JP5342380B2 - Order processing system, order processing method, and program - Google Patents

Abstract

<P>PROBLEM TO BE SOLVED: To provide an order processing system capable of reducing a burden for monitoring a client and labor for inputting cancel orders and improving the convenience of the client. <P>SOLUTION: In the order processing system 10, a grouping reception processing means 23 receives the grouping of a plurality of orders among orders for which order reception processing is already carried out, and stores the grouped orders in a remaining order cancel processing data storage means 31; a remaining order canceling condition establishment determination processing means 24 automatically determines whether a remaining order canceling condition so that orders of the number designated by the client are contracted among a plurality of grouped orders is satisfied; a remaining order cancel processing means 25 automatically generates ordering data for a canceling order to cancel remaining non-contracted orders when it is determined that the remaining order canceling condition is satisfied; and an order processing means 26 places an order for canceling. <P>COPYRIGHT: (C)2011,JPO&amp;INPIT

Description

  The present invention relates to an order processing system, an order processing method, and a program comprising a computer for executing processing for placing a purchase order of a customer's financial product on the market, and can be used when processing a trade order such as stocks, for example. .

  When a customer places an order to buy or sell a financial product, he / she may place a plurality of orders, and if any one of those orders is executed, he / she wants to cancel the other orders. For example, in the case of a purchase order, there is a case where there is no large allowance for funds to be purchased, and in the case of a sell order, it is only necessary that the desired amount can be converted into cash. In such a case, an input operation to cancel an order for an order other than the contracted order is usually received after receiving the result of the execution of any order on the online trade screen or e-mail. Need to do.

  Also, you can place multiple orders or stop orders (up to 3 stocks) on the exchange and automatically cancel all other orders once any order is executed. There is a form (OCO order) (see Patent Document 1). According to this OCO order, there is no need to stick to the screen and grasp the order status, and there is no need for an input operation for canceling the troublesome order after the contract.

JP 2006-172493 A (paragraph [0035])

  As mentioned above, if you place multiple orders, if any one of those orders is executed, and you want to cancel the other order, either order will be executed via the online trade screen or email. If an input operation for canceling an order is performed on an order other than the contracted order after receiving the result, the burden of monitoring the customer on the order status (whether or not executed) is large, and The operation for canceling other orders later is also complicated. In addition, there is a risk that the monitoring of the order status by the customer may be insufficient, and it takes time for the input operation to cancel the order, so other orders are executed during the input operation. There is a risk that it will end.

  On the other hand, in the OCO order described in Patent Document 1 described above, other orders are automatically canceled, so the monitoring burden on the customer can be reduced and the trouble of canceling other orders after the contract can be reduced. However, since it is an order form in which a plurality of orders (up to three brands) are input as a unit, the following problems arise.

  In other words, when a brokerage firm accepts an order entered by a customer, it normally conducts an order review for the order, and only orders that have passed the order review are accepted, and the order processing to the market is performed. Done. In this order review, for example, checking whether it is an order reception time zone, checking whether it is a customer that can be traded, checking a stock code, checking whether a customer is suspended for trading of a specified stock, market Check whether the transaction is suspended, check whether the unit price is appropriate, check the assets held to sell in the case of a sell order, check the trading capacity in the case of a buy order, The mechanism deposit agreement check and whether the customer is an insider are checked.

  Therefore, in the OCO order described in Patent Document 1 described above, all of a plurality of orders (up to three brands) entered by the customer are subjected to order examination, and even one order that does not pass the order examination is included. In such a case, the OCO order itself including the order is not accepted, and all the inputs of the plurality of orders by the customer are wasted. When an OCO order is made except for an order that has not passed the order review, the customer needs to input a plurality of orders (up to three brands) in another combination.

  In addition, since the OCO order described in Patent Document 1 is an order form in which a plurality of orders (up to three brands) are input as a unit, once the OCO order is accepted, the brand is changed. If you want to change the brand, you must cancel the OCO order and enter another OCO order.

  An object of the present invention is to provide an order processing system, an order processing method, and a program capable of reducing the monitoring burden on a customer and reducing the trouble of inputting a cancel order and improving the convenience of the customer. There is a place to do.

  <In the case of an invention that judges the success or failure of the remaining order cancellation condition based on the number of contracted orders>

  The present invention is an order processing system comprising a computer that executes processing for placing a purchase order of a customer's financial product on the market, and stores the order data of the customer in association with the order identification information and the customer identification information. Order data associated with the storage means, the order data creation processing means for executing the order data creation processing using the order data stored in the order data storage means, and the customer identification information for the grouping customers Accepting grouping selection information by the customer or its input agent for designating a plurality of order data constituting the order group for the remaining order cancellation processing from the order data of the customer stored in the storage means, or In addition to the grouping selection information, the order data that make up the order group is filled out. Grouping acceptance processing means for executing processing for accepting input designation of the number of data, and order identification information for each of a plurality of order data constituting the order group grouped by the grouping selection information accepted by the grouping acceptance processing means, Input by the customer among the order identification information of the order data constituting the order group stored in the remaining order cancellation processing data storage means and the remaining order cancellation processing data storage means stored in association with the customer identification information For a specified number or a predetermined number of pieces of order identification information, a process is executed to determine whether or not the remaining order cancellation condition that matches the order identification information included in the contract data received from the market system is satisfied The remaining order cancellation condition success / failure determination processing means and the remaining order cancellation condition success / failure determination processing means The order of the unsettled remaining order data among the plurality of order data constituting the order group stored in the remaining order cancellation processing data storage means when the means determines that the remaining order cancellation condition is satisfied. Using the identification information, the remaining order cancellation processing means for executing the processing for creating the order data for the cancellation order for canceling the remaining unsettled orders, the order data created by the order data creation processing means, and the remaining orders Order processing means for executing the processing for transmitting the order data for cancellation order created by the cancellation processing means to the market system via the communication line and receiving the contract data transmitted from the market system via the communication line It is characterized by comprising.

  Here, the “remaining order cancellation condition success / failure determination processing means” may perform a monitoring process that always determines whether or not the remaining order cancellation condition is satisfied, or when new contract data is received. In addition, the reception process may be used as a trigger to determine whether or not the remaining order cancellation condition is satisfied.

  Further, the grouping selection information receiving process by the “grouping receiving processing means” can be performed when the order has been received and the order data is stored in the order data storage means. Even after the order is placed, it can be made even before the order is placed on the market. In other words, when grouping acceptance processing is performed during a time when orders can be placed in the market, orders already placed in the market are subject to grouping and grouping acceptance processing is performed during times when orders cannot be placed in the market. In the case of placing, orders that have not yet been placed on the market are subject to grouping. The same applies to the following inventions.

  In such an order processing system of the present invention (in the case of the invention for determining whether or not the remaining order cancellation condition is successful based on the number of contracted orders), grouping reception processing means performs grouping of a plurality of orders for which orders have already been received. Received and stored in the remaining order cancellation processing data storage means, and the remaining order cancellation condition success / failure determination processing means determines the number of orders specified by the customer or a predetermined number of orders among the grouped orders. Cancellation order to cancel the remaining unsettled order by the remaining order cancellation processing means when it is determined whether the remaining order cancellation condition to fulfill is satisfied and the remaining order cancellation condition is satisfied Order data is created, and order data for cancellation order is transmitted to the market system by the order processing means.

  This eliminates the need for the customer to monitor the order status (whether or not the contract has been made) by sticking to the screen, thereby reducing the monitoring burden. In addition, since the customer does not need to cancel all other unfilled orders after receiving the execution result, it is possible to save the input operation for the cancellation order after the execution, Since this input operation does not take time, it is possible to eliminate the possibility that another order will be executed during the input operation. Therefore, the convenience of the customer is improved.

  In addition, grouping is performed for orders for which orders have already been accepted and order data is stored in the order data storage means. That is, at the stage when the grouping acceptance processing is performed by the grouping acceptance processing means, the orders subject to grouping are all orders that have been accepted through the order review, and the order review is not performed after the grouping. . For this reason, any of a plurality of grouped orders cannot pass the ordering examination, and the grouping process by the customer is not wasted. Therefore, in the case of the OCO order described in Patent Document 1 described above, if at least one of the orders entered by the customer does not pass the order review, the OCO including the order is included. Although the order itself is not accepted and all the inputs of a plurality of orders by the customer are wasted, the present invention does not cause such waste.

  Such a difference is that in the present invention, grouping is performed for orders for which orders have already been accepted and order data is stored in the order data storage means, and the acceptance times of the plurality of orders to be grouped are: In the OCO order described in Patent Document 1 described above, it is not necessary to be at the same time, and a plurality of orders that are individually input at different times may be grouped. Because it is an order form that inputs a plurality of orders as a whole, it is necessary to input a plurality of orders at the same time, and due to the fact that the order review is performed after grouping a plurality of orders Yes.

  Furthermore, in the present invention, as described above, grouping is performed for orders for which orders have already been received and order data is stored in the order data storage means, so the order reception processing is normally performed. Therefore, it is not necessary to construct a system for realizing order acceptance processing of a new form as in the case of the OCO order described in Patent Document 1 described above. It is possible to reduce the cost required for the above, and the above-described purpose can be achieved.

  <In the case of an invention that determines the success or failure of the remaining order cancellation condition based on the total amount of contracted purchase orders or the total amount of contracted selling orders>

  The present invention is also an order processing system comprising a computer that executes processing for placing a purchase order for a customer's financial product on the market, and stores customer order data in association with order identification information and customer identification information. Order data storage means, order data creation processing means for executing order data creation processing using the order data stored in the order data storage means, and customer identification information about customers to be grouped The customer or its input for designating order data of a plurality of buy orders or a plurality of sell orders constituting an order group for the remaining order cancellation processing from the order data of the customer stored in the order data storage means Grouping selection information by the agent and the customer or its input agent to determine the upper limit of the total amount of contracts Grouping acceptance processing means for executing processing for accepting input of a designated amount by the customer, and order identification information of each of the plurality of order data constituting the order group grouped by the grouping selection information accepted by the grouping acceptance processing means, A plurality of remaining order cancellation processing data storage means stored in association with the identification information, and a plurality of order groups in which the order identification information included in the contract data received from the market system is stored in the remaining order cancellation processing data storage means If it matches the order identification information in the order data, the contract amount included in the contract data is totaled, and the total contract amount of the buy order or the total contract amount of the sell order exceeds the specified amount entered by the customer Or the remaining order cancellation condition that the specified amount has been reached is satisfied The remaining order cancellation condition success / failure determination processing means for executing the processing, and when the remaining order cancellation condition success / failure determination processing means determines that the remaining order cancellation condition is satisfied, of the plurality of order data constituting the order group Remaining order cancellation processing means for executing processing for creating order data for cancellation order for canceling the remaining uncommitted order using the order identification information of the remaining uncommitted order data, and the order data creation processing means The order data created by, and the order data for cancellation orders created by the remaining order cancellation processing means are transmitted to the market system via the communication line, and the contract data transmitted from the market system via the communication line is also transmitted. It is characterized by comprising order processing means for executing the receiving process.

  Here, the “remaining order cancellation condition success / failure determination processing means” may perform a monitoring process that always determines whether or not the remaining order cancellation condition is satisfied, or when new contract data is received. In addition, the reception process may be used as a trigger to determine whether or not the remaining order cancellation condition is satisfied. In addition, regarding the calculation processing of “total amount of contracted amount of buy order or total amount of contracted amount of sell order” by “remaining order cancellation condition success / failure determination processing means”, it is determined whether or not the remaining order cancellation condition is satisfied Each time it is processed, the total processing may be performed using all of the contracted amount of the buy order or all of the contracted amount of the sell order, or each time new contract data is received, The total amount may be updated by adding the contract amount of the selling order.

  In such an order processing system of the present invention (in the case of an invention for judging success or failure of the remaining order cancellation condition based on the total amount of the contracted purchase order or the total amount of the contracted sell order), grouping reception is possible. The processing means accepts a grouping of a plurality of orders for which orders have already been accepted and stores them in the remaining order cancellation processing data storage means, and the plurality of purchase orders grouped by the remaining order cancellation condition success / failure judgment processing means. Or, among multiple selling orders, the remaining order amount that the total amount of the contracted purchase order or the contracted amount of the contracted sell order exceeds the specified amount entered by the customer or has reached the specified amount Judgment is made as to whether or not the cancellation condition is satisfied. If it is determined that the remaining order cancellation condition is satisfied, the remaining Create a purchase order data for the cancellation order for canceling the order of, by the order processing means, and transmits the order data for the cancellation order to the market system.

  For this reason, as in the case of the invention for determining the success or failure of the remaining order cancellation condition based on the number of contracted orders described above, the customer does not need to stick to the screen and monitor the order status (whether or not the contract has been executed). , It is also necessary to calculate the total amount of the contract amount of the executed buy order or the total amount of the contract amount of the executed sell order, and monitor whether this total amount exceeds the predetermined amount or reaches the predetermined amount This will reduce the monitoring burden on customers. In addition, as in the case of the invention for determining the success or failure of the remaining order cancellation condition based on the number of contracted orders described above, the customer needs to cancel all other unfilled orders after receiving the contract result. Therefore, it is possible to save the input operation for canceling the order after the contract is completed, and this input operation does not take time, so other orders can be executed during the input operation. It is also possible to eliminate the risk of doing so. Therefore, the convenience of the customer is improved.

  Further, as in the case of the invention for determining the success or failure of the remaining order cancellation condition based on the number of contracted orders described above, grouping is performed for orders for which orders have already been accepted and order data is stored in the order data storage means. Therefore, any of a plurality of grouped orders cannot pass the ordering examination, and the grouping process by the customer is not wasted. Therefore, it is possible to avoid inconveniences as in the case of the OCO order described in Patent Document 1 described above.

  Furthermore, as in the case of the invention for determining the success or failure of the remaining order cancellation condition based on the number of contracted orders described above, the existing order acceptance process may be performed for the order acceptance process. Costs required can be reduced, and the above-described object can be achieved.

  <In the case of an invention that determines the success or failure condition of the remaining order by the offset amount obtained by subtracting the total amount of the contracted amount of the executed sales order from the total amount of the contracted amount of the contracted purchase order>

  The present invention is also an order processing system comprising a computer that executes processing for placing a purchase order for a customer's financial product on the market, and stores customer order data in association with order identification information and customer identification information. Order data storage means, order data creation processing means for executing order data creation processing using the order data stored in the order data storage means, and customer identification information about customers to be grouped The customer for designating a plurality of order data constituting the order group for the remaining order cancellation processing in a state where the buy order and the sell order are mixed from the order data of the customer stored in the order data storage means Or the grouping selection information by the input agent and the total amount of the contract amount of the sell order is subtracted from the total amount of the contract amount of the buy order Grouping reception processing means for executing processing for accepting an input of a specified amount by the customer or its input agent for setting an upper limit of the offset amount, and an order group grouped by grouping selection information received by the grouping reception processing means Data storage means for storing remaining order cancellation processing for storing each piece of order identification information of the plurality of order data constituting the customer identification information, and the order identification information included in the execution data received from the market system is the remaining order cancellation When the order identification information of the plurality of order data constituting the order group stored in the processing data storage means matches, the contract amount of the buy order included in the contract data is added and the contract amount of the sell order is subtracted By subtracting the total amount of the contract amount of the sell order from the total amount of the contract amount of the buy order Calculate the killing amount and execute the process to determine whether the cancellation amount exceeds the specified amount entered by the customer or the remaining order cancellation condition that the specified amount has been reached is satisfied. When the processing means and the remaining order cancellation condition success / failure determination processing means determine that the remaining order cancellation condition is satisfied, the order identification of the remaining unsettled order data among the plurality of order data constituting the order group Using the information, the remaining order cancellation processing means that executes the process to create the order data for the cancellation order to cancel the remaining unsettled orders, the order data created by the order data creation processing means, and the remaining order cancellation The order data for cancellation order created by the processing means is sent to the market system via the communication line and sent from the market system via the communication line. It is characterized by comprising order processing means for executing processing for receiving incoming contract data.

