JP5437676B2 - Securities trading processing system and program - Google Patents

Description

  The present invention relates to a securities trading system and program configured by a computer that executes securities trading processing, and can be used, for example, in a government bond trading system that executes trading of interest-bearing national treasury bonds. it can.

  There is a stock ordering method in which stocks are carried over to the next day if trading is not successful on the ordering date. For example, if the customer designates a valid period of the order (for example, one week) and is within the designated valid period, the order is valid until the sale is completed.

  In general, when executing a trade processing for establishing a sales transaction between a buy order and a sell order, when a plurality of buy orders or a plurality of sell orders compete, first, the price, The order in which orders are executed is determined according to the priority order determined by time. That is, first, an order that specifies a price that is advantageous to the other party of the transaction, in other words, an order that has a higher buying price or a lower selling price is preferentially executed, and then the price. If they are the same, the first order will be given priority. And, in the securities company that handles the aforementioned order, the order that has been placed on the stock exchange is canceled every day, and the next day, the order is renewed to the stock exchange. It will not be held until the next day, and the principle of time priority, in which the person who orders first, will preferentially execute the contract, will not be applied across days.

  In addition, as a technology related to the present invention, Non-Patent Document 1 has a description that “correction of the expiration date, upward correction of the quantity, etc. should be canceled once and then ordered again under arbitrary conditions”. . Patent Document 1 and Patent Document 2 have a description on a transaction market system for government bonds for individuals.

JP 2008-204426 A JP 2009-53787 A

Ando Securities Co., Ltd., 6th line from the bottom of the third page of “(PDF) Stock Cash Transactions” of “Chura Net 24 Trading Rules”, [online], Ando Securities website, [February 24, 2009 search ] <URL: http://www.ando-sec.co.jp/churanet24/rule/pdf/05-genbutsu.pdf>

  In recent years, stock trading has been carried out in the PTS market (Proprietary Trading System) established by securities companies in addition to stock exchanges. The customer designates the brand, quantity, trading category, and order price (unit price).

  On the other hand, when forming a PTS market for buying and selling interest-bearing government bonds (fluctuating, 10 years), the price of government bonds with a face value of 100 yen is fixed at 100 yen, that is, buying and selling at the face value. It is possible to form a market for trading. In interest-bearing government bonds (fluctuation: 10 years), the interest (coupon) determined based on the interest level at that time is not fixed until redemption, but the interest varies depending on the interest rate fluctuation in the city. This is because there is no need for an adjustment operation such as raising or lowering the buying and selling unit price to compensate for the difference between the interest (coupon) and the interest rate in the city. When such a market is formed, it is no longer necessary for the buyer or seller to specify the order price (unit price) when placing an order, and the brand, the par value corresponding to the quantity, and the trading category are specified. It will be better.

  By the way, the PTS market is a trading market established by securities companies, etc., and it is not necessary for securities companies, etc., to re-order from the stock exchange the next day, as in the case of the aforementioned stock order. . Therefore, in the case of forming a PTS market for trading interest-bearing government bonds (fluctuating, 10 years) for individuals and accepting out-of-order orders, if the order is within the expiration date, the order date and time will be retained, and the principle of time priority It is also possible to realize a contract processing applying the above.

  However, even if the process of accepting orders for individual interest-bearing government bonds (variable and 10 years) in the PTS market and maintaining the order date and time is within the valid period of the order, it is valid. If the order is not filled within the deadline, in order to continue (roll) the order, the customer either reissues the new order after the expiration date or cancels the order that is about to expire and enters a new order. As a result, as in the case of stock joint orders, the order date and time will not be retained, and the order of time will be prioritized if the order is placed first. You will not be able to benefit.

  And in the case of buying and selling transactions for individual interest-bearing government bonds (floating, 10 years) in the PTS market, it cannot be said that the liquidity is higher than in the case of buying and selling stocks on a stock exchange. Since it is expected that it will take many days to be completed, there is a high possibility that the order date and time will not be maintained and the benefits of the time priority principle will not be obtained by reordering. In addition, in the case of stock ordering, the price-priority principle takes precedence over the time-priority principle, but when accepting an order for individual interest-bearing government bonds (variable, 10 years) at face value, the face value In the PTS market where the price of 100 yen is fixed at 100 yen, the order price (unit price) is not specified or unnecessary, so the order date and time is the only factor that determines the order of priority in the contract processing, so the customer can place an order. Each time the order is re-issued, the priority becomes the last (priority), and the customer order that has been re-issued waits for the order execution from the first rank to the last rank.

  In addition, the problems described above are not limited to cases where individual interest-bearing government bonds (floating, 10 years) are in the order of payments, but have similar product characteristics that make it unnecessary to specify the order price (unit price). This also occurs when accepting securities stock orders.

  An object of the present invention is to provide a securities buying and selling processing system and program capable of realizing order deferral that does not cause inconvenience in determining the priority order in the contract processing.

  The present invention achieves the above-mentioned object by extending the validity period of the order and deferring the order while maintaining the order date and time when the order is first received. As in the case of maintaining order identification information at the time of deferral, creating a new order at the time of deferral, canceling the old order that was valid until then, and changing the order identification information for the original order and each deferred order There is.

<< When maintaining order identification information during deferral >>>>
When order identification information is maintained at the time of deferral, it can be divided into two types depending on whether automatic deferral or deferred manual instruction is used. The expiry date has passed rather than discarding (clearing) and re-storing the purchase order data and execution sell data that are stored in the storage means, or discarding (clearing) each processing day. Depending on whether the purchase order data to be executed and the sell order data to be executed stored in the storage means for purchase order and the storage means for sale order at the time are cancelled, it can be divided into two types. Can be divided into

  <In the case of maintaining order identification information at the time of deferral, automatic deferral and execution target purchase order data and execution target sales stored in the purchase order storage means and sell order storage means on each processing day To discard (clear) the order data and store it again>

The present invention is a securities trading processing system configured by a computer that executes trading processing of securities,
Fund balance data indicating the balance of the customer's funds deposited in the account of the customer of the financial institution is stored in association with customer identification information, and possessed by the customer deposited in the account of the customer of the financial institution A customer account database that stores securities balance data indicating the balance of securities to be stored in association with the brand identification information of the securities and the customer identification information;
Order data including the customer identification information transmitted from the terminal device operated by the customer or its input agent via a communication line, the brand identification information about the securities to be traded, the trading category, and the order quantity, and In addition to receiving a deferred duration or deferred duration to continue deferring the expiration date of the order, or in addition to receiving a designated validity period and / or a designated extension period, order identification information is added to the received order data. Order reception processing means for executing processing for calculating the first expiration date of the order from the date and time of receipt of the order data or in addition to the specified validity period;
The order data received by the order reception processing means, the reception date and time, the deferred duration period or the deferred duration limit, and an expiration date for the first time or after deferral, or in addition to the designated valid period and / or the designated extension Order data storage means for storing a period in association with the order identification information;
A transfer processing database that stores contract amount of the order data as contract data in association with the order identification information, together with the customer identification information, the brand identification information, and the trade classification;
Buy order storage means for storing buy order data to be executed as a target for executing a trading transaction of securities between the customers, in association with the order identification information;
Sell order storage means for storing sell order data to be executed as a target for executing trading transactions of securities between the customers, in association with the order identification information;
The expiration date after the first or previous deferral stored in the order data storage means is monitored, and when the expiration date after the first or previous deferral comes, it is an extension predetermined for this expiration date. A new expiration date is calculated by adding a period or the specified extension period, and the calculated new expiration date is within the deferred continuation time limit stored in the order data storage means or stored in the order data storage means If it is within the deferral continuation period calculated from the deferral continuation period and the reception date and time, the first or last deferral expiration date stored in the order data storage means is updated with the new expiration date, The new deferral period stored in the order data storage means or the deferment duration period stored in the order data storage means and the reception A deferral processing unit that executes a process of updating the expiration date after the initial or previous deferral stored in the order data storage unit with the deferral continuous deadline if the deferral continuation time calculated from the time has passed ,
Priority management common to a buy order and a sell order for preferentially executing the order of the customer previously ordered with respect to the order data received by the order reception processing means, or a priority order management of a buy order alone and a sell order alone And when the order classification received by the order reception processing means is information indicating buying, the order identification information and the priority ranking are used as the purchase order data to be executed. When the buy / sell category of the order data received by the order receiving processing means is information indicating sale, the order data is stored in association with management information and stored in the buy order storage means. An initial execution level for executing processing to store in the selling order storage means in association with the order identification information and the priority management information as order data And processing means,
The order data storage means associated with the order data from the order quantity of the order data received by the preprocessing date and stored in the order data storage means before the start of processing on each processing day. The unordered remaining order quantity is calculated by subtracting the approximate constant amount stored in the transfer processing database in association with the same order identification information as the order identification information stored in the The order data received up to and stored in the order data storage means, and there is an unfilled remaining order quantity, and is within the expiration date stored in the order data storage means For the order data, the priority management information is given according to the order of the reception date and time stored in the order data storage means in association with the ongoing order data, In the case where the trading category of the ongoing order data is information indicating buying, the ongoing order data is associated with the order identification information and the priority management information as buy order data to be executed. , When the pre-processing date data is all discarded in the purchase order storage means, and when the buy / sell category of the ongoing order data is information indicating sale, the ongoing order data is Re-execution preparation for executing a process of storing in the selling order storage means in a state where all the pre-processing date data is discarded in association with the order identification information and the priority management information as the selling order data to be executed Processing means;
The purchase order quantity associated with the same brand identification information and stored as the order quantity of the purchase order data to be executed in the purchase order storage means, and the execution target sale in the sell order storage means. The sales order quantity stored as the order quantity in the order data is matched in the order of the priority management information with the highest priority, and the quantity corresponding to the purchase order quantity and the sales order quantity for these same brands is determined. The contract amount of the purchase order and the sell order is determined, and the determined amount of the constant is determined together with the customer identification information, the brand identification information, and the trade classification for the contracted purchase order data and the sell order data. Transaction execution processing means for executing processing to be stored in the transfer processing database as the contract data in association with order identification information;
When the trade classification of the contract data stored in the transfer processing database is information indicating buying, the contract constant amount of the contract data is the same as the customer identification information and the brand identification information of the contract data And adding to the securities balance data stored in the customer account database in association with the customer identification information and the same brand identification information, and the price equivalent of the contract amount of the contract data is added to the contract data. The contract data stored in the transfer processing database is executed by executing transfer processing for a purchase order that is subtracted from the fund balance data stored in the customer account database in association with the same customer identification information as the customer identification information. If the trade classification is information indicating sale, the contract amount of the contract data is set to the contract data of the contract data. The customer identification information and the same customer identification information as the brand identification information and the same brand identification information are subtracted from the securities balance data associated with the same brand identification information and stored in the customer account database, and the contract constant amount of the contract data A transfer that executes a transfer process for selling order that adds the amount equivalent to the money balance data stored in the customer account database in association with the same customer identification information as the customer identification information of the contract data And a processing means.

  Here, as the “securities”, personal bonds for individuals with variable interest rates are suitable, but other bonds, stocks, and the like may be used. The same applies to the following inventions.

  Further, if “one-to-one correspondence” can be maintained, the “customer identification information” is converted into another type of customer identification information in the middle of the processing of the system of the present invention. You may mix. For example, in the situation where each customer's data is managed in association with the account number as customer identification information in the customer account database, the account number itself is input as customer identification information when order data is received by the order reception processing means. However, the customer identification information other than the account number (for example, telephone number, e-mail address, customer code, etc.) is input, and in the process of the system of the present invention, Conversion from customer identification information to an account number may be performed as appropriate. When such conversion is performed, a customer database that stores correspondence relationships between a plurality of types of customer identification information may be provided. In the claims of the present application, the conversion of the type of customer identification information in each processing process does not affect the essence of the invention, so that it is unified with “customer identification information” for convenience of description. The same applies to the following inventions.

  Furthermore, the process of “determining the amount corresponding to the purchase order quantity and the sell order quantity for the same brand as the contract quantity of the buy order and the sell order” includes the purchase order quantity and the sell order quantity. This is the process of taking the smaller quantity as the contracted quantity for both the buy and sell orders. If the buy order quantity is smaller, all the buy order quantities are filled, If the same quantity is filled and the rest is unfilled, but if the sell order quantity is smaller, the sell order quantity is filled and the same quantity as the sell order quantity of the buy order quantity is filled. This is a process of making a contract and making the rest uncommitted. The same applies to the following inventions.

  The “deferred continuation period or deferment continuation period to continue deferring the expiration date of the order” means, for example, that the order is continued (rolled) for a period of up to three months from the time of the order. The “deferred continuation deadline” is, for example, June 5, 2009 when the order is continued (rolled) from the time of order until June 5, 2009. The deadline is equivalent to a day. Furthermore, the “designated validity period” is an initial validity period designated by the customer, for example, a period of two weeks when the order is valid for only two weeks from the time of ordering. The “designated extension period” is an extension period designated by the customer, and the order is made valid for two weeks from the time of the deferral process, or from the initial expiration date or the expiration date of the previous deferral. This is a period of 2 weeks. The same applies to the following inventions.

  In such a securities buying and selling processing system of the present invention, the order acceptance processing means accepts the deferment continuation period or the deferment continuation deadline, and the deferment processing means calculates the deferment continuation deadline (even if calculated from the designated deferment continuation period). Within a range not exceeding (good), the order expiration date is automatically extended and deferred by a predetermined extension period or by a customer-specified extension period. In addition, the re-execution preparation processing means uses the unordered remaining order quantity for the pre-processing date as the purchase order data to be executed and the sell order data to be executed as the purchase order storage means and the sell order on the next processing day. When storing in the storage means, priority management information is given in accordance with the reception date and time (date and time when order data is first received by the order reception processing means) stored in the order data storage means. For this reason, even if the deferral process is repeated, the first order date and time is retained, and it becomes possible to eliminate the inconvenience that the priority ranks at the end of each deferral. This achieves the object.

  <In the case where order identification information is maintained at the time of deferral, and is not automatically deferred and discarded (cleared) every processing day, but at the time when the expiration date has passed, storage means for purchase order and storage for sell order When canceling the purchase order data subject to execution and the sell order data subject to execution stored in the means>

Further, the present invention is a securities trading processing system configured by a computer that executes trading processing of securities,
Fund balance data indicating the balance of the customer's funds deposited in the account of the customer of the financial institution is stored in association with customer identification information, and possessed by the customer deposited in the account of the customer of the financial institution A customer account database that stores securities balance data indicating the balance of securities to be stored in association with the brand identification information of the securities and the customer identification information;
Order data including the customer identification information transmitted from the terminal device operated by the customer or its input agent via a communication line, the brand identification information about the securities to be traded, the trading category, and the order quantity, and In addition to receiving a deferred duration or deferred duration to continue deferring the expiration date of the order, or in addition to receiving a designated validity period and / or a designated extension period, order identification information is added to the received order data. Order reception processing means for executing processing for calculating the first expiration date of the order from the date and time of receipt of the order data or in addition to the specified validity period;
The order data received by the order reception processing means, the reception date and time, the deferred duration period or the deferred duration limit, and an expiration date for the first time or after deferral, or in addition to the designated valid period and / or the designated extension Order data storage means for storing a period in association with the order identification information;
A transfer processing database that stores contract amount of the order data as contract data in association with the order identification information, together with the customer identification information, the brand identification information, and the trade classification;
Buy order storage means for storing buy order data to be executed as a target for executing a trading transaction of securities between the customers, in association with the order identification information;
Sell order storage means for storing sell order data to be executed as a target for executing trading transactions of securities between the customers, in association with the order identification information;
The expiration date after the first or previous deferral stored in the order data storage means is monitored, and when the expiration date after the first or previous deferral comes, it is an extension predetermined for this expiration date. A new expiration date is calculated by adding a period or the specified extension period, and the calculated new expiration date is within the deferred continuation time limit stored in the order data storage means or stored in the order data storage means If it is within the deferral continuation period calculated from the deferral continuation period and the reception date and time, the first or last deferral expiration date stored in the order data storage means is updated with the new expiration date, The new deferral period stored in the order data storage means or the deferment duration period stored in the order data storage means and the reception A deferral processing unit that executes a process of updating the expiration date after the initial or previous deferral stored in the order data storage unit with the deferral continuous deadline if the deferral continuation time calculated from the time has passed ,
Priority management common to a buy order and a sell order for preferentially executing the order of the customer previously ordered with respect to the order data received by the order reception processing means, or a priority order management of a buy order alone and a sell order alone And when the order classification received by the order reception processing means is information indicating buying, the order identification information and the priority ranking are used as the purchase order data to be executed. When the buy / sell category of the order data received by the order receiving processing means is information indicating sale, the order data is stored in association with management information and stored in the buy order storage means. Execution preparation processing for executing processing for storing in the selling order storage means in association with the order identification information and the priority management information as order data And means,
It is determined whether or not the expiration date has passed for the order data stored in the order data storage means, and stored in the order data storage means in association with the order data that has passed the expiration date. Processing for canceling the execution target buy order data or the execution target sell order data associated with the same order identification information as the order identification information and stored in the buy order storage means or the sell order storage means An expired order processing means for executing
The purchase order quantity associated with the same brand identification information and stored as the order quantity of the purchase order data to be executed in the purchase order storage means, and the execution target sale in the sell order storage means. The sales order quantity stored as the order quantity in the order data is matched in the order of the priority management information with the highest priority, and the quantity corresponding to the purchase order quantity and the sales order quantity for these same brands is determined. The contract amount of the purchase order and the sell order is determined, and the determined amount of the constant is determined together with the customer identification information, the brand identification information, and the trade classification for the contracted purchase order data and the sell order data. Transaction execution processing means for executing processing to be stored in the transfer processing database as the contract data in association with order identification information;
When the trade classification of the contract data stored in the transfer processing database is information indicating buying, the contract constant amount of the contract data is the same as the customer identification information and the brand identification information of the contract data And adding to the securities balance data stored in the customer account database in association with the customer identification information and the same brand identification information, and the price equivalent of the contract amount of the contract data is added to the contract data. The contract data stored in the transfer processing database is executed by executing transfer processing for a purchase order that is subtracted from the fund balance data stored in the customer account database in association with the same customer identification information as the customer identification information. If the trade classification is information indicating sale, the contract amount of the contract data is set to the contract data of the contract data. The customer identification information and the same customer identification information as the brand identification information and the same brand identification information are subtracted from the securities balance data associated with the same brand identification information and stored in the customer account database, and the contract constant amount of the contract data A transfer that executes a transfer process for selling order that adds the amount equivalent to the money balance data stored in the customer account database in association with the same customer identification information as the customer identification information of the contract data And a processing means.

  In such a securities buying and selling processing system of the present invention, the order acceptance processing means accepts the deferment continuation period or the deferment continuation deadline, and the deferment processing means calculates the deferment continuation deadline (even if calculated from the designated deferment continuation period). Within a range not exceeding (good), the order expiration date is automatically extended and deferred by a predetermined extension period or by a customer-specified extension period. In addition, the purchase order data to be executed and the sell order data to be executed stored in the storage means for purchase order and the storage means for sell order are left without being discarded (cleared) every processing day, and expired orders. Since the processing means cancels when the expiration date has passed, the priority management information given by the execution preparation processing means is held while the order is continuing (during the roll). For this reason, it becomes possible to eliminate the inconvenience that the priority rank becomes the last rank every time the deferral is performed, and the above-described object is achieved.

  <In the case of maintaining the order identification information at the time of deferral, the deferred manual instruction and the purchase order data of the execution target and the execution target stored in the storage unit for purchase order and the storage unit for sell order on each processing day Discarding (clearing) sales order data and storing it again>

Furthermore, the present invention is a securities trading processing system configured by a computer that executes trading processing of securities,
Fund balance data indicating the balance of the customer's funds deposited in the account of the customer of the financial institution is stored in association with customer identification information, and possessed by the customer deposited in the account of the customer of the financial institution A customer account database that stores securities balance data indicating the balance of securities to be stored in association with the brand identification information of the securities and the customer identification information;
Receives the order data including the customer identification information, the brand identification information about the securities to be traded, the trading category, and the order quantity transmitted from the terminal device operated by the customer or its input agent via a communication line. Or, in addition to these, a specified effective period and / or a specified extended period are received, order identification information is added to the received order data, and the order data is received or added in addition to the specified effective period Order acceptance processing means for executing processing for calculating the first expiration date of the order from
The order data received by the order reception processing means, the reception date and time, the deferred duration period or the deferred duration limit, and an expiration date for the first time or after deferral, or in addition to the designated valid period and / or the designated extension Order data storage means for storing a period in association with the order identification information;
A transfer processing database that stores contract amount of the order data as contract data in association with the order identification information, together with the customer identification information, the brand identification information, and the trade classification;
Buy order storage means for storing buy order data to be executed as a target for executing a trading transaction of securities between the customers, in association with the order identification information;
Sell order storage means for storing sell order data to be executed as a target for executing trading transactions of securities between the customers, in association with the order identification information;
The deferral instruction information for instructing deferral of the expiration date of the order, which is transmitted from the terminal device operated by the customer or its input agent via the communication line, is received together with the order identification information. A new expiration date is calculated by adding a predetermined extension period or the specified extension period to the expiration date after the initial or previous deferral stored in the order data storage means or the reception date and time of information, and the order data Deferral processing means for executing a process of updating the expiration date after the first or previous deferral stored in the storage means with the new expiration date;
Priority management common to a buy order and a sell order for preferentially executing the order of the customer previously ordered with respect to the order data received by the order reception processing means, or a priority order management of a buy order alone and a sell order alone And when the order classification received by the order reception processing means is information indicating buying, the order identification information and the priority ranking are used as the purchase order data to be executed. When the buy / sell category of the order data received by the order receiving processing means is information indicating sale, the order data is stored in association with management information and stored in the buy order storage means. An initial execution level for executing processing to store in the selling order storage means in association with the order identification information and the priority management information as order data And processing means,
The order data storage means associated with the order data from the order quantity of the order data received by the preprocessing date and stored in the order data storage means before the start of processing on each processing day. The unordered remaining order quantity is calculated by subtracting the approximate constant amount stored in the transfer processing database in association with the same order identification information as the order identification information stored in the The order data received up to and stored in the order data storage means, and there is an unfilled remaining order quantity, and is within the expiration date stored in the order data storage means For the order data, the priority management information is given according to the order of the reception date and time stored in the order data storage means in association with the ongoing order data, In the case where the trading category of the ongoing order data is information indicating buying, the ongoing order data is associated with the order identification information and the priority management information as buy order data to be executed. , When the pre-processing date data is all discarded in the purchase order storage means, and when the buy / sell category of the ongoing order data is information indicating sale, the ongoing order data is Re-execution preparation for executing a process of storing in the selling order storage means in a state where all the pre-processing date data is discarded in association with the order identification information and the priority management information as the selling order data to be executed Processing means;
The purchase order quantity associated with the same brand identification information and stored as the order quantity of the purchase order data to be executed in the purchase order storage means, and the execution target sale in the sell order storage means. The sales order quantity stored as the order quantity in the order data is matched in the order of the priority management information with the highest priority, and the quantity corresponding to the purchase order quantity and the sales order quantity for these same brands is determined. The contract amount of the purchase order and the sell order is determined, and the determined amount of the constant is determined together with the customer identification information, the brand identification information, and the trade classification for the contracted purchase order data and the sell order data. Transaction execution processing means for executing processing to be stored in the transfer processing database as the contract data in association with order identification information;
When the trade classification of the contract data stored in the transfer processing database is information indicating buying, the contract constant amount of the contract data is the same as the customer identification information and the brand identification information of the contract data And adding to the securities balance data stored in the customer account database in association with the customer identification information and the same brand identification information, and the price equivalent of the contract amount of the contract data is added to the contract data. The contract data stored in the transfer processing database is executed by executing transfer processing for a purchase order that is subtracted from the fund balance data stored in the customer account database in association with the same customer identification information as the customer identification information. If the trade classification is information indicating sale, the contract amount of the contract data is set to the contract data of the contract data. The customer identification information and the same customer identification information as the brand identification information and the same brand identification information are subtracted from the securities balance data associated with the same brand identification information and stored in the customer account database, and the contract constant amount of the contract data A transfer that executes a transfer process for selling order that adds the amount equivalent to the money balance data stored in the customer account database in association with the same customer identification information as the customer identification information of the contract data And a processing means.

  In such a securities trading processing system of the present invention, when the deferral processing means accepts the deferral instruction information from the customer, the expiration date of the order only for a predetermined extension period or for a specified extension period by the customer. You can extend and defer to defer. In addition, the re-execution preparation processing means uses the unordered remaining order quantity for the pre-processing date as the purchase order data to be executed and the sell order data to be executed as the purchase order storage means and the sell order on the next processing day. When storing in the storage means, priority management information is given in accordance with the reception date and time (date and time when order data is first received by the order reception processing means) stored in the order data storage means. For this reason, even if the deferral process is repeated, the first order date and time is retained, and it becomes possible to eliminate the inconvenience that the priority ranks at the end of each deferral. This achieves the object.

