JP2021120913A - Financial Instruments and Exchange Management Equipment, Financial Instruments and Exchange Management Systems and Programs - Google Patents

Abstract

To provide a financial product transaction management device that can place repeat if-done orders including market orders and reduce customer risk without complicated procedures.SOLUTION: A financial product transaction management device 1 of a financial product transaction management system 1A includes: an order information generation unit 16 that generates order information based on buy/sell order application information received by an order input reception unit 12; and a contract information generation unit 14 that makes a contract of a buy/sell order based on the generated order information. The order information generation unit 16 generates an order information group including first order information and second order information based on one piece of buy/sell order application information. The contract information generation unit 14 sets a predetermined first order price of a first order and a predetermined second order price of a second order for second and subsequent times based on a market price at the start of a trading transaction. The order information generation unit 16 generates first order information for placing the first order for the second and subsequent times and the second order for the second and subsequent times. The contract information generation unit 14 repeats contract processing of the first order for the second and subsequent times and the second order for the second and subsequent times.SELECTED DRAWING: Figure 1

Description

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

Market orders and limit orders are known as trading methods for financial products such as foreign exchange. A market order is an order form in which a transaction is made at the price at the time of ordering. On the other hand, the limit order is an order form in which a customer specifies a trading price in advance and a transaction is performed when the price of the financial product reaches the specified price. Normally, in the case of a limit order, the dealer of the financial instrument places a buy order for the financial instrument when the target financial product falls to the specified amount, or when the target financial product rises to the specified amount, the finance concerned. Place a sell order for a product. Conventionally, an invention has been known in which a limit order for this financial product is placed using a computer system (see, for example, Patent Document 1).

Japanese Unexamined Patent Publication No. 2006-99787

Here, in limit orders for financial products, ifdan orders are often placed. In the specification of the present application, the ifdan order is an order of the second order (hereinafter referred to as "first order") automatically when two orders having a higher order are placed at the same time and the order of the first order (hereinafter referred to as "first order") is established. Refers to the order format in which "second order") is valid. In an actual financial product transaction, one customer may place multiple ifdan orders in parallel for a specific financial product.

On the other hand, the system of Patent Document 1 has a problem that it cannot handle limit orders of ifdan orders. Further, in the system of Patent Document 1, when a user wants to place a plurality of ifdan orders in parallel, each ifdan order must be ordered individually, which complicates the order procedure of the customer. There is a problem of becoming.

On the other hand, if the market price of a financial product fluctuates more than the conventional market price and there is no prospect of recovery for the time being, the trader who owns the financial product sells the financial product in order to minimize damage. Often wants. However, in the system of Patent Document 1, the customer cannot automatically sell the financial product acquired by the buy order of the limit order according to the future market situation, and the ifdan order is put into the market situation. There is a problem that it cannot be stopped automatically accordingly.

Further, the system of Patent Document 1 has a problem that it cannot cope with the case where it is desired to place an ifdan order as a market order.

The present invention has been made in view of the above problems, and in a market order for a financial product, a system user can place a plurality of ifdan orders without performing complicated ordering procedures, and the future market situation. We provide a financial product transaction management device that can automatically cancel ifdan orders according to the situation, improve the convenience of customers who use the system, and reduce the risk that customers incur when placing ifdan orders. The challenge is to do.

In order to solve such a problem, the invention according to claim 1 is a financial product transaction management device that manages a financial product transaction, and is an order for receiving a purchase order application information for placing a purchase order for the financial product. Based on the input receiving means, the order information generating means for generating the order information of the financial product based on the transaction order application information received by the order input receiving means, and the order information generated by the order information generating means. The order information generating means is provided with a contract information generating means for performing a process of executing the buy / sell order, and the order information generating means makes one of a sell order or a buy order of a predetermined financial product based on the buy / sell order application information. An order information group including first order information performed at a predetermined first order price and second order information for performing the other of a sell order or a buy order of the financial product at a predetermined second order price is generated, and the execution is performed. The information generating means is set as the predetermined first order price of the second and subsequent first orders based on the market price at the start of the trading transaction, and the second order is set based on the market price at the start of the trading transaction. The predetermined second order price is set, and the order information generating means sets the predetermined first order price and the predetermined second order price based on the market price at the start of the sales transaction. The first order information for performing the first order after the second time and the second order information for the second and subsequent times are generated, and the contract information generating means is the second time based on the generated first order information. It is characterized in that the subsequent execution processing of the first order and the execution processing of the second and subsequent orders based on the generated second order information are repeated.

The invention according to claim 2 includes, in addition to the configuration according to claim 1, an order information recording means for recording the order information generated by the order information generating means, and the contract information generating means is said to have the order information. Of the individual order information recorded in the recording means, a process of executing the execution of the financial product based on the first order information and a process of executing the execution of the financial product based on the second order information. , It is characterized by repeating a predetermined number of times.