  Here, the “remaining order cancellation condition success / failure determination processing means” may perform a monitoring process that always determines whether or not the remaining order cancellation condition is satisfied, or when new contract data is received. In addition, the reception process may be used as a trigger to determine whether or not the remaining order cancellation condition is satisfied. In addition, regarding the calculation process of “offset amount” by the “remaining order cancellation condition success / failure determination processing means”, every time the determination process of whether or not the remaining order cancellation condition is satisfied, the contracted amount of the purchase order and the sales order. All of the above may be used to subtract the total amount of the contract amount of the sell order from the total amount of the contract amount of the purchase order, or the contract amount of the purchase order is added each time new contract data is received Alternatively, the offset amount may be updated by subtracting the contract amount of the selling order.

  Such an order processing system of the present invention (in the case of an invention for determining the success or failure of the remaining order cancellation condition based on an offset amount obtained by subtracting the total amount of contracted sales orders from the total amount of contracted sales orders) The grouping acceptance processing means accepts a grouping of a plurality of orders for which orders have already been accepted, stores them in the remaining order cancellation processing data storage means, and groups them by the remaining order cancellation condition success / failure judgment processing means. Among the multiple orders, the offset amount obtained by subtracting the total amount of the contracted amount of the executed sales order from the total amount of the contracted amount of the executed buy order exceeds the specified amount entered by the customer, or the specified amount It is determined whether or not the remaining order cancellation condition is reached, and if it is determined that the remaining order cancellation condition is satisfied, the remaining order cancellation processing means Create a purchase order data for the cancellation order for canceling the rest of the order of the contract, by the order processing means, and transmits the order data for the cancellation order to the market system.

  For this reason, as in the case of the invention for determining the success or failure of the remaining order cancellation condition based on the number of contracted orders described above, the customer does not need to stick to the screen and monitor the order status (whether or not the contract has been executed). Calculate the offset amount by subtracting the total of the contract amount of the executed sell order from the total amount of the contract amount of the executed purchase order, and whether the offset amount exceeds or reaches the predetermined amount This eliminates the need to monitor the customer and reduces the monitoring burden on the customer. In addition, as in the case of the invention for determining the success or failure of the remaining order cancellation condition based on the number of contracted orders described above, the customer needs to cancel all other unfilled orders after receiving the contract result. Therefore, it is possible to save the input operation for canceling the order after the contract is completed, and this input operation does not take time, so other orders can be executed during the input operation. It is also possible to eliminate the risk of doing so. Therefore, the convenience of the customer is improved.

  Further, as in the case of the invention for determining the success or failure of the remaining order cancellation condition based on the number of contracted orders described above, grouping is performed for orders for which orders have already been accepted and order data is stored in the order data storage means. Therefore, any of a plurality of grouped orders cannot pass the ordering examination, and the grouping process by the customer is not wasted. Therefore, it is possible to avoid inconveniences as in the case of the OCO order described in Patent Document 1 described above.

  Furthermore, as in the case of the invention for determining the success or failure of the remaining order cancellation condition based on the number of contracted orders described above, the existing order acceptance process may be performed for the order acceptance process. Costs required can be reduced, and the above-described object can be achieved.

  <In the case of an invention that determines the success or failure of the remaining order cancellation condition based on the number of contracted orders, or the success or failure of the remaining order cancellation condition based on the total amount of the contracted purchase order or the total contracted amount of the sold order. Additional invention in case of invention to be judged>

  In addition, the order processing system described above (in the case of an invention that determines the success or failure of the remaining order cancellation condition based on the number of contracted orders, or the total amount of contracted amounts of contracted purchase orders or contracted amounts of contracted sell orders) In the case of the invention for determining success or failure of the remaining order cancellation condition), the grouping reception processing means stores the customer information stored in the order data storage means in association with the customer identification information about the customers to be grouped as grouping selection information. Accepts selection information for designating any one of the order data of the purchase order or all of the order data of the sell order as a plurality of order data constituting the order group for the remaining order cancellation processing. It is good also as a structure which performs a process.

  Thus, when it is set as the structure which can select either one of all the purchase orders or all the sell orders, it becomes possible to reduce the effort of a customer's input specification at the time of performing grouping.

  <Common matters: In the case of an invention that determines the success or failure of the remaining order cancellation condition based on the number of contracted orders, the success or failure of the remaining order cancellation condition is determined by the total amount of the contracted purchase order or the total amount of the contracted sell order. Common to the invention that determines the success or failure of the remaining order cancellation condition by the offset amount obtained by subtracting the total amount of the contracted amount of the sold order from the total amount of the contracted amount of the executed purchase order. Additional invention>

  Further, in the order processing system described above, the grouping reception processing means is configured to also execute processing for receiving an input designation of a valid period for at least one remaining order cancellation processing, and the remaining order cancellation processing data storage means includes: The valid period for the remaining order cancellation processing received by the grouping reception processing means is also stored in association with the customer identification information, and the remaining order cancellation condition success / failure determination processing means is stored in the remaining order cancellation processing data storage means. With respect to the order group, the remaining order cancellation processing data storage means stores the remaining order cancellation processing validity period to determine whether or not the remaining order cancellation processing period is in effect, and the remaining order cancellation processing If it is determined that the valid period for processing is in effect, the process for determining whether the remaining order cancellation condition has been satisfied is executed, and the effective period for the remaining order cancellation process If it is judged not to be in, by not running judging whether processing residual order cancellation condition is satisfied, it is desirable that a configuration in which a state of releasing the grouping for the remaining orders cancellation process.

  In this way, when the remaining order cancellation condition success / failure determination processing means is configured to determine whether or not the remaining order cancellation processing is valid, the remaining orders are only valid during the remaining order cancellation processing validity period. It is possible to execute a process to determine whether or not the cancellation condition is satisfied. On the other hand, when it is not in the valid period for the remaining order cancellation process, the grouping for the remaining order cancellation process is released and the order group is configured. The plurality of orders that have been made can be returned to normal individual orders.

  Even when the remaining order cancellation condition success / failure determination processing means determines whether the remaining order cancellation processing is in effect or not, it is not in the remaining order cancellation processing validity period as follows: It is also possible to adopt a configuration in which different processing is performed in FIG.

  That is, in the order processing system described above, the grouping reception processing means is also configured to execute a process for receiving an input designation of a valid period for at least one remaining order cancellation processing, and the remaining order cancellation processing data storage means includes The valid period for the remaining order cancellation processing received by the grouping reception processing means is also stored in association with the customer identification information, and the remaining order cancellation condition success / failure determination processing means is stored in the remaining order cancellation processing data storage means. With respect to the order group, the remaining order cancellation processing data storage means stores the remaining order cancellation processing validity period to determine whether or not the remaining order cancellation processing period is in effect, and the remaining order cancellation processing If it is determined that it is in the valid period for processing, the process for determining whether the remaining order cancellation condition is satisfied is executed, and the remaining order cancellation processing is enabled. If it is determined that it is not in progress, when the validity period for the remaining order cancellation process specified by only one has passed, or the last remaining period for the remaining order cancellation process specified by more than one A configuration for executing processing for transmitting an execution command for processing for canceling all unfilled orders among a plurality of order data constituting an order group to a remaining order cancellation processing means when a valid period for order cancellation processing has passed The remaining order cancellation processing means receives an execution command from the remaining order cancellation condition success / failure determination processing means, and is used for canceling an order for canceling all unfilled orders among a plurality of order data constituting the order group. The process of creating the order data may also be executed.

  In this way, it is determined whether or not the remaining order cancellation condition success / failure determination processing unit is in the valid period for the remaining order cancellation processing, and when the effective period for the remaining order cancellation processing specified by one has elapsed, Or, when the valid period for the last remaining order cancellation process among the multiple specified remaining order cancellation process validity periods has passed, the order group will be canceled if all unfilled orders are canceled. Even if an order continuation period that is different from the end of the validity period for the remaining order cancellation process is initially set for multiple orders that make up the It is possible to set a valid period for the user.

  In addition, the validity period for the remaining order cancellation process specified by only one has passed, or the validity period for the last remaining order cancellation process of the multiple specified remaining order cancellation processes has elapsed At this point, if an unfilled order has not been placed on the market and can be filled, the process of creating order data for a cancel order may be omitted. For example, it is assumed that the remaining order cancellation processing period has passed around 13:00 in the afternoon, and an uncommitted order has been placed on the market (for example, the Tokyo Stock Exchange, etc.) around 8:00 that morning. Then, when the validity period for the remaining order cancellation process expires, the unfilled order is placed in a state where it can be placed on the market and can be filled, so it can be used to cancel this unfilled order. The order data creation process is performed. On the other hand, for example, it is assumed that the effective period for the remaining order cancellation processing has passed around 6 o'clock in the evening, and at that time, the order of the day is automatically canceled by the market system according to the market agreement. In addition, if the next day's market is not ordered, the process of creating the order data for the cancellation order may be omitted. Also, for example, assuming that the valid period for the remaining order cancellation process has passed around 7 o'clock in the morning, an uncommitted order is not placed on the market (eg, Tokyo Stock Exchange) around 8 o'clock in the morning. If it is in the state, the creation process of the order data for the cancellation order may be omitted.

  And, as described below, two types of processing outside the valid period for the remaining order cancellation processing described above (processing to cancel grouping and return to normal individual orders, or processing to cancel all unfilled orders) It is good also as a structure which a customer can select.

  That is, in the order processing system described above, the grouping reception processing means includes a plurality of items constituting the order group, each of which includes at least one input specification of a valid period for the remaining order cancellation process and a valid period for the remaining order cancellation process. The processing for accepting the input of priority selection information as to whether or not to prioritize each order continuation date of the order data is also executed, and the remaining order cancellation processing data storage means is the remaining order cancellation processing received by the grouping reception processing means. The processing validity period and the priority selection information are also stored in association with the customer identification information, and the remaining order cancellation condition success / failure determination processing means is configured to store the remaining orders for the order groups stored in the remaining order cancellation processing data storage means. Validity for the remaining order cancellation processing with reference to the validity period for the remaining order cancellation processing stored in the data storage means for cancellation processing If it is determined whether or not it is in the valid period for the remaining order cancellation process, the process for determining whether the remaining order cancellation condition is satisfied is executed, and the remaining order cancellation process If it is determined that the valid period for the remaining order cancellation processing has not been selected, the priority order information stored in the remaining order cancellation processing data storage means is referred to and a selection is made to prioritize the effective period for the remaining order cancellation processing. If the selection to prioritize the validity period for the remaining order cancellation process is not performed, the remaining order cancellation condition is not executed. If it is determined that the grouping for cancellation processing has been canceled and selection has been made to prioritize the validity period for the remaining order cancellation processing, only one remaining order cancellation processing effective period is When it has passed or Processing for canceling all unsettled orders from the multiple order data that make up the order group when the valid period for the last remaining order cancellation processing of the specified remaining order cancellation processing expires The remaining order cancellation processing means receives the execution instruction from the remaining order cancellation condition success / failure determination processing means, and receives a plurality of orders constituting an order group. It is also possible to execute a process of creating order data for cancel order for canceling all unfilled orders in the data.

  In this way, the customer can select two types of processing outside the valid period for remaining order cancellation processing (processing to cancel grouping and return to normal individual orders, or processing to cancel all unfilled orders). In the case of such a configuration, since there are more options for the customer, it is possible to further realize processing according to the customer's intention and further improve the convenience for the customer.

  In the order processing system described above, the grouping reception processing means includes a remaining order cancellation process from the customer order data stored in the order data storage means in association with the customer identification information about the customers to be grouped. The processing for accepting a plurality of grouping selection information by the customer or its input agent for designating a plurality of order data constituting each of a plurality of order groups for the user, and a data for remaining order cancellation processing The storage means includes, as customer identification information and group identification information, each order identification information of a plurality of order data constituting each of a plurality of order groups each grouped by a plurality of grouping selection information received by the grouping reception processing means. Remaining order cancellation terms The success / failure determination processing means satisfies the remaining order cancellation condition for each order group composed of a plurality of order data stored in the remaining order cancellation processing data storage means in association with the same group identification information. It is desirable that the process for determining whether or not it has been performed is executed.

  Here, the “grouping reception processing means” may be configured to allow one order data to be specified across a plurality of order groups, or one order data may be assigned to a plurality of order groups. It is good also as a structure which prohibits specifying over it.

  In such a configuration that can specify a plurality of order groups, a single customer can specify a plurality of order groups at the same time. It is possible to execute a remaining order cancellation process with an intention. For example, when five buy orders are grouped and any two of the buy orders are filled, a setting for executing a remaining order cancellation process for canceling the remaining three unfilled buy orders (for example, FIG. ) And grouping three sell orders, and if any one of the sell orders is executed, the setting for executing the remaining order cancel processing for canceling the remaining two unsettled sell orders (for example, FIG. 7)), and in this case, even if one of the remaining order cancellation conditions is satisfied and the remaining order cancellation processing is executed, the other remaining order cancellation condition is executed. Next, if the other remaining order cancellation condition is satisfied, the remaining order cancellation processing is executed for the other.

  Further, in the order processing system described above, the uncommitted order data of the customer stored in the order data storage means in association with the customer identification information about the customer who performs the grouping change is acquired, and the grouping change is performed. Order identification information for a plurality of orders constituting an order group grouped by the customer stored in the remaining order cancellation processing data storage means in association with customer identification information for the customer to be performed, and an order group Order data storage means and contract data are acquired in association with order identification information for orders executed out of a plurality of orders constituting the acquired order group. About the order executed by the customer stored in the storage means The order data and execution data are acquired, and the multiple order data that currently make up the order group are displayed on the screen along with information indicating whether each of these order data has been executed. Displays the uncommitted order data of the customer who does not constitute the order group on the screen, and accepts grouping change information by the customer or its input agent for specifying a plurality of order data constituting the changed order group It is desirable to have a configuration including grouping change processing means for executing processing.

  When the grouping change processing unit is configured as described above, the customer wants to change a plurality of orders constituting a plurality of orders constituting the set order group due to a change in circumstances or the like. The customer convenience can be changed easily, and the convenience of the customer can be further improved.

  Further, as an order processing method realized by the order processing system of the present invention described above, the following order processing method of the present invention can be cited.