  <In the case where order identification information is maintained at the time of deferral, and it is not used as a deferred manual instruction and is discarded (cleared) every processing day. When canceling purchase order data and execution order data stored in the storage means>

Further, the present invention is a securities trading processing system configured by a computer that executes trading processing of securities,
Fund balance data indicating the balance of the customer's funds deposited in the account of the customer of the financial institution is stored in association with customer identification information, and possessed by the customer deposited in the account of the customer of the financial institution A customer account database that stores securities balance data indicating the balance of securities to be stored in association with the brand identification information of the securities and the customer identification information;
Receives the order data including the customer identification information, the brand identification information about the securities to be traded, the trading category, and the order quantity transmitted from the terminal device operated by the customer or its input agent via a communication line. Or, in addition to these, a specified effective period and / or a specified extended period are received, order identification information is added to the received order data, and the order data is received or added in addition to the specified effective period Order acceptance processing means for executing processing for calculating the first expiration date of the order from
The order data received by the order reception processing means, the reception date and time, the deferred duration period or the deferred duration limit, and an expiration date for the first time or after deferral, or in addition to the designated valid period and / or the designated extension Order data storage means for storing a period in association with the order identification information;
A transfer processing database that stores contract amount of the order data as contract data in association with the order identification information, together with the customer identification information, the brand identification information, and the trade classification;
Buy order storage means for storing buy order data to be executed as a target for executing a trading transaction of securities between the customers, in association with the order identification information;
Sell order storage means for storing sell order data to be executed as a target for executing trading transactions of securities between the customers, in association with the order identification information;
The deferral instruction information for instructing deferral of the expiration date of the order, which is transmitted from the terminal device operated by the customer or its input agent via the communication line, is received together with the order identification information. A new expiration date is calculated by adding a predetermined extension period or the specified extension period to the expiration date after the initial or previous deferral stored in the order data storage means or the reception date and time of information, and the order data Deferral processing means for executing a process of updating the expiration date after the first or previous deferral stored in the storage means with the new expiration date;
Priority management common to a buy order and a sell order for preferentially executing the order of the customer previously ordered with respect to the order data received by the order reception processing means, or a priority order management of a buy order alone and a sell order alone And when the order classification received by the order reception processing means is information indicating buying, the order identification information and the priority ranking are used as the purchase order data to be executed. When the buy / sell category of the order data received by the order receiving processing means is information indicating sale, the order data is stored in association with management information and stored in the buy order storage means. Execution preparation processing for executing processing for storing in the selling order storage means in association with the order identification information and the priority management information as order data And means,
It is determined whether or not the expiration date has passed for the order data stored in the order data storage means, and stored in the order data storage means in association with the order data that has passed the expiration date. Processing for canceling the execution target buy order data or the execution target sell order data associated with the same order identification information as the order identification information and stored in the buy order storage means or the sell order storage means An expired order processing means for executing
The purchase order quantity associated with the same brand identification information and stored as the order quantity of the purchase order data to be executed in the purchase order storage means, and the execution target sale in the sell order storage means. The sales order quantity stored as the order quantity in the order data is matched in the order of the priority management information with the highest priority, and the quantity corresponding to the purchase order quantity and the sales order quantity for these same brands is determined. The contract amount of the purchase order and the sell order is determined, and the determined amount of the constant is determined together with the customer identification information, the brand identification information, and the trade classification for the contracted purchase order data and the sell order data. Transaction execution processing means for executing processing to be stored in the transfer processing database as the contract data in association with order identification information;
When the trade classification of the contract data stored in the transfer processing database is information indicating buying, the contract constant amount of the contract data is the same as the customer identification information and the brand identification information of the contract data And adding to the securities balance data stored in the customer account database in association with the customer identification information and the same brand identification information, and the price equivalent of the contract amount of the contract data is added to the contract data. The contract data stored in the transfer processing database is executed by executing transfer processing for a purchase order that is subtracted from the fund balance data stored in the customer account database in association with the same customer identification information as the customer identification information. If the trade classification is information indicating sale, the contract amount of the contract data is set to the contract data of the contract data. The customer identification information and the same customer identification information as the brand identification information and the same brand identification information are subtracted from the securities balance data associated with the same brand identification information and stored in the customer account database, and the contract constant amount of the contract data A transfer that executes a transfer process for selling order that adds the amount equivalent to the money balance data stored in the customer account database in association with the same customer identification information as the customer identification information of the contract data And a processing means.

  In such a securities trading processing system of the present invention, when the deferral processing means accepts the deferral instruction information from the customer, the expiration date of the order only for a predetermined extension period or for a specified extension period by the customer. You can extend and defer to defer. In addition, the purchase order data to be executed and the sell order data to be executed stored in the storage means for purchase order and the storage means for sell order are left without being discarded (cleared) every processing day, and expired orders. Since the processing means cancels when the expiration date has passed, the priority management information given by the execution preparation processing means is held while the order is continuing (during the roll). For this reason, it becomes possible to eliminate the inconvenience that the priority rank becomes the last rank every time the deferral is performed, and the above-described object is achieved.

<< When creating a new order at the time of deferral, canceling the old order that was valid until then, and changing the order identification information for the original order and each deferred order >>
When creating a new order at the time of deferral, canceling the old order that was valid until then, and changing the order identification information for the original order and each deferred order, the above-mentioned << When maintaining the order identification information at the time of deferral As with >>, it can be divided into four types.

  <When creating a new order at the time of deferral, canceling the old order that was valid until then, and changing the order identification information for the original order and each deferred order, automatically deferring, and on each processing day When discarding (clearing) the target purchase order data and execution target sell order data stored in the purchase order storage means and the sell order storage means and storing them again>

Furthermore, the present invention is a securities trading processing system configured by a computer that executes trading processing of securities,
Fund balance data indicating the balance of the customer's funds deposited in the account of the customer of the financial institution is stored in association with customer identification information, and possessed by the customer deposited in the account of the customer of the financial institution A customer account database that stores securities balance data indicating the balance of securities to be stored in association with the brand identification information of the securities and the customer identification information;
The order of the original order including the customer identification information transmitted from the terminal device operated by the customer or its input agent via the communication line, the brand identification information about the securities to be traded, the trading category, and the order quantity Receive the data and the deferred duration or deferred duration to continue deferring the expiration date of the order, or in addition to receiving the specified effective period and / or the specified extended period, and the received order of the original order Order reception processing means for giving order identification information of the original order to the data, and executing processing for calculating the initial expiration date of the order from the specified effective period in addition to the reception date and time of the original order; or
Order data of the original order received by the order reception processing means, the reception date and time of the original order, the deferred continuation period or the deferred continuation deadline, and the initial validity period, or in addition to the designated valid period and / or Alternatively, the designated extended period is stored in association with the order identification information of the original order, and the order data of the deferred order, the date and time of receiving the original order, the deferred continuation period or the deferred continuation deadline, and the validity after deferral Order data storage means for storing the expiration date, or in addition to the specified effective period and / or the specified extension period, in association with the order identification information of the deferred order;
A transfer processing database that stores the contract amount of the order data as contract data in association with the order identification information of the original order or deferred order, together with the customer identification information, the brand identification information, and the trade classification;
Buy order storage means for storing buy order data to be executed as a target for executing a trading transaction of securities between the customers, in association with the order identification information;
Sell order storage means for storing sell order data to be executed as a target for executing trading transactions of securities between the customers, in association with the order identification information;
The expiration date after the first or previous deferral stored in the order data storage means is monitored, and when the expiration date after the first or previous deferral comes, it is an extension predetermined for this expiration date. A new expiration date is calculated by adding a period or the specified extension period, and this order data is supported from the order quantity of the order data of the original order or the previous deferred order stored in the order data storage means. By subtracting the approximately constant amount stored in the transfer processing database in association with the same order identification information as the order identification information that is attached and stored in the order data storage means, the original order or the previous order Calculate the uncommitted remaining order quantity of the deferred order, and the new expiration date is within the deferred continuation deadline stored in the order data storage means or If it is within the deferral continuation period calculated from the deferral continuation period stored in the order data storage means and the original order reception date and time, the customer identification information, the brand identification information, the trade classification, and the remaining The order data of the deferred order including the same order quantity as the order quantity is created, the order identification information of the deferred order is newly given to the order data of the created deferred order, and the order data of the created deferred order is The original order received date and time, the deferred continuation period or the deferred continuation deadline, the new expiration date, and the order identification information of the deferred order are stored in the order data storage means, and the new expiration date is Whether the deferment continuation time limit stored in the order data storage means or the deferment continuation time period stored in the order data storage means and the reception date and time of the original order If the calculated deferred continuation deadline has passed, create the order data of the deferred order including the customer identification information, the brand identification information, the trading category, and the same order quantity as the remaining order quantity The order data of the deferred order is re-added to the order data of the deferred order, and the created order data of the deferred order is added to the received date and time of the original order, the deferred duration or the deferred duration, and the deferred duration And the same expiration date after the deferral and the order identification information of the deferred order are stored in the order data storage means, and the original order data or the previous deferred order order data stored in the order data storage means And the order identification stored in the order data storage means in association with the order data of the original order or the previous deferred order Order identification information on the execution target buy order data or the execution target sell order data stored in the buy order storage means or the sell order storage means in association with the same order identification information as the information , A deferral processing means for executing a process for replacing the order identification information of the deferred order;
Common to a buy order and a sell order for preferentially executing the order of the customer previously ordered with respect to the order data of the original order received by the order reception processing means, or a buy order alone and a sell order alone When priority order management information is given and the trading category of the order data of the original order received by the order reception processing means is information indicating buy, the order data of the original order is the purchase order data to be executed The purchase order storage means stores it in association with the order identification information of the original order and the priority order management information, and the trading category of the order data of the original order received by the order reception processing means indicates selling. In the case of information, the order data of the original order is associated with the order identification information of the original order and the priority management information as sales order data to be executed. And the initial executive preparation processing means for executing the processing to be stored in the serial sales order for the memory means,
Prior to the start of processing on each processing day, the order data of the original order or deferred order received by the preprocessing date and stored in the order data storage means is associated with the order data. The unordered remaining order quantity is reduced by subtracting the approximate constant amount stored in the transfer processing database in association with the same order identification information as the order identification information stored in the order data storage means. The expiration date calculated and received by the pre-processing date and stored in the order data storage means with an unfilled remaining order quantity and stored in the order data storage means In response to the order date and time of receipt of the original order stored in the order data storage means in association with the ongoing order data. The priority order management information is provided, and when the purchase and sale classification of the ongoing order data is information indicating purchase, the ongoing order data is used as the purchase order data to be executed, and the order identification information and In association with the priority management information, when the data for pre-processing date is stored in the storage unit for purchase order in a state in which all of the data has been discarded, the purchase / sale category of the ongoing order data is information indicating sale Associates the ongoing order data with the order identification information and the priority management information as sales order data to be executed, and stores the data in the sales order in a state in which all the pre-processing date data is discarded. Re-execution preparation processing means for executing processing to be stored;
The purchase order quantity associated with the same brand identification information and stored as the order quantity of the purchase order data to be executed in the purchase order storage means, and the execution target sale in the sell order storage means. The sales order quantity stored as the order quantity in the order data is matched in the order of the priority management information with the highest priority, and the quantity corresponding to the purchase order quantity and the sales order quantity for these same brands is determined. The contract amount of the purchase order and the sell order is determined, and the determined amount of the constant is determined together with the customer identification information, the brand identification information, and the trade classification for the contracted purchase order data and the sell order data. Transaction execution processing means for executing processing to be stored in the transfer processing database as the contract data in association with order identification information;
When the trade classification of the contract data stored in the transfer processing database is information indicating buying, the contract constant amount of the contract data is the same as the customer identification information and the brand identification information of the contract data And adding to the securities balance data stored in the customer account database in association with the customer identification information and the same brand identification information, and the price equivalent of the contract amount of the contract data is added to the contract data. The contract data stored in the transfer processing database is executed by executing transfer processing for a purchase order that is subtracted from the fund balance data stored in the customer account database in association with the same customer identification information as the customer identification information. If the trade classification is information indicating sale, the contract amount of the contract data is set to the contract data of the contract data. The customer identification information and the same customer identification information as the brand identification information and the same brand identification information are subtracted from the securities balance data associated with the same brand identification information and stored in the customer account database, and the contract constant amount of the contract data A transfer that executes a transfer process for selling order that adds the amount equivalent to the money balance data stored in the customer account database in association with the same customer identification information as the customer identification information of the contract data And a processing means.

  In such a securities buying and selling processing system of the present invention, the order acceptance processing means accepts the deferment continuation period or the deferment continuation deadline, and the deferment processing means calculates the deferment continuation deadline (even if calculated from the designated deferment continuation period). The order expiration date is automatically extended for a predetermined extension period or for a specified extension period by the customer, and a new expiration date is calculated. Is stored in the order data storage means in association with the reception date and time that is the same as the reception date and time of the original order, the calculated new expiration date, and the newly added deferred order order identification information. Cancel the original order and the previous deferred order. In addition, the re-execution preparation processing means uses the unordered remaining order quantity for the pre-processing date as the purchase order data to be executed and the sell order data to be executed as the purchase order storage means and the sell order on the next processing day. When storing in the storage means, priority order management information is given according to the date and time of receipt of the original order stored in the order data storage means. For this reason, even if the deferral process is repeated, the first order date and time (original order reception date and time) will be retained, eliminating the inconvenience that the priority will be the last (determined) at each deferral And the above-mentioned purpose is achieved.

  <When creating a new order at the time of deferral, canceling the old order that was valid until then, and changing the order identification information for the original order and each deferred order, automatically deferring, and on each processing day When canceling the target purchase order data and execution target sell order data stored in the purchase order storage means and the sell order storage means when the expiration date has passed, instead of discarding (clearing)>

And, the present invention is a securities trading processing system constituted by a computer that executes trading processing of securities,
Fund balance data indicating the balance of the customer's funds deposited in the account of the customer of the financial institution is stored in association with customer identification information, and possessed by the customer deposited in the account of the customer of the financial institution A customer account database that stores securities balance data indicating the balance of securities to be stored in association with the brand identification information of the securities and the customer identification information;
The order of the original order including the customer identification information transmitted from the terminal device operated by the customer or its input agent via the communication line, the brand identification information about the securities to be traded, the trading category, and the order quantity Receive the data and the deferred duration or deferred duration to continue deferring the expiration date of the order, or in addition to receiving the specified effective period and / or the specified extended period, and the received order of the original order Order reception processing means for giving order identification information of the original order to the data, and executing processing for calculating the initial expiration date of the order from the specified effective period in addition to the reception date and time of the original order; or
Order data of the original order received by the order reception processing means, the reception date and time of the original order, the deferred continuation period or the deferred continuation deadline, and the initial validity period, or in addition to the designated valid period and / or Alternatively, the designated extended period is stored in association with the order identification information of the original order, and the order data of the deferred order, the date and time of receiving the original order, the deferred continuation period or the deferred continuation deadline, and the validity after deferral Order data storage means for storing the expiration date, or in addition to the specified effective period and / or the specified extension period, in association with the order identification information of the deferred order;
A transfer processing database that stores the contract amount of the order data as contract data in association with the order identification information of the original order or deferred order, together with the customer identification information, the brand identification information, and the trade classification;
Buy order storage means for storing buy order data to be executed as a target for executing a trading transaction of securities between the customers, in association with the order identification information;
Sell order storage means for storing sell order data to be executed as a target for executing trading transactions of securities between the customers, in association with the order identification information;
The expiration date after the first or previous deferral stored in the order data storage means is monitored, and when the expiration date after the first or previous deferral comes, it is an extension predetermined for this expiration date. A new expiration date is calculated by adding a period or the specified extension period, and this order data is supported from the order quantity of the order data of the original order or the previous deferred order stored in the order data storage means. By subtracting the approximately constant amount stored in the transfer processing database in association with the same order identification information as the order identification information that is attached and stored in the order data storage means, the original order or the previous order Calculate the uncommitted remaining order quantity of the deferred order, and the new expiration date is within the deferred continuation deadline stored in the order data storage means or If it is within the deferral continuation period calculated from the deferral continuation period stored in the order data storage means and the original order reception date and time, the customer identification information, the brand identification information, the trade classification, and the remaining The order data of the deferred order including the same order quantity as the order quantity is created, the order identification information of the deferred order is newly given to the order data of the created deferred order, and the order data of the created deferred order is The original order received date and time, the deferred continuation period or the deferred continuation deadline, the new expiration date, and the order identification information of the deferred order are stored in the order data storage means, and the new expiration date is Whether the deferment continuation time limit stored in the order data storage means or the deferment continuation time period stored in the order data storage means and the reception date and time of the original order If the calculated deferred continuation deadline has passed, create and create order data for the deferred order including the customer identification information, the brand identification information, the trade classification, and the same order quantity as the remaining order quantity The order identification information of the deferred order is newly given to the order data of the deferred order, and the created order data of the deferred order is added to the received date / time of the original order, the deferment duration or the deferment duration, The original expiration date stored in the order data storage means and the order of the previous deferred order are stored in the order data storage means in association with the expiration date after the deferral same as the deadline and the order identification information of the deferred order. The order which is stored in the order data storage means with the data canceled and associated with the order data of the original order or the previous deferred order Order identification information about the execution target buy order data or the execution target sell order data stored in the buy order storage means or the sell order storage means in association with the same order identification information as the identification information Deferring processing means for executing processing for replacing the order identification information of the deferred order,
Common to a buy order and a sell order for preferentially executing the order of the customer previously ordered with respect to the order data of the original order received by the order reception processing means, or a buy order alone and a sell order alone When priority order management information is given and the trading category of the order data of the original order received by the order reception processing means is information indicating buy, the order data of the original order is the purchase order data to be executed The purchase order storage means stores it in association with the order identification information of the original order and the priority order management information, and the trading category of the order data of the original order received by the order reception processing means indicates selling. In the case of information, the order data of the original order is associated with the order identification information of the original order and the priority management information as sales order data to be executed. And executive preparation processing means for executing the processing to be stored in the serial sales order for the memory means,
It is determined whether or not the expiration date has passed for the order data stored in the order data storage means, and stored in the order data storage means in association with the order data that has passed the expiration date. Processing for canceling the execution target buy order data or the execution target sell order data associated with the same order identification information as the order identification information and stored in the buy order storage means or the sell order storage means An expired order processing means for executing
The purchase order quantity associated with the same brand identification information and stored as the order quantity of the purchase order data to be executed in the purchase order storage means, and the execution target sale in the sell order storage means. The sales order quantity stored as the order quantity in the order data is matched in the order of the priority management information with the highest priority, and the quantity corresponding to the purchase order quantity and the sales order quantity for these same brands is determined. The contract amount of the purchase order and the sell order is determined, and the determined amount of the constant is determined together with the customer identification information, the brand identification information, and the trade classification for the contracted purchase order data and the sell order data. Transaction execution processing means for executing processing to be stored in the transfer processing database as the contract data in association with order identification information;
When the trade classification of the contract data stored in the transfer processing database is information indicating buying, the contract constant amount of the contract data is the same as the customer identification information and the brand identification information of the contract data And adding to the securities balance data stored in the customer account database in association with the customer identification information and the same brand identification information, and the price equivalent of the contract amount of the contract data is added to the contract data. The contract data stored in the transfer processing database is executed by executing transfer processing for a purchase order that is subtracted from the fund balance data stored in the customer account database in association with the same customer identification information as the customer identification information. If the trade classification is information indicating sale, the contract amount of the contract data is set to the contract data of the contract data. The customer identification information and the same customer identification information as the brand identification information and the same brand identification information are subtracted from the securities balance data associated with the same brand identification information and stored in the customer account database, and the contract constant amount of the contract data A transfer that executes a transfer process for selling order that adds the amount equivalent to the money balance data stored in the customer account database in association with the same customer identification information as the customer identification information of the contract data And a processing means.

  In such a securities buying and selling processing system of the present invention, the order acceptance processing means accepts the deferment continuation period or the deferment continuation deadline, and the deferment processing means calculates the deferment continuation deadline (even if calculated from the designated deferment continuation period). The order expiration date is automatically extended for a predetermined extension period or for a specified extension period by the customer, and a new expiration date is calculated. Is stored in the order data storage means in association with the reception date and time that is the same as the reception date and time of the original order, the calculated new expiration date, and the newly added deferred order order identification information. Cancel the original order and the previous deferred order. In addition, the purchase order data to be executed and the sell order data to be executed stored in the storage means for purchase order and the storage means for sell order are left without being discarded (cleared) every processing day, and expired orders. Since the processing means cancels when the expiration date has passed, the priority management information given by the execution preparation processing means is held while the order is continuing (during the roll). For this reason, it becomes possible to eliminate the inconvenience that the priority rank becomes the last rank every time the deferral is performed, and the above-described object is achieved.

  <When creating a new order at the time of deferral, canceling the old order that was valid until then, and changing the order identification information for the original order and each deferred order. When the execution target buy order data and the execution target sell order data stored in the purchase order storage means and the sell order storage means are discarded (cleared) and stored again>

Further, the present invention is a securities trading processing system configured by a computer that executes trading processing of securities,
Fund balance data indicating the balance of the customer's funds deposited in the account of the customer of the financial institution is stored in association with customer identification information, and possessed by the customer deposited in the account of the customer of the financial institution A customer account database that stores securities balance data indicating the balance of securities to be stored in association with the brand identification information of the securities and the customer identification information;
The order of the original order including the customer identification information transmitted from the terminal device operated by the customer or its input agent via the communication line, the brand identification information about the securities to be traded, the trading category, and the order quantity In addition to receiving data, or in addition to these, a specified valid period and / or a specified extension period, and adding the order identification information of the original order to the received order data of the original order, In addition to this, an order reception processing means for executing a process of calculating an initial expiration date of the order from the designated effective period;
Order data of the original order received by the order reception processing means, reception date and time of the original order, and the initial expiration date, or in addition to the specified effective period and / or the specified extension period, the original order In addition to the order identification information, the order data of the deferred order, the reception date and time of the original order, and the expiration date after the deferral, or in addition to the specified effective period and / or the specified extended period, Order data storage means for storing in association with the order identification information of the deferred order;
A transfer processing database that stores the contract amount of the order data as contract data in association with the order identification information of the original order or deferred order, together with the customer identification information, the brand identification information, and the trade classification;
Buy order storage means for storing buy order data to be executed as a target for executing a trading transaction of securities between the customers, in association with the order identification information;
Sell order storage means for storing sell order data to be executed as a target for executing trading transactions of securities between the customers, in association with the order identification information;
The deferral instruction information for instructing deferral of the expiration date of the order, which is transmitted from the terminal device operated by the customer or its input agent via the communication line, is received together with the order identification information. A new expiration date is calculated by adding a predetermined extension period or the specified extension period to the expiration date after the initial or previous deferral stored in the order data storage means or the reception date and time of information, and the order From the order quantity of the order data of the original order or the previous deferred order stored in the data storage means, the same as the order identification information stored in the order data storage means in association with the order data By subtracting the fixed amount stored in the transfer processing database in association with the order identification information, the original order or the previous order is reduced. Calculated the unordered remaining order quantity of the deferred order, and created and created deferred order data including the customer identification information, the brand identification information, the trading category, and the same order quantity as the remaining order quantity The order data of the deferred order is newly assigned to the order data of the deferred order, and the created order data of the deferred order is added to the received date and time of the original order, the new expiration date, and the order identification information of the deferred order. Are stored in the order data storage means in association with each other, the order data of the original order or the previous deferred order stored in the order data storage means is canceled, and the order data of the original order or the previous deferred order is deleted. The purchase order storage means or the previous order associated with the same order identification information as the order identification information associated with and stored in the order data storage means The order identification information about the sale stored in the order storage means for the said executive target purchase order data or the sale of the executive target order data, a deferred processing means for executing processing to replace the order identification information of the deferred order,
Common to a buy order and a sell order for preferentially executing the order of the customer previously ordered with respect to the order data of the original order received by the order reception processing means, or a buy order alone and a sell order alone When priority order management information is given and the trading category of the order data of the original order received by the order reception processing means is information indicating buy, the order data of the original order is the purchase order data to be executed The purchase order storage means stores it in association with the order identification information of the original order and the priority order management information, and the trading category of the order data of the original order received by the order reception processing means indicates selling. In the case of information, the order data of the original order is associated with the order identification information of the original order and the priority management information as sales order data to be executed. And the initial executive preparation processing means for executing the processing to be stored in the serial sales order for the memory means,
Prior to the start of processing on each processing day, the order data of the original order or deferred order received by the preprocessing date and stored in the order data storage means is associated with the order data. The unordered remaining order quantity is reduced by subtracting the approximate constant amount stored in the transfer processing database in association with the same order identification information as the order identification information stored in the order data storage means. The expiration date calculated and received by the pre-processing date and stored in the order data storage means with an unfilled remaining order quantity and stored in the order data storage means In response to the order date and time of receipt of the original order stored in the order data storage means in association with the ongoing order data. The priority order management information is provided, and when the purchase and sale classification of the ongoing order data is information indicating purchase, the ongoing order data is used as the purchase order data to be executed, and the order identification information and In association with the priority management information, when the data for pre-processing date is stored in the storage unit for purchase order in a state in which all of the data has been discarded, the purchase / sale category of the ongoing order data is information indicating sale Associates the ongoing order data with the order identification information and the priority management information as sales order data to be executed, and stores the data in the sales order in a state in which all the pre-processing date data is discarded. Re-execution preparation processing means for executing processing to be stored;
The purchase order quantity associated with the same brand identification information and stored as the order quantity of the purchase order data to be executed in the purchase order storage means, and the execution target sale in the sell order storage means. The sales order quantity stored as the order quantity in the order data is matched in the order of the priority management information with the highest priority, and the quantity corresponding to the purchase order quantity and the sales order quantity for these same brands is determined. The contract amount of the purchase order and the sell order is determined, and the determined amount of the constant is determined together with the customer identification information, the brand identification information, and the trade classification for the contracted purchase order data and the sell order data. Transaction execution processing means for executing processing to be stored in the transfer processing database as the contract data in association with order identification information;
When the trade classification of the contract data stored in the transfer processing database is information indicating buying, the contract constant amount of the contract data is the same as the customer identification information and the brand identification information of the contract data And adding to the securities balance data stored in the customer account database in association with the customer identification information and the same brand identification information, and the price equivalent of the contract amount of the contract data is added to the contract data. The contract data stored in the transfer processing database is executed by executing transfer processing for a purchase order that is subtracted from the fund balance data stored in the customer account database in association with the same customer identification information as the customer identification information. If the trade classification is information indicating sale, the contract amount of the contract data is set to the contract data of the contract data. The customer identification information and the same customer identification information as the brand identification information and the same brand identification information are subtracted from the securities balance data associated with the same brand identification information and stored in the customer account database, and the contract constant amount of the contract data A transfer that executes a transfer process for selling order that adds the amount equivalent to the money balance data stored in the customer account database in association with the same customer identification information as the customer identification information of the contract data And a processing means.

  In such a securities trading processing system of the present invention, when the deferral processing means accepts the deferral instruction information from the customer, the expiration date of the order only for a predetermined extension period or for a specified extension period by the customer. To calculate the new expiry date, create order data for the deferred order, receive the same date and time as the original order, the new expiry date calculated, and the order identification of the newly granted deferred order It is stored in the order data storage means in association with the information, and the original order that has expired and the previous deferred order are canceled. In addition, the re-execution preparation processing means uses the unordered remaining order quantity for the pre-processing date as the purchase order data to be executed and the sell order data to be executed as the purchase order storage means and the sell order on the next processing day. When storing in the storage means, priority order management information is given according to the date and time of receipt of the original order stored in the order data storage means. For this reason, even if the deferral process is repeated, the first order date and time (original order reception date and time) will be retained, eliminating the inconvenience that the priority will be the last (determined) at each deferral And the above-mentioned purpose is achieved.

