when the first order is executed.
  • the first order is executed when the first order is executed. It is desirable to split the order into the unfilled first order.
  • the contract management means holds the position when the order information forms a first order and a second order, respectively, and only a part of the first order executes and holds a position.
  • a part of the first order, or the part of the first order before the part of the first order is split and the part of the part of the first order that holds the position It is desirable to make the second order correspond to each other.
  • the order information generation means generates the order information for placing a first order and a second order, respectively, and holds the position and second order based on the order information of the first order.
  • the contract management means is configured to repeatedly perform settlement of the position based on the order information, and the first order and the second order that are repeatedly generated, the first order before the repetition and If only a portion of the second order is filled, the first order and / or the second order to be repeated is the difference between the filled order and the unfilled order before the repetition. It is desirable to maintain the aspect.
  • the order information generating means generates order information for placing the first order and the second order at a price
  • the contract management means is at least one of the price ranges.
  • the first order and the second order are repeatedly performed in one price range.
  • the order information generating means sets one or a plurality of the price ranges in a price range formed between a specific upper limit price and a specific lower limit price.
  • the order information generating means may be configured such that the order information as the first order is the market price with respect to a first order price set as a price at which the first order holds the position. Is set to hold the position after the price falls above or below the first order price and then becomes the first order price again or below, and the order information as the second order,
  • the second order price is set again after the market price has risen or dropped beyond the second order price with respect to the second order price set as a reference price for closing the position by the second order.
  • the position is set to be settled after the following or above, and the order information that is the second order includes trail width information, and the order that is the second order Distribution is characterized by that are configured to move upward or falling direction based on the trail width information.
  • contract information generating means for executing the order information after the order information matches the predetermined market price.
  • the present invention comprises fund management means for managing fund information as information on a balance of funds in a predetermined account of a trader who trades the financial product, and the contract information generating means confirms the fund information
  • fund management means for managing fund information as information on a balance of funds in a predetermined account of a trader who trades the financial product
  • the contract information generating means confirms the fund information
  • the financial product transaction management system of the present invention is a financial product transaction management system for trading a financial product whose market price fluctuates, and includes an order information generating means for generating order information for ordering a financial product, and the financial product A contract management means for managing the contract of the product, wherein the contract management means includes a first order based on the order information and a second order that settles the position held by the first order by the contract.
  • the contract management means includes a first order based on the order information and a second order that settles the position held by the first order by the contract.
  • the financial product transaction management method of the present invention is a financial product transaction management method in a financial product transaction management system for trading a financial product whose market price fluctuates, and is a market information acquisition procedure for acquiring the market price of the financial product. And a contract management procedure for managing the contract of the financial product, wherein in the contract management procedure, the first order and the position held by the first order are settled by the contract based on the order information.
  • a second order is formed and only a part of the first order and / or the second order is executed, the first order and / or part of which only a part is executed
  • the second order that is only executed is split at a predetermined timing after only a part is executed.
  • the program storage medium of the present invention is characterized by storing a program that causes a computer to function as the financial product transaction management apparatus or the financial product transaction management system of the present invention.
  • the first order and / or only a part of which the part is executed is only By splitting the second order that was executed at a certain timing after only a part of the order was executed, an order that was executed by only a part of the order was split at a timing that matched the cause and circumstances of the part of the order. In this way, it is possible to appropriately manage and manage transactions including partial commitments. Thereby, in the transaction of the financial product performed using the computer system, the transaction form including the partial contract can be appropriately operated by the trader.
  • the specific second order when only a part of the first order corresponding to the specific second order or the specific second order is executed, the specific second order is processed at a timing suitable for the cause or situation of the part of the execution.
  • Two orders can be split. This makes it possible to appropriately manage and operate transactions including partial commitments.
  • the specific first order when only a part of the second order corresponding to the specific first order or the specific first order is executed, the specific first order is processed at a timing suitable for the cause or situation of the part of the execution.
  • One order can be split. This makes it possible to appropriately manage and operate transactions including partial commitments.
  • a part of a first order holding a position, or a first order before a split occurs when this part of the first order is split, and a part of the second order for settlement And the transaction form including the partial contract can be appropriately operated by the trader.
  • the present invention it is possible to provide an opportunity to obtain a lot of profits by providing a continuous transaction opportunity by repeating the holding of the position and the settlement of the held position.
  • the distinction between the executed order and the unfilled order before the repetition is made.
  • the first order and the second order are repeatedly performed, the first order and / or all the first orders when only a part of the second order is executed, and
  • the transaction form including the partial execution of the second order can be appropriately operated by the trader.
  • a trader including a partial contract can be appropriately operated by a trader.
  • one or a price range is set in a price range formed between a specific upper limit price and a specific lower limit price, and the first order that can be partially executed in each price range, And / or a second order that can only be partially executed can be repeated.
  • the order information as the first order and the order information as the second order include the first order price again after the market price drops or rises above the first order price or the second order price. Since it is set to be executed after the second order price is above or below the second order price, there is a possibility that transactions can be conducted at a price close to the price at which the falling market price turns to the rising market price or the price at which the rising market price turns to the falling market price. It is possible to increase the possibility of gaining a large profit from the transaction. Thereby, it is possible to provide an opportunity to obtain a lot of profits in the transaction of the financial product performed using the computer system. Further, the order information as the second order includes trail width information, and the order information as the second order moves in the upward direction or the downward direction based on the trail width information. Profits obtained by buying and selling with two orders can be increased.
  • the contract information generation means by providing the contract information generation means, it is possible to execute an order based on the generated order information and to securely perform the transaction of the financial product.
  • the fund information by using the fund information, only orders having funds necessary for the contract of the financial product are contracted, and only a part of the orders are contracted and the damage exceeding the amount of funds is performed. Can be prevented and the safety of transactions can be promoted.
  • the program storage medium according to the present invention can be constructed in various computers and various computer systems.
  • FIG. 1 It is a block diagram which shows notionally the structure of the financial product transaction management system which concerns on Embodiment 1 of this invention, a 1st financial product transaction management apparatus, and a 2nd financial product transaction management apparatus. It is a figure which shows the field definition of the order table stored in the 2nd financial instrument transaction management apparatus shown by FIG. It is a conceptual diagram which shows typically the basic operation
  • FIG. 1 In the financial product transaction management system and the first and second financial product transaction management devices according to the first embodiment, it is a conceptual diagram schematically showing a transaction display screen shown on the display unit of the client terminal.
  • a financial product transaction management system and a 1st, 2nd financial product transaction management apparatus same as the above it is a conceptual diagram which shows typically the transaction display screen shown in the display part of a client terminal.
  • a financial product transaction management system and a 1st, 2nd financial product transaction management apparatus same as the above it is a conceptual diagram which shows typically the transaction display screen shown in the display part of a client terminal.
  • Embodiment 1 of the Invention Embodiment 1 of the present invention will be described below with reference to the drawings.
  • FIG. 1 is a system configuration diagram and functional block diagram of the financial product transaction management system according to the first embodiment.
  • the financial product transaction management system 1A includes a first financial product transaction management device 1 as a “financial product transaction management device” and a second financial product transaction management as a “financial product transaction management device”.
  • the apparatus 2 includes n (n ⁇ 1) client terminals 3 1 to 3 n .
  • the first financial product transaction management apparatus 1 and the client terminals 3 1 to 3 n are connected to a WAN (Wide Area). It is possible to communicate with each other via the Internet 4 as a network.
  • the first financial product transaction management apparatus 1 and the second financial product transaction management apparatus 2 can communicate with each other via a dedicated line 5.
  • the second financial product transaction management device 2 is connected to the Internet 4 so that the first financial product transaction management device 1 and the second financial product transaction management device 2 can communicate with each other via the Internet 4. May be.
  • the financial product transaction management system 1A according to the first embodiment handles various financial products such as a stock price index.
  • the first of the financial product transaction management device 1 is a server computer dealers of financial instruments to carry out financial instruments exchange and (later) the transaction is operational and management, Web server function and the client terminal customer 3 1, .., 3 n is used to receive a financial product order and communicates with the second financial product transaction management device 2 to place an order, and the client terminal 3 1 displays information on the executed order. ,..., it has a function, and the like to be displayed on the customer send it to 3 n.
  • the first financial product transaction management apparatus 1 associates the first order with the second order, and the second financial product transaction management apparatus 2 stores the corresponding first order, second order, etc. To the second financial product transaction management apparatus 2 in a state suitable for the above process. In addition, the first financial product transaction management apparatus 1 has made the first order and the second order received from the second financial product transaction management apparatus 2 order, execution, information, partial execution described later, etc. Record the status of the first order, second order, etc. Further, the first financial product transaction management apparatus 1 sends the corresponding first order, second order, etc. to the client terminals 3 1 ,..., 3 n and displays them to the customer. Details of the “first order” and “second order” described here will be described later.
  • the second financial product transaction management apparatus 2 is a financial product exchange (a financial product membership corporation that opens a financial product market under the license of the Prime Minister as defined in Article 2, Paragraph 16 of the Financial Product Transaction Law or Is a server computer that is managed and operated by a corporation, etc., and is a Web server function, a function for executing orders for ordered financial products, and a large amount of data.
  • the database function etc. which preserves are provided.
  • the second financial product transaction management device 2 the first financial product transaction management device 1 and the client terminal 3 1, ..., on the basis of the information received from the 3 n, etc., orders of financial instruments Or make a deal. Further, the second financial product transaction management device 2 records and manages the information on the ordered order and the contracted order, and also manages the information on the ordered order and the contracted order in the first financial product transaction management. apparatus 1 and the client terminal 3 1, transmits ..., to 3 n, and the like.
  • the first financial product transaction management device 1 and the second financial product transaction management device 2 may be server computers that are both managed and operated by the financial product exchange. It may be a server computer managed and operated by a dealer of financial products that does not conduct transactions. In the latter case, the handling company that manages and operates the first financial product transaction management apparatus 1 and the handling company that manages and operates the second financial product transaction management apparatus 2 may be the same handling company, It may be a separate vendor. In addition, the first financial product transaction management device 1 and the second financial product transaction management device 2 have a configuration not via the Internet 4, for example, a configuration provided in the same LAN (Local Area Network), or the same The structure constructed
  • LAN Local Area Network
  • the client terminals 3 1 ,..., 3 n are communication terminals having a data communication function that are owned and used by individuals or corporations who buy and sell financial products, such as personal computers, tablets, smartphones, mobile phone terminals, etc. Corresponds to this.
  • the client terminals 3 1 ,..., 3 n include operation units 31 1 ,..., 31 n used for inputting various instructions such as a mouse and a keyboard, an LCD (Liquid Crystal Display), and the like. 1, ..., a display unit 32 1 as the "information display means" for displaying various instructions and the like or various image input from 31 n, ..., and a 32 n.