  <In the case of an invention that judges the success or failure of the remaining order cancellation condition based on the number of contracted orders>

  That is, the present invention relates to an order processing method executed by an order processing system comprising a computer for executing processing for placing a purchase order of a customer's financial product on the market, wherein the customer's order data is converted into order identification information and a customer. The order data storage means stores the data in association with the identification information, the order data creation processing means executes processing for creating order data using the order data stored in the order data storage means, and the order processing means The order data created by the order data creation processing means is transmitted to the market system via a communication line, and the grouping reception processing means before the order processing means sends the order data to the market system. Or later, the customer stored in the order data storage means in association with the customer identification information about the grouping customer. Accepts grouping selection information by the customer or its input agent to specify multiple order data that constitutes the order group for the remaining order cancellation processing from the order data of the order data, or in addition to the grouping selection information, the order group Each of a plurality of order data constituting an order group grouped by grouping selection information received by the grouping acceptance processing means, and executing a process of accepting an input designation of the number of order data to be executed among a plurality of order data constituting The order identification information is stored in the remaining order cancellation processing data storage means in association with the customer identification information, and the order processing means executes processing for receiving the contract data transmitted from the market system via the communication line. The remaining order cancellation condition success / failure judgment processing means Among the order identification information of a plurality of order data constituting the order group stored in the storage means, the order identification information of the number specified by the customer or a predetermined number is included in the contract data received from the market system The remaining order cancellation processing unit executes a process for determining whether or not the remaining order cancellation condition that matches the order identification information to be satisfied, and the remaining order cancellation processing means satisfies the remaining order cancellation condition success / failure determination processing means. When it is determined, the remaining uncommitted remaining order data of the order data stored in the remaining order cancellation processing data storage means is used by using the order identification information of the remaining unordered order data. A process for creating order data for a cancel order for canceling the order is executed, and the order processing means generates the order for the cancel order created by the remaining order cancel processing means. It is characterized by executing processing for transmitting the order data to the market system via a communication line.

  <In the case of an invention that determines the success or failure of the remaining order cancellation condition based on the total amount of contracted purchase orders or the total amount of contracted selling orders>

  The present invention also relates to an order processing method executed by an order processing system comprising a computer for executing a process for placing a purchase order of a customer's financial product on the market, wherein the customer's order data is converted into order identification information and a customer. The order data storage means stores the data in association with the identification information, the order data creation processing means executes processing for creating order data using the order data stored in the order data storage means, and the order processing means The order data created by the order data creation processing means is transmitted to the market system via a communication line, and the grouping reception processing means before the order processing means sends the order data to the market system. Or, later, the customer's information stored in the order data storage means in association with the customer identification information about the grouping customer Grouping selection information by the customer or its input agent to specify the order data of multiple buy orders or multiple sell orders that make up the order group for remaining order cancellation processing from the sentence data, and the total of the contract amount A process for receiving an input of a specified amount by the customer or the input agent for determining the upper limit of the amount is executed, and a plurality of order data constituting an order group grouped by the grouping selection information received by the grouping reception processing means Each order identification information is associated with customer identification information and stored in the data storage means for remaining order cancellation processing, and the order processing means executes processing for receiving the contract data transmitted from the market system via the communication line. The remaining order cancellation condition success / failure judgment processing means uses the contract data received from the market system. When the order identification information that is received matches the order identification information of the plurality of order data that constitutes the order group stored in the data storage means for the remaining order cancellation processing, the contract amount included in the contract data is totaled, and the purchase order Executes the process of determining whether the total amount of the contracted amount or the total amount of the contracted amount of the sales order has exceeded the specified amount entered by the customer or the remaining order cancellation condition that the specified amount has been reached is satisfied If the remaining order cancellation processing means determines that the remaining order cancellation condition success / failure determination processing means satisfies the remaining order cancellation condition, the remaining unsettled orders among the plurality of order data constituting the order group Using the order identification information of the data, execute processing to create order data for cancellation order to cancel the remaining unsettled orders, and the order processing means uses the remaining order cancellation processing means. The process of transmitting the order data for cancellation order created in this way to the market system via a communication line is executed.

  <In the case of an invention that determines the success or failure condition of the remaining order by the offset amount obtained by subtracting the total amount of the contracted amount of the executed sales order from the total amount of the contracted amount of the contracted purchase order>

  Furthermore, the present invention relates to an order processing method executed by an order processing system comprising a computer for executing processing for placing a purchase order of a customer's financial product to the market, the customer's order data being converted into order identification information and customer The order data storage means stores the data in association with the identification information, the order data creation processing means executes processing for creating order data using the order data stored in the order data storage means, and the order processing means The order data created by the order data creation processing means is transmitted to the market system via a communication line, and the grouping reception processing means before the order processing means sends the order data to the market system. Or later, the customer stored in the order data storage means in association with the customer identification information about the grouping customer Grouping selection information by the customer or its input agent for specifying a plurality of order data constituting an order group for the remaining order cancellation processing in a state where a buy order and a sell order are mixed from the order data, and Processing to accept the specified amount input by the customer or its input agent to determine the upper limit of the offset amount by subtracting the total amount of the contracted amount of the selling order from the total amount of the contracted amount of the buy order, grouping acceptance processing The order identification information of each of the plurality of order data constituting the order group grouped by the grouping selection information received by the means is stored in the remaining order cancellation processing data storage means in association with the customer identification information, and the order processing means Execute the process to receive the contract data sent from the market system via the communication line, and the remaining order The cancellation condition success / failure determination processing means matches the order identification information included in the contract data received from the market system with the order identification information of a plurality of order data constituting the order group stored in the remaining order cancellation processing data storage means. In this case, by adding the contract amount of the buy order included in the contract data and subtracting the contract amount of the sell order, the offset amount is obtained by subtracting the total contract amount of the sell order from the total contract amount of the buy order. To calculate whether the offset amount exceeds the specified amount entered by the customer or the remaining order cancellation condition that the specified amount has been reached is satisfied, the remaining order cancellation processing means, When the remaining order cancellation condition success / failure determination processing unit determines that the remaining order cancellation condition is satisfied, the unordered remaining order data among the plurality of order data constituting the order group The processing for creating the order data for the cancellation order for canceling the remaining unfilled orders is executed using the order identification information of the data, and the order processing means uses the order for cancellation order created by the remaining order cancellation processing means. The present invention is characterized in that processing for transmitting order data to a market system via a communication line is executed.

  In these order processing methods of the present invention, the operations and effects obtained by the above-described order processing system of the present invention can be obtained as they are, thereby achieving the object.

  The program of the present invention is for causing a computer to function as the order processing system described above.

  The above-mentioned program or a part thereof is, for example, a magneto-optical disk (MO), a read-only memory (CD-ROM) using a compact disk (CD), a CD recordable (CD-R), a CD rewritable (CD -RW), read-only memory (DVD-ROM) using digital versatile disk (DVD), random access memory (DVD-RAM) using DVD, flexible disk (FD), magnetic tape, hard disk, It can be recorded on storage media such as read-only memory (ROM), electrically erasable and rewritable read-only memory (EEPROM), flash memory, and random access memory (RAM) for storage and distribution. And, for example, a local area network (LA ), A metropolitan area network (MAN), a wide area network (WAN), a wired network such as the Internet, an intranet, or an extranet, or a wireless communication network, or a combination thereof. It is also possible to carry it on a carrier wave. Furthermore, the above program may be a part of another program, or may be recorded on a recording medium together with a separate program.

  As described above, according to the present invention, since the remaining order cancellation condition success / failure determination processing means performs the determination process of the success / failure condition of the remaining order cancellation condition, the customer does not need to stick to the screen and monitor the order status. Because the monitoring burden on the customer can be reduced, and when the remaining order cancellation condition is satisfied, the remaining order cancellation processing means creates the order data for the canceled order for the remaining unsettled orders. , The customer does not need to cancel the order after receiving the contract result, and it is possible to save the customer input and time after the contract is completed, and during the cancel operation, The possibility of unsettled orders being filled can also be eliminated, improving customer convenience, and orders that have already undergone order acceptance processing after order review. Since the grouping as elephant, there is an effect that it is possible to avoid the inconvenience that the grouping process by the customer is wasted by ordering examination.

1 is an overall configuration diagram of an order processing system according to an embodiment of the present invention. The block diagram of the order data storage means of the said embodiment. The block diagram of the data storage means for the remaining order cancellation process of the said embodiment. The block diagram of the contract data storage means of the said embodiment. The figure of the flowchart which shows the flow of the order processing by the order processing system of the said embodiment. The figure which shows an example of the ROC selection screen of the said embodiment, and an ROC condition input screen, and the example of an input on these screens. The figure which shows an example of the ROC selection screen of the said embodiment, and an ROC condition input screen, and another input example on these screens. The figure which shows an example of the ROC change / cancellation screen of the embodiment.

  An embodiment of the present invention will be described below with reference to the drawings. FIG. 1 shows an overall configuration of an order processing system 10 of the present embodiment. 2 shows the configuration of the order data storage means 30, FIG. 3 shows the configuration of the remaining order cancellation processing data storage means 31, and FIG. 4 shows the configuration of the contract data storage means 32. Has been. FIG. 5 is a flowchart showing the order processing flow by the order processing system 10. Further, FIGS. 6 and 7 show examples of the ROC selection screen 100 and the ROC condition input screen 200 and input examples on these screens 100 and 200. FIG. 8 shows an example of the ROC change / cancel screen 300. It is shown.

  In FIG. 1, the order processing system 10 executes various processes relating to acceptance of buying and selling orders of financial products (in the present embodiment, stocks as an example) and ordering to the market, and various processes necessary for these processes. The order processing server 20 is stored, and the order processing server 20 is connected to a terminal device 40 operated by a customer or an input agent thereof (for example, an operator, a salesperson, etc.) via the network 1. Yes. The order processing server 20 is connected to a market system 50 (for example, a stock exchange system) via a dedicated line 2 that is a communication line.

  Here, the network 1 includes various forms such as the Internet, an intranet, an extranet, a LAN, a MAN, a WAN, or a combination thereof, and is wired or wireless, and further, wired and wireless. Regardless of whether it is a mixed type, in short, it is only necessary to be able to transmit information at a certain speed between a plurality of points (regardless of the length of distance). The communication line connecting the order processing server 20 and the market system 50 may use the network 1 instead of the dedicated line 2.

  The order processing server 20 includes one or a plurality of computers, and includes an order reception processing unit 21, an order data creation processing unit 22, a grouping reception processing unit 23, a remaining order cancellation condition success / failure determination processing unit 24, Remaining order cancellation processing means 25, order processing means 26, grouping change processing means 27, order data storage means 30, remaining order cancellation processing data storage means 31, contract data storage means 32, order data storage means 33.

  The order reception processing means 21 transmits display data for an order entry screen (not shown) to the terminal device 40 via the network 1 in response to a request from the terminal device 40 of the customer or its input agent. Order data (for example, customer identification information (account number, etc.), brand identification information (brand code, etc.), order quantity (number of shares), trading category, order unit price (limit price), Execution order, order continuation deadline, etc.) are received, the order review is performed on the received order data using the order review data stored in the order review data storage means (not shown), and the order review is passed. Order identification information (order number) is automatically assigned to the order data, and the order identification data, along with the order date and order time when the order was accepted, is customer identification information. Account number, etc.) and the order identification (Order ID) in association with the order data storage unit 30 (and executes a process of storing in FIG. 2). For order data that has not passed the order review, a process for transmitting display data to that effect to the terminal device 40 via the network 1 is executed.

  In the order review processing by the order reception processing means 21, for example, checking whether it is an order reception time zone, checking whether it is a customer that can be traded, checking a brand code, or stopping a transaction for a customer dealing with a specified brand. Check whether the market is suspended, Check whether the market is suspended, Check whether the unit price is appropriate, Check the assets held to determine whether the quantity can be sold in the case of a sell order, Buy order In this case, a check of a trading capacity, a mechanism deposit agreement check, a check of whether or not the customer is an insider, etc. are executed.

  The order data creation processing means 22 uses the order data stored in the order data storage means 30 (see FIG. 2) to place order data (for example, order identification information (order number), customer identification information (account number, etc.), (Including brand identification information (brand code, etc.), order quantity (number of shares), trading category, order unit price (limit price), etc.), and processing for storing the created order data in the order data storage means 33 is executed. . At this time, the order data creation processing means 22 creates order data for an order whose status stored in the order data storage means 30 (see FIG. 2) is “unordered” and sets the status to “unordered”. To “waiting for order”. Further, the order data creation processing means 22 refers to the order continuation time limit stored in the order data storage means 30 and changes the status to “expired (expired)” for the order for which the order continuation time limit has passed.

  The grouping reception processing unit 23 displays the data for display on the ROC selection screen 100 and the ROC condition input screen 200 (see FIGS. 6 and 7) in the network 1 in response to a request from the terminal device 40 or the input agent. To the terminal device 40, and receives input data related to the customer grouping transmitted from the terminal device 40 via the network 1, and enters the order group specified by the grouping selection information included in the received input data. On the other hand, group identification information is automatically given, and the received input data relating to grouping is stored in the remaining order cancellation processing data storage means 31 (see FIG. 3) in association with the group identification information and customer identification information (account number, etc.). The process is executed.

ROC (Remainder
"Order Cancellation" refers to a remaining order cancellation process or a grouping for performing the process or a grouped state. In addition, when a plurality of order groups are specified by one customer, group identification information is assigned to each order group separately, but identifies a plurality of order groups for the same customer. It is not necessary to be able to identify all order groups for all customers. For example, it is only necessary that the first order group and the second order group of Yamato Taro can be identified, and the first order group of Taro Yamato and the first order group of Hanako Yamato There is no need to be able to identify. However, in the present embodiment, as shown in the example of FIG. 3, the group identification information can identify all order groups for all customers.

  Here, the input data relating to the customer grouping input by the customer or the input agent is stored in the order data storage means 30 (see FIG. 2) in association with the customer identification information about the grouping customer. Grouping selection information for specifying multiple order data that constitutes the order group for the remaining order cancellation processing from the order data of the customer's unfilled orders, and unfilled among the multiple orders that constitute the order group There is condition data for designating a remaining order cancellation condition for executing a remaining order cancellation process for canceling the remaining orders all at once.

  The former grouping selection information is data input on the ROC selection screen 100 (see FIGS. 6 and 7), and is information for selecting only a buy order and information for selecting only a sell order. In some cases, it is information that selects purchase orders and sell orders in a mixed state, and in addition, it is information that selects all unfilled buy orders at once. There are cases where the information is to select all at once. Specifically, the grouping selection information may be a set of order identification information of a plurality of order data constituting the order group, or at the stage of transmission / reception with the terminal device 40 at the time of grouping reception, The information may be one-to-one correspondence (information that is received from the terminal device 40 and then converted into order identification information and stored in the remaining order cancellation processing data storage unit 31 (see FIG. 3)). The number of orders to be grouped is arbitrary and can be determined by the customer's intention.

  The latter condition data is data input on the ROC condition input screen 200 (see FIGS. 6 and 7), and the number of order data (condition type 1) to be executed out of a plurality of order data constituting the order group. , The total amount of the contract amount of the sell order from the specified amount (condition type 2) for determining the upper limit of the total amount of the contract amount of the buy order or the sum of the contract amount of the sell order and the total amount of the contract amount of the buy order The remaining amount of the designated amount (condition type 3) for determining the upper limit of the amount of offset that is subtracted and at least one (in this embodiment, it is two as an example, but is not limited to two). Cancellation processing validity period (ROC validity period), priority selection information indicating whether or not the ROC validity period is prioritized over individual order continuation deadlines, and individual order continuation deadlines of a plurality of order data constituting an order group Toga That. The relationship between the ROC validity period and the individual order continuation deadline will be described in detail with reference to FIGS. 6 and 7.