The invention according to claim 3 includes, in addition to the configuration according to claim 2, the stop order information in which the other of the sell order or the buy order of the financial instrument is performed at the stop price. When the stop order based on the stop order information is executed, the order information generating means stops the limit order based on the first order information and the limit order based on the second order information, and the execution information When the generation means executes a contract based on the stop order information, of the first order information and the second order information generated in response to the buy / sell order application information that generated the stop order information. The stop processing is performed to delete all the order information that has not been generated at the time of generating the stop order information from the order information recording means.

In the invention according to claim 4, in addition to the configuration according to claim 3, the contract information generation means, when there is a cancellation request for the order of the financial product once established, the order for which the cancellation request is made Of the corresponding first order information and / or the second order information and / or the stop order information, all the order information before execution is canceled.

The invention according to claim 5 includes, in addition to the configuration according to any one of claims 2 to 4, a customer account information recording means for recording deposit balance information of a specific customer, and the order information recording means includes the order information recording means. , The first order information and the amount information based on the order price of the second order information are recorded as attribute information, and the order information generating means compares the amount information based on the order price with the deposit balance information and said that. It is characterized in that the first order information and the second order information are generated when the value of the deposit balance information is equal to or more than the value of the amount information based on the order price.

The invention according to claim 6 is a financial product transaction management system that manages a financial product transaction, an order input receiving means for receiving a buy / sell order application information for placing a buy / sell order for the financial product, and the order. An order information generating means that generates order information of a financial product based on the buy / sell order application information received by the input receiving means, and the buy / sell order is executed based on the order information generated by the order information generating means. The order information generating means includes a contract information generating means for processing, and the order information generating means places one of a sell order or a buy order of a predetermined financial product at a predetermined first order price based on one of the buy / sell order application information. An order information group including the first order information to be executed and the second order information to perform the other of the sell order or the buy order of the financial product at a predetermined second order price is generated, and the contract information generation means is a sales transaction. The predetermined first order price of the second and subsequent first orders is set based on the market price at the start, and the predetermined second order of the second order is set based on the market price at the start of the sales transaction. The price is set, and the order information generating means sets the predetermined first order price and the predetermined second order price based on the market price at the start of the sales transaction, and the first and subsequent orders are set. The first order information for placing an order and the second and subsequent order information are generated, and the execution information generating means is the second and subsequent first orders based on the generated first order information. It is characterized in that the execution processing and the execution processing of the second order after the second time based on the generated second order information are repeated.

The invention according to claim 7 is a program, characterized in that a computer functions as a financial instrument transaction management device according to any one of claims 1 to 5.

According to the inventions of claims 1 and 6, an order input receiving means for receiving a buying and selling order application information for placing a buying and selling order for a financial product, a buying and selling order application information received by the order input receiving means, and an order. The order information generating means includes a contract information generating means that performs a process of executing a buy / sell order based on the order information generated in the order information generating means that generates order information of a financial product based on the information generating means. Based on one buy / sell order application information, the first order information in which one of the sell or buy orders of a predetermined financial product is placed at a predetermined first order price and the other of the sell or buy orders of a financial product are specified. An order information group including the second order information performed at the second order price is generated, and the execution information generation means is the predetermined first order price of the second and subsequent first orders based on the market price at the start of the trading transaction. And set the predetermined second order price of the second order based on the market price at the start of the trading transaction, and the order information generation means sets the predetermined first order based on the market price at the start of the trading transaction. The first order information for the second and subsequent first orders and the second and subsequent second order information for which the price and the predetermined second order price are set are generated, and the execution information generation means is generated. The execution processing of the second and subsequent first orders based on the first order information and the execution processing of the second and subsequent orders based on the generated second order information are repeated. As a result, while improving the convenience of customers who buy and sell financial products by limit orders, customers who use the system can repeatedly perform multiple ifdan orders in limit orders for financial products without performing complicated ordering procedures. This makes it possible to improve the convenience of customers who use the system and reduce the risk that customers incur when placing ifdan orders.

According to the invention of claim 2, the order information recording means for recording the order information generated by the order information generating means and the contract information generating means for executing the contract of the financial product based on the order information are provided. It is provided with a contract information generating means for executing a financial product based on order information and a second order information, and the contract information generating means is based on the first order information among the individual order information recorded in the order information recording means. The process of executing the contract of the financial product and the process of executing the contract of the financial product based on the second order information are repeated a plurality of times. As a result, in limit orders for financial products, customers using the system can place multiple ifdan orders without complicated ordering procedures, and ifdan orders are automatically canceled according to future market conditions. This makes it possible to improve the convenience of customers who use the system and reduce the risk that customers incur when placing ifdan orders.

According to the invention of claim 3, when the stop order based on the stop order information is executed, the limit order based on the first order information and the limit order based on the second order information are stopped, and the execution information is executed. When the generation means executes a contract based on the stop order information, the stop order is out of the first order information and the second order information generated in response to the buy / sell order application information that generated the stop order information. Cancellation processing is performed to delete all the order information that has not been generated at the time of information generation from the order information recording means. As a result, the damage caused by the limit transaction can be minimized with a simple process.