  <When creating a new order at the time of deferral, canceling the old order that was valid until then, and changing the order identification information for the original order and each deferred order. When canceling the purchase order data for execution and the sell order data for execution stored in the storage means for purchase order and the storage means for sales order when the expiration date has passed>

Furthermore, the present invention is a securities trading processing system configured by a computer that executes trading processing of securities,
Fund balance data indicating the balance of the customer's funds deposited in the account of the customer of the financial institution is stored in association with customer identification information, and possessed by the customer deposited in the account of the customer of the financial institution A customer account database that stores securities balance data indicating the balance of securities to be stored in association with the brand identification information of the securities and the customer identification information;
The order of the original order including the customer identification information transmitted from the terminal device operated by the customer or its input agent via the communication line, the brand identification information about the securities to be traded, the trading category, and the order quantity In addition to receiving data, or in addition to these, a specified valid period and / or a specified extension period, and adding the order identification information of the original order to the received order data of the original order, In addition to this, an order reception processing means for executing a process of calculating an initial expiration date of the order from the designated effective period;
Order data of the original order received by the order reception processing means, reception date and time of the original order, and the initial expiration date, or in addition to the specified effective period and / or the specified extension period, the original order In addition to the order identification information, the order data of the deferred order, the reception date and time of the original order, and the expiration date after the deferral, or in addition to the specified effective period and / or the specified extended period, Order data storage means for storing in association with the order identification information of the deferred order;
A transfer processing database that stores the contract amount of the order data as contract data in association with the order identification information of the original order or deferred order, together with the customer identification information, the brand identification information, and the trade classification;
Buy order storage means for storing buy order data to be executed as a target for executing a trading transaction of securities between the customers, in association with the order identification information;
Sell order storage means for storing sell order data to be executed as a target for executing trading transactions of securities between the customers, in association with the order identification information;
The deferral instruction information for instructing deferral of the expiration date of the order, which is transmitted from the terminal device operated by the customer or its input agent via the communication line, is received together with the order identification information. A new expiration date is calculated by adding a predetermined extension period or the specified extension period to the expiration date after the initial or previous deferral stored in the order data storage means or the reception date and time of information, and the order From the order quantity of the order data of the original order or the previous deferred order stored in the data storage means, the same as the order identification information stored in the order data storage means in association with the order data By subtracting the fixed amount stored in the transfer processing database in association with the order identification information, the original order or the previous order is reduced. Calculated the unordered remaining order quantity of the deferred order, and created and created deferred order data including the customer identification information, the brand identification information, the trading category, and the same order quantity as the remaining order quantity The order data of the deferred order is newly assigned to the order data of the deferred order, and the created order data of the deferred order is added to the received date and time of the original order, the new expiration date, and the order identification information of the deferred order. Are stored in the order data storage means in association with each other, the order data of the original order or the previous deferred order stored in the order data storage means is canceled, and the order data of the original order or the previous deferred order is deleted. The purchase order storage means or the previous order associated with the same order identification information as the order identification information associated with and stored in the order data storage means The order identification information about the sale stored in the order storage means for the said executive target purchase order data or the sale of the executive target order data, a deferred processing means for executing processing to replace the order identification information of the deferred order,
Common to a buy order and a sell order for preferentially executing the order of the customer previously ordered with respect to the order data of the original order received by the order reception processing means, or a buy order alone and a sell order alone When priority order management information is given and the trading category of the order data of the original order received by the order reception processing means is information indicating buy, the order data of the original order is the purchase order data to be executed The purchase order storage means stores it in association with the order identification information of the original order and the priority order management information, and the trading category of the order data of the original order received by the order reception processing means indicates selling. In the case of information, the order data of the original order is associated with the order identification information of the original order and the priority management information as sales order data to be executed. And executive preparation processing means for executing the processing to be stored in the serial sales order for the memory means,
It is determined whether or not the expiration date has passed for the order data stored in the order data storage means, and stored in the order data storage means in association with the order data that has passed the expiration date. Processing for canceling the execution target buy order data or the execution target sell order data associated with the same order identification information as the order identification information and stored in the buy order storage means or the sell order storage means An expired order processing means for executing
The purchase order quantity associated with the same brand identification information and stored as the order quantity of the purchase order data to be executed in the purchase order storage means, and the execution target sale in the sell order storage means. The sales order quantity stored as the order quantity in the order data is matched in the order of the priority management information with the highest priority, and the quantity corresponding to the purchase order quantity and the sales order quantity for these same brands is determined. The contract amount of the purchase order and the sell order is determined, and the determined amount of the constant is determined together with the customer identification information, the brand identification information, and the trade classification for the contracted purchase order data and the sell order data. Transaction execution processing means for executing processing to be stored in the transfer processing database as the contract data in association with order identification information;
When the trade classification of the contract data stored in the transfer processing database is information indicating buying, the contract constant amount of the contract data is the same as the customer identification information and the brand identification information of the contract data And adding to the securities balance data stored in the customer account database in association with the customer identification information and the same brand identification information, and the price equivalent of the contract amount of the contract data is added to the contract data. The contract data stored in the transfer processing database is executed by executing transfer processing for a purchase order that is subtracted from the fund balance data stored in the customer account database in association with the same customer identification information as the customer identification information. If the trade classification is information indicating sale, the contract amount of the contract data is set to the contract data of the contract data. The customer identification information and the same customer identification information as the brand identification information and the same brand identification information are subtracted from the securities balance data associated with the same brand identification information and stored in the customer account database, and the contract constant amount of the contract data A transfer that executes a transfer process for selling order that adds the amount equivalent to the money balance data stored in the customer account database in association with the same customer identification information as the customer identification information of the contract data And a processing means.

  In such a securities trading processing system of the present invention, when the deferral processing means accepts the deferral instruction information from the customer, the expiration date of the order only for a predetermined extension period or for a specified extension period by the customer. To calculate the new expiry date, create order data for the deferred order, receive the same date and time as the original order, the new expiry date calculated, and the order identification of the newly granted deferred order It is stored in the order data storage means in association with the information, and the original order that has expired and the previous deferred order are canceled. In addition, the purchase order data to be executed and the sell order data to be executed stored in the storage means for purchase order and the storage means for sell order are left without being discarded (cleared) every processing day, and expired orders. Since the processing means cancels when the expiration date has passed, the priority management information given by the execution preparation processing means is held while the order is continuing (during the roll). For this reason, it becomes possible to eliminate the inconvenience that the priority rank becomes the last rank every time the deferral is performed, and the above-described object is achieved.

  << Common Items >>

And in the securities trading system described above,
The initial execution preparation processing means and the re-execution preparation processing means, or the execution preparation processing means,
When storing the execution order buy order data in the purchase order storage means, the execution target buy order data includes the order identification information, a contract flag indicating an unsettled state, and the priority order. Store it in association with management information,
When storing the selling order data to be executed in the selling order storage means, the selling order data to be executed is set to include the order identification information, the execution flag indicating unsettled, and the priority. It is configured to execute a process of storing in association with the rank management information,
The transaction execution processing means is:
Stored in the purchase order storage means in association with the same brand identification information and the contract flag set in a state indicating unsettled at at least one predetermined contract processing time in a day. The buy order quantity and the sell order quantity stored in the sell order storage means are matched in the order of the priority management information having the highest priority, and the buy order quantity and the sell order for these same brands. For the execution order buy order data or sell order data in which the quantity corresponding to the quantity is determined as the contract quantity of the buy order and the sell order, and the total quantity of the buy order quantity or the sell order quantity is executed, The execution flag is updated from unfilled to a state indicating closed, and the buy order data or sell order data to be executed is executed by executing the purchase order quantity or a part of the sell order quantity. With respect to the buy order quantity stored in the buy order storage means or the sell order quantity stored in the sell order storage means, the subtracted amount is subtracted to obtain the buy order quantity or the sell order quantity. It is good also as a structure which performs the process to update.

  In the case of such a configuration, it is possible to execute the contract processing by a method similar to a so-called plate approach method (method for executing the contract processing at a predetermined contract processing time).

In the securities trading system described above,
The initial execution preparation processing means and the re-execution preparation processing means, or the execution preparation processing means,
When storing the execution order buy order data in the purchase order storage means, the execution target buy order data includes the order identification information, a contract flag indicating an unsettled state, and the priority order. Store it in association with management information,
When storing the selling order data to be executed in the selling order storage means, the selling order data to be executed is set to include the order identification information, the execution flag indicating unsettled, and the priority. It is configured to execute a process of storing in association with the rank management information,
The transaction execution processing means is:
The buy execution data to be executed is stored in the buy order storage means by the initial execution preparation processing means or the execution preparation processing means, or the sell target data to be executed is stored in the sell order storage means. The purchase order quantity stored in the purchase order storage means in association with the contract flag set in the state indicating the same brand identification information and unfilled each time, and the sell order storage The sales order quantity stored in the means is matched with the priority management information in the order of priority, and the purchase order quantity and the sales order quantity for these same brands correspond to the buy order and Regarding the execution order buy order data or sell order data determined as the contract quantity of the sell order and executing the buy order quantity or the total quantity of the sell order quantity, For the execution order buy order data or sell order data in which the purchase order quantity or a part of the sell order quantity is executed is updated from the unfilled state to the state indicating the closed state. The processing for updating the buy order quantity or the sell order quantity by subtracting the approximate constant amount from the buy order quantity stored in the sell order or the sell order quantity stored in the sell order storage means may be executed. Good.

  In the case of such a configuration, the contract processing can be executed by a method similar to the so-called Zaraba method (a method in which a contract processing is immediately performed every time a new order is placed on the market).

Furthermore, in the securities trading system described above,
When new order data is received by the order acceptance processing means, and when it is determined by the deferral processing means that the time immediately before the expiration date after the first or previous deferral has arrived, or by the deferral processing means When the deferral instruction information is received, the new order data received by the order reception processing means or the customer of the customer identification information included in the order data subject to deferral processing by the deferral processing means is new. Alternatively, when the buy / sell category of the order data subject to deferral processing is information indicating buying, it is associated with the same customer identification information as the customer identification information included in the order data subject to new or deferral processing The customer's funds balance data stored in the customer account database, before new or deferred processing target Others of the customer stored in the order data storage means in association with the same customer identification information as the customer identification information included in the order data that is the new or deferred processing order data and the order quantity of the order data Of the order data of the order data, use the purchase order quantity that is information indicating that the buy / sell classification is buying, or in addition, the customer identification information about the customer acquired by accessing another system using the customer identification information as a key Information indicating that the purchase classification of the purchase data of the customer is executed by using the withdrawal information, withdrawal expected information, or withdrawal suspension information, and that the trading category of the order data to be newly or deferred is sold. Is the same as the customer identification information and the same as the brand identification information and the customer identification information included in the order data subject to new or deferral processing The securities balance data of the sold brand of the customer stored in the customer account database in association with the brand identification information, the order quantity of the order data to be new or deferred processing, and the new or deferred processing target Other brands sold by the customer stored in the order data storage means in association with the same customer identification information and the same brand identification information as the customer identification information and the brand identification information included in the order data The sales order quantity, which is the information indicating that the trade classification is sold, is used among the order quantities of the order data, or in addition to these, acquired by accessing another system using the customer identification information and the brand identification information as keys. The balance of the sold brand of the customer using the sale information, expected sale information, or sale suspension information about the sold brand of the customer It is desirable to have a configuration including surplus power check processing means for executing the surplus power check processing.

  In the case of the configuration including the surplus power check processing means in this way, when the new order is received by the order reception processing means and when the order is deferred by the deferral processing means, the surplus check of the purchase funds of the customer or the customer It is possible to check the remaining balance of stocks sold. In addition, if the expiration date of the order is long, the time period for checking the surplus will increase accordingly, and the load of the check process will increase. However, the order of extension of the expiration date once is adjusted to an appropriate length. By repeating this deferral, it is possible to reduce the load of the remaining capacity check processing at the time of each deferral as compared with the case where a long expiration date is set. And even if the order is deferred, the order date and time is retained, so there is no inconvenience that the order priority in the contract processing will be the last order. In order to reduce the load, it is not necessary to sacrifice the time priority principle of preferentially executing the person who ordered first, and both the load reduction of the remaining power check process and the optimization of the priority determination are realized. It becomes possible.

And in the securities trading system described above,
The securities are personal interest-bearing national treasury bonds, the order quantity is an order face value, the buy order quantity is a buy order face value, and the sell order quantity is a sell order face value; Preferably, the contract amount is a contract face amount, and the brand identification information is a number issued when a personal interest-bearing national treasury bond is issued.

  In this way, when it is configured to perform processing for buying and selling individual interest-bearing national treasury bonds, when accepting orders for individual interest-bearing national treasury bonds, it is possible to adopt an order format in which no order price (unit price) is specified. Therefore, the effect of the present invention can be remarkably exhibited.

  The program of the present invention is for causing a computer to function as the securities trading 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, it is possible to defer an order while maintaining the first order date and time, and therefore, the inconvenience that the priority ranks at the end of each deferral. In addition to being able to eliminate this, there is an effect that it is possible to reduce the load of the surplus check process by extending the expiration date in an appropriate extension period and deferring orders.

BRIEF DESCRIPTION OF THE DRAWINGS The whole block diagram of the government bond trading processing system which is 1st Embodiment of the securities trading processing system of this invention. The block diagram of the order data storage means of 1st Embodiment. The block diagram of the memory | storage means for purchase orders of 1st Embodiment. The block diagram of the memory | storage means for sale orders of 1st Embodiment. The block diagram of the transfer process database of 1st Embodiment. The block diagram of the customer account database of 1st Embodiment. The figure of the flowchart which shows the flow of the transaction processing by the government bond transaction processing system of 1st Embodiment. The figure of the flowchart which shows the flow of a process at the time of selecting automatic deferment in the transaction processing by the government bond transaction processing system of 1st Embodiment. The figure of the flowchart which shows the flow of a process at the time of selecting a deferred manual instruction | indication in the transaction processing by the government bond transaction processing system of 1st Embodiment. The figure which shows an example of the order screen of 1st Embodiment. The figure which shows an example of the deferral instruction | indication screen of 1st Embodiment. The figure which shows the specific example of the flow of the transaction processing by the government bond transaction processing system of 1st Embodiment. The figure which shows the specific example of the flow of the buying and selling process by the government bond buying and selling processing system of 1st Embodiment following FIG. The figure which shows the specific example of the flow of the trading process by the government bond trading system of 1st Embodiment following FIG. The whole block diagram of the government bond trading processing system which is 2nd Embodiment of the securities trading processing system of this invention. The figure of the flowchart which shows the flow of the buying and selling process by the government bond buying and selling processing system of 2nd Embodiment. The figure which shows the specific example of the flow of the transaction processing by the government bond transaction processing system of 2nd Embodiment. The figure which shows the specific example of the flow of the trading process by the government bond trading system of 2nd Embodiment following FIG. The block diagram of the order data storage means which shows the modification of this invention. The figure of the flowchart which shows the modification of this invention.

  Hereinafter, a government bond trading system that is each embodiment of a securities trading system of the present invention will be described with reference to the drawings.

  [First Embodiment]

  FIG. 1 shows the overall configuration of a government bond trading system 10 according to the first embodiment. The government bond trading processing system 10 of the first embodiment discards the execution target buy order data and the execution target sell order data stored in the buy order storage means 32 and the sell order storage means 33 on each processing day ( (Cleared) and stored again. 2 shows the configuration of the order data storage means 30, FIG. 3 shows the configuration of the purchase order storage means 32, FIG. 4 shows the configuration of the sell order storage means 33, FIG. 5 shows the configuration of the transfer processing database 34, and FIG. 6 shows the configuration of the customer account database 35. FIG. 7 is a flowchart showing the flow of trading processing by the government bond trading system 10 according to the first embodiment. FIGS. 8 and 9 show a case where automatic deferral is selected and a case where manual deferral is selected. The flow of each process is shown. Further, FIG. 10 shows an example of the order screen 100, and FIG. 11 shows an example of the deferral instruction screen 150. And the flow of the buying and selling process by the government bond buying and selling processing system 10 of the first embodiment is shown as a specific numerical example in FIGS.

  In FIG. 1, a government bond transaction processing system 10 which is a securities transaction processing system is constituted by one or a plurality of computers, processing means 20 for executing various processes related to the sale of government bonds for individuals, Order data storage means 30, a customer database 31, a purchase order storage means 32, a sales order storage means 33, and a transfer processing database for storing various data necessary for executing various processes related to the sale of government bonds for individuals. 34, and a customer account database 35.

  This government bond trading system 10 forms a PTS market for buying and selling individual government bonds (a trading market using a private trading system, that is, a computer network market established by a financial institution such as a securities company). Has been.

  The government bond trading system 10 is connected to a terminal device 40 operated by a customer who inputs an order or an input agent (such as a salesperson or an operator) via the network 1 which is a communication line. Here, the network 1 includes, for example, various types such as the Internet, an intranet, an extranet, a LAN, a MAN, a WAN, or a combination thereof, and is wired or wireless, or even wired. Regardless of whether the type is a mixed type of radio, in short, it is sufficient if information can be transmitted at a certain speed between a plurality of points (regardless of the length of the distance).

  Furthermore, one or more other systems 50 are connected to the government bond trading system 10 via a dedicated line 2 that is a communication line. The other system 50 may be connected via the network 1.

  The processing means 20 includes an order reception processing means 21, a deferral processing means 22, a surplus check processing means 23, an execution preparation processing means 24, an expired order processing means 25, a transaction execution processing means 26, and a transfer processing means 27. It is comprised including.

  The order reception processing means 21 transmits display data for the order screen 100 (see FIG. 10) to the terminal device 40 via the network 1 in response to a request from the customer or its input agent, and also the customer or its input agent. The customer order data input by the user using the order screen 100 and transmitted from the terminal device 40 via the network 1 is received, and order identification information (order number) is automatically given to the received order data. The initial expiration date of the order is calculated from the reception date and time of the order data, and the order data is stored in the order data storage means 30 (see FIG. 2) in association with the order identification information together with the reception date and the initial expiration date. The process is executed.

  Here, the order data received by the order reception processing means 21 includes customer identification information, brand identification information about individual government bonds that are securities to be traded, a trading category indicating the type of trading, an order quantity ( In the case of buy order data, it is the purchase order quantity, and in the case of sell order data, it is the sell order quantity.) In the case of selling order data, the selling order face value is included.

  Further, when the customer desires to defer the order, the order reception processing means 21 receives the selection data of the automatic deferral or deferral manual instruction together with the order data, and further, when the automatic deferral is selected, A deferred duration specified by the customer is also received, and a process of calculating a deferred duration from the deferred duration and order data reception date is executed. Then, when the automatic deferral is selected, the order reception processing unit 21 selects the automatic deferral selection information (for example, “1”), the deferment duration period and the deferment duration limit, together with the order identification information and the order identification information. When the deferred manual instruction is selected and stored in the order data storage means 30 (see FIG. 2) in association with each other, the deferred manual instruction selection information (for example, “2”) is also included in the order identification information together with the order data. And stored in the order data storage means 30 (see FIG. 2).

  In the present embodiment, as shown in the order screen 100 of FIG. 10, a deferred duration (for example, three months) is input, but the deferred duration is calculated from the input deferred duration. Instead, the customer or his / her input agent may directly input the deferred continuation deadline (for example, June 5, 2009). In this case, the deferred continuation deadline is input to the order data storage means 30. (See FIG. 2).

  In the present embodiment, the initial expiration date is calculated by adding a validity period (for example, two weeks) determined in advance by the system to the date and time of receiving the order data. The input agent may be allowed to input a specified effective period (for example, 2 weeks). In this case, the initial effective period may be calculated by adding the specified effective period to the order data reception date and time. it can.

  Furthermore, in the present embodiment, when automatic deferral is selected, the period extended at the time of each deferral with respect to the order expiration date is set as an extension period (for example, two weeks) determined in advance by the system. The customer or the input agent may be allowed to input a designated extension period (for example, two weeks). In this case, the designated extension period is associated with the order identification information together with the order data, and the order data storage means 30 (see FIG. 2).

  The deferral processing unit 22 uses the order expiration date for the order data associated with the automatic deferral selection information (for example, “1”) among the order data stored in the order data storage unit 30 (see FIG. 2). (It may be the first expiry date or the expiry date after the previous deferral), and the time immediately before this expiry date (for example, the last day of the expiry date) At the time of the night, etc.), add a predetermined extension period to this expiration date (or the specified extension period when accepting the input of the specified extension period), and calculate a new expiration date. When the new expiration date is within the deferral continuation time limit stored in the order data storage means 30 (see FIG. 2) (at this stage, the deferment continuation period and order data received in the order data storage means 30 are received) Date In this case, the deferral continuation deadline may be calculated.) The first or last deferral expiration date stored in the order data storage means 30 is updated with a new expiration date, and the new expiration date is changed to the order data. When the deferment continuation time limit stored in the storage means 30 (see FIG. 2) has passed (at this stage, the deferment continuation time limit is calculated from the deferment continuation period stored in the order data storage means 30 and the order data reception date and time. In other words, the expiration date after the first or previous deferral stored in the order data storage means 30 is updated with the deferral continuation deadline (and therefore not updated with the calculated new expiration date). ), Processing for storing the processing date and time of the automatic deferral processing in the order data storage means 30 (see FIG. 2).

  Further, the deferral processing unit 22 uses the order data stored in the order data storage unit 30 (see FIG. 2) for the order data associated with the selection information (for example, “2”) of the deferred manual instruction. Alternatively, in response to a request by the input agent, the customer's order data is acquired from the order data storage means 30 (see FIG. 2) using the customer identification information about the customer as a key, and the deferral instruction screen 150 (see FIG. 11) is obtained. Display data is created, and the created display data for the deferral instruction screen 150 is transmitted to the terminal device 40 via the network 1, and the deferral instruction screen 150 (see FIG. 11) is used by the customer or its input agent. Deferral instruction information (information for instructing deferral of the expiration date of the order) transmitted from the terminal device 40 via the network 1 Received together with the order identification information about the order data related to the deferral instruction, and the date and time when this deferral instruction information was received or the expiry date of the order stored in the order data storage means 30 (see FIG. 2) And the expiration date after the previous deferral)) and a new extension period (a specified extension period may be used when receiving an input of the specified extension period). The effective expiration date is calculated, the expiration date after the first time or the previous deferral stored in the order data storage means 30 (see FIG. 2) is updated with the new expiration date, and the reception date and time of the deferral instruction information is changed to the order data. The processing to be stored in the storage means 30 (see FIG. 2) is executed.

  The surplus check processing means 23 receives automatic deferral selection information (for example, “delay” from the order data stored in the order data storage means 30 (see FIG. 2) when new order data is received by the order reception processing means 21. 1)), the order data storage means 30 (see FIG. 2) when the deferral processing means 22 determines that the time immediately before the expiration date after the first or last deferral has arrived. When the deferral instruction means 22 receives the deferral instruction information for the order data associated with the deferred manual instruction selection information (for example, “2”) among the order data stored in the order reception processing means 21. The new order data received by the customer or the customer of the customer identification information included in the order data subject to deferral processing by the deferral processing means 22 Alternatively, if the order data subject to deferral processing is buy order data, the remaining capacity of the purchase funds of the customer is checked, and if the new order data subject to deferral processing is sell order data, The remaining capacity check process of the balance of the sold brand of the customer is executed.

  More specifically, when the trading category of the order data subject to new or deferral processing is information indicating purchase, the surplus power check processing means 23, as data used for surplus check processing of the purchase funds of the customer, The customer's fund balance data stored in the customer account database 35 (see FIG. 6) in association with the same customer identification information as the customer identification information included in the new or deferred purchase order purchase order data is acquired.

  Further, when the surplus check processing means 23 receives new purchase order data by the order reception processing means 21, the customer has already ordered separately the purchase face value (buy order quantity) of the new purchase order data. Then, by adding the amount that is expected to be withdrawn from the purchase order face value (buy order quantity) of the other purchase order data of the customer stored in the order data storage means 30 (see FIG. 2) The amount of future withdrawals is calculated as data used for checking the surplus capacity of the customer's purchase funds. In addition, when there are a plurality of other purchase order data of the customer, the plurality is added up. Of the purchase order face value (buy order quantity) of the other customer's purchase order data to be added here, the amount expected to be withdrawn in the future is the uncommitted purchase order face value (buy order quantity). ), And the purchase order face value (buy order quantity) that has been executed but has not yet been transferred by the transfer processing means 27. In other words, the purchase order face value (buy order quantity) that has already been executed and stored in the transfer processing database 34 (see FIG. 5) and for which transfer processing by the transfer processing means 27 has been executed, This is because the purchase amount equivalent to the customer's funds balance data stored in the account database 35 (see FIG. 6) has already been subtracted, so there is no need to count the amount for future withdrawals. . Therefore, the portion of the purchase order face value (buy order quantity) of the other purchase order data to be added here is expected to be withdrawn in the future. The order data storage means 30 (FIG. 2) is associated with other purchase order data of the customer from the purchase order face amount (buy order quantity) stored in the order data storage means 30 (see FIG. 2) for the purchase order data. Amount (quantity) obtained by subtracting the transferred contract amount (approximately constant amount) stored in the transfer processing database 34 (see FIG. 5) in association with the same order identification information as the order identification information stored in It is.

  Further, the surplus power check processing means 23 determines that the time immediately before the expiration date after the first or previous deferral has arrived by the deferral processing means 22 (when the automatic deferral process is performed), and the deferral processing means 22 defers. When the instruction information is received, the customer separately orders the order data storage means 30 (the purchase order face amount (buy order quantity) of the purchase order data subject to the deferral processing process as much as the future withdrawal is expected. By adding the amount expected to be withdrawn from the face value (buy order quantity) of the purchase order face value (buy order quantity) of the customer's other purchase order data stored in FIG. As the data used for the surplus check process, the expected future withdrawal amount is calculated. In addition, when there are a plurality of other purchase order data of the customer, the plurality is added up. Note that the calculation method for the amount of future withdrawals is the same as described above.

  Further, the surplus power check processing means 23 accesses the other system 50 through the dedicated line 2 using the customer identification information of the customer as a key, and uses other data as data used for the surplus check process of the purchase funds of the customer. Withdrawal information about the customer managed by the system 50 (information that confirms how many years, months, and days to withdraw), withdrawal expected information (what year, month, day, what Information that there is a possibility of yen withdrawal) or withdrawal stop information.

  Then, the surplus check processing means 23 uses the customer's fund balance data acquired from the customer account database 35 (see FIG. 6) as data used for the surplus check processing of the purchase funds of the customer, the system 10 and other data. Compare with the total expected future withdrawal amount obtained from the system 50, whether or not there is a surplus in the purchase funds of the customer when making a purchase related to a new or deferred order, or other In the system 50, a process for determining whether or not the customer is in a withdrawal stop state is executed.

  On the other hand, if the trading category of the order data subject to new or deferral processing is information indicating sale, the surplus power check processing means 23 is used as data to be used for the surplus check processing of the balance of the sold brand of the customer. The customer stored in the customer account database 35 (see FIG. 6) in association with the same customer identification information and the same brand identification information as the customer identification information and the brand identification information included in the deferred sale target sales order data. To acquire the securities balance data of the sold issue.