  • the operation units 31 1 ,..., 31 n and the display units 32 1 ,..., 32 n are touch panels operated by the operator by touching or moving a finger, a touch pen, or the like to the screen. You may comprise as.
  • the client terminal 3 1, ..., 3 n, the operation unit 31 1, ..., 31 n, the display unit 32 1, ..., so 32 n has the same configuration, hereinafter, it is necessary to distinguish The client terminal 3, the operation unit 31, and the display unit 32 are used unless otherwise specified.
  • each of the first financial product transaction management device 1, the second financial product transaction management device 2, and the client terminals 3 1 ,..., 3 n has at least one CPU (Central Processing). Unit, central processing unit), RAM (Random Access Memory) that functions as a work area of the CPU, ROM (Read Only Memory) in which a boot program for booting is recorded, a hard disk in which various programs and data are recorded, etc.
  • CPU Central Processing
  • RAM Random Access Memory
  • ROM Read Only Memory
  • Auxiliary storage devices, communication interfaces used for data transmission / reception, and the like are provided.
  • the auxiliary storage device stores an OS (Operating System) program, various application programs, data recorded in a database, etc., and these programs and data cooperate with hardware resources by the arithmetic processing of the CPU. To realize various functions.
  • the first financial product transaction management device 1 and the second financial product transaction management device 2 may be formed by one server computer or a plurality of network computer systems.
  • the first financial product transaction management apparatus 1 has a data processing unit 10 as a functional means realized based on the various programs and hardware resources described above.
  • the data processing unit 10 performs processing such as generation and processing of various data used in the first financial product transaction management apparatus 1, and further includes a front page distribution unit 11, an order input reception unit 12, Deposit / withdrawal information management unit 13, account information management unit 14 as "fund management unit", order information generation unit 15 as "order information generation unit”, contract management unit 16 as "contract management unit”, database connection base unit 17 and database 18.
  • the front page distribution unit 11 creates data to be displayed on the display unit 32 of the client terminal 3 and transmits the created data to the client terminal 3.
  • the order input receiving unit 12 receives data related to various orders input from the client terminal 3, and performs various processes necessary to establish an order for the financial product.
  • the deposit / withdrawal information management unit 13 receives a deposit / withdrawal request from the client terminal 3, and manages a deposit / withdrawal list based on the request.
  • the account information management unit 14 has a function of managing the deposit balance information of the customer (consent with the “transaction”, the same in the present specification) as the fund information (that is, information for supporting that the order can be executed). Have. Note that the information on the deposit balance generated in the account information management unit 14 is periodically updated with information on the customer's actual deposit balance provided by a financial institution such as a bank in order to be consistent with the actual deposit balance. Matched.
  • the order information generating unit 15 generates information related to the order of the financial product based on the information processed by the order input receiving unit 12.
  • the orders here include an ifdan order in addition to so-called market orders, limit orders, and stop limit orders.
  • the contract management unit 16 manages contracts for financial products. Specifically, the contract management unit 16 communicates with a contract information generation unit 25 to be described later, and causes the display unit 32 of the client terminal 3 to display the order executed by the contract information generation unit 25. Specifically, the contract management unit 16 records the order information of the contracted orders in an order table 181 (described later) of the database 18, or corrects or adds order information data recorded in the order table 181. And various processes necessary for searching, sending / receiving and searching the recorded order information. In addition, the contract management unit 16 allows the trader to enter a contract mode (whether or not to execute a partial contract, which will be described later, etc.) based on an input from the operation unit 31 of the client terminal 3 or a predetermined order condition. ) May be provided.
  • a contract mode whether or not to execute a partial contract, which will be described later, etc.
  • 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). The processing necessary for exchanging data between the data processing unit 10 and the database 18 is performed.
  • the database 18 records data used in the first financial product transaction management apparatus 1.
  • the database 18 in the first embodiment is formed by a relational database, but any format may be used as long as it is suitable for recording and rewriting a large amount of data, such as an object database.
  • the database 18 includes an order table 181 as “order information recording means”, a customer account information table 182 as “customer account information recording means”, a financial product order condition table 183, a sequence number table 184, a contract information table 185, positions An information table 186 is recorded.
  • the customer account information table 182 information related to an account for each customer is recorded.
  • the financial product order condition table 183 records the order conditions of the financial products that are allowed to be ordered.
  • sequence number table 184 a sequence number uniquely assigned for each order information (described later) is recorded.
  • the contract information table 185 records information related to the contracted orders.
  • position information table 186 information related to positions held by the first order is recorded. Details of the order table 181 will be described later.
  • the second financial product transaction management apparatus 2 has a data processing unit 20 as a functional means realized based on the various programs and hardware resources described above.
  • the data processing unit 20 performs processing such as generation and processing of various data used in the second financial product transaction management apparatus 2, and also receives price information as "market price information management means" as a functional means. It has a management unit 21, a deposit / withdrawal information generation unit 22, an account information generation unit 23, an order information management unit 24, a contract information generation unit 25 as “contract information generation means”, a database connection base unit 26, and a database 27. .
  • the price information reception management unit 21 acquires information about the price of the financial product handled by the second financial product transaction management apparatus 2, and the data processing unit 20, the data processing unit 10, and the client terminal 3 with respect to the acquired information. Perform necessary processing and management for use in In the first embodiment, the price information reception management unit 21 periodically acquires, records, and manages market price information.
  • the deposit / withdrawal information generation unit 22 generates a deposit / withdrawal list for each customer and supplies the deposit / withdrawal information management unit 13 with the deposit / withdrawal information.
  • the account information generation unit 23 generates deposit balance information for each customer and supplies the account information to the account information management unit 14.
  • the order information management unit 24 generates the order information based on the information related to the order of the financial product generated by the order information generation unit 15 of the first financial product transaction management apparatus 1, and the database based on the generated order information.
  • 27 has a function of creating 27 order tables 271 and managing the data of the order table 271 (creating, correcting, deleting, etc. data).
  • the contract information generation unit 25 performs a contract process based on the order generated by the order information generation unit 15 and a process for sending information related to the completed contract process to the client terminal 3 of the customer.
  • contract refers to various procedures and processes for establishing the purchase and sale of financial products based on customer orders.
  • the account information generation unit 23 and the account information management unit 14 convert the fund information (described later) according to the sale price.
  • the deposit / withdrawal information generation unit 22 and the deposit / withdrawal information management unit 13 describe the deposit / withdrawal status in the deposit / withdrawal list.
  • the contract information generation unit 25 sends information indicating that the contract has been established and information regarding the contents of the contract to the contract management unit 16, and confirms that the contract has been established on the display unit 32 of the client terminal 3.
  • the contents of the contract that has been established are displayed as character information.
  • the contract information generation part 25 performs the payment
  • the database connection base unit 26 performs various processes between the data processing unit 20 and the database 27 in the same manner as the database connection base unit 17 of the first financial product transaction management apparatus 1.
  • the database 27 records data used in the second financial product transaction management apparatus 2.
  • the basic configuration of the database 27 is the same as the database 18 of the first financial product transaction management apparatus 1.
  • the database 27 also includes an order table 271 as “order information recording means”, a consignor account information table 272 as “customer account information recording means”, a financial product order condition table 273, a sequence number table 274, and a contract information table. 275 and a position information table 276 are recorded.
  • the order table 271 has the same configuration as the order table 181
  • the consignor account information table 272 has the same configuration as the customer account information table 182
  • the financial product order condition table 273 has the same configuration as the financial product order condition table 183
  • the sequence number table 274 has the same configuration as the sequence number table 184
  • the contract information table 275 has the same configuration as the contract information table 185
  • the position information table 276 has the same configuration as the position information table 186.
  • the second financial product transaction management device 2 obtains and manages the date and time information, and the first order information and the first selling price based on the date and time information obtained from the timer.
  • Time limit managing means for managing the order time limit of the limit order information and the second sell limit order information both will be described later.
  • Data processing unit 10 front page distribution unit 11, order input reception unit (order input reception unit) 12, deposit / withdrawal information management unit 13, account information management unit 14, order information generation unit in first financial product transaction management apparatus 1 15.
  • Contract management unit 16 database connection base unit 17, database 18, and data processing unit 20, price information reception management unit 21, deposit / withdrawal information generation unit 22, account information generation in the second financial product transaction management apparatus 2
  • the unit 23, the order information management unit 24, the contract information generation unit 25, the database connection base unit 26, and the database 27 may be configured in any form.
  • the first financial product transaction management device 1 and the second financial product transaction management device 2 are formed as a network computer system composed of a plurality of server computers, each component is distributed to a plurality of server computers. It may be arranged.
  • server computers are computer systems owned by a plurality of companies and server administrators (for example, computers owned or managed by financial stock exchanges, other financial product transaction management companies, providers, hosting system providers, etc.) (System).
  • the server computer constituting the first financial product transaction management device 1 and the second financial product transaction management device 2 may be formed as a so-called cloud computer system.
  • the data processing unit 10 the front page distribution unit 11, the order input receiving unit 12, the deposit / withdrawal information management unit 13, the account information management unit 14, the order information generation unit 15, the contract management unit 16, the database connection base unit 17, the database 18, data processing unit 20, price information reception management unit 21, deposit / withdrawal information generation unit 22, account information generation unit 23, order information management unit 24, execution information generation unit 25, database connection base unit 26, database 27
  • the program may be configured to cause a computer to function as these functional means.
  • FIG. 2 is a schematic diagram of field definitions of the order table 181 in the first financial product transaction management apparatus 1.
  • the order table 181 has fields for the number of items, and includes field names (field names), data types (types) such as characters, numerical values, and dates / times, and data lengths (lengths) such as bit lengths. , Blank not allowed specification (Not Null), presence / absence of default value (default value), data item name (remarks), etc. are defined.
  • various transactions for the same type of financial product can be realized by one order or a plurality of orders.
  • the first financial product transaction management apparatus 1 Based on the financial product order received from the client terminal 3 of the customer, the first financial product transaction management apparatus 1 places the sell order and the buy order in the order table 181 as the first order and the second order for each customer. Recording and various processing (for example, order reception and order generation (processing for generating order information for placing an order and placing an order for the second financial product transaction management apparatus 2). The same in the book))).
  • the first financial product transaction management apparatus 1 includes a customer account information table 182, a financial product order condition table 183, a sequence number table 184, and a contract information table 185 as information on the first order and the second order recorded in the order table 181.
  • the information in the position information table 186 is recorded as attribute information.
  • the second financial product transaction management device 2 manages information on buy orders and sell orders placed from customers and the first financial product transaction management device 1 (for example, recording order information in the order table 271). And various processes for such buy orders and sell orders (for example, processes for changing various states such as “unordered”, “ordered”, “confirmed” of the order according to the transaction status, etc. Various processes necessary for the transaction of the financial product, such as processing to record a change, etc. (hereinafter simply referred to as “management”).