According to the invention of claim 4, when there is a cancellation request for an order of a financial product once established, the first order information and / or the second order information and / or vice versa corresponding to the order for which the cancellation request has been made. Of the limit order information, all the order information before execution is canceled. As a result, it is possible to minimize the damage suffered by the customer who conducts the limit transaction when the market price of the financial product fluctuates more than the conventional market price and there is no prospect of recovery for the time being.

According to the invention of claim 5, the customer account information recording means for recording the deposit balance information of the specific customer is provided, and the order information recording means is the amount information based on the order price of the first order information and the second order information. Is recorded as attribute information, the order information generating means compares the information based on the order price with the deposit balance information, and when the value of the deposit balance information is equal to or greater than the value of the amount information based on the order price, the first order information and Generate second order information. As a result, the limit order by the ifdan order can be accepted only when the payment can be surely made, and the system can be operated without any trouble in the commercial transaction due to the insolvency.

According to the invention of claim 7, the financial instrument transaction management device of the present invention can be programmed and realized on various computer hardware.

It is a system configuration diagram in the financial instruments transaction management system of this embodiment, and the functional block diagram of the financial instruments transaction management apparatus. It is the schematic diagram of the field definition of the order table of the financial instruments transaction management apparatus of the same as above. It is the schematic diagram of the field definition of the customer account information table of the financial instruments transaction management device of the same as above. It is a schematic diagram of the field definition of the currency pair order condition table of the financial instruments transaction management device of the same as above. It is a flowchart which shows the processing procedure at the time of closing a limit order by an if-done order in the financial instruments transaction management apparatus of the same as above. It is the flowchart which shows the processing procedure after the limit order by the ifdan order is completed in the financial instruments transaction management apparatus. It is the flowchart which shows the processing procedure after the limit order by the ifdan order is completed in the financial instruments transaction management apparatus. It is an image diagram of the second input screen displayed on the display part of a client terminal. The same is an image diagram of the order information group display screen displayed on the display unit of the client terminal by the financial instrument transaction management device. Same as above This is a time chart schematically showing the execution processing based on the limit order by the ifdan order in the financial instrument transaction management device.

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

FIG. 1 is a system configuration diagram and a functional block diagram of the financial instrument transaction management system of the present embodiment. As shown in the figure, the financial instrument transaction management system 1A includes a financial instrument transaction management device 1 and n (n ≧ 1) client terminals 2 ₁ to 2 _n , and the financial instrument transaction management device 1 and the financial instrument transaction management device 1. The client terminals 2 _{1 to} 2 _n can communicate with each other via the Internet 3 as a WAN (Wide Area Network). The financial product transaction management system 1A of the present embodiment handles foreign exchange as a financial product. As a result, the financial product transaction management system 1A can be applied to financial products that are in high demand for trading by limit order by ifdan order, and the convenience of the customer who uses the financial product transaction management system 1A can be further enhanced.

The financial product transaction management device 1 is a server computer managed and operated by a financial product dealer, and has a Web server function and a database function for storing a large amount of data. Client terminals 2 ₁ , ..., _2n are communication terminals possessed and used by individuals or corporations that buy and sell financial products and have a data communication function, and correspond to personal computers, mobile phone terminals, etc. do. The client terminal 2 ₁ , ..., 2 _{n is composed of an operation unit 21 1} , ..., 21 _n , an LCD (Liquid Crystal Display), etc. used for inputting various instructions such as a mouse and a keyboard. _{It has a display unit 22 1} , ..., 22 _n that displays various instructions and various images input from 1, ..., 21 _n. Since the client terminals 2 ₁ , ..., 2 _n , the operation unit 21 ₁ , ..., 21 _n , and the display unit 22 ₁ , ..., 22 _n have the same configuration, it is necessary to distinguish them below. Except in certain cases, the client terminal 2, the operation unit 21, and the display unit 22 are used.

Although not shown in FIG. 1, the financial instruments transaction management device 1 includes at least one CPU (Central Processing Unit, central processing unit), a RAM (Random Access Memory) that functions as a work area of the CPU, a boot program for booting, and the like. A ROM (Read Only Memory) on which the data is recorded, an auxiliary storage device such as a hard disk on which various programs and data are recorded, a communication interface used for transmitting and receiving data, and the like are provided. OS (Operating System) programs, various application programs, data recorded in a database, etc. are recorded in the auxiliary storage device, and these programs and data cooperate with hardware resources by arithmetic processing of the CPU. To realize various functions.

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

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

The deposit / withdrawal information generation unit 13 receives a deposit / withdrawal request from the client terminal 2 and creates a deposit / withdrawal list based on the request.

The order information generation unit 16 generates information regarding the order of the established financial product based on the information processed by the order input reception unit 12. The order here includes so-called market order, limit order, limit order ifdan order, and market order ifdan order.

The contract information generation unit 14 performs a contract process based on the order generated by the order information generation unit 16 and a process for sending information regarding the completed contract process to the client terminal 2 of the customer. The term "contract" as used herein refers to various procedures and processes for establishing a sale or purchase of a financial product based on a customer's order.