  Further, when the surplus check processing means 23 receives new selling order data by the order reception processing means 21, the customer has already ordered the selling order face value (sell order quantity) of the new selling order data separately. Then, add the amount that is expected to be sold in the sale order face value (sell order quantity) of other sale order data of the sale brand of the customer stored in the order data storage means 30 (see FIG. 2). As a result, the expected face value (sale expected quantity) of the future sale is calculated as data used for the remaining capacity check process for the balance of the sale brand of the customer. In addition, when there are a plurality of other sales order data of the sale brand of the customer, the plurality is added up. Of the sales order value (sale order quantity) of the other selling order data of the customer to be added here, the amount expected to be sold in the future is the unsettled sales order value ( Sales order quantity), and the sales order face value (sell order quantity) that has been executed but has not yet been transferred by the transfer processing means 27. In other words, the sales order face value (sell order quantity) that has already been executed and stored in the transfer processing database 34 (see FIG. 5) and for which transfer processing by the transfer processing means 27 has been executed, Because the sale has already been subtracted from the securities balance data of the sale brand of the customer stored in the account database 35 (see FIG. 6), it is not necessary to count it for the future sale is there. Therefore, of the sales order face value (sale order quantity) of the other selling order data of the customer to be added here, the amount expected to be sold in the future is the customer identification information of the customer and the selling issue. From the selling order face value (sell order quantity) stored in the order data storage means 30 (see FIG. 2) for other selling order data of the selling brand of the customer including the brand identification information of the customer, the selling brand of the customer Stored in the transfer processing database 34 (see FIG. 5) in association with the same order identification information as the order identification information stored in the order data storage means 30 (see FIG. 2) in association with other selling order data. It is the amount (quantity) obtained by subtracting the contracted face value (approx. Constant amount) that has been transferred.

  Further, the surplus power check processing means 23 determines that the time immediately before the expiration date after the first or previous deferral has arrived by the deferral processing means 22 (when the automatic deferral process is performed), and the deferral processing means 22 defers. When the instruction information is received, the customer separately orders the order data storage means 30 (see FIG. 5) in the amount of the sales order face value (sell order quantity) of the sell order data subject to deferral processing. 2)), add the amount of sales order face value (sale order quantity) of other selling order data of the selling brand of the customer stored in (2) to the extent that future sales are expected. As the data used for the remaining capacity check processing of the brand balance, the expected face value (sale expected quantity) is calculated. In addition, when there are a plurality of other sales order data of the sale brand of the customer, the plurality is added up. The calculation method for the portion that is expected to be sold in the future is the same as described above.

  Further, the surplus check processing means 23 accesses the other system 50 via the dedicated line 2 using the customer identification information of the customer as a key, or using the customer identification information of the customer and the brand identification information of the sale brand as a key. As the data used for the remaining capacity check processing of the balance of the sold brand of the customer, the sales information about the customer managed by the other system 50 (how many years, how many days, how many volumes are sold) Information that is determined to be sold), information on expected sales (information on how many years, what days, and how many volumes are likely to be sold), or sales suspension information.

  And the surplus check processing means 23, as data used for the surplus check process of the balance of the sale brand of the customer, the securities balance data of the sale brand of the customer acquired from the customer account database 35 (see FIG. 6), Compared with the total amount (total amount) of the future face value (scheduled sales amount) obtained from this system 10 and other systems 50, the sale of new or deferred orders will be A process of determining whether there is a margin in the securities holding balance of the sold brand of the customer, or whether the customer is not in a sale stop state by another system 50 is executed.

  Execution preparation processing means 24 receives initial execution preparation processing means 24A for executing execution preparation processing for new order data when new order data is received by order reception processing means 21, and has already been received before the preprocessing date. Execution before the start of the contract processing on each processing day for the ongoing order data stored in the order data storage means 30 (see FIG. 2) (the order data with uncommitted and valid dates) The re-execution preparation processing means 24B for executing the preparation processing is provided.

  The initial execution preparatory processing means 24A preferentially fills the order of the customer previously ordered with respect to the order data received by the order reception processing means 21 and stored in the order data storage means 30 (see FIG. 2). Priority order management information (priority order management information common to buy orders and sell orders, or priority order management information for buy orders alone and sell orders alone) is automatically assigned and received by the order reception processing means 21 In the case where the purchase / sale category of the ordered data is information indicating purchase, the customer identification information included in the order data, the brand identification information about the personal government bonds that are the securities to be purchased, and the information indicating purchase. The purchase order data to be executed, including the purchase and sale classification and the purchase order face value (buy order quantity), the order identification information, the execution flag set to indicate unfilled, and the priority order If the buying and selling section of the order data received by the order receiving processing means 21 is information indicating selling in association with the information stored in the buying order storage means 32 (see FIG. 3), it is included in the order data. Selling order data subject to execution, including customer identification information, issue identification information for individual government bonds, which are securities to be sold, selling and selling classifications that indicate selling, and face value (sell order quantity) , Processing for storing in the sales order storage means 33 (see FIG. 4) in association with the order identification information, the contract flag indicating the unsettled status, and the priority management information.

  Note that the priority management information is automatically given by increasing the numerical value by one or decreasing the numerical value by one, for example (in the examples of FIGS. 3 and 4, one by one). The numerical value is increased.) How much is assigned or what is assigned next may be stored in, for example, the latest priority management information storage means (not shown).

  The re-execution preparation processing unit 24B is stored in the purchase order storage unit 32 (see FIG. 3) and the sell order storage unit 33 (see FIG. 4) before the start of the execution of the execution process on each processing day (for example, every morning). In addition to discarding (clearing) all the data of the pre-processing date, from the order face value (order quantity) of the order data received by the pre-processing date and stored in the order data storage means 30 (see FIG. 2), Contracted face amount (in FIG. 5) stored in the transfer processing database 34 (see FIG. 5) in association with the same order identification information as the order identification information stored in the order data storage means 30 in association with the order data. The unfilled remaining order face value (remaining order quantity) is calculated by subtracting the (unsettled constant amount), and the order data received by the pre-processing date and stored in the order data storage means 30, Remaining With respect to ongoing order data that has a sentence quantity and is within the expiration date stored in the order data storage means 30 (order data for which the valid flag indicates valid), this ongoing order data Priority management information in accordance with the date and time of reception (which is the date and time when the order was first received, not the date and time when deferred) stored in the order data storage means 30 in association with If the purchase / buy category of the ongoing order data is information that indicates buying, the customer identification information included in the ongoing order data, the issue of the government bonds for individuals that are the securities to be purchased The purchase order data to be executed, including the identification information, the buying and selling category that indicates buying, and the purchase order face value (buy order quantity) for the uncommitted amount, is in a state that indicates the order identification information and unfilled. Corresponding to the execution flag and the priority order management information, the purchase order storage means 32 (see FIG. 3) in a state in which all the data of the previous processing date is discarded (cleared) is stored, When the category is information indicating sale, the customer identification information included in the ongoing order data, the brand identification information for individual government bonds that are the securities to be sold, and the buying and selling information indicated as sale information The sales order data to be executed including the classification and the unsettled sales order face value (sell order quantity) is associated with the order identification information, the execution flag indicating the status of unsettled, and the priority management information. The processing for storing in the selling order storage means 33 (see FIG. 4) in a state where all the data of the preprocessing date is discarded (cleared) is executed.

  Note that the process of discarding (clearing) all the preprocess date data stored in the buy order storage means 32 (see FIG. 3) and the sell order storage means 33 (see FIG. 4) May be performed after the completion of (for example, at night on the pretreatment day). Further, since the priority management information is discarded (cleared) every day on each processing day and given again, it is sufficient that the priority order of each order can be specified on each processing day. For example, “ “1 (July 17, 2009)” means the first priority on July 17, 2009, but of course, it may be managed by a serial number that spans multiple processing days. Further, the order data storage means 30 is associated with the order data from the order amount (order quantity) of the order data received by the preprocessing date and stored in the order data storage means 30 (see FIG. 2). The unordered remaining order is reduced by subtracting the contract face amount (a constant amount) stored in the transfer processing database 34 (see FIG. 5) in association with the same order identification information as the order identification information stored in The purchase order storage means 32 (see FIG. 3) calculates the face value (remaining order quantity) and executes the purchase order data to be executed or the sell order data to be executed including the uncommitted portion as the order face value (order quantity). ) Or the sales order storage means 33 (see FIG. 4) is to be stored during the transaction time, if the transaction is partially executed, the transaction execution processing means 26 uses the contracted face amount (about Quantity) is the purchase order face value (buy order quantity) or sell order face value (sell order quantity) stored in the purchase order storage means 32 (see FIG. 3) or the sell order storage means 33 (see FIG. 4). ) And the purchase order face value (buy order quantity) or sell order face value (sell order quantity) is subtracted and updated, but this subtraction is made before the start of the contract processing on each processing day (for example, every morning). Since the updated information of the purchase order face value (buy order quantity) or sell order face value (sell order quantity) is discarded (cleared), the contract stored in the transfer processing database 34 (see FIG. 5). The subtracted and updated information (that is, the remaining order face value) is recalculated using the face value (approximately constant amount).

  The expired order processing means 25 is in the order data stored in the order data storage means 30 (see FIG. 2) on each processing day, and the order data whose valid flag is in a valid state (for example, “1”). It is determined whether or not the expiration date has passed, and the validity flag associated with the order data determined to have passed the expiration date is changed from a state indicating validity (for example, “1”) to a state indicating invalidity (for example, “1”). The process of updating to “0”) is executed. At this time, with respect to the determination time whether or not the expiration date has passed, for example, if July 19, 2009 is the expiration date, a predetermined time after completion of all the contract processing on July 19, 2009 ( For example, it may be determined that the expiration date has passed by judgment at night, etc., or at a predetermined time (for example, in the morning, etc., but at least ready for re-execution) before the start of the contract processing on July 20, 2009 It may be determined that the expiration date has passed in the determination in (Before processing by the processing unit 24B).

  Note that the expired order processing means 25 of the first embodiment differs from the expired order processing means 225 of the second embodiment described later in that the purchase order storage means 32 (see FIG. 3) or the sell order storage means. The process of canceling the buy order data or sell order data to be executed stored in 33 (see FIG. 4) is not performed. This is because the re-execution preparatory processing means 24B performs the purchase order data and sell orders to be executed on the preprocessing date stored in the buy order storage means 32 (see FIG. 3) and the sell order storage means 33 (see FIG. 4). Once the data is discarded (cleared), if the order data is valid again, the processing is stored in the buy order storage means 32 or the sell order storage means 33 (corresponding to reordering to the PTS market). Therefore, when the re-execution preparation processing unit 24B refers to the valid flag stored in the order data storage unit 30 (see FIG. 2), the valid period has passed and the valid flag indicates invalid. The order data is originally stored in the buy order storage means 32 (see FIG. 3) or the sell order storage means 33 (see FIG. 4) as buy order data or sell order data to be executed. Not, therefore, because does not occur need to cancel.

  The transaction execution processing means 26 is associated with the same brand identification information and stored in the purchase order storage means 32 (see FIG. 3) as the order face value (order quantity) of the purchase order data to be executed. The face value (buy order quantity) and the sell order face value (sell order quantity) stored as the order face value (order quantity) of the sell order data to be executed in the sell order storage means 33 (see FIG. 4). , Match the order of priority management information with the highest priority, and buy and order the amount corresponding to the purchase order face value (buy order quantity) and sell order face value (sell order quantity) for these same issues. A process of determining the contract face amount (subtracted constant amount) of the sales order is executed.

  In addition, the transaction execution processing means 26 stores the contract face value (a constant amount) and execution date of the determined purchase order in the purchase order storage means 32 (see FIG. 3) for the purchase order data to be executed. Transfer processing database 34 as contract data of a purchase order corresponding to the customer identification information, the brand identification information, the order identification information, and the buying and selling classification indicated as buying information, and the transfer flag indicated as untransferred. (Refer to FIG. 5), and the contract face amount (a fixed amount) and the execution date of the determined sales order are stored in the sales order storage means 33 (see FIG. 4) for the sales order data to be executed. Selling in correspondence with the customer identification information, brand identification information, order identification information, and the buying and selling classification indicated as selling, and the transfer flag indicated as untransferred. Transfer process database 34 as a statement of commitment data executes the process of storing in (see FIG. 5).

  More specifically, the transaction execution processing means 26 may be configured to execute the contract processing by a method similar to the so-called plate approach method (method for executing the contract processing at a predetermined contract processing time). Since the contract processing may be executed by a method similar to the method in which the contract processing is immediately executed every time an order is placed on the market, both configurations are listed and described below.

  First, when the transaction execution processing means 26 is configured to execute the contract processing by a method similar to a so-called boarding method (a method for executing the contract processing at a predetermined contract processing time), the transaction execution processing means 26 is predetermined in a day. In addition, at least one contract processing time (for example, every hour between 9:30 am and 5:30 pm, etc.), the contracts that are in the state of showing the same brand identification information and uncommitted The purchase order face amount (buy order quantity) stored in the purchase order storage means 32 (see FIG. 3) in association with the flag, and the sell order face amount stored in the sell order storage means 33 (see FIG. 4). Match the amount (sell order quantity) to the order of priority management information with the highest priority, and the buy order face value (buy order quantity) and sell order face value (sell order quantity) for these same brands Purchase what you do And the customer's identification information, brand identification information about the purchase order data and the sales order data for which the contracted face value (approx. It is stored in the transfer processing database 34 (see FIG. 5) as contract data in association with the trade classification, the order identification information (order number) and the transfer flag indicating the untransferred state, and further, The purchase order storage means 32 (see FIG. 3) or the sale order data or execution order data to be executed in which the total amount (total quantity) of the order quantity) or the sales order face value (sell order quantity) is executed. The contract flag stored in the order storage means 33 (see FIG. 4) is updated from an unfilled state to a state indicating closed, and the order data storage means 30 (FIG. 2). The validity flag stored in (1) is updated from valid to invalid, and the purchase order face value (buy order quantity) or sell order face value (sell order quantity) is partially filled (quantity). The purchase order data or sell order data to be executed is stored in the purchase order face amount (buy order quantity) or the sell order storage means 33 (see FIG. 4) stored in the purchase order storage means 32 (see FIG. 3). Execute processing to update the purchase order face value (buy order quantity) or the sell order face value (sell order quantity) by subtracting the contract face value (about constant quantity) from the stored sell order face value (sell order quantity) .

  Next, when the transaction execution processing means 26 is configured to execute the contract processing by a method similar to the so-called Zaraba method, the initial execution preparation processing means 24A newly adds the purchase order storage means 32 (see FIG. 3). Each time the execution target buy order data is stored or the new execution target sell order data is stored in the sales order storage means 33 (see FIG. 4), the same brand identification information and uncommitted information are stored. The purchase order face amount (buy order quantity) stored in the purchase order storage means 32 (see FIG. 3) in association with the contract flag set to indicate the state, and the sell order storage means 33 (see FIG. 4). The sales order face value (sell order quantity) stored in is matched with the priority management information in the order of priority, and the purchase order face value (buy order quantity) and the sell order face value (for these same issues) Number of sales orders ) Is determined as the contract face amount (contract amount) of the buy and sell orders, and the purchase order data and sell order data that are filled with the contract amount (contract amount) and the contract date determined. In addition to the customer identification information, brand identification information, and trading classification, the transfer processing database 34 (see FIG. 5) is executed as contract data in association with the order identification information (order number) and the transfer flag indicating untransferred. For the purchase order data or sell order data to be executed, the purchase order face value (buy order quantity) or the sell order face value (sell order quantity) is filled (total quantity). Updating the execution flag stored in the storage means 32 (refer to FIG. 3) or the sales order storage means 33 (refer to FIG. 4) from a non-filled to a state indicating closed; The validity flag stored in the sentence data storage means 30 (see FIG. 2) is updated from valid to invalid, and a part of the purchase order face amount (buy order quantity) or sell order face amount (sell order quantity) is updated. For the purchase order data or sell order data to be executed with the contracted amount (quantity), the purchase order face value (buy order quantity) or the sell order storage stored in the purchase order storage means 32 (see FIG. 3). The purchase order face value (buy order quantity) or the sell order face value (sell order quantity) by subtracting the contract face value (approximately constant quantity) from the sell order face value (sell order quantity) stored in the means 33 (see FIG. 4). ) Is executed. In this way, in the case where the contract processing is executed by a method similar to the so-called Zaraba method, when the order data is not received when the order reception processing means 21 first receives the order data, When another order data for the same brand is received and the trading category is reversed, an opportunity for execution is obtained again.

  The contract processing by the transaction execution processing means 26 by matching the purchase order face value (buy order quantity) and the sell order face value (sell order quantity) is stored in the purchase order storage means 32 (see FIG. 3). Since the purchase order face value (buy order quantity) and the sell order face value (sell order quantity) stored in the sell order storage means 33 (see FIG. 4) are used, the government bond trading processing system 10 Storing the order data in the purchase order storage means 32 or the sell order storage means 33 corresponds to order processing for a purchase order or a sell order in the PTS market.

  The transfer processing means 27, when the trade classification of the contract data stored in the transfer processing database 34 (see FIG. 5) in association with the transfer flag in a state indicating non-transfer is information indicating buying. The customer account database 35 (see FIG. 6) is associated with the contract face value (a contract amount) of the contract data in correspondence with the customer identification information and the same brand identification information that are the same as the customer identification information and the brand identification information of the contract data. ) Stored in the securities balance data stored in (), and the amount equivalent to the contract face value (contract amount) of the contract data is associated with the customer identification information identical to the customer identification information of the contract data. Transfer processing for the purchase order subtracted from the funds balance data stored in the database 35, and then transfer processing for the contract data for which transfer processing has been performed Database 34 a transfer flag stored (see FIG. 5), and executes the transfer flag update processing for updating the non-transferred to a state indicating already transferred.

  In addition, the transfer processing means 27 is a case where the trade classification of the contract data stored in the transfer processing database 34 (see FIG. 5) associated with the transfer flag in a state indicating non-transfer is information indicating sale. In the customer account database 35 (see FIG. 3), the contract face amount (a constant amount) of the contract data is associated with the same customer identification information and the same brand identification information as the customer identification information and the brand identification information of the contract data. 6) and subtracting the amount equivalent to the contract face amount (contract amount) of the contract data with the same customer identification information as the customer identification information of the order data. A transfer process for selling order to be added to the funds balance data stored in the customer account database 35 is executed, and then the contract data for which the transfer process has been performed is transferred. Process database 34 a transfer flag stored (see FIG. 5), and executes the transfer flag update processing for updating the non-transferred to a state indicating already transferred.

  As shown in FIG. 2, the order data storage means 30 includes order identification information (order number) for the order data received by the order reception processing means 21 and customer identification information (in this embodiment, an account number as an example). ), Stock identification information (stock code for individual bonds, ie, information identifying the type of government bond and the number indicating the number of bonds), a trading category indicating the type of trading, and the order amount (order) Quantity), information indicating whether automatic deferral / deferral manual instruction is different (for example, automatic deferral selection information = “1”, deferred manual instruction selection information = “2”, etc.), deferral duration, The deferral continuation deadline, the date and time when the order was first received, the date and time when the deferral was performed (the date and time of the most recent automatic deferral processing, or the date and time when the latest deferral instruction information was received), the expiration date of the order, Whether the order is valid Valid flag that indicates whether the stored (e.g., disabled = "0", effective = "1", and the like.) And the association with.

  The customer database 31 stores data relating to individual customers such as a customer management number, name, address, date of birth, telephone number, e-mail address, and account number in association with each other. However, in the present embodiment, as an example, the account number is consistently used as customer identification information in each processing process from order reception to transfer processing, so installation of a customer management number separate from the account number is omitted. can do. Data other than the account number stored in the customer database 31 (a combination of a plurality of data) may be used as the customer identification information, or the correspondence relationship of the data stored in the customer database 31 may be used. Customer identification information may be converted in each processing step from order reception to transfer processing.

  As shown in FIG. 3, the purchase order storage means 32 is newly placed in the PTS market by the execution preparation processing means 24 (initial execution preparation processing means 24A or re-execution preparation processing means 24B), or reordered after the next processing date. Order identification information (order number) for the executed purchase order data to be executed, customer identification information (in this embodiment, an account number is used as an example), and brand identification information (brand code of a personal government bond, ie, Information that identifies the type of government bond and the number of times the bond is issued), a trading category that indicates the type of buying and selling (in this case, information that indicates buying), and the face value of the purchase order (buy order quantity) And priority management information (in the example of FIG. 3, the priority management information is common to the buy order and the sell order, but may be the priority management information of the buy order alone and the sell order alone) Young Ku is for storing in association with commitments flag showing another uncommitted. Since only the purchase order data is stored in the purchase order storage means 32, the storage of the trade classification that is information indicating the purchase may be omitted.

  As shown in FIG. 4, the sales order storage means 33 is newly ordered in the PTS market by the execution preparation processing means 24 (initial execution preparation processing means 24A or re-execution preparation processing means 24B) or reordered after the next processing date. Order identification information (order number) about the executed sales order data to be executed, customer identification information (in this embodiment, an account number is used as an example), and brand identification information (stock code of personal government bonds, ie, Information that identifies the type of government bond and the number of times the bond is issued), a trading category that indicates the type of trading (in this case, information that indicates selling), and the face value of the selling order (selling order quantity) And priority management information (in the example of FIG. 4, the priority management information is common to the buy order and the sell order, but may be the priority management information of the buy order alone and the sell order alone) Young Ku is for storing in association with commitments flag showing another uncommitted. In addition, since only the sales order data is stored in the sales order storage means 33, the storage of the sales classification as information indicating sales may be omitted.

  As shown in FIG. 5, the transfer processing database 34 includes order identification information (order number) about contract data of a purchase order or a sell order executed by the transaction execution processing means 26, customer identification information (in this embodiment, An account number as an example), brand identification information (stock bond code for individuals, that is, information identifying the type of government bond and the number of the series of bonds), and a trading category indicating the type of trading The contract face amount (amount of constant amount), the contract date, and a transfer flag indicating whether transfer has been completed or not transferred are stored in association with each other.

  As shown in FIG. 6, the customer account database 35 associates fund balance data indicating the balance of customer funds deposited in a customer account of a financial institution such as a securities company with an account number that is customer identification information. The security balance data indicating the balance of the domestic government bonds held by the customer (the face value) is stored in the customer's account, and the stock identification data (the stock code of the personal government bond, that is, the type of the government bond and the (Information identifying the issue number indicating whether it is a bond) and the account number which is the customer identification information.

  And in the above, each processing means 21-27 contained in the processing means 20 is the central processing unit (CPU) provided in the computer main body which comprises the government bond trading processing system 10, and the operation procedure of this CPU. It is realized by one or a plurality of programs to be defined.

  Further, the order data storage means 30, the customer database 31, the purchase order storage means 32, the sales order storage means 33, the transfer processing database 34, and the customer account database 35 are preferably realized by a hard disk or the like, for example. ROM, EEPROM, flash memory, RAM, MO, CD-ROM, CD-R, CD-RW, DVD-ROM, DVD-RAM, FD, magnetic, as long as there is no problem with capacity or access speed You may employ | adopt a tape or these combination.

  Furthermore, the government bond trading processing system 10 is not limited to one realized by one computer or one CPU, and may be realized by performing distributed processing with a plurality of computers or a plurality of CPUs. .

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

  The other system 50 is configured by a computer, and withdraws information about each customer in association with the customer identification information (information that has been determined that what year, month, day, and how many yen will be withdrawn), withdrawal For each brand of each customer, store the expected information (information about how many years, what month and how many yen may be withdrawn), or withdrawal suspension information, and associate with customer identification information and brand identification information Sales information (information that it is determined that what quantity, how many days, how many days will be sold), and expected sales information (how many years, what days, how many quantities may be sold) Or information on suspension of sales, and in response to an acquisition request for data from the government bond trading processing system 10, the customer identification information is used as a key, or the customer identification information and the brand identification information are used as a key. information Extracted, it executes a process of transmitting to the government bond trading processing system 10 via a dedicated line 2.

  In the first embodiment as described above, the government bond trading processing system 10 performs the trading process for the government bond for individuals as follows.

  In FIG. 7, the processing by the government bond trading processing system 10 is started (step S1), and the order reception processing means 21 sends an order screen display request by the customer or its input agent transmitted from the terminal device 40 via the network 1. When the signal is received, display data for the order screen 100 (see FIG. 10) is transmitted to the terminal device 40 via the network 1. Then, an order screen 100 as shown in FIG. 10 is displayed on the terminal device 40.

  In FIG. 10, the order screen 100 includes a brand input unit 110 for inputting an order brand, selection units 111 and 112 for selecting either a purchase order or a sell order, and an order face value (order quantity). And an order face amount input unit 113 for inputting.

  The order screen 100 also includes an automatic deferral selection unit 120 that selects automatic deferral of orders for a customer who wants to defer the order, and until when the automatic deferral selection unit 120 is selected. A deferred duration input unit 121 for inputting a deferred duration period for designating whether to continue, and a deferred manual instruction for selecting manual deferral instruction every time using the deferral instruction screen 150 (see FIG. 11) A selection unit 122 is provided.

  Further, the order screen 100 is provided with a “Send” button 130 for sending the input data to the government bond trading processing system 10.

  In the order screen 100 of FIG. 10, when the customer or its input agent performs necessary input or selection and clicks the “Send” button 130, the order data is sent from the terminal device 40 via the network 1 to the government bond trading processing system 10. Sent to.

  At this time, the order data to be transmitted includes customer identification information, issue identification information for individual government bonds that are securities to be traded, trade classification, order face value (order quantity), automatic deferral / deferral This includes manual instruction selection information and a deferral duration when automatic deferral is selected. Note that the customer identification information (in the present embodiment, an account number is used as an example) is input by the customer or its input agent at an appropriate stage before the input operation on the order screen 100.

  In the government bond trading processing system 10, when the order reception processing means 21 receives the order data transmitted from the terminal device 40, order identification information (order number) is automatically given to the received order data, and the received order data is The received date and time are stored in the order data storage means 30 (see FIG. 2) in association with the automatically assigned order identification information (order number) (step S2 in FIG. 7).

  Subsequently, the surplus check processing means 23 refers to the order data buying and selling classification received by the order receiving processing means 21 and stored in the order data storage means 30 (see FIG. 2) (step S3 in FIG. 7). When the classification is information indicating purchase, the surplus power check processing means 23 executes a surplus check process of the purchased funds of the customer who made the order using the customer identification information included in the order data (FIG. 7). Step S4). The details of the check process for the surplus funds of the customer's purchase funds have been described above, and will not be described here.