  • the second financial product transaction management apparatus 2 includes information on a buy order and a sell order recorded in the order table 181, a consignor account information table 272, a financial product order condition table 273, a sequence number table 274, a contract information table 275, Information in the position information table 276 is recorded as attribute information.
  • the first financial product transaction management device 1 and the second financial product transaction management device 2 work together to process orders for financial products. That is, as shown in FIG. 3, for example, an order for a financial product made by a customer from the client terminal 3 is supplied to the first financial product transaction management apparatus 1, and the first financial product transaction management apparatus 1 Is recorded in the order table 181 and an order is generated and supplied to the second financial product transaction management apparatus 2.
  • the second financial product transaction management device 2 manages the orders generated by the first financial product transaction management device 1.
  • the second financial product transaction management apparatus 2 places an order or contract for a financial product
  • the information on the order or contract is supplied to the first financial product transaction management apparatus 1, and the first financial product transaction management apparatus 1. And transmitted to the client terminal 3 of the customer.
  • the first financial product transaction management apparatus 1 When the first financial product transaction management device 1 repeats an order (for example, when repeating a first order (for example, a purchase order for financial products) and a second order (for example, a sales order for financial products)), The first financial product transaction management apparatus 1 generates information for repetition and transmits it to the financial product transaction management apparatus 2.
  • a first order for example, a purchase order for financial products
  • a second order for example, a sales order for financial products
  • any timing may be used for generating an order in the first financial product transaction management apparatus 1 and transmitting the generated order to the second financial product transaction management apparatus 2.
  • first order for example, a buy order
  • second order for example, a sell order
  • the first financial product transaction management apparatus 1 first places an order for a buy order. Is transmitted to the second financial product transaction management device 2, and the second financial product transaction management device 2 transmits information indicating the execution to the first financial product transaction management device 1 when the buy order is executed.
  • the first financial product transaction management apparatus transmits information to the effect that the selling order is placed to the second financial product transaction management apparatus 2, and the second financial product transaction management apparatus 2 confirms that the selling order is executed.
  • Information indicating a contract may be transmitted to the first financial product transaction management apparatus 1.
  • the first financial product transaction management device 1 may transmit the information on the second order to the second financial product transaction management device 2 before acquiring the information on the execution of the first order.
  • the first financial product transaction management device 1 and the second financial product transaction management device 2 work in conjunction with the purchase order and the sell order as the first order and the second order, and The processing is performed by repeating the first order and the second order.
  • the order generated by the first financial product transaction management apparatus 1 and the order managed by the second financial product transaction management apparatus 2 may be the same or different.
  • the data recorded in the position information table 276, the data recorded in the contract information table 185, and the data recorded in the contract information table 275 may be the same or different. May be.
  • FIG. 3 to 11 are conceptual diagrams schematically showing the principle of partial contract processing in the financial product transaction management system 1A of the first embodiment.
  • the partial contract of the financial product in the first embodiment is processed based on FIG. 1 and the following [Basic operation part 1] to [Basic operation part 7] explaining the figure.
  • the solid line circle in the chart 110 indicates “successful”, that is, a contracted order
  • the broken line circle indicates “partially satisfied”, that is, a partial contracted order.
  • the description indicates “in order”, that is, an order that has been placed and has not yet been filled
  • the description of the white letters on the dotted line indicates “standby”, that is, an order that has not been placed or is scheduled to be repeatedly placed.
  • the processing based on [Basic operation 1] to [Basic operation 7] is mainly used for processing in the second financial product transaction management apparatus 2, but in the first financial product transaction management apparatus 1, It may be used for processing, and may be used for both the first financial product transaction management device 1 and the second financial product transaction management device 2.
  • Base operation part 2 Processing to vary the number of establishments according to supply and demand] For example, as shown in FIG. 3, consider a case in which a buy order and a sell order are placed at a plurality of prices for a specific financial product (for example, stock). Assume that the presentation rate 101 at this time is 19,402 for a sell order and 19,403 for a buy order.
  • a specific financial product for example, stock
  • the selling order 105 is 19,400 and the selling order 105 has 10 sheets.
  • the selling order 105 has 10 sheets.
  • the breakdown of the 21 buy orders 106 includes four buy orders 107 of other traders (different from a specific trader) and buy orders 108 of a specific trader. It is assumed that there are 10 pieces and the buy orders 109 of other traders are 7 pieces, and they are placed at different times in the order of the buy order 107, the buy order 108, and the buy order 109. In this case, based on the principle of time priority, as shown in FIG. 4, all four buying orders 107 and six buying orders 108 a out of the buying orders 108 are executed.
  • a particular trader's buy order 108 includes a total of 10 buy orders 108a (confirmed in FIG. 4) and 4 (uncommitted in FIG. 4).
  • the order is split into a buying order 108b.
  • a partial contract is generated by the phenomenon that only a part of the ordered orders is executed.
  • the partial execution generates an order split at a predetermined timing.
  • split of an order refers to a state shown in at least one of the following (state 1) to (state 3), for example.
  • State 2 When a part of a specific order is executed, another specific order corresponding to the specific order is divided into an ordered order and an unordered order. For example, as a result of the execution of a part of the first order 111 shown in FIG. 6 (for example, 6 out of 10), the second order 112 that settles the position held by the execution of the first order 111 is obtained. As shown in FIG. 8, this state corresponds to a state where the second order 112a has been ordered and the second order 112b has not been ordered.
  • the divided orders shown in FIG. 8 and FIG. 11 are in a state where one order before the division is divided into two orders (for example, the first order shown in FIG. 6).
  • 8 shows a state in which the order 111 is divided into the first orders 111a and 111b shown in FIG. 8, but the present invention is not limited to this, and it may be divided into three or more orders after division.
  • the split state shown in FIG. 8 and FIG. 11 is a state in which all orders after split have the same price as before split (for example, the first order 111a, 111b shows the same 19,400 yen as the first order 111 in FIG. 6), but is not limited to this, and at least one of the orders after splitting may have a price different from that before splitting.
  • any state that generates a state similar to the above (State 1) to (State 3) may form a “split”.
  • the order splitting occurs at least at any one of the following (timing 1) to (timing 4).
  • splitting of other particular orders corresponding to that particular order occurs.
  • the second order 112 (FIG. 6) is divided into the second order 112a and the second order 112b (FIG. 8), and this corresponds to the time when a part of the first order 111 is executed.
  • the first order 111 and the second order 112 are repeatedly ordered (see FIG.
  • first order 111 that is repeatedly ordered is divided into six first orders 111a that have been ordered and four first orders 111b that have not been ordered (on standby) (see FIG. 8), This is the case when a part of the second order 112 is executed. Further, for example, in a configuration in which the first order 111 and the second order 112 are repeatedly ordered (see FIG.
  • a part of the second order 112 (for example, 6 out of 10) is executed and repeatedly ordered 6
  • the second order 112 partially executed is divided into six second orders 112a that have been executed and four second orders 112b that have not been executed (see FIG. 8).
  • the time when the first order 111a is executed corresponds to this.
  • a split occurs when a particular order is split into a filled order and an unfilled order at a predetermined time after a portion of the specific order is filled. For example, as shown in FIG. 10, after a part of the first order 111 (for example, 6 out of 10 sheets) is contracted, the first order 111 is stopped at a specific time (for example, the transaction of the financial product is suspended). This is the time when the first order 111a and 111b are divided into the first order 111a and the unfilled first order 111b (see FIG. 8).
  • division timing is not limited to the above (timing 1) to (timing 4), and any time point in a similar state may be the division timing.
  • a total of 10 first orders 111 and a total of 10 second orders 112 there are, for example, a total of 10 first orders 111 and a total of 10 second orders 112, and a first order price 113 that is a contract price of the first order 111.
  • the second order price 114 which is the contract price of the second order, is 19,500 yen.
  • the first order of all 10 sheets is divided into six first orders 111a that are executed and four first orders 111b that are not executed.
  • the unfilled first order 111b is executed if the conditions for the execution are met. However, in this case, the first order 111a and the first order 111b are not combined again, and the first order 111a and the first order 111b are thereafter treated as independent orders.
  • the market price is reversed (that is, for example, the market price is changed from falling to rising in FIG. 8), and when the market price matches the second order price, six second orders 112a are executed.
  • the first order 111a is executed according to the execution of the six second orders 112a.
  • the reordered first order 111a and the remaining first order 111b Will coexist.
  • This partial order of the second order may occur in the second order after the partial order has occurred in the first order.
  • a total of ten first orders 111 and a total of ten second orders 112 are six first orders that have been executed.
  • the situation of the above-mentioned “basic operation part 2” is included in the second order.
  • only four of the six second orders 112a are executed, as shown in FIG.
  • the 6 second orders 112a that have been ordered are split into 4 second orders 112aa that have been executed and 2 second orders 112ab that have not yet been executed, and an unfilled second order 112b has also existed. It becomes a state.
  • the six first orders 111a are also divided and the four first orders 111aa are ordered, but the two unordered second orders 112ab remain as they are. Further, the two first orders 111ab divided from the first order 111a are placed when the two second orders 112ab are executed.
  • the contracted first order 111 is not divided and continues in a state where a part (six pieces) is established and a part (four pieces) is not established.
  • the second order 112 (see FIG. 6), which was scheduled to be placed according to the contract of the first order 111 by the Ifdan order, is based on whether the first order 111 is partially established or partially unestablished.
  • the second order 112a is divided into six sheets and the second order 112b is divided into four sheets.
  • six second orders 112a have been ordered corresponding to the six partial contracts of the first order 111
  • four second orders 112b are four partial uncommitted of the first order 111. Not yet ordered in response to
  • the market price is reversed (that is, for example, the market price is changed from falling to rising in FIG. 10), and when the market price matches the second order price, as shown in FIG. 112a is executed.
  • the first order and the second order are executed and the ifdan order is settled,
  • the promised first order 111 is split for the first time.
  • the first order 111a that is partially executed (6 sheets) and partly (4 sheets) that has not been executed is split and 6 first orders 111a are newly ordered.
  • the six first orders 111a newly ordered and the first order 111 (four of which remain in an uncommitted state) coexist.
  • first order 111 (4 of the 10 unfilled out of 10 sheets) remaining after the repetition is executed, if the first order is repeated further, 4 unfilled of 10 out of 10 sheets Instead of the remaining first order 111, four first orders (not shown in FIG. 11) are ordered.
  • the partial execution was described only for 112b, the same partial execution is generated at the other first order price of 19,400 yen and the other second order price of 19,500 yen. Can go.
  • generation of order information means forming data for ordering and executing a financial product order in the financial product transaction management system 1A of the first embodiment. As will be described later, in the first embodiment, an order is placed or executed based on the order information.