The account information generation unit 15 has a function of generating customer deposit balance information and managing the deposit balance information as margin information (that is, information for confirming that the execution of an order can be realized). The information on the deposit balance generated by the account information generation unit 15 periodically matches the 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. Be matched.

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

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

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

The price information reception management unit 19 acquires and stores information about the price of the financial product handled by the financial product transaction management device 1, and performs processing necessary for the data processing unit 10 to use the stored information. conduct. In the present embodiment, the price information reception management unit 19 acquires and stores information on the market price of foreign exchange.

FIG. 2A is a schematic diagram of the field definition of the order table 181, FIG. 2B is a schematic diagram of the field definition of the customer account information table 182, and FIG. 2C is a schematic diagram of the field definition of the currency pair order condition table 183. As shown in these figures, each table 181, 182, 183 has fields for the number of items, and data such as field names (field names), data types (types) such as characters, numerical values, and date and time, and bit lengths. Length (length), blank not specified (Not Null), presence / absence of default value (default value), data item name (remarks), etc. are specified.

In the above-mentioned financial product transaction management device 1, when a limit transaction of a financial product is performed, a limit order of a plurality of financial products of the same type can be placed by a plurality of ifdan orders by one pre-order.

Next, a transaction procedure when placing a market repeat toy fudan order using the financial instrument transaction management system 1A of the present embodiment will be described.

FIG. 3 is a flowchart showing a processing procedure when a market repeat toy fudan order is placed in the financial instrument transaction management device 1 of the present embodiment. Hereinafter, the processing procedure at the time of ordering will be described based on the figure.

A customer who uses the financial product transaction management system 1A accesses the financial product transaction management device 1 by using the client terminal 2. The front page distribution unit 11 of the financial instrument transaction management device 1 displays a first input screen (not shown) on the display unit 22 of the client terminal 2 that has been accessed, and a second input screen showing an image diagram in FIG. 40 is displayed.

On the first input screen (not shown), there are a button for selecting a currency pair that can be traded, a button for selecting a trading form, and a trading form (market order, limit order, limit order for ifdan order, market order for ifdan order). And stop order) selection button, expiration date selection button to select the expiration date of the order (specific year, month, or indefinite period, etc.), and "selection" to confirm the selection contents by each selection button Buttons (neither shown) are provided. The customer clicks the selection button of the currency pair that he / she wants to buy / sell, for example, the currency pair of Japanese yen and US dollar, and places a new order (that is, a new position (foreign currency position)) of the desired trading form, for example, "buy". Click the select button to select (order to have), click the select button for market order of ifdan order, select "indefinite" as the expiration date of the order, and click the "select" button to click the financial product. The front page distribution unit 11 of the transaction management device 1 causes the display unit 22 of the client terminal 2 to display the second input screen.

As shown in FIG. 5, the second input screen 40 shows the items input on the first input screen (not shown), that is, the display 41 showing the currency pair of Japanese yen and US dollar, and sell / buy orders. In addition to the display 42 indicating the distinction between, the display 43 indicating that the order format is market ifdan, and the display 49 indicating that the expiration date is indefinite, the field 44 for inputting the type of service provided by the trader, 1 Position amount input field 45 for inputting the amount of each position in the order, profit amount input field 46 for specifying the profit amount when the second order of one position is executed after the first order of one position is executed, A stop order price input field 47 for inputting the contract price of the stop order as "stop order information" and a repeat toy fudan input field 48 for designating the repeat toy fudan as the order format are displayed. The customer makes various designations in the input fields 44 to 48 of the second input screen 40.

Here, the market repeat toy fudan is an ordering method in which the repeat toy fudan is applied to a market order. That is, in a normal repeat toy fudan, an ifdan order (a trading method in which one of the limit buy order or limit sell order is placed as the first order and then the other limit buy order or limit sell order is placed as the second order) is automatically executed. Repeat multiple times. On the other hand, in the market repeat toy fudan, in the first ifdan, one of the buy order or the sell order is placed in the market in the first order, and then the other of the buy order or the sell order is placed in the limit price in the second order. The limit price of the second order may be specified in advance, or may be automatically set according to the price of the market order or the like. In the present embodiment, the second order is automatically determined so that the trading direction is opposite to that of the first order and the order amount is the same. Further, the limit price of the second order may be specified in advance, but it can also be automatically determined so that the ratio or amount difference from the market price becomes a preset value. After the execution of this second order, ifdan consisting of the first limit order (the limit price at this time is the contract price in the first market order) and the second limit order is repeated a plurality of times. In addition, in this embodiment, a stop order is also placed. This stop order is also specified so that the trading direction is opposite to that of the first order and the order amount is the same. As for the limit price of the stop order, the price itself may be specified in advance, but it can also be automatically determined so that the ratio or the amount difference from the market price becomes a preset value.

Although not shown in FIG. 5, it is desirable that the second input screen 40 is provided with an order cancel button (not shown) for canceling the market repeat toy fudan order.