  Then, as a result of the surplus check processing of the customer purchase funds by the surplus check processing means 23, if it is determined that there is no surplus in the purchase funds of the customer, a necessary message is sent to the terminal device 40 via the network 1. When the validity flag associated with the order data transmitted and stored in the order data storage means 30 (see FIG. 2) is set to a state indicating invalidity, and it is determined that the purchase funds of the customer are available Then, the valid flag is set to a valid state, and the process proceeds to the next execution preparation process.

  Then, the initial execution preparatory processing means 24A gives priority to the order of the customer previously ordered over the purchase order data received by the order reception processing means 21 and stored in the order data storage means 30 (see FIG. 2). Priority management information (in this embodiment, priority management information common to a buy order and a sell order is used as an example, but priority management information for a single purchase order may be used). , Customer identification information included in the purchase order data, issue identification information about individual government bonds that are securities to be purchased, buy / sell classifications that indicate purchase, and the purchase order face value (buy order quantity) The purchase order data to be executed is stored in the purchase order storage means 32 (see FIG. 3) in association with the order identification information, the execution flag indicating the unsettled status, and the priority management information. Thereby (step S5 in FIG. 7).

  For example, it is assumed that the current date is July 17, 2009. As shown in the example of FIG. 2, on July 17, 2009, a purchase order for customer F (order identification information = “T0006”, customer identification information = “ K0006 ”, issue identification information =“ 18th bond (fluctuation 10 years) ”, order face value =“ 2 million yen ”), as shown in the example of FIG. , With priority order management information = “5 (July 17, 2009)” (the fifth priority order on July 17, 2009), and a purchase order together with a contract flag indicating an uncommitted state It is stored in the storage means 32 (see FIG. 3).

  On the other hand, in step S3, when the order data received and received by the order reception processing unit 21 and stored in the order data storage unit 30 (see FIG. 2) is information indicating sale, the surplus check processing unit 23 By using the customer identification information and the brand identification information included in the order data, the remaining capacity check process for the balance of the sold brand of the customer who placed the order is executed (step S6 in FIG. 7). Since the details of the remaining capacity check process for the balance of the sold brand of the customer have been described above, the description is omitted here.

  If it is determined that the balance of the sold brand of the customer has no capacity as a result of the remaining capacity check processing of the sold brand of the customer by the remaining power check processing means 23, a necessary message is sent via the network 1 to the terminal device. The validity flag associated with the order data transmitted to 40 and stored in the order data storage means 30 (see FIG. 2) is set to a state indicating invalidity, and it is determined that the balance of the sold brand of the customer has sufficient capacity. In this case, the valid flag is set to a state indicating validity, and the process proceeds to the next execution preparation process.

  Then, the initial execution preparatory processing means 24A gives priority to the customer's order previously placed over the sales order data received by the order reception processing means 21 and stored in the order data storage means 30 (see FIG. 2). Priority management information (in this embodiment, as an example, priority management information common to a buy order and a sell order, but may be priority order management information for a sell order alone) is automatically given. , Customer identification information included in the selling order data, brand identification information about individual government bonds that are securities to be sold, sales classifications that indicate selling, and selling order face value (sell order quantity) The sales order data to be executed is stored in the sales order storage means 33 (see FIG. 4) in association with the order identification information, the execution flag indicating the unsettled status, and the priority management information. Thereby (step S7 in FIG. 7).

  For example, it is assumed that the current date is July 17, 2009. As shown in the example of FIG. 2, on July 17, 2009, the sales order of customer E (order identification information = “T0005”, customer identification information = “ K0005 ”, issue identification information =“ 18th bond (fluctuation 10 years) ”, order face value =“ 2 million yen ”), and sales order of customer G (order identification information =“ T0007 ”, customer identification information =“ K0007 ”, issue identification information =“ 18th bond (fluctuating 10 years) ”, order face value =“ 4 million yen ”), as shown in the example of FIG. , Priority order management information = “4 (July 17, 2009)” (the fourth priority order on July 17, 2009), and the selling order of customer G is given priority order management information = “6 (July 17, 2009) ”(No. 6 as of July 17, 2009) Granted eyes priority), are stored in the order storage unit 33 sold with commitments flag is a state indicating uncommitted (see FIG. 4), respectively.

  Subsequently, the transaction execution processing means 26 associates them with the same brand identification information and stores them in the purchase order storage means 32 (see FIG. 3) as the order face value (order quantity) of the purchase order data to be executed. The purchase order face value (buy order quantity) and the sell order face value (sell order quantity) stored as the order face value (order quantity) of the sell order data to be executed in the sales order storage means 33 (see FIG. 4). ) In the order of priority management information with the highest priority, and the amount corresponding to the purchase order face value (buy order quantity) and sell order face value (sell order quantity) for these same issues. It is determined as the contract face amount (approximately constant amount) of the buy order and the sell order (step S8 in FIG. 7).

  For example, if the buy order storage means 32 is in the state shown in the example of FIG. 3 and the sell order storage means 33 is in the state shown in the example of FIG. For the 18th bond (fluctuating 10 years), the total face value of purchase orders for customers C, D, and F is 10 million yen, while the total face value of sales orders for customers E and G is 6 million yen. Because there are fewer sell orders, the total amount (total quantity) of both the 2 million yen for customer E's sell order and the 4 million yen for customer G's sell order is contracted. The order of the purchase order to which the priority order management information indicating the high order of priority is given, therefore, the order of purchase of the customer C, the order of purchase of the customer D, and the order of purchase of the customer F are executed. For this reason, the total face value (total quantity) of the 5 million yen for the purchase order of the customer C is executed, while the 3 million yen for the purchase order of the customer D is a part of the face value (quantity) of 1 million. Only Yen is executed, and 2 million Yen of customer F's purchase order is not executed at all.

  This contract processing may be executed by a method similar to the so-called plate approach method (method for executing the contract processing at a predetermined contract processing time), or the so-called Zaraba method (as soon as a new order is placed on the market). You may perform by the system similar to the system which performs a contract process. That is, when executing the contract processing by a method similar to the so-called plate approach method, at least one predetermined processing time of the day (for example, from 9:30 AM to 5:30 PM) The execution process may be executed at a time interval of every other hour), and when the execution process is executed by a method similar to the so-called Zaraba method, the initial execution preparation processing means 24A stores the purchase order storage means 32 ( Each time the new execution target buy order data is stored in (see FIG. 3) or the new execution target sell order data is stored in the sales order storage means 33 (see FIG. 4), the execution process is executed. Just do it.

  Further, the transaction execution processing means 26 stores the determined denomination face value (a constant amount) and the execution date in the purchase order storage means 32 (see FIG. 3) for the execution target purchase order data. Transfer processing database 34 as contract data of a purchase order corresponding to the customer identification information, the brand identification information, the order identification information, and the buying and selling classification indicated as buying information, and the transfer flag indicated as untransferred. (Refer to FIG. 5), and the contract face amount (a fixed amount) and the execution date of the determined sales order are stored in the sales order storage means 33 (see FIG. 4) for the sales order data to be executed. The customer identification information, the brand identification information, the order identification information, and the sales classification that is set to indicate selling, and the transfer flag that is set to indicate non-transfer It is stored in the transfer process database 34 as commitments data order sales (see FIG. 5) (step S8 in FIG. 7).

  Further, with respect to execution order buy order data or sell order data in which the transaction execution processing means 26 has contracted the full amount (total quantity) of the purchase order face amount (buy order quantity) or the sell order face amount (sell order quantity). Updates the contract flag stored in the buy order storage means 32 (see FIG. 3) or the sell order storage means 33 (see FIG. 4) from unfilled to a state indicating closed, and the order data storage means 30 The valid flag stored in (see FIG. 2) is updated from valid to invalid, and the purchase order face amount (buy order quantity) or sell order face amount (sell order quantity) part of the amount (quantity) is updated. For the execution target buy order data or sell order data, the purchase order face amount (buy order quantity) stored in the buy order storage means 32 (see FIG. 3) or the sell order storage means 33 (FIG. 4). reference The purchase order face amount (buy order quantity) or the sell order face amount (sell order quantity) is updated by subtracting the contract face amount (approximately constant quantity) from the sale order face amount (sell order quantity) stored in Step S8).

  Thereafter, the customer account database 35 (see FIG. 6) is used by the transfer processing means 27 using the contract data stored in the transfer processing database 34 (see FIG. 5) in association with the transfer flag in a state indicating non-transfer. The funds balance data and the securities balance data stored in () are updated, and the transfer flag in the transfer processing database 34 is changed from untransferred to a state indicating transferred (step S9 in FIG. 7). Since the details of the transfer process have already been described in detail, a description thereof is omitted here.

  For example, as shown in the example of FIG. 2, on May 19, 2009, a purchase order of customer A (order identification information = “T0001”, customer identification information = “K0001”, brand identification information = “17th Bond” (Fluctuation 10 years) "and the order face value =" 4 million yen "), on June 22, 2009, the sales order of customer B (order identification information =" T0002 ", customer identification information =" K0002 ") ”, Stock identification information =“ 17th bond (fluctuation 10 years) ”, order face value =“ 3 million yen ”), there are fewer selling orders in the contract processing on June 22, 2009 Therefore, all of 3 million yen of customer B's selling order is executed, while 3 million yen, which is part of 4 million yen of customer A's buying order, is executed, and the remaining 1 million yen is executed. Without waiting for a contract opportunity in the subsequent contract processing. For example, as in the example of FIG. 3, if the remaining 1 million yen of the purchase order of the customer A remains even at the time of July 17, 2009, the purchase order storage means 32 as purchase order data to be executed. Is remembered. Then, for the contracted 3 million yen, as the contract face value of both the purchase order of the customer A and the sell order of the customer B, as shown in the example of FIG. When the transfer process is completed, the transfer flag is transferred.

  In addition, although not limited to after the execution of the above-described execution processing (step S8) and transfer processing (step S9), the customer is instructed to defer the order during the operation of the system 10 or during a predetermined reception time. For convenience of explanation, the processing when there is a will be described in the next step S10.

  In FIG. 9, when the deferral processing means 22 receives a deferral instruction screen display request signal from the terminal device 40 via the network 1 by the customer or its input agent, the customer identification information about the customer is used as a key. The order data storage means 30 stores the order data (only the order data in which the valid flag is in the valid state) associated with the deferred manual instruction selection information (for example, “2”) among the order data of the customer. (See FIG. 2), display data for the deferral instruction screen 150 (see FIG. 11) is created using the acquired order data, and the created display data for the deferral instruction screen 150 is transmitted via the network 1. It transmits to the terminal device 40. Then, a deferral instruction screen 150 as shown in FIG. 11 is displayed on the screen of the terminal device 40. For example, if the customer who made the deferral instruction screen display request is the customer C (customer identification information = “K0003”) and the order data is accepted in the state shown in the example of FIG. In this case, the deferred manual instruction is selected only for the order with the order identification information = “T0003”. Therefore, the order with the order identification information = “T0003” is displayed on the deferral instruction screen 150.

  In FIG. 11, the deferral instruction screen 150 is used to instruct deferral target order selection unit 151 for selecting deferred target order data and deferral of the deferred target order data selected by deferral target order selection unit 151. A “deferral execution” button 160 for transmitting the deferral instruction information to the government bond trading processing system 10 is provided.

  In the deferral instruction screen 150 of FIG. 11, when the customer or the input agent makes a selection in the deferral target order selection unit 151 and presses the “deferral execution” button 160, deferral instruction information (about deferred target order data) Is transmitted to the government bond trading processing system 10 via the network 1. In the government bond trading processing system 10, the deferral processing means 22 receives the deferral instruction information together with the order identification information about the order data related to the deferral instruction (step S1001 in FIG. 9), and the surplus check processing means 23 receives the deferral instruction information. With reference to the trading category of the order data (step S1002), when the trading category is information indicating buying, the remaining power check processing means 23 places an order using the customer identification information included in the order data. A remaining capacity check process for the purchase funds of the customer is executed (step S1003). The surplus power check process here is executed for a period from the present time (or the current expiration date) to the maximum expiration date after the deferral. The details of the check process for the surplus funds of the customer's purchase funds have been described above, and will not be described here.

  Further, in step S1002 of FIG. 9, if the trading category is information indicating sale, the surplus check processing means 23 uses the customer identification information and the brand identification information included in the order data to confirm the customer who placed the order. The remaining capacity check process of the sold brands is executed (step S1004 in FIG. 9). The surplus power check process here is executed for a period from the present time (or the current expiration date) to the maximum expiration date after the deferral. Since the details of the remaining capacity check process for the balance of the sold brand of the customer have been described above, the description is omitted here.

  Then, as a result of the surplus check processing by the surplus check processing means 23, if it is determined that there is no surplus in the purchase funds of the customer or the balance of the brand sold by the customer, the deferral cannot be performed, so the necessary message (Message indicating that deferral cannot be performed) is transmitted to the terminal device 40 via the network 1. Although the deferral cannot be performed, the order continues to be valid until the currently set expiration date, and is therefore associated with the order data stored in the order data storage means 30 (see FIG. 2). The valid flag is not yet set to indicate invalidity. Here, the order data that has not been set in the invalid flag state is updated by the expired order processing means 25 to the invalid flag state when the valid period has passed.

  On the other hand, as a result of the surplus check processing by the surplus check processing means 23, if it is determined that there is a surplus in the purchase funds of the customer or the balance of the brand sold by the customer, the deferral processing means 22 receives the deferral instruction information. Date and time or order expiry date currently stored in order data storage means 30 (see FIG. 2) (there may be the first expiry date or the expiry date after the previous deferral) In addition, a new expiration date is calculated by adding a predetermined extension period (for example, two weeks), and the current expiration date (after the first or previous deferral) stored in the order data storage means 30 (see FIG. 2). The expiration date is updated with a new expiration date, and the reception date and time of the deferral instruction information is stored in the order data storage means 30 (see FIG. 2) (step S1005 in FIG. 9).

  The processes in steps S1001 to S1005 in FIG. 9 (the process in step S10 in FIG. 7) are performed at the timing when the deferred manual instruction is issued by the customer. The next automatic deferral process (step S11 in FIG. 7). For example) is performed at a predetermined time after the completion of all the contract processing of the day.

  In FIG. 8, among the order data stored in the order data storage unit 30 (see FIG. 2) by the deferral processing unit 22, the order data associated with the automatic deferral selection information (for example, “1”) The order expiration date (which may be the first expiration date or the expiration date after the last deferral) is monitored (step S1101 in FIG. 8), and immediately before this expiration date arrives. If there is order data that is on the date of the purchase (for example, the night of the last day of the expiration date), the surplus check processing means 23 refers to the trade classification of the order data (step S1102), In this case, the remaining capacity check processing means 23 uses the customer identification information included in the order data to check the remaining capacity of the purchased funds of the customer who has placed the order. To perform the physical (step S1103). The surplus power check process here is executed for a period from the present time (or the current expiration date) to the maximum expiration date after the deferral. The details of the check process for the surplus funds of the customer's purchase funds have been described above, and will not be described here.

  Further, in step S1102 of FIG. 8, when the trading category is information indicating sale, the surplus check processing means 23 places an order using the customer identification information and the brand identification information included in the order data. The remaining capacity check process for the balance of the brand sold by the customer is executed (step S1104 in FIG. 8). The surplus power check process here is executed for a period from the present time (or the current expiration date) to the maximum expiration date after the deferral. Since the details of the remaining capacity check process for the balance of the sold brand of the customer have been described above, the description is omitted here.

  Then, as a result of the surplus check processing by the surplus check processing means 23, if it is determined that there is no surplus in the purchase funds of the customer or the balance of the brand sold by the customer, the deferral cannot be performed, so the necessary message (Message indicating that deferral cannot be performed) is transmitted to the terminal device 40 via the network 1.

  On the other hand, as a result of the surplus check processing by the surplus check processing means 23, if it is determined that there is a surplus in the purchase funds of the customer or the balance of the brand sold by the customer, the deferral processing means 22 validates the order data. A new validity period is calculated by adding a predetermined extension period to the deadline (or a designated extension period when an input of a designated extension period is accepted). When the calculated new expiration date is within the deferral continuation period stored in the order data storage unit 30 (see FIG. 2) (at this stage, the deferment continuation period and the order stored in the order data storage unit 30) (The deferral continuation deadline may be calculated from the data reception date and time.) For the first or last postponement of the expiration date stored in the order data storage means 30, the new expiration date is updated. Further, when the new expiration date has passed the deferral continuation time limit stored in the order data storage unit 30 (see FIG. 2) (at this stage, the deferment continuation period and the order data stored in the order data storage unit 30) (The deferral continuation deadline may be calculated from the received date and time), and the validity period after the first or previous deferral stored in the order data storage means 30 is updated with the deferral continuation deadline. Further, the processing date and time of the automatic deferral processing is stored in the order data storage unit 30 (see FIG. 2) by the deferral processing unit 22 (step S1105 in FIG. 8).

  Subsequently, the expired order processing unit 25 indicates that the valid flag is valid among the order data stored in the order data storage unit 30 (see FIG. 2) at a predetermined time (for example, at night) on each processing day. For example, it is determined whether or not the expiration date has passed for the order data that is “1”), and the validity flag associated with the order data that has been determined to have passed the expiration date is set to a valid state (for example, The state is updated from “1”) to an invalid state (for example, “0”) (step S12 in FIG. 7). In addition, for the order data in which the expiration date is not extended by the deferral processing means 22 in steps S10 and S11 of FIG. The state indicating validity is updated to the state indicating invalidity.

  Thereafter, when the system processing by the system 10 is continued on the next processing day (step S13 in FIG. 7), the re-execution preparation processing means 24B performs a predetermined time (for example, morning) before the start of the contract processing. In addition, all the pre-processing date data stored in the buy order storage means 32 (see FIG. 3) and the sell order storage means 33 (see FIG. 4) are discarded (cleared) (step S14 in FIG. 7).

  The re-execution preparation processing means 24B receives the order data stored by the pre-processing date and is stored in the order data storage means 30 (see FIG. 2), and there is an uncommitted remaining order quantity, and It is determined whether or not there is ongoing order data that is within the expiration date stored in the order data storage means 30, that is, whether or not there is order data whose valid flag indicates valid, and the ongoing order data (ie, , Order data storage means 30 is received by the re-execution preparatory processing means 24B by the pre-processing date by the re-execution preparation processing means 24B. Order identification information stored in the order data storage means 30 in association with the order data from the order face value (order quantity) of the order data stored in (see FIG. 2) Calculates the unfilled remaining order amount (remaining order quantity) by subtracting the contracted amount (approximately constant amount) stored in the transfer processing database 34 (see FIG. 5) in association with one order identification information. (Step S14 in FIG. 7).

  Further, by the re-execution preparation processing means 24B, the reception date and time stored in the order data storage means 30 in association with the ongoing order data (when the order is first received) The priority management information is given according to the previous date and time (step S14 in FIG. 7).

  If the order classification of ongoing order data is information indicating buying by the re-execution preparation processing means 24B, the customer identification information included in the ongoing order data, the securities to be purchased. The purchase identification data for the execution target, including the issue identification information for personal bonds, the buying and selling classification that indicates purchase, and the purchase order face value (buy order quantity) for the uncommitted order, the order identification information, the uncommitted 7 is stored in the purchase order storage means 32 (see FIG. 3) in a state in which all the data of the pre-processing date is discarded (cleared) in association with the contract flag and the priority management information in the state shown in FIG. Step S14).

  For example, it is assumed that it is currently the morning of July 17, 2009, and as shown in the example of FIG. 2, a purchase order of customer A on May 19, 2009 (order identification information = “ T0001 ”, customer identification information =“ K0001 ”, brand identification information =“ 17th bond (variable 10 years) ”, order face value =“ 4 million yen ”), and purchase of customer C on June 24, 2009 Order (order identification information = “T0003”, customer identification information = “K0003”, brand identification information = “18th bond (variable 10 years)”, order face value = “5 million yen”), July 2009 Purchase order for customer D on the 2nd (order identification information = “T0004”, customer identification information = “K0004”, brand identification information = “18th bond (fluctuation 10 years)”, order value = “3 million yen” ) And these customers A C, purchase orders D, in a state shown in the example of FIG. 3, purchased and stored in the order storage unit 32. In the purchase order storage means 32, the order face value of the purchase order of the customer A is 1 million yen instead of 4 million yen, as shown in the example of FIG. This is because 3 million yen out of the 4 million yen face value for the purchase order of A has already been executed on June 22, 2009, so the unfilled order face value will be 1 million yen. . Further, the purchase order storage means 32 on July 17, 2009 also stores the purchase order of the customer F, which is newly ordered on July 17, 2009, and is shown in FIG. The state stored in the initial execution preparation process in step S5 is shown.

  In addition, when the re-execution preparatory processing unit 24B indicates that the order classification of ongoing order data is information indicating sale, the customer identification information included in the ongoing order data is the securities to be sold. Brand identification information for personal bonds, selling and selling information that indicates selling, and sell order data subject to execution including unsettled sales order face value (sell order quantity), order identification information, uncommitted 7 is stored in the sales order storage means 33 (see FIG. 4) in a state in which all the pre-processing date data is discarded (cleared) in association with the execution status flag and the priority management information. Step S14).

  Then, the process returns to the above-described process for accepting a new order in step S2 in FIG. 7, and thereafter, the processes in steps S2 to S14 in FIG. 7 are repeated. Further, in step S13 in FIG. 7, when the system processing by the system 10 is not continued due to, for example, service termination, a series of buying and selling processing is ended (step S15 in FIG. 7).

  The above is the overall flow of the system processing for handling a plurality of orders. The specific processing flow performed for a certain order is, for example, as shown in FIGS. 12 to 14, the purchase order of customer A on May 19, 2009 shown in the example of the order data storage unit 30 in FIG. 2 (order identification information = “T0001”, customer identification information = “K0001”, The flow of specific processing performed for the brand identification information = “17th bond (fluctuation 10 years)” and the order face value = “4 million yen”) will be described.

  In FIG. 12, on May 19, 2009, when a purchase order of customer A (customer A, 17th bond, purchase, 4 million yen) is received, order identification information = “T0001” is given to this, The data is stored in the order data storage means 30 (see FIG. 2). Further, by adding a predetermined validity period (here, two weeks as an example) to the reception date and time (May 19, 2009), the first validity period of the order is June 2, 2009. The date is calculated, the reception date and time (May 19, 2009) and the first expiration date (June 2, 2009) are also stored in the order data storage means 30, and the validity flag is set to a state indicating validity.

  Then, the purchase execution order of customer A (customer A, 17th bond, purchase, 4 million yen) received on May 19, 2009 is checked by the reserve execution check processing means 23 and then the initial execution preparation processing means 24A. The purchase order storage means 32 (see FIG. 3) is immediately stored as purchase order data to be executed.

  When all the contract processing on the order day (May 19, 2009) is completed without being executed, the purchase order storage means 32 (at the night of that day or the morning of the next processing day (May 20, 2009) (See FIG. 3) and all data in the sales order storage means 33 (see FIG. 4) are discarded (cleared). Then, on the morning of May 20, 2009, the re-execution preparation processing unit 24B stores the order data storage unit 30 (see FIG. 3) in the purchase order storage unit 32 (see FIG. 3) in a state where all data has been discarded (cleared). 2) is stored as purchase order data to be executed.

  Thereafter, the processing for discarding (clearing) all data in the purchase order storage means 32 (see FIG. 3) and the sell order storage means 33 (see FIG. 4), and the re-execution preparation processing means 24B, the purchase order storage means 32. The processing for storing the purchase order data of the execution target of the customer A and the contract processing by the transaction execution processing means 26 are repeated every processing day (see FIG. 3).

  When the first expiration date (June 2, 2009) is reached, the deferral processing means 22 performs automatic deferral, and the initial expiration date (see FIG. 2) stored in the order data storage means 30 (see FIG. 2). (June 2, 2009) is renewed on June 16, 2009, for example by extending two weeks. At this time, in this embodiment, the order identification information = “T0001” is maintained, and the reception date and time (May 19, 2009) when the order is first received is also held.

  Then, again, the processing for discarding (clearing) all data in the purchase order storage means 32 (see FIG. 3) and the sell order storage means 33 (see FIG. 4), and the re-execution preparation processing means 24B store the purchase order. The processing for storing the purchase order data to be executed by the customer A in the means 32 (see FIG. 3) and the execution processing by the transaction execution processing means 26 are repeated every processing day.

  When the expiration date after the previous deferral (June 16, 2009) is reached, the deferral processing means 22 performs automatic deferral, and after the previous deferral stored in the order data storage means 30 (see FIG. 2). The expiration date (June 16, 2009) is renewed on June 30, 2009, for example, extended by two weeks. At this time, in this embodiment, the order identification information = “T0001” is maintained, and the reception date and time (May 19, 2009) when the order is first received is also held.

  Then, again, the processing for discarding (clearing) all data in the purchase order storage means 32 (see FIG. 3) and the sell order storage means 33 (see FIG. 4), and the re-execution preparation processing means 24B store the purchase order. The processing for storing the purchase order data to be executed by the customer A in the means 32 (see FIG. 3) and the execution processing by the transaction execution processing means 26 are repeated every processing day.

  Thereafter, in FIG. 13, on June 22, 2009, the re-execution preparation processing means 24B performs processing for storing the purchase order data to be executed by the customer A in the purchase order storage means 32 (see FIG. 3). On the same day, as shown in the example of FIG. 2, it is assumed that the selling order of customer B (customer B, 17th bond, selling, 3 million yen) is received for the same brand. Then, this customer B's sales order (customer B, 17th bond, sale, 3 million yen) is checked by the initial execution preparation processing means 24A as the sales order data to be executed by the initial execution preparation processing means 24A. , Immediately stored in the selling order storage means 33 (see FIG. 4).

  Here, when the execution processing by the transaction execution processing means 26 is performed, 3 million yen which is a part of 4 million yen of the customer A purchase order and 3 million yen of the customer B sell order are all. Commit. As a result, the purchase execution face value of the purchase order data to be executed by the customer A stored in the purchase order storage unit 32 (see FIG. 3) by the transaction execution processing unit 26 is changed from 4 million yen to 3 million contracted amount. The yen is reduced to 1 million yen. In addition, the transaction execution processing unit 26 indicates that the execution flag for the sales order data to be executed by the customer B stored in the sales order storage unit 33 (see FIG. 4) indicates from the state indicating unsettled to the contracted. Updated to Furthermore, the transaction execution processing means 26 transfers the contract data (17th bond, 3 million yen) of both the purchase order of customer A and the sell order of customer B together with the contract date (June 22, 2009). Stored in the processing database 34 (see FIG. 5), the transfer flag is set to a state indicating non-transfer.