  • FIG. 12 shows a buy order (new purchase order) as a “first price” and a sell order as a “second price” (first price) in the first financial instrument transaction management apparatus 1 of the first embodiment. It is a flowchart which shows the process sequence at the time of receiving a (new sale order). Hereinafter, the processing procedure at the time of reception will be described based on FIG.
  • a customer who uses the financial product transaction management system 1 ⁇ / b> A accesses the first financial product transaction management apparatus 1 using the client terminal 3.
  • the front page distribution unit 11 of the first financial product transaction management apparatus 1 displays the transaction display screen 50 shown in FIG. 13 on the display unit 32 of the accessed client terminal 3, and the order screen on the transaction display screen 50
  • an order input screen 52 is popped up on the transaction display screen 50 as shown in FIG.
  • the customer inputs the order contents on the order input screen 52 (step S1).
  • the customer enters the first and second purchase selection fields 53 for selecting whether the first order is a buy order or a sell order. “Buy” indicating that the order is a buy order is selected (“Sell” is selected when the first order is a sell order). Further, the order type (here, “trap repeat toy order” which repeats a plurality of first orders and second orders a plurality of times) is selected in the order type input field 54.
  • the customer has selected “Nikkei 225” indicating that the transaction is performed by Nikkei 225 (Nikkei Stock Average) in the product selection column 55 for selecting the type of financial product.
  • the customer inputs “1” as the order quantity (for example, 100 times the stock price index is one) in the order quantity input field 56 and executes the execution condition (first order and / or second order). Enter “Limit” in the execution condition input field 57 for selecting the order, limit order, or the like to be executed, and “19200” in the start price input field 58 for inputting the desired contract price of the first order. You are typing.
  • “10000” is entered in the profit amount input field 59 as information for calculating the desired contract price of the second order (the order information generation unit 15 described later inputs the profit amount input field 59.
  • 10000 ⁇ 100 100 (yen), which is obtained by dividing the “10000” yen obtained by 1 ( ⁇ 100) described in the order quantity input field 56, is added to the “19200” yen entered in the start price input field 58 “19300” yen is calculated as the contract price of the second order.)
  • a configuration for inputting the contract price of the desired second order may be provided.
  • the “margin” is calculated and set by the contract between the first order and the second order, and the “value range” between the first order and the second order is calculated and set.
  • Any configuration may be provided. Specifically, for example, the type of the selected financial product, the current market price of the financial product, the fluctuation state of the financial product in the past predetermined period and the future fluctuation forecast (fluctuation range, upward trend, downward trend, etc.), Convert the terms such as transaction period, transaction amount, margin balance, etc. into predetermined numerical values, the price range between the first order and the second order, the margin between the first order and the second order, the first order and the second order.
  • the configuration may be such that the number of orders, a set price range, and the like are calculated.
  • the customer when the customer wants to set a stop loss price, the customer inputs a desired stop loss price in the stop loss price input field 60 (the stop loss price is not input in FIG. 13). Note that information and the like input in the trap value width input field 61 shown in the figure will be described in [Embodiment 2].
  • the confirmation button 62 When the confirmation button 62 is clicked in this state, the data input / selected on the order input screen 52 is supplied to the first financial product transaction management apparatus 1.
  • the order input receiving unit 12 of the first financial product transaction management apparatus 1 confirms the content of the input order. Further, the order input receiving unit 12 inspects each order price (step S2).
  • the order input reception unit 12 obtain a profit if the selected financial product is traded based on the prices respectively input in the start price input column 58 and the profit amount input column 59? Whether or not is confirmed based on a predetermined calculation. Further, for example, the order input reception unit 12 compares the current market price of the selected financial product with the price that is the order reference input from the order input screen 52, and confirms the confirmation button 62 or the order button 66. It may be configured to confirm whether or not the price serving as the reference is low (or high) with respect to the prevailing price of the market at the time when is clicked.
  • the order input reception unit 12 has a contract price desired for the first order lower than the current price at the time when the confirmation button 62 or the order button 66 is clicked. It may be configured to check whether or not the contract price desired for the second order is higher than the contract price desired for the actual first order.
  • step S2 if the input price is appropriate (for example, the order input receiving unit 12 is set to be appropriate only when profit is obtained if a transaction is performed based on the input price) If the setting is satisfied, the order input reception unit 12 determines that the input price is an appropriate price.
  • the input price for example, the order input receiving unit 12 is set to be appropriate only when profit is obtained if a transaction is performed based on the input price
  • the account information management unit 14 acquires the customer's fund information in the customer account information table 182.
  • the order input reception unit 12 compares the acquired fund information with the total order amount of the customer and confirms whether the amount of funds is equal to or greater than the order allowance.
  • order allowance is the amount required for ordering (the same applies in this specification).
  • the order information generation unit 15 "order information group” including "order information” and "order information” to be described later only when the amount of funds is equal to or greater than the order allowable amount ("No" in step S5). Is generated. Thereby, an order can be accepted only when the customer can surely pay.
  • step S5 If the amount of funds is equal to or greater than the order allowance (“No” in step S5), the order input receiving unit 12 determines that the order conditions are other than those described above based on the data recorded in the financial product order condition table 183. It is confirmed whether or not the various conditions of the order are satisfied (step S6).
  • step S7 If the various conditions of the order are not satisfied (“Yes” in step S7), the order input reception unit 12 treats the input order as an error and rejects the reception of the order (step S10).
  • step S7 If the various conditions of the order are satisfied (“No” in step S7), and it is determined that the order conditions satisfy all the conditions necessary for the order, the front page distribution unit 11 A confirmation screen 65 shown in FIG. 14 is popped up on the display unit 32 of the client terminal 3. In the confirmation screen 65, the contents of the order generated based on the numerical value input on the order input screen 52, the selected condition, and the like are displayed.
  • the order information generation unit 15 is input to the order input screen 52 in step S1 and is based on the information transmitted from the client terminal 3 to the first financial product transaction management apparatus 1. Order information is generated (step S8, order information generation procedure).
  • a plurality of pieces of data input in the above procedure are grouped in units of order prices, and each order information is assigned to each information unit by assigning a sequence number to the order recorded in the sequence number table 184.
  • the sequence number table 184 is provided with information for identifying the sequence number used for the order information as an unused number.
  • the plurality of pieces of order information generated in one step S8 order the same type of financial product at the first order price (described later) and the second order price (described later).
  • An order information group composed of order information (hereinafter simply referred to as “order information group”) is formed.
  • order information group composed of order information (hereinafter simply referred to as “order information group”) is formed.
  • the generated order information and the order based on the order information are displayed on the display unit 32 of the client terminal 3 by the order information generation unit 15 and the contract management unit 16.
  • the order information generation unit 15 transmits the generated order information group information to the second financial product transaction management apparatus 2, and the order information management unit 24 of the second financial product transaction management apparatus 2 receives the received order information. Is recorded in the order table 181 (step S9).
  • the order information is recorded in the order table 181 based on the definition of each field shown in FIG.
  • the “ord_seq” field 181b of the order table 181 is the definition of the sequence number given in step S8 (see “Remarks” 181a of the order table 181; the same applies hereinafter).
  • the “cust_seq” field 181c is a customer number uniquely determined for each customer
  • the “style_id” field 181d is a definition of a product name.
  • the “com_id” field 181e is a definition of an ID number uniquely determined for each financial product. The combination of the ID number and the financial product is recorded in an ID table (not shown) separately provided in the database.
  • the “ord_amnt” field 181f is a definition of the order quantity (or a quantity such as a stock price index defined based on the quantity) input in the order quantity input field 56.
  • the “buy_sell_id” field 181g defines whether it is a sell order or a buy order selected in the order type input field 54
  • the “ord_rate” field 181h defines the order price
  • the “limit_time” field 181i Define order deadlines.
  • the “ord_cond” field 181j defines the order type selected in the trade selection field 53.
  • the “trail_range” field 181k defines a trail width (see [Embodiment 4 of the invention]), and the “through_range” field 181m is a through value width (see [Embodiment 4]).
  • “_new_close” field 181n defines whether the order is a new order or a settlement order.
  • the order table 181 is also provided with a field for defining other data input to the order input screen 52. With these fields, all data input to the order input screen 52 is recorded in the order table 181. From the above procedure, the order receiving process in the first embodiment is completed.
  • step S3 If it is determined in step S3 that at least one of the price of the buy order and the price of the sell order is an inappropriate price (“Yes” in step S3), or the amount of funds is ordered in step S5. If it is less than the total amount (“Yes” in step S5), the order input reception unit 12 treats the input order as an error and rejects the acceptance of the order (step S10). In this case, order information (described later) is not generated, and character information indicating that the acceptance of the order is rejected is displayed on the display unit 32 of the client terminal 3.
  • the timing at which the information input on the order input screen 52 is transmitted to the first financial product transaction management apparatus 1 may be when the confirmation button 62 is clicked as described above, or the order button 66 is clicked. It may be when Further, if the information transmitted to the order information generating unit 15 is information that can generate first order information and second order information, which will be described later, by various operations, the information is input to each input column / selection column 54-61. Any information other than the information to be displayed may be used. Specifically, for example, it may be a period when an order is placed, a profit amount desired to be acquired within the period, an amount of funds used for a transaction, or the like.
  • the order information shown in step S8 may be generated when all the order information (or order information group) is generated at the same time when the confirmation button 62 or the order button 66 is clicked. It may be generated when two orders are placed, or may be generated each time the first order or the second order is repeated, or the first order price (described later) or It may be generated at a timing when the second order price (described later) is changed, or may be generated at any other timing.
  • steps S1 to S10 is not limited to that shown in FIG. 12, and any order may be used.
  • the timing at which the confirmation button 62 or the order button 66 is clicked and the timing at which the processes of steps S1 to S10 are performed may be any, for example, the confirmation button 62 or the order button 66 is clicked. After that, the order information generation unit 15 may perform the processing of steps S1 to S10.
  • step S9 the order information generation unit 15 transmits the generated order information to the second financial product transaction management apparatus 2, and the order information management unit 24 of the second financial product transaction management apparatus 2 transmits the order.
  • the structure etc. which record information on the order table 271 may be sufficient.
  • the second financial product transaction management apparatus 2 performs step S1.
  • the order information may be recorded in the order table 271 after the processes of S10 to S10 are performed.
  • FIG. 15 is a diagram schematically showing a transaction display screen 50 after order information generation displayed on the display unit 32 of the client terminal 3 in the first embodiment.
  • the transaction display screen 50 shows order information (first order information and second order information) and order information group (contract management procedure) by processing of the order information generating unit 15 and the contract managing unit 16.
  • the order information group 71A is a first order (new order, that is, an order that holds a position by execution). Second order information 72b that constitutes one order information 72a and a second order (a settlement order, that is, an order that is placed when the first order is executed and is settled to settle the position held by the execution of the first order). It consists of.