When the customer clicks the order confirmation button (not shown) on the second input screen 40 in the state shown in FIG. 5, the order entered on the first input screen (not shown) and the second input screen 40, respectively. The contents are input to the order input receiving unit 12 of the financial instruments transaction management device 1 (step S1 in FIG. 3).

After step S1, the order input receiving unit 12 confirms the contents of the input order. Specifically, the deadline selected on the first input screen (not shown) is confirmed, and the order price of the input data is inspected (step S2). In this embodiment, the price of the first order is determined by the market order, so only the price of the second order is set. When the limit price of the second order is specified in advance, it is inspected whether or not the price is appropriate by comparing this price with the current exchange rate price received by the price information reception management unit 19.

When the price of the second order is determined to be an appropriate price (“No” in step S3), the account information generation unit 15 acquires the margin information of the customer in the customer account information table 182. Specifically, the numerical data recorded corresponding to the “amnt” field 182a shown in FIG. 2B is acquired as margin information.

The order input reception unit 12 compares the acquired margin information with the customer's total order amount (that is, the total order amount calculated based on the contents entered in each input field 44 to 48), and the margin amount. Check if is greater than or equal to the total order amount. The order information generation unit 16 generates order information only when the margin amount is equal to or greater than the total order amount (“No” in step S5). As a result, the limit order by the ifdan order can be accepted only when the customer can surely pay.

Here, in this embodiment, the order information generation unit 16 generates the first order as the order information of a new market order, the second order as the order information of the limit order for settlement, and the stop order. Is generated as the order information of the stop order for settlement. By generating the second order as the order information of the limit order for settlement, the profit from the order generated by the first-ranked order information is sequentially fixed by the second-ranked order information, and the order procedure and the financial instruments and exchange management system 1A It is possible to prevent the information processing from becoming complicated. In addition, by generating stop orders as order information for stop orders for settlement, stop orders are to minimize the damage caused by limit transactions by customers who truly require stop orders. It can be limited to the situation where the settlement procedure is performed, and it is possible to prevent abuse of stop order and prevent complicated information processing in the financial instruments and exchange management system 1A.

When the margin amount is equal to or greater than the total order amount (“No” in step S5), the order input reception unit 12 has an order condition other than those described above based on the data recorded in the currency pair order condition table 183. It is confirmed whether or not the various conditions of the market order of (step S6) are satisfied (step S6).

When various conditions of the market order are not satisfied (“Yes” in step S7), the order input reception unit 12 treats the input order as an error and rejects the acceptance of the order (step S10).

When various conditions of the market order are satisfied (“No” in step S7), the front page distribution unit 11 causes the display unit 22 of the client terminal 2 to display a confirmation screen (not shown). On the confirmation screen (not shown), the order conditions entered and selected by the customer on the second input screen 40 are listed, and the approval button (not shown) to be clicked when the listed contents are correct. Is provided.

When the customer clicks the approval button (not shown) by operating the operation unit 21, the order information generation unit 16 of the financial instrument transaction management device 1 generates order information based on the data input in step S1 (step). S8). Specifically, a plurality of data input in the above procedure are put together in units of order prices, and each order information is assigned to each order recorded in the sequence number table 184 as a unit of each information. Form. At this time, information for identifying the sequence number used for the order information from the unused number is added to the sequence number table 184. The plurality of order information formed in the procedure of one step S8 forms an order information group (hereinafter, simply referred to as "order information group").

The order information generation unit 16 records the generated order information group in the order table 181 (step S9). Specifically, the corresponding order information (that is, the data corresponding to the item in the "remarks" column 181a) is recorded corresponding to each field name shown in FIG. 2A. For example, the sequence number assigned in step S8 corresponds to the "ord_seq" field 181b. The "cust_seq" field 181c corresponds to a customer number uniquely defined for each customer, and the "style_id" field 181d corresponds to a product name. The “ccy_pair_id” field 181e corresponds to an ID number uniquely defined for each currency pair. The combination of the ID number and the currency pair is recorded in an ID table (not shown) separately provided in the database. The "buy_sell_id" field 181f corresponds to data indicating whether the order is a sell order or a buy order, the "ord_rate" field 181g corresponds to the order price, and the "limit_time" field 181h corresponds to the order deadline. The “ord_cond” field 181i corresponds to an order type (for example, identification information for identifying a type such as market order, limit order, stop order, etc.). The “new_close” field 181j corresponds to data indicating whether the order is a new order or a continuous order. The “ifd_ord_seq” field 181k is recorded in the ifdan order sequence number. In the "repeat_flag" field 181m, identification information for identifying that the order type is a market repeat toy fudan order is recorded. From the above procedure, the order processing in the present embodiment is completed.

When the order processing is completed, the order information generation unit 16 first generates the first order information group (hereinafter referred to as "first order information group"). At the time of this generation, the first order included in the order information group is generated as valid order information (order formally requested by the customer; the same applies in this specification). The second order information as the second order information included in the same order information group is invalid order information (that is, order information for which a series of processes using the order information has not been started. In the present specification. It is generated as the same.). In order to set the validity / invalidity of the order information, for example, a dedicated flag (not shown) may be provided in the order table 181.