  When all the contract processing on June 22, 2009 is completed due to the partial contract of this customer A's purchase order, the purchase order is processed at night of that day or on the morning of the next processing day (June 23, 2009). All data in the storage unit 32 (see FIG. 3) and the sales order storage unit 33 (see FIG. 4) are discarded (cleared). Then, on the morning of June 23, 2009, the re-execution preparation processing means 24B stores the order data storage means 30 (see FIG. 3) in the purchase order storage means 32 (see FIG. 3) in a state where all data has been discarded (cleared). 2), the customer A's purchase order data (however, the purchase order face value is assumed to be an uncommitted million yen) is stored as execution target purchase order data.

  Then, again, the processing for discarding (clearing) all data in the purchase order storage means 32 (see FIG. 3) and the sell order storage means 33 (see FIG. 4), and the re-execution preparation processing means 24B store the purchase order. The processing for storing the purchase order data to be executed by the customer A in the means 32 (see FIG. 3) and the execution processing by the transaction execution processing means 26 are repeated every processing day.

  Then, when the expiration date after the previous deferral (June 30, 2009) is reached, the deferral processing means 22 performs automatic deferral, and after the previous deferral stored in the order data storage unit 30 (see FIG. 2). The expiration date (June 30, 2009) is renewed on July 14, 2009, for example, extended by two weeks. At this time, in this embodiment, the order identification information = “T0001” is maintained, and the reception date and time (May 19, 2009) when the order is first received is also held.

  Then, again, the processing for discarding (clearing) all data in the purchase order storage means 32 (see FIG. 3) and the sell order storage means 33 (see FIG. 4), and the re-execution preparation processing means 24B store the purchase order. The processing for storing the purchase order data to be executed by the customer A in the means 32 (see FIG. 3) and the execution processing by the transaction execution processing means 26 are repeated every processing day.

  When the expiration date after the last deferral (July 14, 2009) is reached, the deferral processing means 22 performs automatic deferral, and after the previous deferral stored in the order data storage means 30 (see FIG. 2). Will be extended and updated (July 14, 2009). At this time, for example, if it is extended for two weeks from the expiration date after the previous deferral (July 14, 2009), it will be July 28, 2009, which is the deferral continuation time limit (shown in the example of FIG. (July 19th, 2009) has passed, and the validity period after this deferral will be the deferred continuation deadline (July 19, 2009). In this embodiment, the order identification information = “T0001” is maintained, and the reception date and time (May 19, 2009) when the order is first received is also held.

  Then, again, the processing for discarding (clearing) all data in the purchase order storage means 32 (see FIG. 3) and the sell order storage means 33 (see FIG. 4), and the re-execution preparation processing means 24B store the purchase order. The processing for storing the purchase order data to be executed by the customer A in the means 32 (see FIG. 3) and the execution processing by the transaction execution processing means 26 are repeated every processing day.

  Then, when all unsuccessful processing on the day of the expiration date (July 19, 2009) is completed without completing the uncommitted million yen, the expired order processing means 25 cancels the order due to the expiration of the expiration date. (Automatic discard) is performed, and the validity flag for the purchase order data of the customer A stored in the order data storage means 30 (see FIG. 2) is set to a state indicating invalidity.

  Although there is an uncommitted 1 million yen, the order expiration date (July 19, 2009) has passed, so even if the next processing date (July 20, 2009), the re-execution preparation process The processing for storing the purchase order data to be executed by the customer A in the purchase order storage means 32 (see FIG. 3) is not performed by the means 24B.

  According to such 1st Embodiment, there exist the following effects. That is, since the government bond trading processing system 10 includes the deferral processing means 22, it is possible to defer and update the order expiration date by a predetermined extension period (for example, two weeks).

  Further, the deferral processing means 22 can automatically perform the deferral processing without waiting for the customer's deferral instruction within the range not exceeding the deferral continuation time designated by the customer, as the customer selects. Can reduce the trouble of order management.

  Further, the re-execution preparatory processing means 24B uses the uncommitted portion of the pre-processing date as the buy order data to be executed and the sell order data to be executed on the next processing date and the buy order storage means 32 (see FIG. 3) and the sell. When storing in the order storage means 33 (see FIG. 4), the reception date and time (date and time when the order reception processing means 21 first received the order data) stored in the order data storage means 30 (see FIG. 2). Since priority order management information is given in accordance with the former, even if the deferral process is repeated, the first order date and time will be retained, and the inconvenience that the priority ranks at the end of each time of deferral. Can be resolved.

  Since the government bond trading processing system 10 includes the surplus check processing means 23, when the new order is accepted by the order acceptance processing means 21 and when the order is deferred by the deferral processing means 22, It is possible to perform a surplus check and a surplus check of a customer's sold stock balance. In this case, if the expiration date of the order is long, the time period for checking the surplus will increase accordingly, and the load of the check process will increase. However, the extension period of the expiration date once is adjusted to an appropriate length. By repeating the deferral of orders, it is possible to reduce the load of the surplus power check process at the time of each deferral, compared to the case where a long expiration date is set.

  In addition, even if the order is deferred, the order date and time is retained, so there is no inconvenience that the order priority in the contract processing will be the last order. In order to reduce the load, it is not necessary to sacrifice the time priority principle of preferentially executing the person who ordered first, and both the load reduction of the remaining power check process and the optimization of the priority determination are realized. be able to.

  [Second Embodiment]

  FIG. 15 shows the overall configuration of a government bond trading processing system 200 according to the second embodiment of the present invention. As in the case of the first embodiment, the government bond buying and selling processing system 200 of the second embodiment executes the buy orders to be executed stored in the buy order storage means 32 and the sell order storage means 33 on each processing day. The data and the execution order sell order data are not discarded (cleared) and stored again, but the execution target stored in the buy order storage means 32 and the sell order storage means 33 when the expiration date has passed. The purchase order data and the sell order data to be executed are canceled. In addition, FIG. 16 shows a flowchart of the buying and selling process by the government bond buying and selling processing system 200 of the second embodiment. Furthermore, in FIG. 17 and FIG. 18, the flow of the buying and selling process by the government bond buying and selling processing system 200 of the second embodiment is shown as a specific numerical example.

  In FIG. 15, a government bond transaction processing system 200, which is a securities transaction processing system, is constituted by one or a plurality of computers, and includes processing means 220 for executing various processes relating to the sale of individual government bonds, and the processing means 220. Order data storage means 230, customer database 231, purchase order storage means 232, sell order storage means 233, transfer processing database for storing various data necessary for executing various processes related to buying and selling of government bonds for individuals. 234, and a customer account database 235.

  The government bond trading system 200 forms a PTS market for buying and selling individual government bonds (a trading market based on a private trading system, that is, a market on a computer network established by a financial institution such as a securities company). Has been.

  Similarly to the case of the first embodiment, the government bond transaction processing system 200 includes a customer who inputs an order and an input agent (salesperson, operator, etc.) of the order via the network 1 which is a communication line. A terminal device 40 to be operated is connected, and one or a plurality of other systems 50 are connected via a dedicated line 2 that is a communication line.

  The processing means 220 includes an order reception processing means 221, a deferral processing means 222, a surplus power check processing means 223, an execution preparation processing means 224, an expired order processing means 225, a transaction execution processing means 226, and a transfer processing means 227. It is comprised including.

  Among these, the order reception processing unit 221, the deferral processing unit 222, the surplus check processing unit 223, the transaction execution processing unit 226, and the transfer processing unit 227 are the order reception processing unit 21, the deferral processing unit 22, and the like of the first embodiment. Since the surplus check processing means 23, the transaction execution processing means 26, and the transfer processing means 27 are the same as each other, description thereof is omitted.

  The execution preparation processing unit 224 has a different configuration from the execution preparation processing unit 24 of the first embodiment. The execution preparation processing means 24 of the first embodiment includes an initial execution preparation processing means 24A that executes execution preparation processing for new order data when new order data is received by the order reception processing means 21; Each processing day for ongoing order data (order data that has not yet been agreed and is within the expiration date) already received before the processing date and stored in the order data storage means 30 (see FIG. 2) The execution preparation processing means 224 according to the second embodiment is different from the first embodiment in that the execution preparation processing means 24B executes execution preparation processing before the execution of contract processing. Although the same configuration as the execution preparation processing unit 24A is provided, the configuration corresponding to the re-execution preparation processing unit 24B of the first embodiment is not provided. That is, in the second embodiment, the purchase order data and execution target to be executed stored in the purchase order storage means 232 (same as FIG. 3) and the sell order storage means 233 (same as FIG. 4) on each processing day. Processing for discarding (clearing) the target sales order data and storing it again is not performed.

  The expired order processing means 225 has a different configuration from the expired order processing means 25 of the first embodiment. The expired order processing means 25 of the first embodiment is in a state where the validity flag indicates validity (for example, “1”) among the order data stored in the order data storage means 30 (see FIG. 2) on each processing day. It is determined whether or not the expiration date has passed with respect to the order data, and the validity flag associated with the order data determined to have passed the expiration date is changed from a state indicating validity (for example, “1”). In contrast to the configuration for executing the process of updating to a state indicating invalidity (for example, “0”), the expired order processing means 225 of the second embodiment has the same configuration as that of the first embodiment. The order data determined to have expired is associated with the same order identification information as the order identification information stored in the order data storage means 230 (similar to FIG. 2) in association with the order data. The execution target buy order data and the execution target sell order data stored in the buy order storage means 232 (similar to FIG. 3) and the sell order storage means 233 (similar to FIG. 4) are canceled (destroyed). ) A configuration for executing processing is also provided.

  In the second embodiment, as described above, since there is no configuration corresponding to the re-execution preparation processing means 24B of the first embodiment, the purchase order storage means 232 (similar to FIG. 3) every processing day. Since the processing for destroying (clearing) the buy order data to be executed and the sell order data to be executed stored in the sales order storage means 233 (similar to FIG. 4) is not executed, Expired order processing means so that target buy order data and execution target sell order data do not remain in buy order storage means 232 (similar to FIG. 3) and sell order storage means 233 (similar to FIG. 4). According to 225, processing for canceling (destroying) execution target purchase order data and execution target sell order data whose expiration date has passed is performed. At this time, with respect to the determination time whether or not the expiration date has passed, for example, if July 19, 2009 is the expiration date, a predetermined time after completion of all the contract processing on July 19, 2009 ( For example, it may be determined that the expiration date has passed by determination at night, etc., or the expiration date may be determined by determination at a predetermined time (for example, morning) before the start of the contract processing on July 20, 2009. You may judge that it has passed.

  Further, the order data storage means 230, the customer database 231, the purchase order storage means 232, the sell order storage means 233, the transfer processing database 234, and the customer account database 235 are the order data storage means 30 ( 2), customer database 31, purchase order storage means 32 (see FIG. 3), sell order storage means 33 (see FIG. 4), transfer processing database 34 (see FIG. 5), and customer account database 35 (see FIG. 2). 6), the description thereof will be omitted.

  In the above, each processing means 221 to 227 included in the processing means 220 includes a central processing unit (CPU) provided inside the computer main body constituting the government bond trading processing system 200, and an operation procedure of this CPU. It is realized by one or a plurality of programs to be defined.

  Further, the order data storage unit 230, the customer database 231, the purchase order storage unit 232, the sales order storage unit 233, the transfer processing database 234, and the customer account database 235 are preferably realized by a hard disk or the like, for example. ROM, EEPROM, flash memory, RAM, MO, CD-ROM, CD-R, CD-RW, DVD-ROM, DVD-RAM, FD, magnetic, as long as there is no problem with capacity or access speed You may employ | adopt a tape or these combination.

  Furthermore, the government bond trading processing system 200 is not limited to one realized by one computer or one CPU, and may be realized by performing distributed processing with a plurality of computers or a plurality of CPUs. .

  In such a second embodiment, the government bond trading processing system 200 executes the trading process for individual government bonds as follows.

  In FIG. 16, the processes of steps S21 to S31 are the same as the processes of steps S1 to S11 (see FIG. 7) of the first embodiment.

  The process of step S32 in FIG. 16 is a process by the expired order processing means 225 and is the same as the process of step S12 in FIG. 7 by the expired order processing means 25 of the first embodiment, but in the second embodiment, The following processing is added as processing by the expired order processing means 225.

  That is, the order identification information that is determined to have expired by the expired order processing means 225 is the same as the order identification information stored in the order data storage means 230 (similar to FIG. 2) in association with the order data. Execution order buy order data and execution target sale stored in the purchase order storage means 232 (similar to FIG. 3) and sell order storage means 233 (similar to FIG. 4) in association with the order identification information of A process of canceling (destroying) the order data is executed (step S33 in FIG. 16).

  In the second embodiment, the processing corresponding to the processing in step S14 of FIG. 7 by the re-execution preparation processing means 24B of the first embodiment is not performed.

  When the system processing by the system 200 is continued (step S34 in FIG. 16), the process returns to the new order receiving process in step S22 in FIG. 16 described above, and thereafter the processing in steps S22 to S34 in FIG. repeat. In step S34 in FIG. 16, when the system processing by the system 200 is not continued due to, for example, service termination, a series of buying and selling processing is ended (step S35 in FIG. 16).

  The above is the overall flow of the system processing for handling a plurality of orders. The specific processing flow performed for a certain order is, for example, as shown in FIGS. 17 and 18. 17 and 18, as in the case of FIGS. 12 to 14 of the first embodiment, the purchase order of the customer A on May 19, 2009 shown in the example of the order data storage means 30 of FIG. Specific processing performed for (order identification information = “T0001”, customer identification information = “K0001”, brand identification information = “17th bond (fluctuation 10 years)”, order face value = “4 million yen”) The flow will be described.

  In FIG. 17, on May 19, 2009, when a purchase order of customer A (customer A, 17th bond, purchase, 4 million yen) is received, order identification information = “T0001” is given to this, The data is stored in the order data storage means 230 (similar to FIG. 2). Further, by adding a predetermined validity period (here, two weeks as an example) to the reception date and time (May 19, 2009), the first validity period of the order is June 2, 2009. The date is calculated, the reception date and time (May 19, 2009) and the first expiration date (June 2, 2009) are also stored in the order data storage means 230, and the validity flag is set to a state indicating validity.

  Then, the purchase preparation order (customer A, the 17th bond, purchase, 4 million yen) of the customer A received on May 19, 2009 is checked by the reserve preparation processing means 224 after the remaining capacity check by the reserve capacity check processing means 223. The purchase order storage means 232 (similar to FIG. 3) is immediately stored as execution order buy order data.

  The contract processing is repeated every processing day, but after the state where the contract is not performed continues, when the first expiration date (June 2, 2009) is reached, the deferral processing means 222 automatically defers the order data. The initial expiration date (June 2, 2009) stored in the storage unit 230 (similar to FIG. 2) is updated on June 16, 2009, for example, by extending it by two weeks. At this time, in this embodiment, the order identification information = “T0001” is maintained, and the reception date and time (May 19, 2009) when the order is first received is also held.

  Then, the contract processing is repeated again every processing day. However, after the state where the contract is not executed continues, when the expiration date after the previous deferral (June 16, 2009) is reached, the deferral processing means 222 performs automatic deferral. Then, the expiration date (June 16, 2009) after the previous deferral stored in the order data storage unit 230 (similar to FIG. 2) is updated to June 30, 2009, for example, extended by two weeks. At this time, in this embodiment, the order identification information = “T0001” is maintained, and the reception date and time (May 19, 2009) when the order is first received is also held.

  After that, the contract processing is repeated again every processing day. However, after the state where the contract is not executed continues, on June 22, 2009, as shown in the example of FIG. Suppose that customer B's selling order (customer B, 17th bond, selling, 3 million yen) is received. Then, after the customer B's sell order (customer B, 17th bond, sale, 3 million yen) is checked by the surplus check processing means 223, the execution preparation processing means 224 executes the sales order data to be executed. Immediately stored in the sales order storage means 233 (similar to FIG. 4).

  In FIG. 18, when the execution processing by the transaction execution processing means 226 is performed, 3 million yen that is a part of 4 million yen of the purchase order of the customer A and all 3 million yen of the sell order of the customer B Is executed. As a result, the purchase execution face value of the purchase order data to be executed by the customer A stored in the purchase order storage unit 232 (similar to FIG. 3) by the transaction execution processing unit 226 is changed from 4 million yen to 300 of the contracted amount. 10,000 yen will be reduced to 1 million yen. In addition, the transaction execution processing means 226 indicates that the execution flag for the sales order data to be executed by the customer B stored in the sales order storage means 233 (similar to FIG. 4) indicates that the execution has been completed from the state indicating uncommitted. Updated to state. Furthermore, the transaction execution processing means 226 transfers the contract data (17th bond, 3 million yen) of both the purchase order of customer A and the sell order of customer B together with the contract date (June 22, 2009). It is stored in the processing database 234 (similar to FIG. 5), and the transfer flag is in a state indicating non-transfer.

  For the uncommitted portion, the commitment processing is repeated again every processing day, but after the state where the commitment is not continued, the expiration date after the previous deferral (June 30, 2009) is reached. Thus, an automatic deferral is performed, and the expiration date (June 30, 2009) after the previous deferral stored in the order data storage unit 230 (similar to FIG. 2) is extended by, for example, two weeks to July 14, 2009 Update to At this time, in this embodiment, the order identification information = “T0001” is maintained, and the reception date and time (May 19, 2009) when the order is first received is also held.

  Then, the contract processing is repeated again every processing day, but after the state where the contract is not executed continues, when the expiration date after the previous deferral (July 14, 2009) is reached, the deferral processing means 222 performs automatic deferral. The expiration date (July 14, 2009) after the last deferment stored in the order data storage unit 230 (similar to FIG. 2) is extended and updated. At this time, for example, if it is extended for two weeks from the expiration date after the previous deferral (July 14, 2009), it will be July 28, 2009, which is the deferral continuation time limit (shown in the example of FIG. (July 19th, 2009) has passed, and the validity period after this deferral will be the deferred continuation deadline (July 19, 2009). In this embodiment, the order identification information = “T0001” is maintained, and the reception date and time (May 19, 2009) when the order is first received is also held.

  Again, the contract process is repeated every processing day. However, when all the contract processes on the day of the expiration date (July 19, 2009) have been completed without completing the uncommitted million yen, the expired order process The means 225 performs processing for canceling the order due to the expiration of the expiration date (automatic destruction), and the validity flag for the purchase order data of the customer A stored in the order data storage means 230 (similar to FIG. 2) indicates invalidity. Put it in a state. At the same time, the expired order processing unit 225 cancels (automatically discards) the purchase order data to be executed by the customer A stored in the purchase order storage unit 232 (similar to FIG. 3).

  According to such 2nd Embodiment, there exist the following effects. That is, since the government bond trading processing system 200 includes the deferral processing means 222, it is possible to extend and renew the order expiration date by a predetermined extension period (for example, two weeks).

  Further, the deferral processing means 222 can automatically perform the deferral processing without waiting for the customer's deferral instruction within a range that does not exceed the deferral continuation deadline specified by the customer by the customer's selection. Can reduce the trouble of order management.

  Furthermore, in the second embodiment, execution target buy order data and execution target sell orders stored in the buy order storage means 232 (similar to FIG. 3) and sell order storage means 233 (similar to FIG. 4). Since the data is left without being discarded (cleared) every processing day and is canceled by the expired order processing unit 225 when the expiration date has passed, the execution preparation processing unit is in progress while the order is continuing (rolling). The priority management information given by H.224 is held. For this reason, it is possible to eliminate the inconvenience that the priority order becomes the last order in each deferral.

  Since the government bond trading processing system 200 includes the surplus check processing means 223, when the new order is accepted by the order acceptance processing means 221 and when the order is deferred by the deferral processing means 222, It is possible to perform a surplus check and a surplus check of a customer's sold stock balance. In this case, if the expiration date of the order is long, the time period for checking the surplus will increase accordingly, and the load of the check process will increase. However, the extension period of the expiration date once is adjusted to an appropriate length. By repeating the deferral of orders, it is possible to reduce the load of the surplus power check process at the time of each deferral, compared to the case where a long expiration date is set.

  In addition, even if the order is deferred, the order date and time is retained, so there is no inconvenience that the order priority in the contract processing will be the last order. In order to reduce the load, it is not necessary to sacrifice the time priority principle of preferentially executing the person who ordered first, and both the load reduction of the remaining power check process and the optimization of the priority determination are realized. be able to.

  [Deformation form]

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

  For example, in each of the above-described embodiments, the government bond trading system 10, 200 for selling / buying personal government bonds is used. However, the securities to be traded by the securities trading system of the present invention are: It is not limited to personal government bonds, but may be bonds or stocks other than personal government bonds. However, if it is configured to perform trading processing of personal interest-bearing national treasury bonds, the effect of the present invention can be exerted remarkably in that an order form with no specified order price (unit price) can be adopted. Therefore, the securities trading processing system of the present invention is preferably used for a government bond trading processing system that trades interest-bearing national treasury bonds.

  In each of the above embodiments, the order identification information (order number) is maintained at the time of deferral. As shown below, a new order (deferred order) is created at the time of deferral and is effective until then. Alternatively, the old order may be canceled and the order identification information (order number) may be changed for the original order and each deferred order. In other words, the original order and the deferred order newly created each time when deferred are managed as separate orders with different order identification information (order number), while the order date and time for these original orders and each deferred order is managed. That is, the order reception date and time used for determining the priority management information may be configured to retain the original order reception date and time even if the deferral is repeated.

  FIG. 19 shows the configuration of the order data storage means 330 in the case where the order identification information (order number) is changed every time deferral is performed. Note that components having the same configurations as those of the first and second embodiments will be described with the same reference numerals as those of the first and second embodiments.

  In FIG. 19, the order data storage unit 330 includes “the processing date and time of the latest automatic deferral process, provided in the case of the order data storage units 30 and 230 (see FIG. 2) of the first and second embodiments. Alternatively, there is no “date / time of the latest deferral instruction information (manual) reception” column, and “original order identification information” column and “deferred order reception date / time” column are provided instead. In this order data storage means 330, a new record is created every time deferred, and new order identification information (order number) is automatically given to the order data of a new deferred order stored in the new record.

  Accordingly, the execution target buy order data or the execution target sell order data stored in the buy order storage means 32, 232 (see FIG. 3) or the sell order storage means 33, 233 (see FIG. 4) by the execution preparation processing means. The order identification information (order number) for is also the new order identification information (order number) given to the new deferred order. Further, the priority order management information for execution target buy order data or execution target sell order data is determined after the “original order reception date and time” stored in the order data storage means 330 (see FIG. 19). . Furthermore, the configuration of the deferral processing means 322 (not shown) in this case is as follows.

  <Processing content of deferral processing means 322 (not shown) for an order for which automatic deferral is selected>

  The deferral processing means 322 (not shown) includes the order data associated with the automatic deferral selection information (for example, “1”) among the order data stored in the order data storage means 330 (see FIG. 19). Monitor the expiry date of the order (which may be the expiry date of the original order or the expiry date of the previous deferred order), and the time immediately before this expiry date (for example, When the expiration date is the night of the last day of the expiration date, etc., a new extension is added to this expiration date by adding a predetermined extension period (in the case of accepting the input of the specified extension period, it may be the specified extension period) Calculate the deadline. This new expiration date calculation process is the same as in the first and second embodiments.

  Further, the deferral processing means 322 (not shown) obtains this order data from the order face value (order quantity) of the order data of the original order or the previous deferred order stored in the order data storage means 330 (see FIG. 19). The contract face amount (contract) stored in the transfer process database 34, 234 (see FIG. 5) in association with the same order identification information as the order identification information stored in the order data storage means 330. By subtracting (quantity), the unsettled remaining order face value (remaining order quantity) of the original order or the previous deferred order is calculated. This calculation process of the remaining order face value is a process that was not performed by the deferral processing means 22 and 222 of the first and second embodiments, and when creating a new deferred order, the order face value (order quantity) This is because an uncommitted face value (quantity) is required. In other words, in the case of the first and second embodiments, since order identification information (order number) is maintained, the order face value (order quantity) stored in the order data storage means 30, 230 (see FIG. 2) and The deferred par value (approximately constant amount) stored in the transfer processing databases 34 and 234 (see FIG. 5) can be linked to the order identification information (order number) before and after deferral. In the means 322 (not shown), the order identification information (order number) is newly added, so that the part of the contract until the deferral time is associated with the old order identification information (old order number) and transferred. The order amount (order quantity) for the new deferred order to which the new order identification information (order number) is assigned because the contract amount (about constant amount) is stored in the databases 34 and 234 (see FIG. 5). From the fact that it becomes impossible to give beauty, order the par value for the new deferred order (order quantity) is required to be a non-contract worth at the time of deferral. In addition, the face value (quantity) of the uncommitted amount stored in the order data storage means 330 (see FIG. 19) as the order face value (order quantity) for the new deferred order given the new order identification information (order number). ) Is executed, the contract amount is associated with new order identification information (order number) as a contract face amount (a constant amount) for a new deferred order, and transfer processing databases 34 and 234 (FIG. 5). Reference).

  Then, the deferral processing means 322 (not shown), when the calculated new expiration date is within the deferment continuation time limit stored in the order data storage means 330 (see FIG. 19) (at this stage, the order data storage means) The deferred continuation deadline may be calculated from the deferred continuation period and the original order reception date and time stored in 330.) includes customer identification information, brand identification information, trade classification for the original order or the previous deferred order, and Same customer identification information, same brand identification information, same trading category, and the same order value (order quantity) as the unfilled remaining order value (remaining order quantity) for the original order or the previous deferred order The order data for the deferred order is created, the order identification information (order number) for the deferred order is added to the order data for the deferred order, and the order data for the deferred order is added to the original order. Received date / time, deferred duration period, deferred duration limit (The received date / time, deferred duration period, and deferred duration limit of these original orders are associated with the order data of the original order or the previous deferred order in order data storage means 330 (FIG. 19)), and is stored in the order data storage means 330 (see FIG. 19) in association with the new expiration date and the order identification information of the deferred order. Further, when the new expiration date has passed the deferral continuation time limit stored in the order data storage unit 330 (see FIG. 19) (at this stage, the deferment continuation period and the original order stored in the order data storage unit 330). The deferred continuation deadline may be calculated from the date and time of receipt of the customer.) Includes customer identification information, brand identification information, customer identification information identical to the trading category, identical brand identification information about the original order or the previous deferred order. , Create order data for deferred orders that contain the same buy / sell classification and the same order value (order quantity) as the unfilled remaining order face value (remaining order quantity) for the original order or the previous deferred order, The order identification information (order number) of the deferred order is newly given to the order data of the deferred order that has been created, and the order data of the deferred order that has been created is sent to the original order received date, deferral duration, deferral duration The received date and time, the deferred duration, and the deferred duration of the original order are stored in the order data storage means 330 (see FIG. 19) in association with the order data of the original order or the previous deferred order. It is stored in the order data storage means 330 (see FIG. 19) in association with the postponement expiration date that is the same as the deferment continuation time limit (and thus not the calculated new expiration date) and the order identification information of the deferral order. Furthermore, the reception date and time of the deferred order (in the case of automatic deferral, the processing date and time of automatic deferral processing) is stored in the order data storage means 330 (see FIG. 19). In these processes, the order data of the deferred order is newly created and stored in a new record of the order data storage means 330 (see FIG. 19). This is different from the processing in the first and second embodiments.