  • the order information group 71A may further include other order information (for example, stop order information constituting a stop loss order).
  • the order information group 71A shown in FIG. 15 differs from the order information group 71A shown in FIGS. 16 to 25 in the contents of the order information (for example, order number 181A, order reception date / time information 181B, and designated price information 181J).
  • order information for example, order number 181A, order reception date / time information 181B, and designated price information 181J.
  • both the first order information 72a and the second order information 72b indicate an order number 181A that functions as an ID consisting of a 16-digit order number body and an 8-digit branch number, and the date and time when the order information was generated.
  • Order reception date / time information 181B product information 181C indicating the type of financial product (here, “Nikkei 225” indicating that a transaction of Nikkei 225 (Nikkei Stock Average) is performed), and the respective orders are being ordered (ordered)
  • Order status information 181D indicating any status of the status before execution, waiting (unordered status), execution (sales status) (if some of these three statuses are not shown, or States other than the three states may be indicated.)
  • Order form order form, where a plurality of first orders and a plurality of second orders are placed at a plurality of prices
  • each first order Order form information 181E indicating that the characters “Torripi” indicating that “Trap Repeat Toy Dud
  • Trading information 181F indicating whether or not there is a settlement order information 181G indicating whether each order is a new order or a settlement order (or stop loss order), and each order is “limit order”, “market order”, “stop limit”
  • Execution condition information 181H indicating which is “order”, “stop loss order”, etc., designated price information 181J as a settlement desired price (a price that the customer wants to execute) of each order, and the quantity of each order (here Order quantity information 181K (shown in FIG. 16 and the like) indicating the number of orders), and an established quantity indicating the quantity of orders that have been fulfilled (ie, executed) 181L (described in FIG. 16 and the like), expiration date information 181M (described in FIG.
  • the quantity of the first order and the second order constituting one order information group 71A increases, or one order information group 71A Or divided into a plurality of order information groups 71A, 71A.
  • the division of the order information group 71A occurs, the number of order quantity information 181K of the order information constituting the respective order information groups 71A decreases.
  • both the first order information 72a and the second order information 72b may not include any of the information 181A to 181L, or may include other information. Also, a configuration in which stop order information (not shown) is provided for each order information group 71A, or one stop order information (not shown) is provided for a plurality (for example, all) of order information groups 71A. In the case of the configuration provided, stop limit order information (not shown) may be included in addition to the information 181A to 181P.
  • the first order information 72a and the second order information 72b constituting one order information group 71A are used to place and execute one order for the first order and one order and execution for the second order. Is called. Specifically, one first order (new order) is placed and executed by one first order information 72a, and the position of the financial product is held. Based on the execution of the first order, One second order (settlement order) is ordered by the two-order information 72b, and the held position is settled according to the execution of the second order (settlement order). Therefore, when the first order and the second order are repeated, a plurality of order information groups 71A, 71A, 71A.
  • the order information group 71A when the first order and the second order are repeated by the order information group 71A, the order information group 71A is repetitive (for example, the second order is executed based on the second order information 72b). A new order information group 71A is generated. However, when the confirmation button 62 or the order button 66 is clicked, a plurality of order information groups 71A, 71A, 71A,... For repeating the first order and the second order are generated together. May be.
  • the order information group 71A, the first order information 72a, and the first order information 72a shown in FIG. 16 are displayed on the display unit 32 of the client terminal 3 used by the customer by the processing of the order information generation unit 15 and the contract management unit 16. Even if the table 73 and the chart 74 of the two-order information 72b are displayed, the customer can easily grasp the order information generated, the order placement / contract / split state, the transaction state based on the order, etc. Good.
  • FIGS. 16 to 25 are a table 73 showing an aspect of order information based on processing in the financial product transaction management system 1A of the first embodiment, and a chart 74 schematically showing market fluctuations and order placing / contracting states. It is.
  • a transaction mode based on the processing of the first embodiment will be described based on these drawings.
  • the table 73 shown in FIGS. 16 to 25 is displayed on a part of the transaction display screen 50 shown in FIG. 13 when the transaction shown in the chart 74 is performed, and the order information and order corresponding to this transaction.
  • Information constituting an information group.
  • the solid line circle in the chart 74 indicates “successful”, that is, a filled order, and the broken line circle indicates “partially fulfilled”, that is, a partially executed order.
  • the description indicates “in order”, that is, an order that has been placed and has not yet been filled, and the description in white on the dotted line indicates “standby”, that is, an order that has not yet been ordered, or an order that is scheduled to be repeatedly placed.
  • the chart 74 of FIGS. 26 to 29 shows the same state).
  • order information generation or the like related to order placement is performed by at least one of the order information generation unit 15 and the order information management unit 24 of the financial product transaction management system 1A.
  • rewriting and erasing of order information related to order execution, etc. are performed by at least one of the processing of the financial product transaction management system 1A contract information generation unit 25 and the contract management unit 16.
  • each processing is performed by other than the above-described functional means (for example, processing related to order execution is performed by the order information generation unit 15 or the order information management unit 24). It is also possible to do so.
  • the order information generation unit 15 or the order information management unit 24 performs the process depending on whether all orders are processed or only a part is processed, the processing is performed by the contract information generation unit 25 or the contract management unit 16. It is also possible to distinguish between them.
  • first order information group 71A composed of first order information 72a for which specified price information 181J is 19,200 yen and second order information 72b for which specified price information 181J is 19,300 yen.
  • first order price the contracted desired price
  • Ten first orders 72a1 are ordered for a certain 19,200 yen.
  • the order status information of the first order information 72a is “on order” indicating an ordered and unfilled status
  • the order status information 181D of the second order information 72b is “standby” indicating an unordered status. Is.
  • the first order 72a1 is executed and holds the position. To do.
  • the contracted desired price of the second order (hereinafter referred to as “second order price”) set based on the designated price information 181J of the second order information 72b based on the second order information 72b.
  • the second order 72b1 of 10 sheets is ordered for 19,300 yen that is 76.
  • the position that the second order 72b1 has contracted and held is settled.
  • the first order information 72a is deleted from the state shown in the table 73 of FIG. 17, and the order state information 181D of the second order information 72b is rewritten from “standby” to “in order”.
  • the state shown in Table 73 is obtained.
  • the second order information shown in Table 73 of FIG. 18 is displayed on the transaction display screen 50 shown in FIG.
  • the order information group 71A new order information group 71A
  • the ordering / contracting of a new first order (the first order 72a1 indicated by the dotted line in the figure) and the ordering / contracting of a new second order (not shown) are similarly performed. Done. Then, when the first order is placed / contracted and the second order is placed / contracted, the first order is placed / generated based on the new order information group 71A, and the second order is placed / generated, Thereafter, this procedure is repeated.
  • the order / contract of the first order 72a1 with an order price 75 of 19,200 yen and the order / contract of the second order 72b1 with a second order price of 19,300 yen are repeated.
  • the designated price information 181J of the first order information 72a of the groups 71A, 71A, 71A and the designated price information 181J of the second order information 72b are different, whereby the first order price 75 and the second order price 76 are sequentially changed.
  • the designated price information 181J of each first order information 72a displayed on the transaction display screen 50 is 19,200 yen, 19,201 yen, 19,202 yen,...
  • the specified price information 181J of each second order information 72b is sequentially changed by 1 yen, 19, 300 yen, 19,301 yen, 19,302 yen,...
  • the second order price 76 may change correspondingly).
  • the execution condition information 181H of the specific order information of the specific order information group 71A (for example, the specific first order information 72a of the first order information group 71A) is “execution”, and this order (for example, the first order information group 71A)
  • the first order 72a1) may be ordered and executed as a market order based on the prevailing price at a specific time (for example, the market price when the confirmation button 62 or the order button 66 is clicked is the first order price 75).
  • designated price information 181J of other limit orders is set based on the prevailing price at a specific time. It may be a configuration.
  • the order price of the market order is different from the order price of the limit order (for example, the market price when the confirmation button 62 is clicked is designated price information 181J of the limit order, and the order button 66 is clicked.
  • the market price at that time may be set as designated price information 181J of the market order).
  • the order information generation unit 15 and the contract management unit 16 cause the display unit 32 of the client terminal 3 used by the customer to display order information generation, order placement and execution, order repetition, etc. in this processing procedure,
  • the generation of such order information is recorded in the order table 181, and the order information, order execution, order repetition, etc. are managed by correcting, deleting or adding the order information recorded in the order table 181.
  • 72b1 exists, and only a part of the ten ordered first orders 72a1, for example, six pieces as shown in FIG.
  • the established quantity information 181L of the first order information 72a is rewritten from “0” to “6”.
  • 6 out of the 10 first orders 72a1 are executed, and 4 pieces remain uncommitted, and the partial execution is established.
  • the second order information 72b is ordered (as shown in Table 73 of FIG. 20) (the order status information 181D is “in order” and the order quantity information 181K is “6”. Second order information 72ba and second order information 72bb in which the order status information 181D is “standby” and the order quantity information 181K is “4”, thereby generating ten pieces of information shown in the chart 74 of FIG.
  • the second order 72b1 is split into six ordered second orders 72ba1 and four unordered second orders 72bb1 shown in the chart 74 of FIG.
  • the first order information 72a in Table 73 of FIG. 20 is executed.
  • the established quantity information 181L is rewritten from “6” to “10”.
  • the first order information 72a is deleted from the display of the display unit 32 of the client terminal 3.
  • the order status information 181D of the four pieces of second order information 72bb is rewritten from “standby” shown in the table 73 of FIG. 20 to “in order” shown in the table 73 of FIG.
  • the second order 72bb1 is changed from the unordered state shown in the chart 74 of FIG. 20 to the ordered state shown in the chart 74 of FIG.
  • the second order information 72ba and the second order information 72bb are changed to the order state information.
  • 181D is deleted from “in order” to “confirmed”, and the second order 72ba1 and the second order 72bb1 are changed from the ordered state to the contracted state.
  • the order information group 71A includes first order information 72aa in which the order quantity information 181K is “6” instead of the first order information 72a and the second order information 72b (see FIG. 19).
  • the first order information 72ab includes quantity information 181K of “4”, second order information 72ba of order quantity information 181K of “6”, and second order information 72bb of order quantity information 181K of “4”.
  • the order status information 181D of 72aa and the first order information 72ab is “in order”, and the order status information 181D of the second order information 72ba and the second order information 72bb is “standby”.
  • six first orders 72aa1 and four first orders 72ab1 are ordered (see chart 74 in FIG. 22), and the second order 72ba1 and the second order 72bb1 are not ordered.
  • the order status information 181D of the second order information 72ba and the second order information 72bb changes from “in order” to “contracted”, and the second order 72ba1 and the second order 72bb1 changes from the ordered state to the contracted state. Then, a new order information group 71A is ordered.