The front page distribution unit 11 causes the display unit 22 of the client terminal 2 to display the order information group display screen 50 whose image diagram is shown in FIG. As shown in the figure, the order information group display screen 50 displays the first order 51a as "first order information", which is one of the generated "order information" included in the first order information group 50A. , The second order 51b as the "second order information", which is also one of the "order information" included in the first order information group 50A, and the "order information" also included in the first order information group 50A. One stop order 51c as "stop order information" is displayed in a table format. These orders 51a, 51b, 51c are input and selected information is displayed in the input field and the selection field on the first input screen (not shown) and the second input screen 40 (see FIG. 5) described above. There is.

When the order price of the second order is determined to be an inappropriate price in step S3 (“Yes” in step S3), or when the margin amount is less than the total order amount in step S5 (step S5). (“Yes”), the order input receiving unit 12 performs error processing without generating each order information corresponding to the input order (step S10), and ends the processing. In this error processing, character information indicating that the acceptance of the order has been rejected is displayed.

4A and 4B are flowcharts showing the processing procedure after the limit order by the ifdan order is established in the financial instrument transaction management device 1 of the present embodiment, and FIG. 7 is the financial instrument transaction management device 1 of the present embodiment. It is a time chart schematically showing the execution based on the limit order in. Hereinafter, the processing procedure will be described based on the figure.

After the order processing is completed, the price information reception management unit 19 of the financial instrument transaction management device 1 continues to acquire the exchange rate information.

In the present embodiment, as shown in FIG. 7, at the time t1 when the order processing is completed, the execution information generation unit 14 performs the processing of executing the first order 51a of the position (step S21). In this process, the contract information generation unit 14 internally stores that the contract of the order has been executed. This storage can be performed, for example, by using a flag indicating the establishment / failure of the contract. Then, according to the command of the contract information generation unit 14, the account information generation unit 15 rewrites the above-mentioned margin information according to the trading amount of the contract. Further, the contract information generation unit 14 causes the deposit / withdrawal information generation unit 13 to describe the status of deposits and withdrawals in the deposit / withdrawal list. After that, the actual sale is carried out. Then, the contract information generation unit 14 displays the establishment of the contract on the display unit 22 of the client terminal 2, and further, the client terminal is based on the order price information 51d (see FIG. 6) that constitutes the attribute information of the first order 51a. Process deposits and withdrawals from your bank account. The contract processing (see step S25) related to the second order, which will be described later, is the same as the contract process in step S21.

When the market order based on the first order 51a is executed, the execution information generation unit 14 rewrites the corresponding data in the database 18. Specifically, the data of the first order 51a, which is the order information related to the market order in the order table 181, is deleted, and the data in the "amnt" field 182a of the customer account information table 182 is increased or decreased by the contracted price. .. Here, the first order of the present embodiment is first placed as a market order, but the second and subsequent orders are placed as limit orders. Therefore, the contract information generation unit 14 sets the contract price of the market order to the limit price of the first order after the second time.

Next, when the market order based on the first order 51a is executed, the execution information generation unit 14 changes the second order 51b and the stop order 51c in the first order information group 51A from invalid order information to valid order information. (Step S22).

After that, the US dollar market price 72 did not fall to the contract price of stop order 51c (“No” in step S23), and as shown in FIG. 7, the US dollar market price 72 rose. When the market purchase price 71 of the US dollar becomes the same price as the contract price of the second order 51b at the specific time point t2 (“Yes” in step S24), the contract information generator 14 sets the limit price based on the second order 51b of the position. The order is executed and the stop order 51c is canceled (step S25). Then, the contract information generation unit 14 rewrites the corresponding data in the database 18. As a result, the customer can obtain a profit equal to the difference between the buy order at t1 and the sell order at t2.

If all the order information generated by the input in step S1 is not executed at the time of t2 in FIG. 7 (“No” in step S26), the account information generation unit 15 again performs the customer in the customer account information table 182. Get margin information. Then, the order input reception unit 12 again compares the acquired margin information with the customer's total order amount, and confirms whether or not the margin amount is equal to or greater than the order total amount (step S27). If the margin amount is less than the total order amount (“Yes” in step S28), the processing is suspended until the order amount is equal to or more than the total order amount, and if the margin amount is equal to or more than the order total amount (“No” in step S28). ), The order information generation unit 16 generates a new order information group (hereinafter referred to as "second order information group") (step S29). The order information generation unit 16 records the generated second order information group in the order table 181 as in step S9 (step S30). When the second order information group is generated in step S29, the front page distribution unit 11 is included in the first order information group on the order information group display screen 50 displayed on the display unit 22 of the client terminal 2. Instead of the first order 51a, the second order 51b, and the stop order 51c, the first order, the second order, and the stop order (whichever is included) included in the newly generated second order information group (not shown). (Not shown) is displayed. Then, the processes after step S21 are repeated.