  Then, the grouping reception processing unit 23 acquires the customer order data from the order data storage unit 30 (see FIG. 2) using the customer identification information about the customers to be grouped as a key, and the order data storage unit 30 stores the order data. The ROC selection screen 100 (FIG. 6, FIG. 6) is used by using the order data of the unfilled orders within the order continuation period whose status is not “confirmed” and is not “expired (expired)”. 7) is created. The grouping reception processing unit 23 stores the contract data including the order identification information identical to the order identification information (order number) of the order data of the customer acquired from the order data storage unit 30 (see FIG. 2). Information on whether or not the order of the customer has been executed may be acquired depending on whether or not the information is stored in the means 32 (see FIG. 4).

  Further, the grouping reception processing means 23 uses the plurality of order data constituting the order group specified by the grouping selection information input on the ROC selection screen 100 (see FIGS. 6 and 7), and uses the ROC condition input screen 200. Display data (see FIGS. 6 and 7) is created.

  The remaining order cancellation condition success / failure determination processing unit 24 stores the remaining order cancellation stored in the remaining order cancellation processing data storage unit 31 for each order group stored in the remaining order cancellation processing data storage unit 31 (see FIG. 3). Refers to the remaining order cancellation processing data including the condition data indicating the conditions and the execution data stored in the execution data storage means 32 (see FIG. 4), and executes a process of repeatedly determining whether the remaining order cancellation conditions are successful. It is.

  At this time, the remaining order cancellation condition success / failure determination processing means 24 is stored in the remaining order cancellation processing data storage means 31 for each order group stored in the remaining order cancellation processing data storage means 31 (see FIG. 3). When it is determined whether it is in the effective period for the remaining order cancellation processing with reference to the effective period for the remaining order cancellation processing (ROC effective period), and is determined to be in the effective period for the remaining order cancellation processing Only when the remaining order cancellation condition is satisfied is determined.

  In executing the determination process for determining whether or not the remaining order cancellation condition is satisfied, more specifically, the remaining order cancellation condition success / failure determination processing means 24 includes the remaining order cancellation processing data storage means 31 (FIG. 3). Determination of whether or not execution data including the same order identification information is stored in the execution data storage means 32 (see FIG. 4) for the order identification information of a plurality of order data constituting the order group stored in the reference) Is repeated to monitor whether or not multiple orders that make up the order group have been executed. If there is an executed order, the order identification information (order number) for the executed order is displayed as the group identification. A process of storing the information in the remaining order cancellation processing data storage means 31 (see FIG. 3) in association with the information and customer identification information (account number or the like) is executed. At this time, for the order group in which the order identification information (order number) about the executed order is already stored, the order identification information about the executed order is obtained from the order identification information of a plurality of order data constituting the order group. For the remaining order identification information (except that it was stored in the monitoring process before the previous time), the contract data including the same order identification information is stored in the contract data storage means 32 (see FIG. 4). By repeating the determination of whether or not it is stored, it is monitored whether or not there is a newly executed order for a plurality of orders constituting the order group. In the example of FIG. 3, the order identification information about the executed order is stored in the remaining order cancellation processing data storage means 31. However, the order identification information of a plurality of order data constituting the order group is stored. It is also possible to provide a contract flag indicating the contracted / uncommitted status in correspondence with each of these, and when the order is executed, this contract flag may be raised.

  Further, the remaining order cancellation condition success / failure determination processing means 24, when the above monitoring process detects that there is a newly executed order among a plurality of orders constituting the order group, the remaining order cancellation processing Referring to the condition data indicating the remaining order cancellation condition stored in the data storage means 31 (see FIG. 3), it is determined whether the remaining order cancellation condition is satisfied, and it is determined that the remaining order cancellation condition is satisfied. In this case, a process of changing the status stored in the remaining order cancellation processing data storage means 31 from “0 (condition not satisfied)” to “1 (condition satisfied)” is executed.

  Here, when the remaining order cancellation condition success / failure determination processing means 24 determines whether or not the remaining order cancellation condition is satisfied, the remaining order cancellation processing data storage means 31 (see FIG. 3) stores the remaining order. When the type of cancellation condition is “1 (number of contracted orders)”, the number of order identification information on the contracted orders stored in the remaining order cancellation processing data storage means 31 (that is, an order group is formed) It is determined whether or not the number of orders out of a plurality of orders reached the number designated by the customer stored as the remaining order cancellation condition in the remaining order cancellation processing data storage means 31 If it is determined, the status stored in the remaining order cancellation processing data storage means 31 is changed from “0 (condition not satisfied)” to “1 (condition satisfied)”.

  If the type of the remaining order cancellation condition stored in the remaining order cancellation processing data storage means 31 (see FIG. 3) is “2 (total amount)”, the remaining order cancellation processing data storage means 31 stores The contract amount included in the contract data is acquired from the contract data storage means 32 (see FIG. 4) using the order identification information about the stored contract order as a key (the contract amount and the contract unit price are acquired and multiplied). You can calculate the total amount of the contracted amount that was acquired, and the total amount of the contracted amount calculated (that is, the total of the contracted amount of the contracted orders among multiple orders that make up the order group) Whether or not the customer specified amount stored as the remaining order cancellation condition in the remaining order cancellation processing data storage means 31 or the customer specified amount has been reached. Or reach When it is determined that the status stored in the remaining order cancellation processing data storage unit 31 is changed from "0 (condition is not satisfied)" to "1 (condition met)."

  Further, when the type of the remaining order cancellation condition stored in the remaining order cancellation processing data storage means 31 (see FIG. 3) is “3 (offset amount)”, the remaining order cancellation processing data storage means 31 stores The contract amount included in the contract data is acquired from the contract data storage means 32 (see FIG. 4) using the order identification information about the stored contract order as a key (the contract amount and the contract unit price are acquired and multiplied). You can calculate the amount.) If the contract amount of the buy order is added, and if it is the contract amount of the sell order, the sum of the contract amount of the sell order is subtracted from the total amount of the contract amount of the buy order Calculate the offset amount after subtracting the amount, and calculate the calculated offset amount (that is, the total amount of the contracted amount of the sell order executed from the total amount of the contracted amount of the executed buy order among the multiple orders constituting the order group) Reduced phase The amount) exceeds the customer specified amount stored as the remaining order cancellation condition in the remaining order cancellation processing data storage means 31, or whether it has reached the customer specified amount, If it is determined that the status has been reached, the status stored in the remaining order cancellation processing data storage means 31 is changed from “0 (condition not satisfied)” to “1 (condition satisfied)”.

  On the other hand, the remaining order cancellation condition success / failure determination processing means 24 refers to the remaining order cancellation processing validity period (ROC validity period) stored in the remaining order cancellation processing data storage means 31 (see FIG. 3), and If it is determined that it is not within the valid period for cancellation processing, the priority selection information stored in the remaining order cancellation processing data storage means 31 (the effective period for the remaining order cancellation processing is set to a plurality of orders constituting the order group). A process for determining whether or not the selection for giving priority to the valid period for the remaining order cancellation process is performed with reference to the selection information on whether or not to prioritize each order continuation date of the data) is executed. Based on the determination result, one of the following two processes is executed.

  First, as a first process, when the remaining order cancellation condition success / failure determination processing means 24 determines that the priority order for the remaining order cancellation processing valid period (ROC effective period) has not been selected, the remaining order cancellation condition success / failure determination processing means 24 By not executing the process of determining whether or not the order cancellation condition is satisfied, the grouping for the remaining order cancellation process is released. Then, the remaining order cancellation condition success / failure determination processing means 24 is before the start of the first ROC validity period (1), or the first ROC validity period (1) and the second ROC validity period (2). When the time is between the two, the status stored in the remaining order cancellation processing data storage means 31 (see FIG. 3) is set to “3 (ROC temporary release)”. In addition, when only the first ROC effective period (1) is designated, when the first ROC effective period (1) has elapsed, or when the first and second ROC effective periods (1), (2 When the second ROC validity period (2) has elapsed, the status stored in the remaining order cancellation processing data storage means 31 (see FIG. 3) is changed to “5 (ROC end cancellation). ) ”. Therefore, the plurality of order data constituting the order group is returned to the normal individual order, and the order continuation time limit for each order is applied.

  Next, as the second process, if the remaining order cancellation condition success / failure determination processing means 24 determines that the priority order for the remaining order cancellation processing valid period (ROC effective period) has been selected, It is determined whether or not it is time to execute a process of canceling all unfilled orders among a plurality of orders constituting the order group. This is because even if it is outside the valid period for the remaining order cancellation process (ROC valid period), it is not always the timing to execute the process of canceling all uncommitted orders. That is, the remaining order cancellation condition success / failure determination processing means 24 is before the start of the first ROC validity period (1), or the first ROC validity period (1) and the second ROC validity period (2). Since these periods are not the timing for executing the processing for canceling all unfilled orders, the status stored in the remaining order cancellation processing data storage means 31 (see FIG. 3). Is set to “3 (ROC temporary release)”. On the other hand, when only the first ROC effective period (1) is specified, when the first ROC effective period (1) has elapsed, or the first and second ROC effective periods (1), (2 ) Is designated, and when the second ROC validity period (2) has elapsed, it is the timing for executing the process of canceling all unfilled orders, so the remaining order cancellation processing data storage means 31 The status stored in (see FIG. 3) is set to “4 (cancel when valid period has passed)”. The status change process to “4 (cancellation after expiration of valid period)” corresponds to a process of transmitting an execution command for a process of canceling all unfilled orders to the remaining order cancellation processing means 25. More generally, when the effective period for the remaining order cancellation process is not started, or when a plurality of effective periods (ROC effective periods) for the remaining order cancellation process are specified, the remaining periods are canceled. When it is time between valid periods for order cancellation processing, the status is set to “3 (ROC temporary release)”, and only one designated remaining order cancellation processing valid period has passed, or multiple When the valid period for the last remaining order cancellation processing of the designated remaining order cancellation processing valid period has elapsed, the status is set to “4 (cancellation when valid period has elapsed)”.

  The remaining order cancellation processing means 25 monitors the status stored in the remaining order cancellation processing data storage means 31 (see FIG. 3), and when the status becomes “1 (condition satisfied)”, that is, the remaining order cancellation condition. When it is determined by the success / failure determination processing means 24 that the remaining order cancellation condition is satisfied, the remaining unsettled of the plurality of order data constituting the order group stored in the remaining order cancellation processing data storage means 31 All the uncommitted remaining order data is acquired from the order data storage means 30 (see FIG. 2) using the order identification information of all the order data, and all the remaining uncommitted orders are acquired using the acquired order data. Order data for cancellation order (including order identification information and customer identification information) for canceling the current order is created, and the created order data for cancellation order is stored in the order data storage means 33. It is 憶, the status stored in the remaining order cancellation processing data storage unit 31, and executes a process of changing from "1 (condition met)" to "2 (processed)".

  Further, the remaining order cancellation processing means 25 monitors the status stored in the remaining order cancellation processing data storage means 31 (see FIG. 3), and when the status becomes “4 (cancellation when valid period elapses)”, That is, when an execution command for canceling all unsettled orders is received by the remaining order cancellation condition success / failure determination processing means 24, a plurality of orders constituting the order group stored in the remaining order cancellation processing data storage means 31 Using the order identification information of all unfilled orders in the data, order data for all unfilled orders is acquired from the order data storage means 30 (see FIG. 2), and the acquired order data is used. Order data for cancellation order (including order identification information and customer identification information) for canceling all unfilled orders among the plurality of order data constituting the order group. Then, the created order data for cancellation order is stored in the order data storage means 33, and the status stored in the remaining order cancellation processing data storage means 31 is changed from "4 (cancellation when valid period has passed)" to "5. The process of changing to “ROC end cancellation” is also executed.

  The order processing means 26 transmits the order data created by the order data creation processing means 22 and stored in the order data storage means 33 to the market system 50 via the dedicated line 2, and the order data storage means 30 (FIG. 2) is changed from “Waiting for order” to “Ordered”, and the order for cancellation order created by the remaining order cancellation processing means 25 and stored in the order data storage means 33 is stored. Data is transmitted to the market system 50 via the dedicated line 2, the status stored in the order data storage means 30 is changed from “ordered” to “cancelled”, and from the market system 50 via the dedicated line 2. The received contract data is stored in the contract data storage means 32 (see FIG. 4) and stored in the order data storage means 30. The status, and executes a process of changing from the "pre-orders" to "pre-contract".

  The grouping change processing unit 27 uses the data stored in the order data storage unit 30 (see FIG. 2) and the remaining order cancellation processing data storage unit 31 (see FIG. 3) to form a plurality of order groups. A process for accepting an order change and a process for accepting cancellation of grouping are executed.

  Specifically, the grouping change processing means 27 displays the display data of the ROC change / cancel screen 300 (see FIG. 8) via the network 1 in response to a request from the terminal device 40 or the customer's input agent. Grouping change information transmitted to the terminal device 40 and transmitted from the terminal device 40 via the network 1 (input by the customer or its input agent for designating a plurality of orders constituting the changed order group) Information), and the order identification information (order number) of a plurality of order data constituting the changed order group designated by the received grouping change information, group identification information and customer identification information (account number, etc.) A process of associating and storing in the remaining order cancellation processing data storage means 31 (see FIG. 3) is executed.

  Here, the grouping change information may be a set of order identification information of a plurality of order data composing the changed order group, as in the case of the grouping selection information, or transmission / reception with the terminal device 40 when the grouping change is accepted In this stage, information associated with the order identification information on a one-to-one basis (after receiving from the terminal device 40, it is converted into the order identification information and stored in the remaining order cancellation processing data storage means 31 (see FIG. 3). Information for storing). The number of orders that make up the order group after the change is arbitrary and does not need to match the number of orders that make up the order group before the change. It depends on the number of orders that make up the order group before the change. (You may add orders without replacement, or you may add orders with replacement.) Or you may delete them (You may delete orders without replacement or delete orders with replacement.) The same number may be used (replacement).

  Further, when creating the display data for the ROC change / cancellation screen 300 (see FIG. 8), the grouping change processing means 27 uses the customer identification information (account number, etc.) for the customer whose grouping is changed as a key. From the order data storage means 30 (see FIG. 2), the status stored in the order data storage means 30 among the order data of the customer is not “confirmed” and “expire (expired)”. The order data of unfilled orders within the order continuation period that is not in order is acquired, and using the acquired order data, a list display section of orders that can be selected as multiple orders constituting the changed order group is created To do. Further, the grouping change processing means 27 uses the customer identification information (account number, etc.) and group identification information about the customer whose grouping is changed as a key from the remaining order cancellation processing data storage means 31 (see FIG. 3), to the order group. Order identification information (order number) for a plurality of orders that constitute an order group grouped by the customer, and order identification information (order number) for an order that has been executed among the orders that constitute the order group ) To get. Then, the grouping change processing means 27 uses the order identification information (order number) for the executed order among a plurality of orders constituting the acquired order group as a key from the order data storage means 30 (see FIG. 2). Acquires order data of orders executed by customers, and also acquires contract data including contract amount (number of shares) and contract unit price from contract data storage means 32 (see FIG. 4), and displays a list of selectable orders. In the section, the order data, the contract amount (number of shares), and the contract unit price for orders already ordered (orders that cannot be excluded from grouping) among a plurality of orders constituting the order group are displayed. Further, the grouping change processing means 27 uses the order identification information (order number) for a plurality of orders constituting the acquired order group, and in the selectable order list display section, a plurality of groups grouped before the change are grouped. (The state before change may be shown as a default display).