  • the market price 77 remains unchanged with the uncommitted portion of the first order 72a1 in which four of the ten pieces are uncommitted.
  • the second order price 76 is reached, six second orders ba1 are executed while the four second orders 72bb1 remain in an uncommitted state.
  • first order information 72aa and second order information 72ba shown in the table 73 of FIG. 23 are newly generated, and as shown in the chart 74 of FIG. And four new unordered second orders 72bb1 are left as they are, and six new first orders 72aa1 are ordered (not shown in the chart 74 of FIG. Two orders are still unordered.)
  • the first order information 72a continues with the established quantity information 181L being “6”.
  • the first order 72a1 for executing 6 out of 10 sheets still exists, and the first order 72a1 After the execution of the two orders 72ba1, it is in a state of being divided thereafter.
  • the formation quantity information 181L is “6”.
  • first order information (not shown in FIG. 23) is generated in which the order quantity information 181K is “4” and the established quantity information 181L is “0”.
  • the order and execution of six first orders 72aa1 and four first orders (not shown in FIG. 23), and the order of six second orders 72ba1 and four second orders 72bb1.
  • the execution is repeated.
  • the number of repetitions is set with a specific numerical value in the repeat count information 181N (see FIGS. 16 to 25)
  • the first orders 72a1 and 72aa1 including four first orders not shown
  • the ordering and execution of the second order 72b1, 72ba1, and 72bb1 are repeated for the set number of times.
  • the order information generation unit 15 and the contract management unit 16 display order 32 of the client terminal 3 that uses the customer to generate order information, order placement and execution, order information and order splitting, order repetition, etc. in this processing procedure.
  • order division and repetition are managed by correcting or adding the order information recorded in the order table 181.
  • the order information generating unit 15 and the execution managing unit 16 change the second order 72b1 to a part corresponding to the executed part of the first order 72a1.
  • the first order information 72a and the second order information 72ba and 72bb are The first order information 72a and the second order information 72b displayed on the display unit 32 and recorded in the order table 181 are also recorded and managed as first order information 72aa and 72ab and second order information 72ba and 72bb.
  • the divided first order information 72aa and 72ab and the divided second order information 72ba and 72bb have the same 16-digit order number bodies of the respective order numbers 181A. Since the 8-digit branch numbers are serial numbers, they are recorded in the order table 181 as corresponding states and displayed on the transaction display screen 50. In addition, the first order information 72a and the second order information 72b before the division are in correspondence with the order number body and branch number of the order number 181A. Yes.
  • the order information generation unit 15 and the contract management unit 16 form the first order 72a1 and the second order 72b1, respectively, and when only a part of the first order 72a1 is contracted and holds a position, In a state in which the first order 72a1 in which a part, that is, 6 out of 10 possesses a position, is associated with the second order 72ba1 in which a part of the first order 72a1 is settled by execution.
  • the one order information 72a and the second order information 72ba are displayed on the display unit 32 of the client terminal 3, and are recorded and managed in the order table 181.
  • the established quantity information 181L of the first order information 72a is displayed as “6” to indicate a state in which partial execution has occurred, and the second order information 72ba in the second row is displayed.
  • the order quantity information 181K is “6”. That is, the established quantity information 181L of the first order information 72a and the order quantity information 181K of the second order information 72ba have the same number, and thus the first order information (first order information 72a divided by the first order information 72a).
  • the first order 72aa1 related to the order information 72a) and the second order 72ba1 related to the second order information 72ba are shown to be corresponding orders, and can be managed in a corresponding state.
  • the customer in the initial state in which the transaction display screen 50 is displayed, the customer operates the operation unit 31 of the client terminal 3 to correspond the first order 72a1 and the second order 72ba1. In this state, the first order information 72aa and the second order information 72ba are displayed.
  • the display order and items of the information 181A to 181Q are arbitrarily changed. Can be made.
  • the order executed by the partial execution and the order placed based on the order are displayed on the display unit 32 of the client terminal 3 in correspondence with each other, or recorded in the order table 181.
  • Any configuration other than those described above may be used as long as the configuration is managed.
  • a part of the second order 72ba1 to be executed corresponding to the contracted first order 72aa1, or another part of the second order 72aa1 not to be executed corresponding to the contracted first order 72aa1 It is conceivable that 72bb1 is displayed in the same or similar color, a graphic having the same or similar shape is displayed together, or is displayed in the same or similar font.
  • order information related to these orders is recorded and managed in the order table 181
  • the same or similar attribute information is given and recorded and managed in a corresponding state.
  • the market price 77 becomes the first order price 75 and 6 of 10 first orders (not shown) are executed, and then the market price 77 is Consider a case where four of the six ordered second orders 72ba1 are executed at the two-order price 76.
  • the fulfilled quantity information 181L of the first order information 72a (see Table 73 of FIG. 20) is “0” when the market price becomes the first order price 75 due to the execution of four of the first orders 72a1. To "6".
  • the first order information 72aa in the first row of the table 73 in FIG. 24 is obtained.
  • the first order information 72ab shown in the fourth line of the table 73 in FIG. 24 is generated.
  • the order status information 181D shown in the table 73 of FIG. The second order information 72ba having the quantity information 181K of “6” and the second order information 72bb having the order status information 181D of “standby” and the order quantity information 181K of “4” are generated, and the transaction display screen 50 is displayed. Is displayed.
  • the established quantity information 181L of the second order information 72ba is changed from “0” to “4” as shown in Table 73 of FIG.
  • the order quantity information 181K is “4” as the data constituting the new order information group 71A as shown in Table 73 of FIG.
  • the first order information 72aa with the information 181D “in order” and the second order information 72baa with the order quantity information 181K “4” and the order status information 181D “in standby” are generated and displayed on the transaction display screen 50. Is done.
  • the four first orders 72aa1 are ordered, and the four second orders (not shown in FIG. 24) are on standby without being ordered.
  • the order quantity information 181K is "4" and the established quantity information is "4" instead of the second order information 72ba shown in FIG.
  • Second order information of “0” (not shown in FIG. 24) and second order information (not shown in FIG. 24) of the order quantity information 181K of “2” and the established quantity information of “0” are generated.
  • the corresponding first order information (not shown in FIG. 24) is also the first order information (not shown in FIG. 24) in which the order quantity information 181K is “4” and the established quantity information is “0”.
  • First order information (not shown in FIG. 24) having the order quantity information 181K of “2” and the established quantity information of “0” is generated. Thereafter, ifdane orders based on the divided first orders and the divided second orders are repeatedly performed based on the order information.
  • the order information generation unit 15 and the contract management unit 16 display order 32 of the client terminal 3 that uses the customer to generate order information, order placement and execution, order information and order splitting, order repetition, etc. in this processing procedure. To display.
  • the order information generation unit 15 and the contract management unit 16 are a part of a plurality of pieces of order information, for example, ten pieces of second order information 72b related to the second order information 72b whose order quantity information 181K is “10”.
  • the order placed for example, six second orders 72ba1 and the unordered order, eg, four second orders 72bb1, are displayed on the display unit 32 of the client terminal 3.
  • the order quantity information 181K is filled when only a part of the ordered ten second orders 72b1 related to the second order information 72b of “10” is executed.
  • the second order information for example, the second order information 72ba, 72bb, and the second order information, for example, the second order information 72ba, 72bb, are divided in a state where the second order 72ba1 for six sheets and the unordered order, for example, four second orders 72bb1 are split. It is displayed on the display unit 32 of the Ant terminal 3, also manages recorded in the order table 181.
  • the order information generation unit 15 and the contract management unit 16 similarly display, manage, record, and manage the first order 72a1 based on the first order information 72a (see FIG. 24).
  • the order information generation unit 15 and the contract management unit 16 may include, for example, a second order corresponding to the first order 72a1, for example, the second order 72ba1, in which, for example, six out of ten positions have positions.
  • the second order for example, the second order 72baa1
  • the second order for example, the second order 72baa1 in which the position has been settled
  • the second order for example, the second order 72baa1, in which the position has not been settled Is displayed
  • the first order information such as the first order information 72aa and the second order information such as the second order information 72baa and 72bab are displayed on the display unit 32 of the client terminal 3 and recorded in the order table 181.
  • the second order information 72ba before splitting and the second order information 72baa after splitting have the same 16-digit order number body of order number 181A and an 8-digit branch number.
  • the second order information 72ba after splitting is the same as the 16-order order number body of the order number 181A
  • the 8-digit branch number is the second order information 72ba before splitting and one of the split order information.
  • Information corresponding to the order number 181A of the second order information 72baa is given.
  • FIG. 25 shows a modified example of the above-mentioned “Processing when Partial Execution (1)”.
  • This figure is a modified example in the case where only six of the ten first orders 72a1 shown in FIG. 20 are executed.
  • the ten ordered first orders 72a1 instead of the first order information 72a (see FIG. 20) related to the first order 72a1 that only a part is executed, a part of the first order 72a1 (out of ten pieces)
  • the ten ordered first orders 72a1 are divided into six first orders 72aa1 that are already executed and four first orders 72ab1 that are not executed.
  • the first order information 72ab used for the transaction of the four uncommitted first orders 72ab1 is generated.
  • the order status information 181D is “in order”
  • the order quantity information 181K is “4”
  • the established quantity information 181L is “0”.
  • first order 72a1 when a part of the first order 72a1 is executed, it is divided into six first orders 72aa1 that have been executed and the first order 72ab1 that has not been executed.
  • the configuration and processing of the first orders 72aa1 and 72ab1 are the same as in the case of the “processing when partial execution is completed (1)”.
  • the first order information 72ab is generated at the timing when only a part of the first order 72a1 is executed, and is divided into the filled first order 72aa1 and the unfilled first order 72ab1,
  • the contracted first order 72aa1 and the uncommitted first order 72ab1 Processing and management can be performed separately and independently with a high degree of freedom.
  • FIG. 26 shows a modification of the above-mentioned “Processing when Partial Execution (2)”.
  • This figure is a modified example in which only four of the six second orders 72ba1 shown in FIG. 24 are executed.
  • two pieces of second order information 72baa and 72ba are generated in place of the second order information 72ba (see FIG. 24) related to the second order that is partially executed.
  • the second order information 72baa includes the order status information 181D of “in order”, the order quantity information 181K of “4”, the established quantity information 181L of “0”, and the second order information 72baa1 that has been ordered. Used for trading.
  • the order status information 181D is “in order”
  • the order quantity information 181K is “2”
  • the established quantity information 181L is “0”. Used for.
  • the second order information 72baa is processed as if the order status information 181D is changed from “in order” to “contracted” immediately after generation, and the second order 72baa1 is executed. Is erased. Note that, as shown in FIG. 24, in this modification, the first order 72a1 is processed in the same manner as the above-mentioned “Processing when Partially Filled (3)”.