In this process, order information groups for the number of all positions are formed. Further, the processing continues until the processing of steps S21 and S25 is repeated as many times as the number of the instructed positions (“No” in step S26). Then, after the processes of steps S21 and S22 are repeated as many times as the number of the input positions (“Yes” in step S26), all the processing procedures are completed.

All limit orders whose order deadline has passed without being executed are canceled and deleted from the order table 181.

On the other hand, if the market selling price 72 of the US dollar drops to the contract price of the stop order 51c after the processing of step S22 (“Yes” in step S23), the contract information generation unit 14 executes the contract of the stop order 51c. (Step S31). That is, the execution information generation unit 14 executes a process of executing the limit order based on the second order 51b changed to the valid order information in step S22 at the execution price of the stop order and settling the settlement. As a result, it is possible to minimize the damage suffered by the customer who conducts the limit transaction when the market price of the financial product fluctuates more than the conventional market price and there is no prospect of recovery for the time being.

Then, when the execution information generation unit 14 executes the execution based on the stop order 51c, the order generated based on the currently valid and pre-execution order information and the buy / sell order application information that generated the stop order information. Of the information groups, all the order information groups that have not been generated at the time of generating the stop order information are canceled. Specifically, the execution information generation unit 14 cancels the currently valid second order (that is, the second order 51b) (step S32), and further, the order information specified / set for repeating the ifdan order. Of the groups, all ungenerated order information groups (that is, order information groups after the second order information group in this case) are canceled (step S33). By performing the cancellation process in this way, it is possible to cancel all trading by limit orders such as ifdan orders after a specific time point based on one stop order. As a result, it is possible to minimize the damage suffered by the customer who conducts the limit transaction when the market price of the financial product fluctuates more than the conventional market price and there is no prospect of recovery for the time being. The cancellation process in the present embodiment is the same as the error process described above, and the process is stopped without generating each order information corresponding to the input order (step S10). In this cancellation process, character information indicating that the acceptance of the order has been canceled is displayed.

When the client terminal 2 requests a change in the price and amount of a limit order once established, the financial instrument transaction management device 1 of the present embodiment processes the request as an illegal request and treats it as an input error. do. As a result, it is possible to prevent the business of the bank, which is the trading source of financial products, from becoming excessive due to frequent demands for prices and amounts.

On the other hand, when there is a cancellation request for an order that has been completed once, such as when the order cancel button (not shown) is clicked on the third input screen (not shown) of the client terminal 2, the financial instrument transaction management device 1 The execution information generation unit 14 extracts the order information group included in the ifdan order for which the cancellation request has been made, and processes all the second orders and stop orders that have not been executed as if they have been canceled. .. For example, if a cancellation request is input from the third input screen (not shown) of the client terminal 2 at the time between t2 and t3 in FIG. 7, it is valid at that time, but the contract is not established. The second order 51b and the stop order 51c of the order information group of the above are canceled. Similarly, if a cancellation request is input from the client terminal 2 at a time between t3 and t4 in FIG. 7, the first order information group is canceled. The canceled order information group data and order information data are deleted from the order table 181.

In this way, when there is a cancellation request for an order for a financial product that has been established once, an order information group containing order information related to the order for which the cancellation request has been made is extracted, and the order information before execution included in the order information group is extracted. By canceling all the orders, it is possible to prevent the handling of limit orders by ifdan orders from becoming complicated.

In addition, instead of the above configuration of this embodiment, an order information group including order information for which a cancellation request has been made is scheduled to be generated in the future by a cancellation request by an order cancel button (not shown). Cancel processing of all order information groups (for example, in the above example, order information groups after the third order information group that have not been generated between time point t4 and time point t5 and are scheduled to be generated in the future). It may be configured to be used.

When the order received from the client terminal 2 is a normal market order (that is, in the case of a market order other than ifdan), the contract information generation unit 14 immediately generates order information in step S8. The order is executed, and the processing of step S9 and the processing after step S21 are not performed.

As shown above, in this embodiment, when a customer who uses the financial product transaction management device 1 buys and sells a financial product, the customer performs one order procedure on the client terminal 2 side, so that a plurality of the same type are used. A financial instrument at a price can be repeatedly ordered by a plurality of ifdan orders, and a financial instrument owned by the customer in the future can be sold by a stop order. As a result, while improving the convenience of customers who buy and sell financial products by limit orders, customers who use the financial product transaction management system 1A perform a plurality of market orders for limit orders of financial products without performing complicated order procedures. Ifdan orders can be placed, and the market ifdan orders can be automatically canceled according to future market conditions, improving the convenience of customers who use the financial instrument transaction management system 1A and market ifdan. It is possible to reduce the risk that the customer incurs when placing an order.

In this embodiment, a contract information generation unit 14 that executes a contract of a financial product based on order information is provided, and the contract information generation unit 14 is an individual order information forming an order information group recorded in an order table 181. Of these, the client terminal is executed by executing the execution of the financial product based on the order information of the first order, and repeating the process of changing the order information of the second order and the stop order information from invalid to valid multiple times together with the execution. Based on one instruction received from 2 and recorded in the order table 181, market orders and transactions by multiple ifdan orders can be realized on the financial instruments transaction management system 1A, and transactions by ifdan orders can be stopped orders. It can be realized to be interrupted by. As a result, in the limit order of financial products, the customer who uses the financial product transaction management system 1A can place multiple ifdan orders without complicated ordering procedures, and ifdan orders can be placed according to the future market conditions. Can be automatically canceled, and the convenience of the customer who uses the financial instrument transaction management system 1A can be enhanced, and the risk incurred by the customer when placing an ifdan order can be reduced.