  Further, the grouping change processing means 27 receives the ROC cancellation request signal transmitted from the terminal device 40 via the network 1, and stores the status stored in the remaining order cancellation processing data storage means 31 (see FIG. 3). The process of “5 (ROC end cancellation)” is also executed. The ROC cancellation request signal is a request signal for returning a plurality of grouped orders to a normal individual order, and is not a request signal for processing to cancel all uncommitted orders.

  As shown in FIG. 2, the order data storage means 30 includes order identification information (order number), customer identification information (account number, etc.), brand identification information (brand code, etc.), order quantity (number of shares), trading category, order The unit price (limit price), execution condition, order date, order time, order continuation time limit, status indicating the order status, etc. are stored in association with each other.

  As shown in FIG. 3, the remaining order cancellation processing data storage means 31 includes group identification information, customer identification information (account number, etc.), order identification information (order numbers) for a plurality of orders constituting an order group, and orders. Order identification information (order number) about the executed order among a plurality of orders constituting the group, remaining order cancellation condition (type, number of executed orders or specified amount), first ROC validity period (1), The second ROC effective period (2), priority selection information as to whether or not to prioritize the ROC effective period over individual order continuation deadlines, status indicating the status related to the ROC, and the like are stored in association with each other. In addition, instead of storing “order identification information (order number) for a filled order among a plurality of orders constituting the order group”, “order identification information (order number) for a plurality of orders constituting the order group” ”May be provided corresponding to each of“

  Here, the status indicating the status regarding the ROC includes, for example, “0 (condition not satisfied)” indicating that the remaining order cancellation condition is not satisfied during the ROC validity period, and the remaining order cancellation condition during the ROC validity period. “1 (Condition satisfied)” indicating a state that is satisfied and waiting for execution of the remaining order cancellation process, “2 (Processed)” indicating a state where the remaining order cancellation process is completed, and not during the ROC validity period , “3 (ROC temporary release)” indicating a state before the start of the ROC effective period or between the plurality of ROC effective periods, and the ROC effective period (a plurality of ROC effective periods are designated In the case where the last ROC valid period) has passed, “4 (cancellation when the valid period has passed)” indicating the state of waiting for execution of the process of canceling all unfilled orders, and all the processes related to ROC Exit and R It shows the state in which C is released there is a "5 (ROC End release)".

  As shown in FIG. 4, the contract data storage means 32 includes order identification information (order number), customer identification information (account number, etc.), brand identification information (brand code, etc.), contract amount (number of shares), trade classification, contract, The unit price, contract amount, contract date, etc. are stored in association with each other.

  The order data storage means 33 includes order data (for example, order identification information (order number), customer identification information (account number, etc.), brand identification information (brand code, etc.), order quantity (number of shares), trading classification, order unit price ( Limit order), etc.), and order data for canceling orders (for example, including order identification information (order number) and customer identification information (account number, etc.)) are stored.

  In the above, each processing means 21 to 27 of the order processing server 20 defines a central processing unit (CPU) provided inside the computer main body constituting the order processing server 20 and an operation procedure of this CPU. Realized by one or more programs.

  Each of the storage means 30 to 33 of the order processing server 20 is preferably realized by, for example, a hard disk or the like, but ROM, EEPROM, flash memory, RAM, MO, CD-ROM, CD-R, CD-RW, DVD-ROM, DVD-RAM, FD, magnetic tape, or a combination thereof may be employed.

  Further, the order processing server 20 is not limited to one realized by one computer or one CPU, but may be realized by performing distributed processing by a plurality of computers or a plurality of CPUs.

  The terminal device 40 is configured by a computer, and includes input means such as a mouse and a keyboard, a display device such as a liquid crystal display and a CRT display, and a printing device. The terminal device 40 may be a mobile device such as a mobile phone (including PHS) or a personal digital assistant (PDA).

  The market system 50 is configured by a computer, and is, for example, an exchange system for financial products such as a stock exchange system, a private trading system (PTS), an over-the-counter market system, or the like.

  In the present embodiment as described above, the order processing system 10 performs order acceptance, market ordering, and cancellation processing as follows.

  In FIG. 5, when the customer or its input agent operates the terminal device 40 and transmits a display request signal for the order input screen to the order processing server 20 via the network 1, the order processing server 20 receives the order reception processing means. 21, in response to a request from the terminal device 40 of the customer or its input agent, display data for an order input screen (not shown) is transmitted to the terminal device 40 via the network 1. Then, an order input screen is displayed on the screen of the terminal device 40.

  Subsequently, the customer inputs data for buying and selling orders for financial products (in the present embodiment, the stock is used as an example) on the order input screen displayed on the terminal device 40, and the input order data. Is transmitted to the order processing server 20 via the network 1 (step S1). In the order processing server 20, customer order data (for example, customer identification information (account number, etc.), brand identification information (brand code, etc.) transmitted from the terminal device 40 via the network 1 by the order reception processing means 21. Order quantity (number of shares), trade classification, order unit price (limit price), execution condition, order continuation time limit, etc.), and the received order data is stored in the order review data storage means (not shown). The order identification information (order number) is automatically assigned to the order data that passed the order review, and this order data is sent to the customer along with the order date and order time when the order was accepted. It is stored in the order data storage means 30 (see FIG. 2) in association with the identification information (account number, etc.) and the order identification information (order number) (step S2). Also, the order reception processing means 21 sets the status of the order data storage means 30 to “unordered”.

  The input of the order in step S1 and the reception of the order in step S2 are repeated for a plurality of orders. Since the input and reception of the plurality of orders are performed independently for each order, they may be performed continuously at substantially the same time or may be performed at different times.

  Next, in the order processing server 20, the order data creation processing unit 22 stores the order stored in the order data storage unit 30 (see FIG. 2) in the order data storage unit 30 for the status “unordered”. Using the stored order data, order data (for example, order identification information (order number), customer identification information (account number, etc.), brand identification information (brand code, etc.), order quantity (number of shares), trading category, order The unit price (including the limit price) is created, and the created order data is stored in the order data storage means 33 (step S3). Further, the order data creation processing means 22 changes the status stored in the order data storage means 30 from “unordered” to “waiting for order”. The order data creation processing unit 22 refers to the order continuation time limit stored in the order data storage unit 30 and changes the status to “expired (expired)” for the order whose order continuation time limit has passed.

  Then, depending on the time when the order is entered in step S1 and the time when the order is accepted in step S2, the order processing means 26 creates ordering data in the time zone when the order can be placed on the market. The order data created by the processing means 22 and stored in the order data storage means 33 is transmitted to the market system 50 via the dedicated line 2, and the status stored in the order data storage means 30 (see FIG. 2) is stored. Then, “waiting for order” is changed to “already ordered” (step S4).

  After that, when the customer or its input agent operates the terminal device 40 and transmits the ROC setting request signal to the order processing server 20 via the network 1, the order processing server 20 uses the grouping reception processing means 23 to execute the terminal device. The display data of the ROC selection screen 100 (see FIG. 6) is transmitted to the terminal device 40 via the network 1 in response to the request from the customer 40 or the input agent. Then, the ROC selection screen 100 as shown in FIG. 6 is displayed on the screen of the terminal device 40.

  6, the ROC selection screen 100 is provided with a list display unit 110 that displays data related to uncommitted orders to be grouped with respect to a customer who has made an ROC setting request (Taro Yamato in the example of FIG. 6). It has been. The list display unit 110 includes a column of a grouping target selection unit 111 for selecting each order as a grouping target, a brand, a trading category, an order date, an ordering time, an execution condition, an order quantity (number of shares) for each order. ), Order unit price (limit price), and each display field for displaying the order continuation time limit.

  At this time, the list display unit 110 displays the order data of the customer from the order data storage unit 30 (see FIG. 2) using the customer identification information about the customer who has requested the ROC setting by the grouping reception processing unit 23 as a key. , And the status stored in the order data storage means 30 is not “confirmed” and the order data of an unconfirmed order within the order continuation date that is not “expired (expired)” It is done using. For example, in the example of FIG. 6, since the customer who made the ROC setting request is Taro Yamato, the order shown in the example of FIG. 2 using K0001 which is customer identification information (account number, etc.) of Taro Yamato as a key. Order data with order identification information (order numbers) T0001, T0002, T0004 to T0006, and T0008 to T0014 are acquired from the data storage means 30, and these orders are displayed on the list display unit 110. At the time of this grouping acceptance process (for example, October 15, 2009), the order for T0003 is “expired (expired)” and the order for T0007 is “confirmed”. Therefore, it is not displayed on the list display unit 110.

  In addition, the ROC selection screen 100 selects a purchase unit 120 that collectively selects all the purchase orders from among the grouping target orders displayed in the list display unit 110, and selects all the sell orders. A selection unit 121 is provided.

  Furthermore, the order processing system 10 is configured to accept a plurality of groupings, and in the example of FIG. 6, the ROC selection screen 100 is in a state of designating the first order group (ROC (1)). Yes. Accordingly, the ROC selection screen 100 is provided with a “next” button 130 for transitioning to a state in which the second order group (ROC (2)) is designated.

  The ROC selection screen 100 includes an “ROC condition input” button 140 for transitioning to the ROC condition input screen 200 (see FIG. 6), and an “end” button 150 for ending the ROC setting input operation. Is provided.

  Then, on the ROC selection screen 100 in FIG. 6, the customer or an input agent thereof has a plurality of orders constituting the first order group (ROC (1)) by the grouping target selection unit 111 or the selection units 120 and 121. After selecting and grouping, when the “ROC condition input” button 140 is pressed, the grouping selection information is displayed via the network 1 together with the display request signal of the ROC condition input screen 200 (see FIG. 6). (Step S5). For example, in the example of FIG. 6, grouping selection information for designating five purchase orders of brands B, E, K, N, and O (orders with order identification information of T0002, T0005, T0010, T0013, and T0014) as an order group. Sent.

  In the order processing server 20, when the grouping reception processing unit 23 receives the display request signal and the grouping selection information of the ROC condition input screen 200 from the terminal device 40, the display processing data of the ROC condition input screen 200 (see FIG. 6) is displayed. And transmitted to the terminal device 40 via the network 1. Then, the ROC condition input screen 200 as shown in FIG. 6 is displayed on the screen of the terminal device 40.

  In FIG. 6, the ROC condition input screen 200 is provided with a list display unit 210 that displays data relating to grouped orders for a customer who has made an ROC setting request (Taro Yamato in the example of FIG. 6). This list display unit 210 displays the brand, trade classification, order date, order time, execution condition, order quantity (number of shares), order unit price (limit price) only for each order specified by the received grouping selection information. Each display field and a field for an order continuation time limit input unit 211 for each order are provided. In the example of FIG. 6, order data of five purchase orders of brands B, E, K, N, and O selected on the ROC selection screen 100 are displayed.

  Further, the ROC condition input screen 200 includes an input unit 220 for the number of order data to be executed (condition type 1) among a plurality of order data constituting the order group, and the total amount of contracted amounts of purchase orders or sales orders. An input unit 221 for a specified amount (condition type 2) for determining the upper limit of the total amount of the contract amount, and an upper limit of the offset amount obtained by subtracting the total amount of the contract amount of the sell order from the total amount of the contract amount of the purchase order An input unit 222 for a designated amount (condition type 3) is provided.

  Further, the ROC condition input screen 200 includes an input unit 230 for a valid period for the first remaining order cancellation process (ROC valid period (1)) and a valid period for the second remaining order cancellation process (ROC valid period). (2)) is provided. In this embodiment, two ROC effective periods can be set. However, the present invention is not limited to this, and only one may be set or three or more can be set. You may do it. Even if a plurality of ROC effective periods can be set, it is not always necessary to set a plurality of ROC effective periods, and only one may be set.

  The ROC condition input screen 200 is provided with a selection unit 240 for prioritizing the ROC validity period over individual order continuation deadlines. When the selection unit 240 is checked while data is input to the ROC validity period input units 230 and 231, the end of the ROC validity period is displayed in the order continuation time limit input unit 211 of each order in the list display unit 210. The order continuation time limit that has been reflected and changed is automatically entered. Therefore, by inputting data to the order continuation time limit input unit 211 of each order in the list display unit 210, the customer can freely change the individual order continuation time period of each order separately. In the case of selecting 240 to give priority to the ROC validity period, the individual order continuation period from the beginning or the individually changed order continuation period thereafter will not be applied, and the end of the ROC validity period The order continuation period changed to reflect is applied. When data is input to both the input units 230 and 231 for the first and second ROC effective periods, if the selection unit 240 is checked, the second ROC effective period that is the last ROC effective period is entered. The order continuation period changed to reflect the end of period (2) is applied. That is, even if the selection unit 240 is checked, if the second ROC validity period (2) is set, all uncommitted orders are canceled when the first ROC validity period (1) has elapsed. Processing is not performed.

  In the example of FIG. 6, since the input part 230 of the first ROC validity period (1) is input from 9:30 on October 15, 2009 to 14:00 on October 20, 2009, If the selection unit 240 is checked in this state, each order in the list display unit 210 is reflected by reflecting the end of the first ROC validity period (1) at 14:00 on October 20, 2009. In the order continuation deadline input unit 211, all of October 20, 2009 are automatically input. Therefore, the order of the brand E (order identification information = T0005) is not changed because the order continuation deadline was originally October 20, 2009, but the four orders of the other brands B, K, N, and O ( The order continuation time limit for order identification information = T0002, T0010, T0013, T0014) will be uniformly changed on October 20, 2009. Thus, for example, the remaining order cancellation process is not performed for the order group and the remaining order cancellation process is not established by October 19, 2009, which is the day before the last day of the first ROC validity period (1). If not, the five orders for grouped stocks B, E, K, N, and O around 8am on the morning of October 20, 2009, the last day of the first ROC validity period (1) All of the uncommitted orders are placed on the market and remain uncommitted at 14:00 on October 20, 2009, the end of the first ROC validity period (1). It is possible to execute a process of canceling all of the orders that are in progress.

  Further, the ROC condition input screen 200 includes an “ROC execution” button 250 for completing the grouping and condition input and executing the ROC, and a “return to ROC selection screen” button 251 for returning to the ROC selection screen 100. Is provided. Even if the “ROC execution” button 250 is pressed, the setting data is stored in the remaining order cancellation processing data storage unit 31 (see FIG. 3) immediately. The process is not started immediately, and if the ROC validity period is not reached, the process for determining the success or failure of the remaining order cancellation condition is not executed.

  Then, in the ROC condition input screen 200 of FIG. 6, the customer or the input agent thereof inputs the number (condition type 1) input unit 220, the specified amount (condition type 2) input unit 221 or the specified amount (condition type 3). ) To any one of the input units 222 and the first ROC validity period (1) to the input unit 230 and, if necessary, the order of each order in the list display unit 210 When the continuation time limit is input to the input unit 211, the check is input to the selection unit 240, and the second ROC validity period (2) is input to the input unit 231 and then the “ROC execution” button 250 is pressed. , Data on the remaining order cancellation condition (type, number of contracted orders or designated amount), ROC valid period, order continuation period after change, priority selection information on whether to prioritize ROC valid period, Together with customer identification information (account number, etc.), and transmitted to the order processing server 20 via the network 1 (step S5). In the example of FIG. 6, Taro Yamato selects condition type 1 and inputs “2” as the number of contract orders, so five purchase orders of grouped stocks B, E, K, N, and O The ROC is designated to cancel the remaining three unfilled buy orders when two buy orders are closed.