  Further, the deferral processing means 322 (not shown) cancels the order data of the original order or the previous deferred order stored in the order data storage means 330 (see FIG. 19) (sets the valid flag to a state indicating invalidity). ) And the purchase order associated with the same order identification information as the order identification information stored in the order data storage means 330 (see FIG. 19) in association with the order data of the original order or the previous deferred order. Order identification information (orders) for execution target buy order data or execution target sell order data stored in order storage means 32, 232 (see FIG. 3) or sell order storage means 33, 233 (see FIG. 4) (Number) is replaced with the order identification information (order number) of the newly added deferred order. Note that changes such as replacement of order identification information may be performed by rewriting and changing the order identification information of the order data in the storage means. These processes are processes that are not performed in the case of the first and second embodiments. With the creation of a new deferred order, the previous order (original order or previous deferred order) and This is a process for avoiding duplication. Note that the execution target buy order data or execution target sell order data stored in the buy order storage means 32, 232 (see FIG. 3) or the sell order storage means 33, 233 (see FIG. 4) in this way. By replacing the order identification information (order number), it is possible to retain priority management information for execution order buy order data or execution order sell order data. Even when the purchase order par value of the order data or the sell order par value of the sales order data subject to execution is reduced and updated, the information on the reduction update can be taken over as it is.

  <Processing contents of deferral processing means 322 (not shown) for an order for which the deferred manual instruction is selected>

  The deferral processing unit 322 (not shown) selects the order data associated with the selection information (for example, “2”) of the deferred manual instruction from the order data stored in the order data storage unit 330 (see FIG. 19). In response to a request from the customer or its input agent, the customer's order data is used with the customer identification information about the customer as a key (however, only the order data of the latest deferred order may be used for a deferred order) .) Is obtained from the order data storage means 330 (see FIG. 19), display data for the deferral instruction screen 150 (see FIG. 11) is created, and the created display data for the deferral instruction screen 150 is sent via the network 1. Are transmitted to the terminal device 40 and input by the customer or its input agent using the deferral instruction screen 150 (see FIG. 11). The deferral instruction information (information for instructing deferral of the expiration date of the order) transmitted via the network 1 is used as the order identification information (order for the original order or the previous deferred order) for the order data related to the deferral instruction. And the expiration date of the order stored in the order data storage means 330 (see FIG. 19) (when the original order is valid) The deferred order may be valid for a deferred order.) Plus a predetermined extension period (or a specified extension period if the specified extension period is accepted). Is calculated. This new expiration date calculation process is the same as in the first and second embodiments.

  Further, the deferral processing means 322 (not shown) obtains this order data from the order face value (order quantity) of the order data of the original order or the previous deferred order stored in the order data storage means 330 (see FIG. 19). The contract face amount (contract) stored in the transfer process database 34, 234 (see FIG. 5) in association with the same order identification information as the order identification information stored in the order data storage means 330. By subtracting (quantity), the unsettled remaining order face value (remaining order quantity) of the original order or the previous deferred order is calculated. This calculation process of the remaining order face value is a process that was not performed by the deferral processing means 22 and 222 of the first and second embodiments, and when creating a new deferred order, the order face value (order quantity) This is because an uncommitted face value (quantity) is required.

  The deferral processing means 322 (not shown) includes customer identification information, brand identification information, customer identification information identical to the trading category, identical brand identification information, identical trading category, and the like regarding the original order or the previous deferred order, and Creates order data for a deferred order that includes the same order amount (order quantity) as the unsettled remaining order amount (remaining order quantity) for the original order or the previous deferred order. In addition, the order identification information (order number) of the deferred order is newly given, and the order data of the created deferred order is added to the received date and time of the original order (the received date and time of the original order is the order data of the original order or the previous deferred order. Correspondingly stored in the order data storage means 330 (see FIG. 19)), the order data storage means 330 (corresponding to the new expiration date and the order identification information of the deferred order. 19 reference) to be stored. Furthermore, the reception date and time of the deferred order (in the case of a deferred manual instruction, the reception date and time of the deferral instruction information) is stored in the order data storage means 330 (see FIG. 19). In these processes, the order data of the deferred order is newly created and stored in a new record of the order data storage means 330 (see FIG. 19). This is different from the processing in the first and second embodiments.

  Further, the deferral processing means 322 (not shown) cancels the order data of the original order or the previous deferred order stored in the order data storage means 330 (see FIG. 19) (sets the valid flag to a state indicating invalidity). ) And the purchase order associated with the same order identification information as the order identification information stored in the order data storage means 330 (see FIG. 19) in association with the order data of the original order or the previous deferred order. Order identification information (orders) for execution target buy order data or execution target sell order data stored in order storage means 32, 232 (see FIG. 3) or sell order storage means 33, 233 (see FIG. 4) (Number) is replaced with the order identification information (order number) of the newly added deferred order. These processes are processes that are not performed in the case of the first and second embodiments. With the creation of a new deferred order, the previous order (original order or previous deferred order) and This is a process for avoiding duplication. Note that the execution target buy order data or execution target sell order data stored in the buy order storage means 32, 232 (see FIG. 3) or the sell order storage means 33, 233 (see FIG. 4) in this way. By replacing the order identification information (order number), it is possible to retain priority management information for execution order buy order data or execution order sell order data. Even when the purchase order par value of the order data or the sell order par value of the sales order data subject to execution is reduced and updated, the information on the reduction update can be taken over as it is. For example, before starting the transaction, an order face value of 5 million yen is stored in the order data storage means 330 (see FIG. 19), and this 5 million yen is also purchased in the purchase order storage means 32, 232 (see FIG. 3). When 3 million yen is executed when the order face value is stored, the purchase order face value stored in the purchase order storage means 32, 232 (see FIG. 3) is changed from 5 million yen to 3 million. It is assumed that the yen is reduced to 2 million yen and 3 million yen is stored in the transfer processing databases 34 and 234 (see FIG. 5). Thereafter, in this state, if the deferral is performed during the transaction time, the order data storage means 330 (see FIG. 19) stores a new deferred order of 2 million yen (transfer processing databases 34 and 234 (see FIG. 5)). Is calculated in association with the new order identification information, and the purchase order storage means 32, 232 (see FIG. 3) have already been reduced and updated. Since the purchase order face value of 2 million yen is stored, the order identification information may be replaced with new order identification information.

  When the configuration is such that the order identification information (order number) is changed at each deferral, deferral processing is performed as shown in FIG.

  In FIG. 20, for an order for which automatic selection is selected, has the time just before the expiration date stored in the order data storage unit 330 (see FIG. 19) arrived by the deferral processing unit 322 (not shown)? When it is determined that the time has come, the process proceeds to the next process, and an order for which the deferred manual instruction is selected is received from the terminal device 40 by the deferral processing means 322 (not shown). When the deferral instruction information is received, the process proceeds to the next process (step S51 in FIG. 20). This process is the same as in the first and second embodiments.

  Subsequently, the surplus check processing means refers to the purchase / sale category of the order data related to the automatic deferral or deferral instruction (step S52). Using the customer identification information included in the item, the remaining capacity check process for the purchase funds of the customer who has placed the order is executed (step S53). The surplus power check process here is executed for a period from the present time (or the current expiration date) to the maximum expiration date after the deferral. The details of the check process for the surplus funds of the customer's purchase funds are the same as those in the first and second embodiments.

  In step S52, if the trading category is information indicating sale, the surplus check processing means uses the customer identification information and brand identification information included in the order data to determine the sales brand of the customer who placed the order. A balance remaining capacity check process is executed (step S54). The surplus power check process here is executed for a period from the present time (or the current expiration date) to the maximum expiration date after the deferral. The details of the remaining capacity check process for the balance of the brand sold by the customer are the same as those in the first and second embodiments.

  As a result of the surplus check processing by the surplus check processing means, if it is determined that there is no surplus in the purchase funds of the customer or the balance of the brand sold by the customer, the deferral cannot be performed, so a necessary message ( A message indicating that the deferral cannot be performed) is transmitted to the terminal device 40 via the network 1.

  On the other hand, as a result of the surplus check processing by the surplus power check processing means, if it is determined that there is a surplus in the purchase funds of the customer or the balance of the brand sold by the customer, the deferral processing means 322 (not shown) described above. In this way, the new expiration date is calculated, the unsettled remaining order face value (remaining order quantity) of the original order or the previous deferred order is calculated, and a new deferred order is created by these, and this new deferred order is calculated. The new order identification information is added to and stored in the order data storage means 330 (see FIG. 19) together with the original order reception date and time (step S55). Further, the processing for canceling the order data of the original order or the previous deferred order stored in the order data storage unit 330 (see FIG. 19) by the deferral processing unit 322 (not shown), that is, invalidating the valid flag of the order data. Is performed (step S55). Further, the same order identification information as the order identification information stored in the order data storage means 330 (see FIG. 19) in association with the order data of the original order or the previous deferred order by the deferral processing means 322 (not shown). Execution target buy order data or execution target sell order data stored in the purchase order storage means 32, 232 (see FIG. 3) or sell order storage means 33, 233 (see FIG. 4) in association with the information. A process of replacing the order identification information (order number) with respect to the newly added deferred order order identification information (order number) is performed (step S55).

  As described above, the securities trading processing system and program of the present invention are suitable for use in, for example, a government bond trading processing system that executes trading processing of interest-bearing national treasury bonds.

DESCRIPTION OF SYMBOLS 1 Network which is a communication line 10,200 Government bond trading processing system which is a securities trading processing system 21,221 Order reception processing means 22,222 Deferral processing means 23,223 Surplus check processing means 24,224 Execution preparation processing means 24A Initial execution Preparation processing means 24B Re-execution preparation processing means 225 Expired order processing means 26, 226 Transaction execution processing means 27, 227 Transfer processing means 30, 230, 330 Order data storage means 32, 232 Buy order storage means 33, 233 For sale orders Storage means 34,234 Transfer processing database 35,235 Customer account database 40 Terminal device 50 Other system

Claims (10)