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

It goes without saying that the above-described embodiment is an example of the present invention and does not mean that the present invention is limited to the above-mentioned embodiment.

1A ··· the financial product transaction management system 1,... The financial product transaction management apparatus _2,2 1 _~2 n ··· client terminal 12 ... order input receiving unit (order input receiving means)
14 ... Contract information generation unit (contract information generation means)
16 ... Order information generation unit (order information generation means)
51a ・ ・ ・ First order (first order information)
51b ・ ・ ・ Second order (second order information)
51c ・ ・ ・ Stop order (stop order information)
181 ・ ・ ・ Order table (order information recording means)

Claims (7)

A financial product transaction management device that manages sales transactions of financial products.
An order input receiving means for receiving a trading order application information for placing a trading order for a financial product,
An order information generating means that generates order information of a financial product based on the buying and selling order application information received by the order input receiving means, and an order information generating means.
It is provided with a contract information generating means that performs a process of executing the buy / sell order based on the order information generated by the order information generating means.
The order information generating means is
(1) Based on the buy / sell order application information, the first order information for placing one of the sell or buy orders for the financial product at the predetermined first order price and the other for the sell or buy order for the financial product. Generates an order information group that includes a second order information and a given second order price.
The contract information generation means
The predetermined first order price of the second and subsequent first orders is set based on the market price at the start of the trading transaction, and the predetermined first order price of the second order is set based on the market price at the start of the trading transaction. (2) Set the order price,
The order information generating means is
The first order information for making the first order after the second time, in which the predetermined first order price and the predetermined second order price are set based on the market price at the start of the trading transaction, and the second time. Subsequent execution processing of the first order based on the generated first order information and the generated second order information are generated, and the execution information generating means generates the second order information. A financial instrument transaction management device characterized by repeating the execution processing of the second order from the second time onward based on the above. An order information recording means for recording the order information generated by the order information generating means is provided.
The contract information generating means executes a process of executing a contract of the financial product based on the first order information among the individual order information recorded in the order information recording means, and based on the second order information. The financial product transaction management device according to claim 1, wherein the process of executing the contract of the financial product is repeated a predetermined number of times. The order information group includes stop order information in which the other of the sell order or the buy order of the financial instrument is performed at the stop price.
The order information generating means stops the limit order based on the first order information and the limit order based on the second order information when the stop order based on the stop order information is executed.
When the execution information generation means executes a contract based on the stop order information, the first order information and the second order generated in response to the buy / sell order application information that generated the stop order information. The financial instrument transaction management according to claim 2, wherein all of the information, which is not generated at the time of generating the stop order information, is deleted from the order information recording means. Device. When there is a cancellation request for the order of the financial product once established, the contract information generating means has the first order information and / or the second order information and / or the said corresponding to the order for which the cancellation request has been made. The financial instrument transaction management device according to claim 3, wherein all of the stop order information before execution is canceled. Equipped with a customer account information recording means to record the deposit balance information of a specific customer
In the order information recording means, the first order information and the amount information based on the order price of the second order information are recorded as attribute information.
The order information generating means compares the amount information based on the order price with the deposit balance information, and when the value of the deposit balance information is equal to or more than the value of the amount information based on the order price, the first order information. The financial instruments transaction management device according to any one of claims 2 to 4, wherein the second order information is generated. A financial product transaction management system that manages financial product sales transactions.
An order input receiving means for receiving a trading order application information for placing a trading order for a financial product,
An order information generating means that generates order information of a financial product based on the buying and selling order application information received by the order input receiving means, and an order information generating means.
It is provided with a contract information generating means that performs a process of executing the buy / sell order based on the order information generated by the order information generating means.
The order information generating means is
(1) Based on the buy / sell order application information, the first order information for placing one of the sell or buy orders for the financial product at the predetermined first order price and the other for the sell or buy order for the financial product. Generates an order information group that includes a second order information and a given second order price.
The contract information generation means
The predetermined first order price of the second and subsequent first orders is set based on the market price at the start of the trading transaction, and the predetermined first order price of the second order is set based on the market price at the start of the trading transaction. (2) Set the order price,
The order information generating means is
The first order information for making the first order after the second time, in which the predetermined first order price and the predetermined second order price are set based on the market price at the start of the sales transaction, and the second time. Subsequent execution processing of the first order based on the generated first order information and the generated second order information are generated, and the execution information generating means generates the second order information. A financial instrument transaction management system characterized by repeating the execution processing of the second order from the second time onward based on the above. A program characterized in that a computer functions as the financial instrument transaction management device according to any one of claims 1 to 5.

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