  In the order processing server 20, the grouping reception processing means 23 causes the data regarding the remaining order cancellation conditions from the terminal device 40 (type and number of contracted orders or designated amount), ROC valid period, changed order continuation period, ROC valid After receiving the priority selection information on whether or not to prioritize the period, group identification information is automatically given to the designated first order group (ROC (1)), and the grouping selection information already received Order identification information (order number) of a plurality of order data constituting the designated first order group, data on the remaining order cancellation condition (type, number of contracted orders or designated amount), ROC validity period, ROC validity period Priority selection information on whether or not to prioritize credits is associated with group identification information and customer identification information (account number, etc.) In addition to storing the data in the data storage means 31 (see FIG. 3) and receiving the changed order continuation deadline, the order continuation deadline after the change is shown as order identification information (order number) and customer identification information (account number, etc.). ) And stored in the order data storage means 30 (see FIG. 2) (step S6). In the example of FIG. 3, the first order group designated by Taro Yamato in the example of FIG. 6 is stored in association with G001 which is group identification information and K0001 which is customer identification information of Yamato Taro.

  Subsequently, when another grouping is performed, the customer or the input agent presses the “return to ROC selection screen” button 251 on the ROC condition input screen 200 in FIG. 6 to operate the ROC selection screen 100 in FIG. After returning to, the “next” button 130 on the ROC selection screen 100 is pressed. Then, an ROC selection screen 100 for designating a second order group (ROC (2)) as shown in FIG. 7 is displayed on the screen of the terminal device 40. The ROC selection screen 100 in FIG. 7 is the same as the ROC selection screen 100 in FIG. 6, and “Previous” for returning to the ROC selection screen 100 for designating the first order group (ROC (1)). The only difference is that a “to” button 131 is added.

  Then, in the ROC selection screen 100 of FIG. 7, the grouping target selection unit 111 or the selection units 120 and 121 are the same as when the customer or the input agent designates the first order group (ROC (1)). Then, after selecting and grouping a plurality of orders constituting the second order group (ROC (2)), pressing the “ROC condition input” button 140 causes the ROC condition input screen 200 (see FIG. 7) to be displayed. Along with the display request signal, grouping selection information is transmitted to the order processing server 20 via the network 1 (step S5). In the example of FIG. 7, grouping selection information that specifies three selling orders of brands D, F, and J (orders with order identification information of T0004, T0006, and T0009) as an order group is transmitted.

  In the order processing server 20, the display request signal and grouping selection of the ROC condition input screen 200 from the terminal device 40 are the same as when the first order group (ROC (1)) is designated by the grouping reception processing means 23. When the information is received, display data for the ROC condition input screen 200 (see FIG. 7) is transmitted to the terminal device 40 via the network 1. Then, an ROC condition input screen 200 as shown in FIG. 7 is displayed on the screen of the terminal device 40. The ROC condition input screen 200 in FIG. 7 is the same as the ROC condition input screen 200 in FIG.

  Then, in the ROC condition input screen 200 of FIG. 7, as in the case where the customer or the input agent designates the first order group (ROC (1)), the number (condition type 1) input unit 220, Input to either the input unit 221 for the specified amount (condition type 2) or the input unit 222 for the specified amount (condition type 3), and to the input unit 230 for the first ROC validity period (1) In addition to inputting, if necessary, an input unit 211 for inputting the order continuation time limit of each order in the list display unit 210, an input for checking to the selection unit 240, and an input unit for the second ROC validity period (2) When the “ROC execution” button 250 is pressed after input to 231, data on the remaining order cancellation condition (type, number of contracted orders or designated amount), ROC validity period, changed order continuation Date, whether the preference information to prioritize the ROC validity period, together with the customer identification information (account number, etc.), and transmitted to the order processing server 20 via the network 1 (step S5). In the example of FIG. 7, Taro Yamato selects condition type 1 and inputs “1” as the number of contracted orders, so one of the three selling orders of grouped stocks D, F, and J When the sell order is executed, the ROC is specified to cancel the remaining two unsettled sell orders.

  In the order processing server 20, as in the case where the first order group (ROC (1)) is designated by the grouping reception processing means 23, data (type and contract order) regarding the remaining order cancellation condition from the terminal device 40. Or the designated amount of money), the ROC validity period, the changed order continuation deadline, and the priority selection information indicating whether or not to prioritize the ROC validity period, and then the designated second order group (ROC (2)) In response to this, the group identification information is automatically given, the order identification information (order number) of the plurality of order data constituting the second order group designated by the already received grouping selection information, and data on the remaining order cancellation condition (Type, number of contracted orders or designated amount), ROC validity period, priority selection information on whether to prioritize ROC validity period, group identification information And the remaining order cancellation processing data storage means 31 (see FIG. 3) in association with the customer identification information (account number, etc.), and when the changed order continuation deadline is received, the changed order continuation deadline Are stored in the order data storage means 30 (see FIG. 2) in association with the order identification information (order number) and customer identification information (account number, etc.) (step S6). In the example of FIG. 3, the second order group designated by Taro Yamato in the example of FIG. 7 is stored in association with G002 which is group identification information and K0001 which is customer identification information of Yamato Taro.

  Furthermore, when performing another grouping, the customer or the input agent pushes the “return to ROC selection screen” button 251 on the ROC condition input screen 200 in FIG. 7 to go to the ROC selection screen 100 in FIG. After returning, the “next” button 130 on the ROC selection screen 100 is pressed. Thereafter, when the designation of the order group is added, the processes in steps S5 and S6 are repeated in the same manner.

  Then, depending on the time when the order is entered in step S1 and the time when the order is accepted in step S2, the order data is not sent to the market system 50 in step S4 described above. The order data generated by the order data generation processing means 22 and stored in the order data storage means 33 by the order processing means 26 is sent to the market system 50 by a dedicated line after waiting for a time period during which it can be ordered to the market. 2 and the status stored in the order data storage means 30 (see FIG. 2) is changed from “waiting for order” to “already ordered” (step S7). In this way, if the order acceptance has been completed and the order review has been completed, the order may be placed on the market after the grouping.

  Thereafter, the order processing means 26 receives the contract data transmitted from the market system 50 via the dedicated line 2, and stores the received contract data in the contract data storage means 32 (see FIG. 4). The status stored in the storage means 30 (see FIG. 2) is changed from “ordered” to “contracted” (step S8).

  Subsequently, the remaining order cancellation condition success / failure determination processing means 24 stores the remaining order cancellation processing data storage means 31 in the remaining order cancellation processing data storage means 31 (see FIG. 3). For the order group whose status is “0 (condition not met)” or “3 (ROC temporary release)”, the remaining order cancellation processing valid period (ROC) stored in the remaining order cancellation processing data storage means 31 It is determined whether or not it is in the valid period for the remaining order cancellation process with reference to the valid period (step S9). For the order group whose status is “2 (processed)” or “5 (ROC end cancellation)”, the ROC processing has already been completed, and “1 (condition satisfied)” or “4” Since the order group which is “cancelled when the validity period has elapsed” is in a state of waiting for execution of processing by the remaining order cancellation processing means 25, none of them is subjected to determination processing.

  Here, when it is determined that the remaining order cancellation processing is in effect, the remaining order cancellation condition success / failure determination processing means 24 stores the remaining order cancellation processing data storage means 31 (see FIG. 3). Referring to the remaining order cancellation processing data including the condition data indicating the remaining order cancellation condition and the contract data stored in the contract data storage means 32 (see FIG. 4), it is determined whether the remaining order cancellation condition is satisfied. Processing is executed (step S10).

  At this time, in executing the determination process of whether or not the remaining order cancellation condition is satisfied, first, the remaining order cancellation condition success / failure determination processing means 24 stores the remaining order cancellation processing data storage means 31 (see FIG. 3). From the order identification information (order number) for a plurality of orders constituting the stored order group, the contract order stored in the remaining order cancellation processing data storage means 31 (stored as a contract order in the judgment before the previous time) .), For each of the order identification information (order number) excluding the order identification information (order number), the contract data including the same order identification information is stored in the contract data storage means 32 (see FIG. 4). To determine whether or not there are newly executed orders for multiple orders that make up the order group. If the order is received, the order identification information (order number) for the executed order is associated with the group identification information and customer identification information (account number, etc.), and the remaining order cancellation processing data storage means 31 (see FIG. 3). Remember me.

  Next, when it is determined by the above determination processing that there is a newly executed order among a plurality of orders constituting the order group, the remaining order cancellation condition success / failure determination processing means 24 performs the remaining order cancellation. The remaining order cancellation condition stored in the processing data storage means 31 (see FIG. 3) is referred to.

  If the type of the remaining order cancellation condition stored in the remaining order cancellation processing data storage means 31 (see FIG. 3) is “1 (number of contracted orders)”, the remaining order cancellation condition success / failure determination processing means. 24, the number of pieces of order identification information (that is, an order group) for the executed orders stored in the remaining order cancellation processing data storage means 31 (including those stored as executed orders in the current determination). It is determined whether or not the number of orders fulfilled among a plurality of orders has reached the number designated by the customer stored as the remaining order cancellation condition in the remaining order cancellation processing data storage means 31. When it is determined (that is, when it is determined that the remaining order cancellation condition is satisfied), the status stored in the remaining order cancellation processing data storage means 31 is changed from “0 (condition not satisfied)” to “1 (condition satisfied). ) Is changed to ".

  If the type of the remaining order cancellation condition stored in the remaining order cancellation processing data storage means 31 (see FIG. 3) is “2 (total amount)”, the remaining order cancellation condition success / failure determination processing means 24 , The contract data storage means 32 (see FIG. 4) using the order identification information about the executed orders (including those stored as contract orders in this judgment) stored in the remaining order cancellation processing data storage means 31 (see FIG. 4). ) To obtain the contract amount included in the contract data (the contract amount and the contract unit price may be obtained and multiplied to calculate the contract amount). The total amount of the contracted amount (that is, the total amount of the contracted amount of the contracted orders among a plurality of orders constituting the order group) is stored in the remaining order cancellation processing data storage means 31 as the remaining order cancellation condition. When it is determined whether the customer's specified amount has been exceeded or the customer's specified amount has been reached, and it has been determined that it has been exceeded or reached (that is, it has been determined that the remaining order cancellation condition has been met) The status stored in the remaining order cancellation processing data storage means 31 is changed from “0 (condition not satisfied)” to “1 (condition satisfied)”.

  Further, if the type of the remaining order cancellation condition stored in the remaining order cancellation processing data storage means 31 (see FIG. 3) is “3 (offset amount)”, the remaining order cancellation condition success / failure determination processing means 24 , The contract data storage means 32 (see FIG. 4) using the order identification information about the executed orders (including those stored as contract orders in this judgment) stored in the remaining order cancellation processing data storage means 31 (see FIG. 4). ) To obtain the contract amount included in the contract data (the contract amount and the contract unit price can be obtained and multiplied to calculate the contract amount). Subtracting the contracted amount of the purchase order, the offset amount is calculated by subtracting the total amount of the contracted amount of the sell order from the total amount of the contracted amount of the buy order. (The offset amount obtained by subtracting the total amount of the contracted amount of the sold order) from the total amount of the contracted amount of the contracted purchase order) is stored in the remaining order cancellation processing data storage means 31 as the remaining order cancellation condition The customer's specified amount is exceeded or the customer's specified amount is reached, and if it is determined that it has been exceeded or reached (that is, it is determined that the remaining order cancellation condition has been met) In the case), the status stored in the remaining order cancellation processing data storage means 31 is changed from “0 (condition not satisfied)” to “1 (condition satisfied)”. For example, in the example of FIG. 3, an order group of Yamato Hanako (customer identification information = K0002) whose group identification information is G003 (for example, grouping reception is performed on October 9, 2009). Suppose that seven orders with order identification information T0015 to T0021 are designated, and four orders T0015 to T0018 are executed in the state shown in the examples of FIGS. The offset amount is 1.35 million yen-1.2 million yen + 3.25 million yen + 2.79 million yen = 6.19 million yen. Therefore, at the stage when the purchase order for T0018 is executed (in the example of FIG. 4, October 14, 2009), Since the designated amount exceeds 5 million yen, it is determined that the remaining order cancellation condition is satisfied.

  Then, the remaining order cancellation processing means 25 monitors the status stored in the remaining order cancellation processing data storage means 31 (see FIG. 3), and when the status becomes “1 (condition satisfied)”, that is, the remaining order. When the cancellation condition success / failure determination processing unit 24 determines that the remaining order cancellation condition is satisfied, the unordered of the plurality of order data constituting the order group stored in the remaining order cancellation processing data storage unit 31 Using the order identification information of all the remaining order data, obtain all the remaining unordered order data from the order data storage means 30 (see FIG. 2), and use the obtained order data to Create order data for cancellation order (including order identification information and customer identification information) for canceling all orders of, and create the order data for the canceled order. Is stored in the 憶 unit 33, the status stored in the remaining order cancellation processing data storage unit 31 is changed from "1 (condition met)" to "2 (processed)" (step S11). For example, in the example of FIG. 3, for an order group of Yamato Hanako (customer identification information = K0002) whose group identification information is G003, 4 of T0015 to T0018 among the seven orders whose order identification information is T0015 to T0021. Since the remaining order cancellation condition is satisfied when one order is executed, the order data for the cancellation order is created for all the remaining three orders from T0019 to T0021.

  Subsequently, the order processing means 26 transmits the order data for cancellation order created by the remaining order cancellation processing means 25 and stored in the order data storage means 33 to the market system 50 via the dedicated line 2. The status stored in the order data storage unit 30 is changed from “already ordered” to “cancelled” (step S12).

  On the other hand, if it is determined in step S10 that the remaining order cancellation condition is not satisfied, the status stored in the remaining order cancellation processing data storage unit 31 (see FIG. 3) is stored by the remaining order cancellation condition success / failure determination processing unit 24. After “0 (condition is not satisfied)” (more precisely, “0 (condition is not satisfied)” is maintained, or “3 (ROC temporary release)” is changed to “0 (condition is not satisfied)”. ), The process returns to the processing for receiving the contract data in step S8, and again, the remaining order cancellation condition success / failure determination processing means 24 determines whether or not the remaining order cancellation processing period is in effect (step S9) and the remaining order cancellation. The process of determining whether or not the condition is satisfied (step S10) is executed, and thereafter, as long as the remaining order cancellation process is valid, the remaining order cancellation conditions are satisfied until the remaining order cancellation condition is satisfied. Repeat the management. However, for the sake of convenience of explanation, it has been described that the processing for receiving the contract data in step S8 and the processing for determining whether or not the remaining order cancellation condition in step S10 is repeated in order. The timing for receiving and the timing for determining whether or not the remaining order cancellation condition is satisfied do not necessarily have to be synchronized (linked), and the contract data storage means 32 (by the remaining order cancellation condition success / failure determination processing means 24 ( The contract data monitoring process stored in FIG. 4) may be performed constantly or periodically regardless of whether the contract data is received from the market system 50 or not.

  In step S9, if the remaining order cancellation condition success / failure determination processing unit 24 determines that the remaining order cancellation processing is not in a valid period, the priority selection information stored in the remaining order cancellation processing data storage unit 31 is stored. Refer to (Selection information on whether or not to prioritize the remaining order cancellation processing period over each order continuation date of multiple order data that make up the order group) and prioritize the remaining order cancellation processing period It is determined whether or not a selection is made.