A securities trading processing system comprising a computer that executes trading processing of securities,
Fund balance data indicating the balance of the customer's funds deposited in the account of the customer of the financial institution is stored in association with customer identification information, and possessed by the customer deposited in the account of the customer of the financial institution A customer account database that stores securities balance data indicating the balance of securities to be stored in association with the brand identification information of the securities and the customer identification information;
Order data including the customer identification information transmitted from the terminal device operated by the customer or its input agent via a communication line, the brand identification information about the securities to be traded, the trading category, and the order quantity, and In addition to receiving a deferred duration or deferred duration to continue deferring the expiration date of the order, or in addition to receiving a designated validity period and / or a designated extension period, order identification information is added to the received order data. Order reception processing means for executing processing for calculating the first expiration date of the order from the date and time of receipt of the order data or in addition to the specified validity period;
The order data received by the order reception processing means, the reception date and time, the deferred duration period or the deferred duration limit, and an expiration date for the first time or after deferral, or in addition to the designated valid period and / or the designated extension Order data storage means for storing a period in association with the order identification information;
A transfer processing database that stores contract amount of the order data as contract data in association with the order identification information, together with the customer identification information, the brand identification information, and the trade classification;
Buy order storage means for storing buy order data to be executed as a target for executing a trading transaction of securities between the customers, in association with the order identification information;
Sell order storage means for storing sell order data to be executed as a target for executing trading transactions of securities between the customers, in association with the order identification information;
The expiration date after the first or previous deferral stored in the order data storage means is monitored, and when the expiration date after the first or previous deferral comes, it is an extension predetermined for this expiration date. A new expiration date is calculated by adding a period or the specified extension period, and the calculated new expiration date is within the deferred continuation time limit stored in the order data storage means or stored in the order data storage means If it is within the deferral continuation period calculated from the deferral continuation period and the reception date and time, the first or last deferral expiration date stored in the order data storage means is updated with the new expiration date, The new deferral period stored in the order data storage means or the deferment duration period stored in the order data storage means and the reception A deferral processing unit that executes a process of updating the expiration date after the initial or previous deferral stored in the order data storage unit with the deferral continuous deadline if the deferral continuation time calculated from the time has passed ,
Priority management common to a buy order and a sell order for preferentially executing the order of the customer previously ordered with respect to the order data received by the order reception processing means, or a priority order management of a buy order alone and a sell order alone And when the order classification received by the order reception processing means is information indicating buying, the order identification information and the priority ranking are used as the purchase order data to be executed. When the buy / sell category of the order data received by the order receiving processing means is information indicating sale, the order data is stored in association with management information and stored in the buy order storage means. An initial execution level for executing processing to store in the selling order storage means in association with the order identification information and the priority management information as order data And processing means,
The order data storage means associated with the order data from the order quantity of the order data received by the preprocessing date and stored in the order data storage means before the start of processing on each processing day. The unordered remaining order quantity is calculated by subtracting the approximate constant amount stored in the transfer processing database in association with the same order identification information as the order identification information stored in the The order data received up to and stored in the order data storage means, and there is an unfilled remaining order quantity, and is within the expiration date stored in the order data storage means For the order data, the priority management information is given according to the order of the reception date and time stored in the order data storage means in association with the ongoing order data, In the case where the trading category of the ongoing order data is information indicating buying, the ongoing order data is associated with the order identification information and the priority management information as buy order data to be executed. , When the pre-processing date data is all discarded in the purchase order storage means, and when the buy / sell category of the ongoing order data is information indicating sale, the ongoing order data is Re-execution preparation for executing a process of storing in the selling order storage means in a state where all the pre-processing date data is discarded in association with the order identification information and the priority management information as the selling order data to be executed Processing means;
The purchase order quantity associated with the same brand identification information and stored as the order quantity of the purchase order data to be executed in the purchase order storage means, and the execution target sale in the sell order storage means. The sales order quantity stored as the order quantity in the order data is matched in the order of the priority management information with the highest priority, and the quantity corresponding to the purchase order quantity and the sales order quantity for these same brands is determined. The contract amount of the purchase order and the sell order is determined, and the determined amount of the constant is determined together with the customer identification information, the brand identification information, and the trade classification for the contracted purchase order data and the sell order data. Transaction execution processing means for executing processing to be stored in the transfer processing database as the contract data in association with order identification information;
When the trade classification of the contract data stored in the transfer processing database is information indicating buying, the contract constant amount of the contract data is the same as the customer identification information and the brand identification information of the contract data And adding to the securities balance data stored in the customer account database in association with the customer identification information and the same brand identification information, and the price equivalent of the contract amount of the contract data is added to the contract data. The contract data stored in the transfer processing database is executed by executing transfer processing for a purchase order that is subtracted from the fund balance data stored in the customer account database in association with the same customer identification information as the customer identification information. If the trade classification is information indicating sale, the contract amount of the contract data is set to the contract data of the contract data. The customer identification information and the same customer identification information as the brand identification information and the same brand identification information are subtracted from the securities balance data associated with the same brand identification information and stored in the customer account database, and the contract constant amount of the contract data A transfer that executes a transfer process for selling order that adds the amount equivalent to the money balance data stored in the customer account database in association with the same customer identification information as the customer identification information of the contract data A securities trading processing system comprising a processing means. A securities trading processing system comprising a computer that executes trading processing of securities,
Fund balance data indicating the balance of the customer's funds deposited in the account of the customer of the financial institution is stored in association with customer identification information, and possessed by the customer deposited in the account of the customer of the financial institution A customer account database that stores securities balance data indicating the balance of securities to be stored in association with the brand identification information of the securities and the customer identification information;
Order data including the customer identification information transmitted from the terminal device operated by the customer or its input agent via a communication line, the brand identification information about the securities to be traded, the trading category, and the order quantity, and In addition to receiving a deferred duration or deferred duration to continue deferring the expiration date of the order, or in addition to receiving a designated validity period and / or a designated extension period, order identification information is added to the received order data. Order reception processing means for executing processing for calculating the first expiration date of the order from the date and time of receipt of the order data or in addition to the specified validity period;
The order data received by the order reception processing means, the reception date and time, the deferred duration period or the deferred duration limit, and an expiration date for the first time or after deferral, or in addition to the designated valid period and / or the designated extension Order data storage means for storing a period in association with the order identification information;
A transfer processing database that stores contract amount of the order data as contract data in association with the order identification information, together with the customer identification information, the brand identification information, and the trade classification;
Buy order storage means for storing buy order data to be executed as a target for executing a trading transaction of securities between the customers, in association with the order identification information;
Sell order storage means for storing sell order data to be executed as a target for executing trading transactions of securities between the customers, in association with the order identification information;
The expiration date after the first or previous deferral stored in the order data storage means is monitored, and when the expiration date after the first or previous deferral comes, it is an extension predetermined for this expiration date. A new expiration date is calculated by adding a period or the specified extension period, and the calculated new expiration date is within the deferred continuation time limit stored in the order data storage means or stored in the order data storage means If it is within the deferral continuation period calculated from the deferral continuation period and the reception date and time, the first or last deferral expiration date stored in the order data storage means is updated with the new expiration date, The new deferral period stored in the order data storage means or the deferment duration period stored in the order data storage means and the reception A deferral processing unit that executes a process of updating the expiration date after the initial or previous deferral stored in the order data storage unit with the deferral continuous deadline if the deferral continuation time calculated from the time has passed ,
Priority management common to a buy order and a sell order for preferentially executing the order of the customer previously ordered with respect to the order data received by the order reception processing means, or a priority order management of a buy order alone and a sell order alone And when the order classification received by the order reception processing means is information indicating buying, the order identification information and the priority ranking are used as the purchase order data to be executed. When the buy / sell category of the order data received by the order receiving processing means is information indicating sale, the order data is stored in association with management information and stored in the buy order storage means. Execution preparation processing for executing processing for storing in the selling order storage means in association with the order identification information and the priority management information as order data And means,
It is determined whether or not the expiration date has passed for the order data stored in the order data storage means, and stored in the order data storage means in association with the order data that has passed the expiration date. Processing for canceling the execution target buy order data or the execution target sell order data associated with the same order identification information as the order identification information and stored in the buy order storage means or the sell order storage means An expired order processing means for executing
The purchase order quantity associated with the same brand identification information and stored as the order quantity of the purchase order data to be executed in the purchase order storage means, and the execution target sale in the sell order storage means. The sales order quantity stored as the order quantity in the order data is matched in the order of the priority management information with the highest priority, and the quantity corresponding to the purchase order quantity and the sales order quantity for these same brands is determined. The contract amount of the purchase order and the sell order is determined, and the determined amount of the constant is determined together with the customer identification information, the brand identification information, and the trade classification for the contracted purchase order data and the sell order data. Transaction execution processing means for executing processing to be stored in the transfer processing database as the contract data in association with order identification information;
When the trade classification of the contract data stored in the transfer processing database is information indicating buying, the contract constant amount of the contract data is the same as the customer identification information and the brand identification information of the contract data And adding to the securities balance data stored in the customer account database in association with the customer identification information and the same brand identification information, and the price equivalent of the contract amount of the contract data is added to the contract data. The contract data stored in the transfer processing database is executed by executing transfer processing for a purchase order that is subtracted from the fund balance data stored in the customer account database in association with the same customer identification information as the customer identification information. If the trade classification is information indicating sale, the contract amount of the contract data is set to the contract data of the contract data. The customer identification information and the same customer identification information as the brand identification information and the same brand identification information are subtracted from the securities balance data associated with the same brand identification information and stored in the customer account database, and the contract constant amount of the contract data A transfer that executes a transfer process for selling order that adds the amount equivalent to the money balance data stored in the customer account database in association with the same customer identification information as the customer identification information of the contract data A securities trading processing system comprising a processing means. A securities trading processing system comprising a computer that executes trading processing of securities,
Fund balance data indicating the balance of the customer's funds deposited in the account of the customer of the financial institution is stored in association with customer identification information, and possessed by the customer deposited in the account of the customer of the financial institution A customer account database that stores securities balance data indicating the balance of securities to be stored in association with the brand identification information of the securities and the customer identification information;
Receives the order data including the customer identification information, the brand identification information about the securities to be traded, the trading category, and the order quantity transmitted from the terminal device operated by the customer or its input agent via a communication line. Or, in addition to these, a specified effective period and / or a specified extended period are received, order identification information is added to the received order data, and the order data is received or added in addition to the specified effective period Order acceptance processing means for executing processing for calculating the first expiration date of the order from
The order data received by the order receiving process unit, the receiving date and time, you and the first or deferred after expiry or the specified validity period and / or the designated extension period in addition to these, corresponding to the order identification Order data storage means for storing information;
A transfer processing database that stores contract amount of the order data as contract data in association with the order identification information, together with the customer identification information, the brand identification information, and the trade classification;
Buy order storage means for storing buy order data to be executed as a target for executing a trading transaction of securities between the customers, in association with the order identification information;
Sell order storage means for storing sell order data to be executed as a target for executing trading transactions of securities between the customers, in association with the order identification information;
The deferral instruction information for instructing deferral of the expiration date of the order, which is transmitted from the terminal device operated by the customer or its input agent via the communication line, is received together with the order identification information. A new expiration date is calculated by adding a predetermined extension period or the specified extension period to the expiration date after the initial or previous deferral stored in the order data storage means or the reception date and time of information, and the order data Deferral processing means for executing a process of updating the expiration date after the first or previous deferral stored in the storage means with the new expiration date;
Priority management common to a buy order and a sell order for preferentially executing the order of the customer previously ordered with respect to the order data received by the order reception processing means, or a priority order management of a buy order alone and a sell order alone And when the order classification received by the order reception processing means is information indicating buying, the order identification information and the priority ranking are used as the purchase order data to be executed. When the buy / sell category of the order data received by the order receiving processing means is information indicating sale, the order data is stored in association with management information and stored in the buy order storage means. An initial execution level for executing processing to store in the selling order storage means in association with the order identification information and the priority management information as order data And processing means,
The order data storage means associated with the order data from the order quantity of the order data received by the preprocessing date and stored in the order data storage means before the start of processing on each processing day. The unordered remaining order quantity is calculated by subtracting the approximate constant amount stored in the transfer processing database in association with the same order identification information as the order identification information stored in the The order data received up to and stored in the order data storage means, and there is an unfilled remaining order quantity, and is within the expiration date stored in the order data storage means For the order data, the priority management information is given according to the order of the reception date and time stored in the order data storage means in association with the ongoing order data, In the case where the trading category of the ongoing order data is information indicating buying, the ongoing order data is associated with the order identification information and the priority management information as buy order data to be executed. , When the pre-processing date data is all discarded in the purchase order storage means, and when the buy / sell category of the ongoing order data is information indicating sale, the ongoing order data is Re-execution preparation for executing a process of storing in the selling order storage means in a state where all the pre-processing date data is discarded in association with the order identification information and the priority management information as the selling order data to be executed Processing means;
The purchase order quantity associated with the same brand identification information and stored as the order quantity of the purchase order data to be executed in the purchase order storage means, and the execution target sale in the sell order storage means. The sales order quantity stored as the order quantity in the order data is matched in the order of the priority management information with the highest priority, and the quantity corresponding to the purchase order quantity and the sales order quantity for these same brands is determined. The contract amount of the purchase order and the sell order is determined, and the determined amount of the constant is determined together with the customer identification information, the brand identification information, and the trade classification for the contracted purchase order data and the sell order data. Transaction execution processing means for executing processing to be stored in the transfer processing database as the contract data in association with order identification information;
When the trade classification of the contract data stored in the transfer processing database is information indicating buying, the contract constant amount of the contract data is the same as the customer identification information and the brand identification information of the contract data And adding to the securities balance data stored in the customer account database in association with the customer identification information and the same brand identification information, and the price equivalent of the contract amount of the contract data is added to the contract data. The contract data stored in the transfer processing database is executed by executing transfer processing for a purchase order that is subtracted from the fund balance data stored in the customer account database in association with the same customer identification information as the customer identification information. If the trade classification is information indicating sale, the contract amount of the contract data is set to the contract data of the contract data. The customer identification information and the same customer identification information as the brand identification information and the same brand identification information are subtracted from the securities balance data associated with the same brand identification information and stored in the customer account database, and the contract constant amount of the contract data A transfer that executes a transfer process for selling order that adds the amount equivalent to the money balance data stored in the customer account database in association with the same customer identification information as the customer identification information of the contract data A securities trading processing system comprising a processing means. A securities trading processing system comprising a computer that executes trading processing of securities,
Fund balance data indicating the balance of the customer's funds deposited in the account of the customer of the financial institution is stored in association with customer identification information, and possessed by the customer deposited in the account of the customer of the financial institution A customer account database that stores securities balance data indicating the balance of securities to be stored in association with the brand identification information of the securities and the customer identification information;
Receives the order data including the customer identification information, the brand identification information about the securities to be traded, the trading category, and the order quantity transmitted from the terminal device operated by the customer or its input agent via a communication line. Or, in addition to these, a specified effective period and / or a specified extended period are received, order identification information is added to the received order data, and the order data is received or added in addition to the specified effective period Order acceptance processing means for executing processing for calculating the first expiration date of the order from
The order data received by the order receiving process unit, the receiving date and time, you and the first or deferred after expiry or the specified validity period and / or the designated extension period in addition to these, corresponding to the order identification Order data storage means for storing information;
A transfer processing database that stores contract amount of the order data as contract data in association with the order identification information, together with the customer identification information, the brand identification information, and the trade classification;
Buy order storage means for storing buy order data to be executed as a target for executing a trading transaction of securities between the customers, in association with the order identification information;
Sell order storage means for storing sell order data to be executed as a target for executing trading transactions of securities between the customers, in association with the order identification information;
The deferral instruction information for instructing deferral of the expiration date of the order, which is transmitted from the terminal device operated by the customer or its input agent via the communication line, is received together with the order identification information. A new expiration date is calculated by adding a predetermined extension period or the specified extension period to the expiration date after the initial or previous deferral stored in the order data storage means or the reception date and time of information, and the order data Deferral processing means for executing a process of updating the expiration date after the first or previous deferral stored in the storage means with the new expiration date;
Priority management common to a buy order and a sell order for preferentially executing the order of the customer previously ordered with respect to the order data received by the order reception processing means, or a priority order management of a buy order alone and a sell order alone And when the order classification received by the order reception processing means is information indicating buying, the order identification information and the priority ranking are used as the purchase order data to be executed. When the buy / sell category of the order data received by the order receiving processing means is information indicating sale, the order data is stored in association with management information and stored in the buy order storage means. Execution preparation processing for executing processing for storing in the selling order storage means in association with the order identification information and the priority management information as order data And means,
It is determined whether or not the expiration date has passed for the order data stored in the order data storage means, and stored in the order data storage means in association with the order data that has passed the expiration date. Processing for canceling the execution target buy order data or the execution target sell order data associated with the same order identification information as the order identification information and stored in the buy order storage means or the sell order storage means An expired order processing means for executing
The purchase order quantity associated with the same brand identification information and stored as the order quantity of the purchase order data to be executed in the purchase order storage means, and the execution target sale in the sell order storage means. The sales order quantity stored as the order quantity in the order data is matched in the order of the priority management information with the highest priority, and the quantity corresponding to the purchase order quantity and the sales order quantity for these same brands is determined. The contract amount of the purchase order and the sell order is determined, and the determined amount of the constant is determined together with the customer identification information, the brand identification information, and the trade classification for the contracted purchase order data and the sell order data. Transaction execution processing means for executing processing to be stored in the transfer processing database as the contract data in association with order identification information;
When the trade classification of the contract data stored in the transfer processing database is information indicating buying, the contract constant amount of the contract data is the same as the customer identification information and the brand identification information of the contract data And adding to the securities balance data stored in the customer account database in association with the customer identification information and the same brand identification information, and the price equivalent of the contract amount of the contract data is added to the contract data. The contract data stored in the transfer processing database is executed by executing transfer processing for a purchase order that is subtracted from the fund balance data stored in the customer account database in association with the same customer identification information as the customer identification information. If the trade classification is information indicating sale, the contract amount of the contract data is set to the contract data of the contract data. The customer identification information and the same customer identification information as the brand identification information and the same brand identification information are subtracted from the securities balance data associated with the same brand identification information and stored in the customer account database, and the contract constant amount of the contract data A transfer that executes a transfer process for selling order that adds the amount equivalent to the money balance data stored in the customer account database in association with the same customer identification information as the customer identification information of the contract data A securities trading processing system comprising a processing means. A securities trading processing system comprising a computer that executes trading processing of securities,
Fund balance data indicating the balance of the customer's funds deposited in the account of the customer of the financial institution is stored in association with customer identification information, and possessed by the customer deposited in the account of the customer of the financial institution A customer account database that stores securities balance data indicating the balance of securities to be stored in association with the brand identification information of the securities and the customer identification information;
The order of the original order including the customer identification information transmitted from the terminal device operated by the customer or its input agent via the communication line, the brand identification information about the securities to be traded, the trading category, and the order quantity Receive the data and the deferred duration or deferred duration to continue deferring the expiration date of the order, or in addition to receiving the specified effective period and / or the specified extended period, and the received order of the original order Order reception processing means for giving order identification information of the original order to the data, and executing processing for calculating the initial expiration date of the order from the specified effective period in addition to the reception date and time of the original order; or
Order data of the original order received by the order reception processing means, the reception date and time of the original order, the deferred continuation period or the deferred continuation deadline, and the initial validity period, or in addition to the designated valid period and / or Alternatively, the designated extended period is stored in association with the order identification information of the original order, and the order data of the deferred order, the date and time of receiving the original order, the deferred continuation period or the deferred continuation deadline, and the validity after deferral Order data storage means for storing the expiration date, or in addition to the specified effective period and / or the specified extension period, in association with the order identification information of the deferred order;
A transfer processing database that stores the contract amount of the order data as contract data in association with the order identification information of the original order or deferred order, together with the customer identification information, the brand identification information, and the trade classification;
Buy order storage means for storing buy order data to be executed as a target for executing a trading transaction of securities between the customers, in association with the order identification information;
Sell order storage means for storing sell order data to be executed as a target for executing trading transactions of securities between the customers, in association with the order identification information;
The expiration date after the first or previous deferral stored in the order data storage means is monitored, and when the expiration date after the first or previous deferral comes, it is an extension predetermined for this expiration date. A new expiration date is calculated by adding a period or the specified extension period, and this order data is supported from the order quantity of the order data of the original order or the previous deferred order stored in the order data storage means. By subtracting the approximately constant amount stored in the transfer processing database in association with the same order identification information as the order identification information that is attached and stored in the order data storage means, the original order or the previous order Calculate the uncommitted remaining order quantity of the deferred order, and the new expiration date is within the deferred continuation deadline stored in the order data storage means or If it is within the deferral continuation period calculated from the deferral continuation period stored in the order data storage means and the original order reception date and time, the customer identification information, the brand identification information, the trade classification, and the remaining The order data of the deferred order including the same order quantity as the order quantity is created, the order identification information of the deferred order is newly given to the order data of the created deferred order, and the order data of the created deferred order is The original order received date and time, the deferred continuation period or the deferred continuation deadline, the new expiration date, and the order identification information of the deferred order are stored in the order data storage means, and the new expiration date is Whether the deferment continuation time limit stored in the order data storage means or the deferment continuation time period stored in the order data storage means and the reception date and time of the original order If the calculated deferred continuation deadline has passed, create the order data of the deferred order including the customer identification information, the brand identification information, the trading category, and the same order quantity as the remaining order quantity The order data of the deferred order is re-added to the order data of the deferred order, and the created order data of the deferred order is added to the received date and time of the original order, the deferred duration or the deferred duration, and the deferred duration And the same expiration date after the deferral and the order identification information of the deferred order are stored in the order data storage means, and the original order data or the previous deferred order order data stored in the order data storage means And the order identification stored in the order data storage means in association with the order data of the original order or the previous deferred order Order identification information on the execution target buy order data or the execution target sell order data stored in the buy order storage means or the sell order storage means in association with the same order identification information as the information , A deferral processing means for executing a process for replacing the order identification information of the deferred order;
Common to a buy order and a sell order for preferentially executing the order of the customer previously ordered with respect to the order data of the original order received by the order reception processing means, or a buy order alone and a sell order alone When priority order management information is given and the trading category of the order data of the original order received by the order reception processing means is information indicating buy, the order data of the original order is the purchase order data to be executed The purchase order storage means stores it in association with the order identification information of the original order and the priority order management information, and the trading category of the order data of the original order received by the order reception processing means indicates selling. In the case of information, the order data of the original order is associated with the order identification information of the original order and the priority management information as sales order data to be executed. And the initial executive preparation processing means for executing the processing to be stored in the serial sales order for the memory means,
Prior to the start of processing on each processing day, the order data of the original order or deferred order received by the preprocessing date and stored in the order data storage means is associated with the order data. The unordered remaining order quantity is reduced by subtracting the approximate constant amount stored in the transfer processing database in association with the same order identification information as the order identification information stored in the order data storage means. The expiration date calculated and received by the pre-processing date and stored in the order data storage means with an unfilled remaining order quantity and stored in the order data storage means In response to the order date and time of receipt of the original order stored in the order data storage means in association with the ongoing order data. The priority order management information is provided, and when the purchase and sale classification of the ongoing order data is information indicating purchase, the ongoing order data is used as the purchase order data to be executed, and the order identification information and In association with the priority management information, when the data for pre-processing date is stored in the storage unit for purchase order in a state in which all of the data has been discarded, the purchase / sale category of the ongoing order data is information indicating sale Associates the ongoing order data with the order identification information and the priority management information as sales order data to be executed, and stores the data in the sales order in a state in which all the pre-processing date data is discarded. Re-execution preparation processing means for executing processing to be stored;
The purchase order quantity associated with the same brand identification information and stored as the order quantity of the purchase order data to be executed in the purchase order storage means, and the execution target sale in the sell order storage means. The sales order quantity stored as the order quantity in the order data is matched in the order of the priority management information with the highest priority, and the quantity corresponding to the purchase order quantity and the sales order quantity for these same brands is determined. The contract amount of the purchase order and the sell order is determined, and the determined amount of the constant is determined together with the customer identification information, the brand identification information, and the trade classification for the contracted purchase order data and the sell order data. Transaction execution processing means for executing processing to be stored in the transfer processing database as the contract data in association with order identification information;
When the trade classification of the contract data stored in the transfer processing database is information indicating buying, the contract constant amount of the contract data is the same as the customer identification information and the brand identification information of the contract data And adding to the securities balance data stored in the customer account database in association with the customer identification information and the same brand identification information, and the price equivalent of the contract amount of the contract data is added to the contract data. The contract data stored in the transfer processing database is executed by executing transfer processing for a purchase order that is subtracted from the fund balance data stored in the customer account database in association with the same customer identification information as the customer identification information. If the trade classification is information indicating sale, the contract amount of the contract data is set to the contract data of the contract data. The customer identification information and the same customer identification information as the brand identification information and the same brand identification information are subtracted from the securities balance data associated with the same brand identification information and stored in the customer account database, and the contract constant amount of the contract data A transfer that executes a transfer process for selling order that adds the amount equivalent to the money balance data stored in the customer account database in association with the same customer identification information as the customer identification information of the contract data A securities trading processing system comprising a processing means. A securities trading processing system comprising a computer that executes trading processing of securities,
Fund balance data indicating the balance of the customer's funds deposited in the account of the customer of the financial institution is stored in association with customer identification information, and possessed by the customer deposited in the account of the customer of the financial institution A customer account database that stores securities balance data indicating the balance of securities to be stored in association with the brand identification information of the securities and the customer identification information;
The order of the original order including the customer identification information transmitted from the terminal device operated by the customer or its input agent via the communication line, the brand identification information about the securities to be traded, the trading category, and the order quantity Receive the data and the deferred duration or deferred duration to continue deferring the expiration date of the order, or in addition to receiving the specified effective period and / or the specified extended period, and the received order of the original order Order reception processing means for giving order identification information of the original order to the data, and executing processing for calculating the initial expiration date of the order from the specified effective period in addition to the reception date and time of the original order; or
Order data of the original order received by the order reception processing means, the reception date and time of the original order, the deferred continuation period or the deferred continuation deadline, and the initial validity period, or in addition to the designated valid period and / or Alternatively, the designated extended period is stored in association with the order identification information of the original order, and the order data of the deferred order, the date and time of receiving the original order, the deferred continuation period or the deferred continuation deadline, and the validity after deferral Order data storage means for storing the expiration date, or in addition to the specified effective period and / or the specified extension period, in association with the order identification information of the deferred order;
A transfer processing database that stores the contract amount of the order data as contract data in association with the order identification information of the original order or deferred order, together with the customer identification information, the brand identification information, and the trade classification;
Buy order storage means for storing buy order data to be executed as a target for executing a trading transaction of securities between the customers, in association with the order identification information;
Sell order storage means for storing sell order data to be executed as a target for executing trading transactions of securities between the customers, in association with the order identification information;
The expiration date after the first or previous deferral stored in the order data storage means is monitored, and when the expiration date after the first or previous deferral comes, it is an extension predetermined for this expiration date. A new expiration date is calculated by adding a period or the specified extension period, and this order data is supported from the order quantity of the order data of the original order or the previous deferred order stored in the order data storage means. By subtracting the approximately constant amount stored in the transfer processing database in association with the same order identification information as the order identification information that is attached and stored in the order data storage means, the original order or the previous order Calculate the uncommitted remaining order quantity of the deferred order, and the new expiration date is within the deferred continuation deadline stored in the order data storage means or If it is within the deferral continuation period calculated from the deferral continuation period stored in the order data storage means and the original order reception date and time, the customer identification information, the brand identification information, the trade classification, and the remaining The order data of the deferred order including the same order quantity as the order quantity is created, the order identification information of the deferred order is newly given to the order data of the created deferred order, and the order data of the created deferred order is The original order received date and time, the deferred continuation period or the deferred continuation deadline, the new expiration date, and the order identification information of the deferred order are stored in the order data storage means, and the new expiration date is Whether the deferment continuation time limit stored in the order data storage means or the deferment continuation time period stored in the order data storage means and the reception date and time of the original order If the calculated deferred continuation deadline has passed, create and create order data for the deferred order including the customer identification information, the brand identification information, the trade classification, and the same order quantity as the remaining order quantity The order identification information of the deferred order is newly given to the order data of the deferred order, and the created order data of the deferred order is added to the received date / time of the original order, the deferment duration or the deferment duration, The original expiration date stored in the order data storage means and the order of the previous deferred order are stored in the order data storage means in association with the expiration date after the deferral same as the deadline and the order identification information of the deferred order. The order which is stored in the order data storage means with the data canceled and associated with the order data of the original order or the previous deferred order Order identification information about the execution target buy order data or the execution target sell order data stored in the buy order storage means or the sell order storage means in association with the same order identification information as the identification information Deferring processing means for executing processing for replacing the order identification information of the deferred order,
Common to a buy order and a sell order for preferentially executing the order of the customer previously ordered with respect to the order data of the original order received by the order reception processing means, or a buy order alone and a sell order alone When priority order management information is given and the trading category of the order data of the original order received by the order reception processing means is information indicating buy, the order data of the original order is the purchase order data to be executed The purchase order storage means stores it in association with the order identification information of the original order and the priority order management information, and the trading category of the order data of the original order received by the order reception processing means indicates selling. In the case of information, the order data of the original order is associated with the order identification information of the original order and the priority management information as sales order data to be executed. And executive preparation processing means for executing the processing to be stored in the serial sales order for the memory means,
It is determined whether or not the expiration date has passed for the order data stored in the order data storage means, and stored in the order data storage means in association with the order data that has passed the expiration date. Processing for canceling the execution target buy order data or the execution target sell order data associated with the same order identification information as the order identification information and stored in the buy order storage means or the sell order storage means An expired order processing means for executing
The purchase order quantity associated with the same brand identification information and stored as the order quantity of the purchase order data to be executed in the purchase order storage means, and the execution target sale in the sell order storage means. The sales order quantity stored as the order quantity in the order data is matched in the order of the priority management information with the highest priority, and the quantity corresponding to the purchase order quantity and the sales order quantity for these same brands is determined. The contract amount of the purchase order and the sell order is determined, and the determined amount of the constant is determined together with the customer identification information, the brand identification information, and the trade classification for the contracted purchase order data and the sell order data. Transaction execution processing means for executing processing to be stored in the transfer processing database as the contract data in association with order identification information;
When the trade classification of the contract data stored in the transfer processing database is information indicating buying, the contract constant amount of the contract data is the same as the customer identification information and the brand identification information of the contract data And adding to the securities balance data stored in the customer account database in association with the customer identification information and the same brand identification information, and the price equivalent of the contract amount of the contract data is added to the contract data. The contract data stored in the transfer processing database is executed by executing transfer processing for a purchase order that is subtracted from the fund balance data stored in the customer account database in association with the same customer identification information as the customer identification information. If the trade classification is information indicating sale, the contract amount of the contract data is set to the contract data of the contract data. The customer identification information and the same customer identification information as the brand identification information and the same brand identification information are subtracted from the securities balance data associated with the same brand identification information and stored in the customer account database, and the contract constant amount of the contract data A transfer that executes a transfer process for selling order that adds the amount equivalent to the money balance data stored in the customer account database in association with the same customer identification information as the customer identification information of the contract data A securities trading processing system comprising a processing means. A securities trading processing system comprising a computer that executes trading processing of securities,
Fund balance data indicating the balance of the customer's funds deposited in the account of the customer of the financial institution is stored in association with customer identification information, and possessed by the customer deposited in the account of the customer of the financial institution A customer account database that stores securities balance data indicating the balance of securities to be stored in association with the brand identification information of the securities and the customer identification information;
The order of the original order including the customer identification information transmitted from the terminal device operated by the customer or its input agent via the communication line, the brand identification information about the securities to be traded, the trading category, and the order quantity In addition to receiving data, or in addition to these, a specified valid period and / or a specified extension period, and adding the order identification information of the original order to the received order data of the original order, In addition to this, an order reception processing means for executing a process of calculating an initial expiration date of the order from the designated effective period;
Order data of the original order received by the order reception processing means, reception date and time of the original order, and the initial expiration date, or in addition to the specified effective period and / or the specified extension period, the original order In addition to the order identification information, the order data of the deferred order, the reception date and time of the original order, and the expiration date after the deferral, or in addition to the specified effective period and / or the specified extended period, Order data storage means for storing in association with the order identification information of the deferred order;
A transfer processing database that stores the contract amount of the order data as contract data in association with the order identification information of the original order or deferred order, together with the customer identification information, the brand identification information, and the trade classification;
Buy order storage means for storing buy order data to be executed as a target for executing a trading transaction of securities between the customers, in association with the order identification information;
Sell order storage means for storing sell order data to be executed as a target for executing trading transactions of securities between the customers, in association with the order identification information;
The deferral instruction information for instructing deferral of the expiration date of the order, which is transmitted from the terminal device operated by the customer or its input agent via the communication line, is received together with the order identification information. A new expiration date is calculated by adding a predetermined extension period or the specified extension period to the expiration date after the initial or previous deferral stored in the order data storage means or the reception date and time of information, and the order From the order quantity of the order data of the original order or the previous deferred order stored in the data storage means, the same as the order identification information stored in the order data storage means in association with the order data By subtracting the fixed amount stored in the transfer processing database in association with the order identification information, the original order or the previous order is reduced. Calculated the unordered remaining order quantity of the deferred order, and created and created deferred order data including the customer identification information, the brand identification information, the trading category, and the same order quantity as the remaining order quantity The order data of the deferred order is newly assigned to the order data of the deferred order, and the created order data of the deferred order is added to the received date and time of the original order, the new expiration date, and the order identification information of the deferred order. Are stored in the order data storage means in association with each other, the order data of the original order or the previous deferred order stored in the order data storage means is canceled, and the order data of the original order or the previous deferred order is deleted. The purchase order storage means or the previous order associated with the same order identification information as the order identification information associated with and stored in the order data storage means The order identification information about the sale stored in the order storage means for the said executive target purchase order data or the sale of the executive target order data, a deferred processing means for executing processing to replace the order identification information of the deferred order,
Common to a buy order and a sell order for preferentially executing the order of the customer previously ordered with respect to the order data of the original order received by the order reception processing means, or a buy order alone and a sell order alone When priority order management information is given and the trading category of the order data of the original order received by the order reception processing means is information indicating buy, the order data of the original order is the purchase order data to be executed The purchase order storage means stores it in association with the order identification information of the original order and the priority order management information, and the trading category of the order data of the original order received by the order reception processing means indicates selling. In the case of information, the order data of the original order is associated with the order identification information of the original order and the priority management information as sales order data to be executed. And the initial executive preparation processing means for executing the processing to be stored in the serial sales order for the memory means,
Prior to the start of processing on each processing day, the order data of the original order or deferred order received by the preprocessing date and stored in the order data storage means is associated with the order data. The unordered remaining order quantity is reduced by subtracting the approximate constant amount stored in the transfer processing database in association with the same order identification information as the order identification information stored in the order data storage means. The expiration date calculated and received by the pre-processing date and stored in the order data storage means with an unfilled remaining order quantity and stored in the order data storage means In response to the order date and time of receipt of the original order stored in the order data storage means in association with the ongoing order data. The priority order management information is provided, and when the purchase and sale classification of the ongoing order data is information indicating purchase, the ongoing order data is used as the purchase order data to be executed, and the order identification information and In association with the priority management information, when the data for pre-processing date is stored in the storage unit for purchase order in a state in which all of the data has been discarded, the purchase / sale category of the ongoing order data is information indicating sale Associates the ongoing order data with the order identification information and the priority management information as sales order data to be executed, and stores the data in the sales order in a state in which all the pre-processing date data is discarded. Re-execution preparation processing means for executing processing to be stored;
The purchase order quantity associated with the same brand identification information and stored as the order quantity of the purchase order data to be executed in the purchase order storage means, and the execution target sale in the sell order storage means. The sales order quantity stored as the order quantity in the order data is matched in the order of the priority management information with the highest priority, and the quantity corresponding to the purchase order quantity and the sales order quantity for these same brands is determined. The contract amount of the purchase order and the sell order is determined, and the determined amount of the constant is determined together with the customer identification information, the brand identification information, and the trade classification for the contracted purchase order data and the sell order data. Transaction execution processing means for executing processing to be stored in the transfer processing database as the contract data in association with order identification information;
When the trade classification of the contract data stored in the transfer processing database is information indicating buying, the contract constant amount of the contract data is the same as the customer identification information and the brand identification information of the contract data And adding to the securities balance data stored in the customer account database in association with the customer identification information and the same brand identification information, and the price equivalent of the contract amount of the contract data is added to the contract data. The contract data stored in the transfer processing database is executed by executing transfer processing for a purchase order that is subtracted from the fund balance data stored in the customer account database in association with the same customer identification information as the customer identification information. If the trade classification is information indicating sale, the contract amount of the contract data is set to the contract data of the contract data. The customer identification information and the same customer identification information as the brand identification information and the same brand identification information are subtracted from the securities balance data associated with the same brand identification information and stored in the customer account database, and the contract constant amount of the contract data A transfer that executes a transfer process for selling order that adds the amount equivalent to the money balance data stored in the customer account database in association with the same customer identification information as the customer identification information of the contract data A securities trading processing system comprising a processing means. A securities trading processing system comprising a computer that executes trading processing of securities,
Fund balance data indicating the balance of the customer's funds deposited in the account of the customer of the financial institution is stored in association with customer identification information, and possessed by the customer deposited in the account of the customer of the financial institution A customer account database that stores securities balance data indicating the balance of securities to be stored in association with the brand identification information of the securities and the customer identification information;
The order of the original order including the customer identification information transmitted from the terminal device operated by the customer or its input agent via the communication line, the brand identification information about the securities to be traded, the trading category, and the order quantity In addition to receiving data, or in addition to these, a specified valid period and / or a specified extension period, and adding the order identification information of the original order to the received order data of the original order, In addition to this, an order reception processing means for executing a process of calculating an initial expiration date of the order from the designated effective period;
Order data of the original order received by the order reception processing means, reception date and time of the original order, and the initial expiration date, or in addition to the specified effective period and / or the specified extension period, the original order In addition to the order identification information, the order data of the deferred order, the reception date and time of the original order, and the expiration date after the deferral, or in addition to the specified effective period and / or the specified extended period, Order data storage means for storing in association with the order identification information of the deferred order;
A transfer processing database that stores the contract amount of the order data as contract data in association with the order identification information of the original order or deferred order, together with the customer identification information, the brand identification information, and the trade classification;
Buy order storage means for storing buy order data to be executed as a target for executing a trading transaction of securities between the customers, in association with the order identification information;
Sell order storage means for storing sell order data to be executed as a target for executing trading transactions of securities between the customers, in association with the order identification information;
The deferral instruction information for instructing deferral of the expiration date of the order, which is transmitted from the terminal device operated by the customer or its input agent via the communication line, is received together with the order identification information. A new expiration date is calculated by adding a predetermined extension period or the specified extension period to the expiration date after the initial or previous deferral stored in the order data storage means or the reception date and time of information, and the order From the order quantity of the order data of the original order or the previous deferred order stored in the data storage means, the same as the order identification information stored in the order data storage means in association with the order data By subtracting the fixed amount stored in the transfer processing database in association with the order identification information, the original order or the previous order is reduced. Calculated the unordered remaining order quantity of the deferred order, and created and created deferred order data including the customer identification information, the brand identification information, the trading category, and the same order quantity as the remaining order quantity The order data of the deferred order is newly assigned to the order data of the deferred order, and the created order data of the deferred order is added to the received date and time of the original order, the new expiration date, and the order identification information of the deferred order. Are stored in the order data storage means in association with each other, the order data of the original order or the previous deferred order stored in the order data storage means is canceled, and the order data of the original order or the previous deferred order is deleted. The purchase order storage means or the previous order associated with the same order identification information as the order identification information associated with and stored in the order data storage means The order identification information about the sale stored in the order storage means for the said executive target purchase order data or the sale of the executive target order data, a deferred processing means for executing processing to replace the order identification information of the deferred order,
Common to a buy order and a sell order for preferentially executing the order of the customer previously ordered with respect to the order data of the original order received by the order reception processing means, or a buy order alone and a sell order alone When priority order management information is given and the trading category of the order data of the original order received by the order reception processing means is information indicating buy, the order data of the original order is the purchase order data to be executed The purchase order storage means stores it in association with the order identification information of the original order and the priority order management information, and the trading category of the order data of the original order received by the order reception processing means indicates selling. In the case of information, the order data of the original order is associated with the order identification information of the original order and the priority management information as sales order data to be executed. And executive preparation processing means for executing the processing to be stored in the serial sales order for the memory means,
It is determined whether or not the expiration date has passed for the order data stored in the order data storage means, and stored in the order data storage means in association with the order data that has passed the expiration date. Processing for canceling the execution target buy order data or the execution target sell order data associated with the same order identification information as the order identification information and stored in the buy order storage means or the sell order storage means An expired order processing means for executing
The purchase order quantity associated with the same brand identification information and stored as the order quantity of the purchase order data to be executed in the purchase order storage means, and the execution target sale in the sell order storage means. The sales order quantity stored as the order quantity in the order data is matched in the order of the priority management information with the highest priority, and the quantity corresponding to the purchase order quantity and the sales order quantity for these same brands is determined. The contract amount of the purchase order and the sell order is determined, and the determined amount of the constant is determined together with the customer identification information, the brand identification information, and the trade classification for the contracted purchase order data and the sell order data. Transaction execution processing means for executing processing to be stored in the transfer processing database as the contract data in association with order identification information;
When the trade classification of the contract data stored in the transfer processing database is information indicating buying, the contract constant amount of the contract data is the same as the customer identification information and the brand identification information of the contract data And adding to the securities balance data stored in the customer account database in association with the customer identification information and the same brand identification information, and the price equivalent of the contract amount of the contract data is added to the contract data. The contract data stored in the transfer processing database is executed by executing transfer processing for a purchase order that is subtracted from the fund balance data stored in the customer account database in association with the same customer identification information as the customer identification information. If the trade classification is information indicating sale, the contract amount of the contract data is set to the contract data of the contract data. The customer identification information and the same customer identification information as the brand identification information and the same brand identification information are subtracted from the securities balance data associated with the same brand identification information and stored in the customer account database, and the contract constant amount of the contract data A transfer that executes a transfer process for selling order that adds the amount equivalent to the money balance data stored in the customer account database in association with the same customer identification information as the customer identification information of the contract data A securities trading processing system comprising a processing means. The securities are personal interest-bearing national treasury bonds, the order quantity is an order face value, the buy order quantity is a buy order face value, and the sell order quantity is a sell order face value; The securities trading processing system according to any one of claims 1 to 8 , wherein the contract amount is a contract face amount, and the brand identification information is a number issued when an individual interest-bearing national treasury bond is issued. . A program for causing a computer to function as the securities trading processing system according to any one of claims 1 to 9 .

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