  • the second order information 72baa and 72bab are generated at the timing when only a part of the second order 72ba1 is executed, and divided into the executed second order 72baa1 and the unfilled second order 72baba1.
  • the second order 72ba1 that is partially executed is recorded and managed as separate and independent information from the point of execution, so that the second order 72baa1 that has been executed and the second order 72ba1 that has not been executed are separately and independently provided with a high degree of freedom. Can be processed and managed separately.
  • the first order 72a1 and the second order 72ba1 are partially executed, and at the same time, the second order information 72baa and 72ba separate from the first order information 72aa and 72ab are generated and split.
  • the present invention is not limited to this.
  • the first order 72a1 has a corresponding second order 72ba1 when only a part is executed, as in the case of “Processing when Partially Filled (1)”.
  • the second order 72ba1 may be divided at the time of execution, and the second order 72ba1 may be divided into the second orders 72baa1 and 72bab1 at the time when only a part is executed.
  • the contract management unit 16 may perform a process of splitting the first order 72a1 that is partially contracted while the transaction of the financial product is suspended.
  • 10 first orders as shown in FIG.
  • the contract management unit 16 generates the first order information 72aa and 72ab shown in FIG. 25 instead of the first order information 72a shown in FIG.
  • the first order 72a1 shown in FIG. 20 is split into the first orders 72aa1 and 72ab1 shown in FIG. 25.
  • the display unit 32 of the client terminal 3 is displayed.
  • the first order information 72ab and the second order information 72ba and 72bb shown in Table 73 of FIG. 25 are displayed, and a transaction is performed based on the divided first orders 72aa1 and ab1.
  • the execution management unit 16 shows the same during the suspension period.
  • the second order information 72baa and 72bab shown in FIG. 26 may be generated and divided into the second orders 72baa1 and 72bab1.
  • the first order 72a1 executed only by a part, and / Or split the second order 72ba1 that is only partially executed at a predetermined timing after only part is executed, and / or only the first order 72a1 that is partially executed and / or only part
  • the second order 72b1 promised by the customer can be divided at a timing suitable for the cause and situation where only a part of the order is fulfilled, so that transactions including the partial promise can be managed and operated appropriately.
  • the transaction form including the partial contract can be appropriately operated by the trader.
  • the specific second order 72b1 can be split at the timing. This makes it possible to appropriately manage and operate transactions including partial commitments.
  • the specific first order 72a1 can be split at the timing. This makes it possible to appropriately manage and operate transactions including partial commitments.
  • first order 72a1 and the second order 72b1 that are partially filled but not partially filled are replaced with the order quantity information 181K of the first order information 72a and the second order information 72b.
  • the contract is executed.
  • the order for example, the first order 72a1 on the display unit 32 of the client terminal 3 as the first order information 72aa
  • Transactions in which only a part of them is ordered and transactions in which only a part of the ordered first order 72a1 and second order 72b1, for example, the first order 72a1 is executed, can be correctly operated.
  • the second order 72b1 is changed to the second order 72ba1 corresponding to a part of the executed order of the first order 72a1.
  • splitting the ordered order for example, the second order 72ba1
  • the unordered order for example, the second order 72bb1
  • splitting into a contracted order such as the first order 72aa1 and an unfilled order such as the first order ab1
  • a part of the first order 72a1 eg 6 out of 10
  • the transaction form including the partial execution can be appropriately operated by the trader.
  • a part of the first order 72a1 of the ifdan order that holds the position is associated with a part of the second order 72b1 for settlement, for example, the second order 72b1, and the first order
  • the order quantity information 181K and the established quantity information 181L of the information 72a and the order quantity information 181K and the established quantity information 181L of the second order information 72ba are displayed on the display unit 32 of the client terminal 3, a transaction form including a partial contract is obtained.
  • the trader can be appropriately operated.
  • settlement is performed when only a part of the second order 72ba1 of the second order 72ba1 that settles the position held by the first order 72a1 that partly holds the position settles the position. It is possible to split a second order such as the second order 72baa1 and an unsettled second order such as the second order 72baba1 so that the trader including the partial contract is appropriately operated.
  • the first order 72a1 and the second order 72b1 are repeated by repeating the holding of the position by the execution of the first order 72a1 and the settlement of the position held by the execution of the second order 72b1. It is possible to provide an opportunity to obtain a lot of profits by providing a continuous trading opportunity by. Further, when the first order 72a1 and the second order 72b1 are divided and repeated, a part of the first order 72aa1 and / or a part of the second order 72b1 of the first order 72a1. When only the second order 72ba1 of the first order is executed, the division of the executed order before the repetition, for example, the first order 72aa1 and the unfilled order, for example, the first order 72ab1, is maintained.
  • the first order 72a1 and / or the second order in a configuration in which the first order and the second order are repeated. All first orders 72aa1, 72ab1 and / or second order 72ba1 when only part of order 72b1 is filled 72bb1 to display, it is possible to properly operate the traders trading forms including partial commitments.
  • the contract information generation unit 25 executes an order based on the generated first order information, for example, the first order information 72a and the second order information, for example, the second order information 72b, and manages the contract.
  • the contract information generation unit 25 executes an order based on the generated first order information, for example, the first order information 72a and the second order information, for example, the second order information 72b, and manages the contract.
  • the first order 72aa1 and the second order 72b1 of the first order when the partial contract is not performed are also repeated when the partial order is performed.
  • the second orders 72ba1, 72bab1, 72bb1 are also configured to be repeated at the same first order price 75 and the same second order price 76.
  • the present invention is not limited to this, and the first orders 72aa1, 72aaa1, 72ab1 When the orders 72ba1, 72bab1, and 72bb1 are repeated, the first order price 75 and the second order price 76 may change under predetermined conditions.
  • the first order price 75 and / or the second order price 76 may vary in an upward direction or a downward direction, and the price of the first order price 75 and / or the second order price 76 and the market price
  • a predetermined price difference for example, when the price difference between the first order price 75 or the second order price 76 and the market price is 10 yen or more
  • the order price 76 may be changed by a predetermined price (for example, 10 yen in the fluctuation direction of the market price) in the upward or downward direction.
  • stop order information exists in the order information group 71A, and stop loss orders are placed and executed based on the stop order information (not shown).
  • the stop order information (not shown) and the stop loss order (not shown) are also the same. It may be configured to split.
  • a stop loss order (not shown) is executed, the corresponding first order (for example, first order 72aa1) or second order (for example, second order 72ba1) is canceled.
  • the first order (for example, the first order 72aa1) and the second order (for example, the second order 72ba1) scheduled to be repeatedly placed and executed after that may be canceled.
  • the first order (for example, first order 72aa1, 72ab1) and the second order (for example, second order 72ba1) may not be canceled.
  • the first order and the second order are each ordered at a plurality of prices, and the positions held by the execution of the respective first orders and the held positions are settled by the execution of the respective second orders. Is repeated each time.
  • the contract information generation unit 25 performs a process for partially contracting the first order information 72a and the second order information 72b.
  • the first order information 72a and the second order information 72b are in the state shown in FIG.
  • one or a plurality of first orders for example, the first order 72a1 shown in FIG. 27, and the first order 72aa1 shown in FIG. Split
  • the corresponding second order for example, the 10 second orders 72b1 shown in FIG. 27 are divided into the second order 72ba1 (six ordered) and the second order 72bb1 (four unordered).
  • first orders 72aa1 and 72ab1 and the order and execution of the second orders 72ba1 and 72bb1 are repeatedly performed as the market price 77 changes.
  • same ordering, execution and partial execution are repeated for the other first orders 72c1,..., 72q1, 72s1 and the other second orders 72d1,.
  • the order information generation unit 15 and the contract management unit 16 display order 32 of the client terminal 3 that uses the customer to generate order information, order placement and execution, order information and order splitting, order repetition, etc. in this processing procedure. To display on the transaction display screen 50.
  • the order information generation unit 15 or the contract management unit 16 determines the first order information such as the first order information 72 a and the first order 72 a 1 and the second order 72 b 1 generated repeatedly.
  • Second order information for example, second order information 72 b is displayed on the display unit 32 of the client terminal 3.
  • the order information generation unit 15 and the contract management unit 16 may execute a contract when only a part of the first order such as the first order 72a1 and / or the second order 72b1 before the repetition is performed, Repeated first order, eg, first order 72aa1, and / or second order, eg, second order 72ba1, in a manner that maintains the distinction between the filled and unfilled orders before the repeat,
  • One order information 72aa and 72ab and second order information such as second order information 72ba and 72bb are displayed on the transaction display screen 50 on the display unit 32 of the client terminal 3.
  • the order information generation unit 15 and the contract management unit 16 may repeat the first order, for example, the first order 72aa1 and the second order, for example, the second order, which are repeatedly generated in at least one of a plurality of price ranges.
  • first order information for example, first order information 72aa and second order information, for example, second order information 72ba are displayed on the transaction display screen 50 on the display unit 32 of the client terminal 3.
  • a plurality of price ranges are set, and orders and contracts of the first orders 72a1, 72c1,..., 72q1, 72s1 that can be partially executed in each price range, And / or by placing and ordering second orders 72b1, 72d1,..., 72r1, 72t1 that can be partially executed repeatedly, and providing many continuous trading opportunities at multiple price ranges , 72q1, 72s1, and / or second orders 72b1, 72d1,..., 72r1, 72t1 in each price range.
  • First order information related to all the first orders 72a1, 72c1,..., 72q1, 72s1 when only a part is executed for example, first order information 72aa, 72ab And / or display the second order information relating to all the second orders 72b1, 72d1,..., 72r1, 72t1, for example, the second order information 72ba, 72bb, to the trader including the partial contract. It can be operated properly.
  • the first orders 72a1, 72c1,..., 72q1, 72s1 have the same first order price 75 and the same second order price 76. .., 72r1, 72t1 and the second order 72b1, 72d1,..., 72r1, 72t1 are repeated.
  • the first order 72a1, 72c1 is not limited to this, as in the first embodiment. ,..., 72q1, 72s1, and when the second orders 72b1, 72d1,..., 72r1, 72t1 are repeatedly ordered and executed, the respective first order prices 75 and Each second order price 76 may change.
  • stop order information exists in part or all of the order information groups 71A, 71B,... 71H, 71J, 71K.
  • the first order 72a1 and the second order 72b1 are divided and the stop order information (
  • a configuration in which a stop loss order (not shown) and a stop loss order (not shown) are similarly split may also be used.
  • the mode of canceling the first order (for example, the first order 72a1) or the second order (for example, the second order 72b1) by the split stop loss order is the same as that in the first embodiment.
  • FIG. 29 shows a third embodiment of the present invention.