  If it is determined that the priority order for the remaining order cancellation process (ROC effective period) has not been selected, whether the remaining order cancellation condition by the remaining order cancellation condition success / failure determination processing means 24 is satisfied. By not executing the determination process of the no, the group for the remaining order cancellation process is released. That is, by the remaining order cancellation condition success / failure determination processing means 24, it is before the start of the first ROC validity period (1), or the first ROC validity period (1) and the second ROC validity period (2). The status stored in the remaining order cancellation processing data storage means 31 (see FIG. 3) is set to “3 (ROC temporary release)”, and only the first ROC validity period (1) is stored. When the first ROC effective period (1) has passed in the case where it is specified, or when both the first and second ROC effective periods (1) and (2) are specified, the second When the ROC validity period (2) has elapsed, the status stored in the remaining order cancellation processing data storage means 31 (see FIG. 3) is set to “5 (ROC end cancellation)” (step S13). Therefore, the plurality of order data constituting the order group is returned to the normal individual order, and the order continuation time limit for each order is applied.

  On the other hand, if it is determined that the priority order for the remaining order cancellation process (ROC effective period) has been selected, the remaining order cancellation condition success / failure determination processing unit 24 uses the plurality of orders constituting the order group. It is determined whether or not it is time to execute a process of canceling all unfilled orders. That is, by the remaining order cancellation condition success / failure determination processing means 24, it is before the start of the first ROC validity period (1), or the first ROC validity period (1) and the second ROC validity period (2). Since these periods are not the timing for executing the processing for canceling all unfilled orders, the status stored in the remaining order cancellation processing data storage means 31 (see FIG. 3). Is set to “3 (ROC temporary release)” (step S13). In addition, when only the first ROC effective period (1) is designated, when the first ROC effective period (1) has elapsed, or when the first and second ROC effective periods (1), (2 ) Is designated, and when the second ROC validity period (2) has elapsed, it is the timing for executing the process of canceling all unfilled orders, so the remaining order cancellation processing data storage means 31 The status stored in (refer to FIG. 3) is set to “4 (cancel when valid period has passed)” (step S13).

  Subsequently, the status stored in the remaining order cancellation processing data storage unit 31 (see FIG. 3) is monitored by the remaining order cancellation processing unit 25, and the status becomes “4 (cancellation when valid period has passed)”. That is, when receiving an execution command for processing to cancel all the unsettled orders by the remaining order cancellation condition success / failure determination processing means 24, a plurality of order groups stored in the remaining order cancellation processing data storage means 31 are configured. Using the order identification information of all unfilled orders in the order data, order data for all unfilled orders is acquired from the order data storage means 30 (see FIG. 2), and the acquired order data is used. Thus, the order data (including order identification information and customer identification information) for canceling order for canceling all of the unfilled orders among the plurality of order data constituting the order group. , The created ordering data for the cancellation order is stored in the ordering data storage means 33, and the status stored in the remaining order cancellation processing data storage means 31 is changed from "4 (cancellation after expiration of valid period)". It is changed to “5 (ROC end cancellation)” (step S13).

  Then, the order processing means 26 transmits the order data for the cancellation order created by the remaining order cancellation processing means 25 and stored in the order data storage means 33 to the market system 50 via the dedicated line 2, and the order is received. The status stored in the data storage unit 30 is changed from “already ordered” to “cancelled” (step S13).

  In the following, a case will be described in which a plurality of orders constituting the order group are changed after grouping is performed in steps S5 and S6.

  When the customer or an input agent thereof operates the terminal device 40 and transmits a display request signal for the ROC change / cancel screen 300 (see FIG. 8) to the order processing server 20 via the network 1, the order processing server 20 The grouping change processing means 27 transmits the display data for the ROC change / cancel screen 300 to the terminal device 40 via the network 1 in response to a request from the terminal device 40 by the customer or its input agent. Then, an ROC change / cancellation screen 300 as shown in FIG. 8 is displayed on the screen of the terminal device 40.

  In FIG. 8, the ROC change / cancel screen 300 is a list display that displays data related to orders that can be selected as a grouping target after the change for the customer who made the ROC change request (Taro Yamato in the example of FIG. 8). A portion 310 is provided. The list display unit 310 includes a column of a grouping target selection unit 311 after change for selecting each order as a grouping target after the change, a current state display column 312 for displaying the orders grouped before the change, For each order, each display column displays the order, trade classification, order date, order time, execution conditions, order quantity (number of shares), order unit price (limit price), contract amount (number of shares), contract unit price, and order duration. Is provided.

  Here, the display of the list display unit 310 is performed by the grouping change processing means 27 as follows. That is, the grouping change processing means 27 uses the customer identification information (account number, etc.) for the customer whose grouping is changed as a key, from the order data storage means 30 (see FIG. 2), out of the order data of the customer. The status data stored in the storage means 30 is not “confirmed” and the order data of the uncommitted orders within the order continuation date that is not “expired (expired)” are acquired and acquired. Using the order data, a part of the order list display section 310 that can be selected as a plurality of orders constituting the changed order group is created.

  Further, the grouping change processing means 27 uses the customer identification information (account number, etc.) and group identification information about the customer whose grouping is changed as a key from the remaining order cancellation processing data storage means 31 (see FIG. 3), to the order group. Order identification information (order number) for a plurality of orders that constitute an order group grouped by the customer, and order identification information (order number) for an order that has been executed among the orders that constitute the order group ) To get. In the example of FIG. 3, for an order group of Yamato Taro (customer identification information = K0001) whose group identification information is G001, T0002, T0005, T0010, and T0013, which are order identification information for five orders constituting the order group. , T0014, and T0005, which is order identification information regarding the order executed among them.

  Then, the grouping change processing means 27 uses the order identification information (order number) for the executed order among a plurality of orders constituting the acquired order group as a key from the order data storage means 30 (see FIG. 2). Acquires the order data of the order executed by the customer, and also acquires the contract data including the contract amount (the number of shares) and the contract unit price from the contract data storage means 32 (see FIG. 4). Order data for orders already ordered (orders that cannot be excluded from grouping) among a plurality of orders constituting the group, and a fixed amount (number of shares) and a contract unit price are additionally displayed. In the examples of FIGS. 3 and 8, the order data and the contract data for the purchase order of the stock E whose order identification information is T0005 (in the examples of FIGS. 2 and 4, the purchase order of T0005 is still in the contracted state. Is displayed as data about orders that have already been executed. In the example of FIG. 8, the purchase order of the stock E whose order identification information is T0005 has already been executed as a constituent order of the ROC (1), and therefore is displayed as an order that cannot be excluded from the grouping. The rear grouping target selection unit 311 is not provided and is in a state where the check cannot be removed.

  Further, the grouping change processing unit 27 displays the current status display column 312 in the list display unit 310 using the order identification information (order number) for the plurality of orders constituting the acquired order group. In the example of FIGS. 3 and 8, for the order group of Taro Yamato (customer identification information = K0001) whose group identification information is G001, brands B and E whose order identification information is T0002, T0005, T0010, T0013, and T0014. , K, N, and O are displayed in the current status display column 312.

  Further, the ROC change / cancel screen 300 includes a “change execution” button 320 for confirming and executing the change of the first order group (ROC (1)), and the first order group (ROC (1)). ) For canceling the setting, a “next” button 340 for changing the screen to a state for changing the setting of the second order group (ROC (2)), and changing the ROC. An “end” button 350 for ending the canceling input operation is provided.

  Then, on the ROC change / cancellation screen 300 in FIG. 8, the customer or its input agent changes a plurality of orders constituting the first order group (ROC (1)) in the post-change grouping target selection unit 311. After performing grouping, when the “change execution” button 320 is pressed, grouping change information (input information by the customer or an input agent thereof for designating a plurality of orders constituting the changed order group) Along with the group identification information and customer identification information (account number etc.), it is transmitted to the order processing server 20 via the network 1.

  In the order processing server 20, the grouping change processing unit 27 receives the grouping change information transmitted from the terminal device 40 via the network 1, and configures the changed order group designated by the received grouping change information. The order identification information (order number) of the plurality of order data is stored in the remaining order cancellation processing data storage means 31 (see FIG. 3) in association with the group identification information and the customer identification information (account number, etc.).

  According to this embodiment, there are the following effects. That is, in the order processing system 10, the grouping reception processing unit 23 receives a grouping of a plurality of orders for which orders have already been received and stores them in the remaining order cancellation processing data storage unit 31 (see FIG. 3). The remaining order cancellation condition success / failure determination processing means 24 makes a remaining order cancellation condition (condition type 1) that the number of orders input and specified by the customer out of a plurality of grouped orders is fulfilled, a plurality of grouped purchase orders or Remaining order cancellation condition that the total amount of the contracted purchase order or the contracted amount of the contracted sell order exceeded the specified amount entered by the customer or reached the specified amount among multiple selling orders ( Condition type 2), or sales contracted based on the total amount of contracted purchase orders out of multiple grouped orders Automatically determine whether the offset amount after subtracting the total contracted amount of the sentence exceeds the specified amount entered by the customer or the remaining order cancellation condition (condition type 3) that the specified amount has been met is satisfied However, when it is determined that the remaining order cancellation condition is satisfied, the remaining order cancellation processing means 25 can automatically create the order data for the cancellation order for canceling the remaining unsettled order.

  This eliminates the need for the customer to monitor the order status (whether or not the contract has been made, the total amount of the contract amount or the offset amount) by sticking to the screen, and can reduce the monitoring burden. In addition, since the customer does not need to cancel all other unfilled orders after receiving the execution result, it is possible to save the input operation for the cancellation order after the execution. Since the input operation does not take time, it is possible to eliminate the possibility that another order is executed during the input operation. Therefore, the convenience of the customer can be improved.

  Further, in the order processing system 10, grouping is performed for orders for which orders have already been received and order data is stored in the order data storage means 30 (see FIG. 2). At the stage of accepting processing, all orders subject to grouping are orders that have been accepted without any problem after undergoing order review, and order review is not performed after grouping. For this reason, unlike the case of the OCO order described in Patent Document 1 described above, any of a plurality of grouped orders cannot pass the order review, and the grouping process by the customer is wasted. This inconvenience can be avoided.

  Furthermore, in the order processing system 10, grouping is performed for orders for which orders have already been received and order data is stored in the order data storage means. Since it is only necessary to perform the existing reception process that has been performed, there is no need to construct a system for realizing the new order reception process as in the case of the OCO order described in Patent Document 1 described above. The cost required for system construction can be reduced.

  In the order processing system 10, when the grouping acceptance processing means 23 accepts the grouping, either the purchase order or the sell order can be selected (see FIGS. 6 and 7). It is possible to reduce the trouble of specifying the input of the customer when performing.

  Further, in the order processing system 10, the remaining order cancellation condition success / failure determination processing means 24 determines whether or not the remaining order cancellation processing period is in effect, and only the remaining order cancellation processing period is in effect. It is possible to execute a determination process for determining whether or not the cancellation condition is satisfied. When the remaining order cancellation processing is not in the valid period, the grouping for the remaining order cancellation processing is canceled, and a plurality of orders constituting the order group can be returned to normal individual orders.

  Furthermore, in the order processing system 10, the remaining order cancellation condition success / failure determination processing means 24 determines whether or not the remaining order cancellation processing is in an effective period, and only one designated remaining order cancellation processing effective period is specified. Executes the process of canceling all unfilled orders when the period of time has passed or the validity period for the last remaining order cancellation process of the multiple specified remaining order cancellation processes has expired You can also For this reason, even if an order continuation period different from the end of the validity period for the remaining order cancellation processing is initially set for a plurality of orders constituting the order group, the order is given priority over the original individual order continuation period. Can set the validity period for the remaining order cancellation processing.

  Then, in the order processing system 10, two types of processing outside the valid period for the remaining order cancellation processing described above (processing for canceling grouping and returning to normal individual orders, or processing for canceling all unfilled orders) ) Can be freely selected by the customer, the customer's choices can be increased, processing according to the customer's intention can be realized, and customer convenience can be further improved. Can be improved.

  Further, since the order processing system 10 can designate a plurality of order groups (see FIGS. 6 and 7), one customer can designate a plurality of order groups at the same time. In the group, it is possible to execute a remaining order cancellation process with each intention.

  Furthermore, since the order processing system 10 includes the grouping change processing means 27, the customer once changes the plurality of orders constituting the plurality of orders constituting the set order group due to changes in circumstances. When he / she wants to change, it can be changed easily, and the convenience of the customer can be further improved.

  Note that the present invention is not limited to the above-described embodiment, and modifications and the like within a scope where the object of the present invention can be achieved are included in the present invention.

  For example, in the above-described embodiment, the grouping change processing unit 27 is configured to be able to change a plurality of orders constituting the order group (see FIG. 8), but the ROC validity period and the remaining order cancellation condition (type) , As well as the number of contracted orders or specified amount).

  In the embodiment, the order processing system 10 is configured to handle stock trading orders. However, the order processing system of the present invention may be configured to handle financial products other than stocks.

  As described above, the order processing system, the order processing method, and the program according to the present invention are suitable for use in processing a trading order of financial products such as stocks.

2 Dedicated line which is a communication line 10 Order processing system 22 Order data creation processing means 23 Grouping reception processing means 24 Remaining order cancellation condition success / failure judgment processing means 25 Remaining order cancellation processing means 26 Order processing means 27 Grouping change processing means 30 Order data storage Means 31 Data storage means for remaining order cancellation processing 32 Contract data storage means 50 Market system

Claims (13)