  • an upper limit price input column (not shown) and a lower limit price input column (not shown) are provided on the order input screen 52 shown in FIG. Then, the order information generation unit 15 receives the upper limit price information (in the third embodiment, the first order price 75 (19,700 at the top of FIG. 29) in the upper limit price input field (not shown). Information on the value of the upper limit price 82 coinciding with the yen))) and lower limit price information (in this third embodiment, the lower limit price 81 (shown in FIG. 29) (not shown). Information on the price range 83 formed on the basis of the price information (19,250 yen) (in FIG.
  • the order price includes a first order price related to a predetermined first order that holds a position by execution and a second order price related to a predetermined second order that settles the position held by execution.
  • the first order price 75 of the first order 72a1 and the second order price 76 of the second order 72b1 are formed.
  • the price ranges 84, 84,... 84, 84 of the first order and the second order belong to the price range 83 (that is, all the price ranges 84, 84,. ... 84 and 84 are set so that a part or all of them belong to the price range 83.)
  • the plurality of set first orders and second orders for example, the first orders 72a1, 72c1,..., 72q1, 72s1, and the second orders 72b1, 72d1,. Similar to 2, splitting by partial execution is performed, and the corresponding ordering and execution of the first order and the ordering and execution of the second order are repeated.
  • the order information generation unit 15 and the contract management unit 16 display order 32 of the client terminal 3 that uses the customer to generate order information, order placement and execution, order information and order splitting, order repetition, etc. in this processing procedure. To display.
  • one or a plurality of price ranges 84 are set in the price range 83 formed between the specific upper limit price 82 and the specific lower limit price 81, and in each price range 84, , 72q1, 72s1, and / or second orders 72b1, 72d1,..., 72r1, which can be partially executed, and / or first orders 72a1, 72c1,. 72 t 1 to be repeatedly placed and executed, and the first order 72 a 1, 72 c 1,..., 72 q 1, 72 s 1 and / or the second order in each price range 84, 84,. 72b1, 72d1,..., 72r1, 72t1 including all partial orders by displaying all first orders and / or second orders when only a part is filled State can be properly operated to the traders.
  • FIG. 30 shows a fourth embodiment of the present invention.
  • the first order and the second order for example, the first orders 72a1, 72c1,..., 72q1, 72s1, and the second orders 72b1, 72d1,.
  • the market price drops or rises beyond the first order price 75 or the second order price 76, it rises or falls, and then reaches the first order price 75 or the second order price 76 again.
  • the contract is executed when the value is equal to or greater than or less than or equal to or less than or equal to the second order price 76.
  • each first order information for example, first order information 72a and each second order information, for example, second order information 72b, or a database
  • Through value range information for a predetermined value (hereinafter referred to as “through value range”) regarding the price range of the order price and the market price is set in 18 arbitrary tables.
  • the ordered first order 72 a 1 falls below the first order price 75, and the value width between the first order price 75 and the market price 77 is a value of the through value width 85.
  • the first order 72a1 places an order when the price exceeds the value, and when the market price becomes the first order price 75 or higher again, the first order 72a1 is executed as a stop order, and the second order 72b1 is not ordered. From the state of, the order has been placed.
  • the second order 72b1 places an order, and then again When the market price falls below the second order price 76, the second order 72b1 is executed.
  • the ordering and execution of the first order 72a1 and the ordering and execution of the second order 72b1 are performed in the same manner based on the first order information 72a and the second order information 72b.
  • the order and execution of the first order 72a1 and the second order 72b1 are repeated in the same manner.
  • the trail is activated by each second order information, for example, the trail information 181Q (see FIG. 15) of the second order information 72b (or any table in the database 18).
  • trail width As a value of a predetermined value relating to a price (hereinafter referred to as “trailer width”, where “trailer width” is used as both a price range as a trigger for the trail to be activated and a fluctuation range of the order price).
  • Trail width information (not shown) is provided by specific numerical values.
  • the market price further increases after the market price exceeds the second order price 76. As shown in FIG. 30, the price difference between the second order price 76 and the market price is the trail width 86.
  • the second order price 76 is newly set to the price in the upward direction by the value of the trail width 86.
  • the second order price 76 is newly set, if the market price further rises and the price difference between the second order price 76 and the market price exceeds the trail width 86, the second order price 76 again becomes the trail width.
  • the price in the upward direction is newly set by the value of 86.
  • the resetting of the second order price 76 based on the trail width 86 is repeated until the market price 77 drops without exceeding the trail width 86 and reaches the second order price 76, as shown in FIG.
  • 72bb1 is executed in the second order, for example, the state shown in FIG. 30, before the second order price 76 is newly set based on the trail width 86.
  • the second order price 76 before the trail is activated is 19,350 yen
  • the second order 72b1 is ordered again at the initial second order price 76. Is done.
  • the order information generation unit 15 and the contract management unit 16 display order 32 of the client terminal 3 that uses the customer to generate order information, order placement and execution, order information and order splitting, order repetition, etc. in this processing procedure. To display.
  • the first order information 72a, 72c,..., 72q, 72s and the second order information 72b, 72d After falling or rising above one order price 75 and then again reaching or exceeding the first order price 75, or after rising or falling above the second order price 76, again below the second order price 76 or Since it is set to be executed after the above, it will be possible to conduct trading at a price close to the price at which the falling market price turns to the rising market price, or the price at which the rising market price turns to the falling market price. The possibility of being able to be obtained can be given. Thereby, it is possible to provide an opportunity to obtain a lot of profits in the transaction of the financial product performed using the computer system.
  • the order information as the second order includes trail width information (not shown), and the order information as the second order moves in the upward direction or the downward direction based on the trail width information (not shown).
  • 72p1, 72r1 and the second order 72b1, 72d1,..., 72r1, 72t1 can be increased in profit.
  • the trail width information is set in the respective first order information, for example, the first order information 72a, and the first order price 75 of the first order 72a1 is also reduced due to the drop in the market price.
  • the configuration may be reset in the downward direction every minute.
  • the price range as a trigger for the trail width information and the fluctuation range of the order price may be set to different prices.
  • the first order price 75 and the second order price 76 may be reset almost simultaneously with the fluctuation of the market price 77, or the first order information 72a, 72c,..., 72q, 72s.
  • a comparison with the current market price 77 may be performed, and the first order price 75 and the second order price 76 may be reset when the price difference between them becomes equal to or greater than the trail activation price range.
  • the present invention is not limited to this, and the first order is a sell order and the second order is a buy order. It is also applicable to cases.
  • the order information generating unit 15 is not limited to this, and the order information generating unit 15 performs reverse order for placing a stop limit order for losing cut (stop loss) in addition to the first order information 72a and the second order information 72b.
  • a stop order (not shown) is placed together with the second order 72b1, and when the stop order is executed, The second order 72b1 and the first order 72a1 and the second order 72b1 that were scheduled to be repeated thereafter (there may be only the specific first order 72a1 and the specific second order 72b1, or the second to fourth actual orders).
  • 72r1, 72t1 may be included) and the ordering and execution may be cancelled.
  • a so-called OCO order for example, a first order 72a1 for buying and a first order for selling (not shown) other than the configuration in which the second order 72b1 and the stop order (not shown) are ordered at the same time are ordered simultaneously. If, for example, the first order 72a1 for buying is executed due to fluctuations in the price of the financial product, the second order 72b1 for selling is placed and the first order for selling (not shown) (and is scheduled to be placed after that) A configuration in which a second purchase order (not shown)) is canceled. Moreover, when the market price is resumed after the primary interruption, the first order 72a1 and the second order 72b1 may be contracted by a so-called “sheet approach method”.
  • the first order 72a1 and the second order 72b1 are divided when a partial contract occurs.
  • a predetermined condition for example, a command to be combined from a trader
  • all the first orders 72a1 and all the second orders 72b1 are “1” which is the minimum number, for example, a plurality of first orders once split
  • the first order 72a1, 72a2 and a plurality of second orders, for example, the second orders 72b1, 72b2 may be combined into one first order 72a1 and one second order 72b1.
  • a plurality of first orders and second orders are ordered at the same order price when a partial contract occurs.
  • the present invention is not limited to this, and Embodiments 1 to 4 of the invention
  • the above configuration may be combined with a configuration in which a plurality of first orders and second orders are always ordered at the same order price regardless of whether partial contracts are generated.
  • the stock price index is handled as a financial product.
  • the present invention is not limited to this.
  • the present invention may be applied to a financial product transaction system that handles financial products.
  • the financial product transaction management system 1A is configured by the first financial product transaction management device 1 and the second financial product transaction management device 2, but the present invention is not limited to this.
  • the transaction management device may have all functional means.
  • the financial product transaction management system 1A shown in FIG. 1 does not have the second financial product transaction management device 2 managed and operated by the financial product exchange or the like, and the second financial product transaction management system 2 shown in FIG.
  • the structure with which the 1st financial product transaction management apparatus 1 with which all the function means which the merchandise transaction management apparatus 2 has is managed and operated by the handling company of financial products was equipped may be sufficient.
  • the second financial product transaction management apparatus 2 does not exist in the financial product transaction management system 1A shown in FIG. 1, and all the functional means of the second financial product transaction management apparatus 2 shown in FIG.
  • the financial product transaction management system 1A is realized in a client / server system of a network computer system.
  • various computers such as personal computers that do not constitute the client / server system, portable terminals, tablets, etc.
  • the same functions as those of the financial product transaction management system 1A can be realized in the various communication terminals and portable information terminals.
  • at least a part of the system configuration of the first financial product transaction management apparatus 1 and the financial product transaction management system 1A is configured as a computer program, and the program is installed in various computers, various communication terminals and portable information terminals. It is also possible to realize it.
  • Financial product transaction management system 1 First financial product transaction management device (financial product transaction management device) 2. Second financial product transaction management device (financial product transaction management device) 14 ... Account information management department (fund management means) 15 ... Order information generating unit (order information generating means) 16 ... Contract management section (contract management means) 25 ... Contract information generation unit (contract information generation means) 72a1, 72aa1, 72ab1, 72aa1 ... First order 72b1, 72ba1, 72bb1, 72baa1, 72babl ... Second order 75 ... First order price 76 ... Second order price 77 ... Market price 81 ... lower limit price 82 ... upper limit price 83 ... price range 84 ... price range 85 ... through value width 86 ... trail width

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PCT/JP2016/086957 2015-12-11 2016-12-12 金融商品取引管理装置、金融商品取引管理システム、金融商品取引管理システムにおける金融商品取引管理方法、プログラム記憶媒体 WO2017099255A1 (ja)

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JP6039843B1 (ja) 2015-12-11 2016-12-07 株式会社マネースクウェアＨｄ 金融商品取引管理装置、金融商品取引管理システム、金融商品取引管理システムにおける金融商品取引管理方法、プログラム

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