An order processing system comprising a computer for executing processing for placing a purchase order of a customer's financial product on the market,
Order data storage means for storing customer order data in association with order identification information and customer identification information;
Order data creation processing means for executing processing for creating order data using the order data stored in the order data storage means;
For specifying a plurality of order data constituting an order group for the remaining order cancellation processing from the order data of the customer stored in the order data storage means in association with the customer identification information about the customers to be grouped A process of receiving grouping selection information by the customer or its input agent or receiving an input designation of the number of order data to be executed among a plurality of order data constituting the order group in addition to the grouping selection information is executed. Grouping reception processing means;
Remaining order cancellation processing data for storing the order identification information of each of the plurality of order data constituting the order group grouped by the grouping selection information received by the grouping reception processing means in association with the customer identification information Storage means;
Among the order identification information of the plurality of order data constituting the order group stored in the remaining order cancellation processing data storage means, the number of orders specified by the customer or a predetermined number of order identification information, A remaining order cancellation condition success / failure determination processing means for executing a process of determining whether or not a remaining order cancellation condition that matches the order identification information included in the contract data received from the market system is satisfied;
When the remaining order cancellation condition success / failure determination processing unit determines that the remaining order cancellation condition is satisfied, among the plurality of order data constituting the order group stored in the remaining order cancellation processing data storage unit A remaining order cancellation processing means for executing a process of creating order data for a canceled order for canceling the remaining uncommitted order using the order identification information of the remaining uncommitted order data;
The order data created by the order data creation processing means and the order data for the cancellation order created by the remaining order cancellation processing means are transmitted to the market system via a communication line, and from the market system An order processing system comprising: order processing means for executing processing for receiving the contract data transmitted via a communication line. An order processing system comprising a computer for executing processing for placing a purchase order of a customer's financial product on the market,
Order data storage means for storing customer order data in association with order identification information and customer identification information;
Order data creation processing means for executing processing for creating order data using the order data stored in the order data storage means;
A plurality of buy orders or a plurality of sell orders constituting an order group for the remaining order cancellation processing from the order data of the customer stored in the order data storage means in association with customer identification information about the customers to be grouped The grouping selection information by the customer or its input agent to specify the order data of the customer, and the process of accepting the input of the specified amount by the customer or its input agent to set the upper limit of the total amount of the contract amount Grouping reception processing means;
Remaining order cancellation processing data for storing the order identification information of each of the plurality of order data constituting the order group grouped by the grouping selection information received by the grouping reception processing means in association with the customer identification information Storage means;
When the order identification information included in the contract data received from the market system matches the order identification information of the plurality of order data constituting the order group stored in the remaining order cancellation processing data storage means, the contract is executed. The remaining orders in which the contract amounts included in the data are summed, and the total amount of the contract amount of the buy order or the contract amount of the sell order exceeds the specified amount entered by the customer or has reached the specified amount A remaining order cancellation condition success / failure determination processing means for executing processing for determining whether or not a cancellation condition is satisfied;
When the remaining order cancellation condition success / failure determination processing unit determines that the remaining order cancellation condition is satisfied, the order identification information of the remaining unordered order data of the plurality of order data constituting the order group A remaining order cancellation processing means for executing processing for creating order data for a cancellation order for canceling the remaining unsettled orders using
The order data created by the order data creation processing means and the order data for the cancellation order created by the remaining order cancellation processing means are transmitted to the market system via a communication line, and from the market system An order processing system comprising: order processing means for executing processing for receiving the contract data transmitted via a communication line. An order processing system comprising a computer for executing processing for placing a purchase order of a customer's financial product on the market,
Order data storage means for storing customer order data in association with order identification information and customer identification information;
Order data creation processing means for executing processing for creating order data using the order data stored in the order data storage means;
Order group for remaining order cancellation processing in a state in which a buy order and a sell order are mixed from the order data of the customer stored in the order data storage means in association with customer identification information for the customers to be grouped The grouping selection information by the customer or its input agent to specify the multiple order data that constitutes and the upper limit of the offset amount that is obtained by subtracting the total amount of the contract amount of the sell order from the total amount of the contract amount of the buy order Grouping acceptance processing means for executing processing for accepting an input of a specified amount by the customer or the input agent for determining,
Remaining order cancellation processing data for storing the order identification information of each of the plurality of order data constituting the order group grouped by the grouping selection information received by the grouping reception processing means in association with the customer identification information Storage means;
When the order identification information included in the contract data received from the market system matches the order identification information of the plurality of order data constituting the order group stored in the remaining order cancellation processing data storage means, the contract is executed. Calculate the offset amount by subtracting the total amount of the contracted amount of the selling order from the total amount of the contracted amount of the selling order by adding the contracted amount of the buying order included in the data and subtracting the contracted amount of the selling order, A remaining order cancellation condition success / failure determination processing means for executing a process of determining whether the offset amount exceeds the specified amount input by a customer or a remaining order cancellation condition that the specified amount has been reached is satisfied; ,
When the remaining order cancellation condition success / failure determination processing unit determines that the remaining order cancellation condition is satisfied, the order identification information of the remaining unordered order data of the plurality of order data constituting the order group A remaining order cancellation processing means for executing processing for creating order data for a cancellation order for canceling the remaining unsettled orders using
The order data created by the order data creation processing means and the order data for the cancellation order created by the remaining order cancellation processing means are transmitted to the market system via a communication line, and from the market system An order processing system comprising: order processing means for executing processing for receiving the contract data transmitted via a communication line. The grouping reception processing means includes
As the grouping selection information, all of the order data of the purchase order or the order data of the sell order among the order data of the customer stored in the order data storage means in association with the customer identification information about the customers to be grouped 3. A process for accepting selection information for designating any one of them as a plurality of order data constituting an order group for a remaining order cancellation process. As described in the order processing system. The grouping reception processing means includes
It is also configured to execute a process of accepting input of a valid period for at least one remaining order cancellation process,
The remaining order cancellation processing data storage means includes:
The effective period for the remaining order cancellation processing received by the grouping reception processing means is also configured to store in association with the customer identification information,
The remaining order cancellation condition success / failure determination processing means includes:
For the order group stored in the remaining order cancellation processing data storage means, refer to the remaining order cancellation processing valid period stored in the remaining order cancellation processing data storage means for the remaining order cancellation processing And if it is determined that the remaining order cancellation process is in effect, a determination process is performed to determine whether the remaining order cancellation condition is satisfied, When it is determined that the remaining order cancellation process is not in a valid period, the grouping for the remaining order cancellation process is canceled by not performing the determination process whether or not the remaining order cancellation condition is satisfied. The order processing system according to claim 1, wherein the order processing system is configured as follows. The grouping reception processing means includes
It is also configured to execute a process of accepting input of a valid period for at least one remaining order cancellation process,
The remaining order cancellation processing data storage means includes:
The effective period for the remaining order cancellation processing received by the grouping reception processing means is also configured to store in association with the customer identification information,
The remaining order cancellation condition success / failure determination processing means includes:
For the order group stored in the remaining order cancellation processing data storage means, refer to the remaining order cancellation processing valid period stored in the remaining order cancellation processing data storage means for the remaining order cancellation processing And if it is determined that the remaining order cancellation process is in effect, a determination process is performed to determine whether the remaining order cancellation condition is satisfied, When it is determined that the valid period for the remaining order cancellation processing is not in effect, when the valid period for the remaining order cancellation processing specified by only one has passed or a plurality of the remaining order cancellation processing specified When the effective period for the last remaining order cancellation process of the effective period for the elapses, an execution command for the process of canceling all unfilled orders among the plurality of order data constituting the order group is issued. order Is configured to execute a process of transmitting to the vanishing processing means,
The remaining order cancellation processing means includes:
Processing for generating order data for a cancel order for canceling all of the unsettled orders among a plurality of order data constituting the order group in response to the execution command by the remaining order cancel condition success / failure determination processing means The order processing system according to any one of claims 1 to 4, wherein the order processing system is also configured to execute. The grouping reception processing means includes
Whether to specify the input of a validity period for at least one remaining order cancellation process and the validity period for the remaining order cancellation process over each order continuation time of a plurality of order data constituting the order group It is also configured to execute processing for receiving input of priority selection information,
The remaining order cancellation processing data storage means includes:
The effective period for the remaining order cancellation processing received by the grouping reception processing means and the priority selection information are also stored in association with the customer identification information,
The remaining order cancellation condition success / failure determination processing means includes:
For the order group stored in the remaining order cancellation processing data storage means, refer to the remaining order cancellation processing valid period stored in the remaining order cancellation processing data storage means for the remaining order cancellation processing To determine if it is still valid
If it is determined that the remaining order cancellation process is in a valid period, a determination process is performed to determine whether the remaining order cancellation condition is satisfied,
If it is determined that the remaining order cancellation processing period is not in effect, the priority order information stored in the remaining order cancellation processing data storage means is referred to and the effective period for the remaining order cancellation processing is prioritized. Determine whether or not the selection is made,
If it is determined that the priority order for the remaining order cancellation process is not prioritized, the determination process for determining whether or not the remaining order cancellation condition is satisfied does not execute the determination process for the remaining order cancellation process. The grouping of is released,
If it is determined that the priority period for the remaining order cancellation process is prioritized, only one specified effective period for the remaining order cancellation process has passed, or a plurality of designations are specified. When the validity period for the last remaining order cancellation process of the remaining effective period for canceling the remaining order has elapsed, all of the unfilled orders among the plurality of order data constituting the order group are canceled. It is configured to execute a process of transmitting a process execution command to the remaining order cancellation processing means,
The remaining order cancellation processing means includes:
Processing for generating order data for a cancel order for canceling all of the unsettled orders among a plurality of order data constituting the order group in response to the execution command by the remaining order cancel condition success / failure determination processing means The order processing system according to any one of claims 1 to 4, wherein the order processing system is also configured to execute. The grouping reception processing means includes
A plurality of order data constituting each of a plurality of order groups for remaining order cancellation processing from among the order data of the customer stored in the order data storage means in association with customer identification information about the customers to be grouped It is configured to be able to execute a process of accepting a plurality of grouping selection information by the customer to be specified or its input agent,
The remaining order cancellation processing data storage means includes:
Each of the order identification information of a plurality of order data constituting each of the plurality of order groups grouped by the plurality of grouping selection information received by the grouping reception processing means, the customer identification information and the group identification information Is stored in association with
The remaining order cancellation condition success / failure determination processing means includes:
Whether the remaining order cancellation condition is satisfied in order group units composed of a plurality of order data stored in the remaining order cancellation processing data storage means in association with the same group identification information. The order processing system according to claim 1, wherein the determination processing is executed. Acquired uncommitted order data of the customer stored in the order data storage means in association with the customer identification information for the customer making the grouping change, and associated with the customer identification information for the customer making the grouping change The order identification information for a plurality of orders constituting the order group grouped by the customer stored in the remaining order cancellation processing data storage means, and a contract among the plurality of orders constituting the order group Order identification information for the order is acquired, and further, stored in the order data storage means and the contract data storage means in association with the order identification information for the executed order among the plurality of orders constituting the acquired order group. Order data and commitments for the customer's fulfilled orders A plurality of order data that currently constitute the order group together with information indicating whether or not each of the order data has been executed is displayed on the screen. Displaying uncommitted order data of the customer who does not constitute a group on the screen and accepting grouping change information by the customer or its input agent for specifying a plurality of order data constituting the changed order group The order processing system according to claim 1, further comprising grouping change processing means for executing An order processing method executed by an order processing system comprising a computer for executing processing for placing a purchase order of a customer's financial product on the market,
The customer order data is stored in the order data storage means in association with the order identification information and the customer identification information,
The order data creation processing means executes processing for creating order data using the order data stored in the order data storage means,
The order processing means executes a process of transmitting the order data created by the order data creation processing means to a market system via a communication line,
Grouping reception processing means is stored in the order data storage means in association with customer identification information about customers to be grouped before or after transmission of the ordering data to the market system by the ordering processing means. Accept grouping selection information by the customer or its input agent for designating a plurality of order data constituting an order group for remaining order cancellation processing from the order data of the customer, or in addition to the grouping selection information And executing a process of accepting an input designation of the number of order data to be executed among a plurality of order data constituting the order group,
Remaining order cancellation processing data storage means in association with the customer identification information, each of the order identification information of the plurality of order data constituting the order group grouped by the grouping selection information received by the grouping reception processing means Remember
The order processing means executes a process of receiving contract data transmitted from the market system via the communication line;
The remaining order cancellation condition success / failure determination processing means is configured to input the number specified in advance by the customer among the order identification information of the plurality of order data constituting the order group stored in the remaining order cancellation processing data storage means or For a predetermined number of order identification information, execute a process of determining whether or not a remaining order cancellation condition that matches the order identification information included in the execution data received from the market system is satisfied,
The remaining order cancellation processing means configures the order group stored in the remaining order cancellation processing data storage means when the remaining order cancellation condition success / failure determination processing means determines that the remaining order cancellation condition is satisfied. Using the order identification information of the unfilled remaining order data of the plurality of order data to execute a process of creating order data for a canceled order for canceling the remaining unfilled order;
The order processing method, wherein the order processing means executes processing for transmitting the order data for the cancellation order created by the remaining order cancellation processing means to the market system via the communication line. An order processing method executed by an order processing system comprising a computer for executing processing for placing a purchase order of a customer's financial product on the market,
The customer order data is stored in the order data storage means in association with the order identification information and the customer identification information,
The order data creation processing means executes processing for creating order data using the order data stored in the order data storage means,
The order processing means executes a process of transmitting the order data created by the order data creation processing means to a market system via a communication line,
Grouping reception processing means is stored in the order data storage means in association with customer identification information about customers to be grouped before or after transmission of the ordering data to the market system by the ordering processing means. Grouping selection information by the customer or its input agent for specifying the order data of a plurality of buy orders or a plurality of sell orders constituting the order group for the remaining order cancellation processing from the order data of the customer, and a contract Execute the process to accept input of the specified amount by the customer or its input agent to set the upper limit of the total amount of money,
Remaining order cancellation processing data storage means in association with the customer identification information, each of the order identification information of the plurality of order data constituting the order group grouped by the grouping selection information received by the grouping reception processing means Remember
The order processing means executes a process of receiving contract data transmitted from the market system via the communication line;
The remaining order cancellation condition success / failure determination processing means includes a plurality of order data constituting the order group in which the order identification information included in the execution data received from the market system is stored in the remaining order cancellation processing data storage means. When the order identification information matches, the contract amount included in the contract data is totaled, and the total contract amount of the purchase order or the total contract amount of the sell order exceeds the specified amount input by the customer. Or a process for determining whether or not the remaining order cancellation condition that the specified amount has been reached is satisfied,
When the remaining order cancellation processing unit determines that the remaining order cancellation condition success / failure determination processing unit satisfies the remaining order cancellation condition, the remaining unsettled remaining order data of the plurality of order data constituting the order group is determined. Using the order identification information of the order data, execute a process of creating order data for a cancellation order for canceling the remaining unsettled orders,
The order processing method, wherein the order processing means executes processing for transmitting the order data for the cancellation order created by the remaining order cancellation processing means to the market system via the communication line. An order processing method executed by an order processing system comprising a computer for executing processing for placing a purchase order of a customer's financial product on the market,
The customer order data is stored in the order data storage means in association with the order identification information and the customer identification information,
The order data creation processing means executes processing for creating order data using the order data stored in the order data storage means,
The order processing means executes a process of transmitting the order data created by the order data creation processing means to a market system via a communication line,
Grouping reception processing means is stored in the order data storage means in association with customer identification information about customers to be grouped before or after transmission of the ordering data to the market system by the ordering processing means. Group selection by the customer or its input agent to specify multiple order data that constitutes the order group for the remaining order cancellation processing in the state where the purchase order and the sell order are mixed from the order data of the customer Execute the process of accepting input of the specified amount by the customer or its input agent to determine the upper limit of the offset amount by subtracting the total amount of the contract amount of the selling order from the information and the total amount of the contract amount of the purchase order,
Remaining order cancellation processing data storage means in association with the customer identification information, each of the order identification information of the plurality of order data constituting the order group grouped by the grouping selection information received by the grouping reception processing means Remember
The order processing means executes a process of receiving contract data transmitted from the market system via the communication line;
The remaining order cancellation condition success / failure determination processing means includes a plurality of order data constituting the order group in which the order identification information included in the execution data received from the market system is stored in the remaining order cancellation processing data storage means. When the order identification information matches, the contract amount of the sell order is added to the contract amount of the buy order by adding the contract amount of the buy order included in the contract data and subtracting the contract amount of the sell order Is a process of calculating an offset amount obtained by subtracting the total amount and determining whether the offset amount exceeds the specified amount input by the customer or whether the remaining order cancellation condition that the specified amount has been reached is satisfied Run
When the remaining order cancellation processing unit determines that the remaining order cancellation condition success / failure determination processing unit satisfies the remaining order cancellation condition, the remaining unsettled remaining order data of the plurality of order data constituting the order group is determined. Using the order identification information of the order data, execute a process of creating order data for a cancellation order for canceling the remaining unsettled orders,
The order processing method, wherein the order processing means executes processing for transmitting the order data for the cancellation order created by the remaining order cancellation processing means to the market system via the communication line.   The program for functioning a computer as an order processing system in any one of Claims 1-9.

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