JPH08315008A - Order data management device for securities trading - Google Patents

Abstract

(57) [Summary] [Purpose] In order to manage order data with a computer in securities transactions, an order table is used in which issues are arranged in one direction and prices in fixed values are arranged in the other direction. The size of this order table is reduced to reduce the required storage capacity of the storage device. [Structure] The sell order table 11 and the buy order table 12 set the price range for each issue of a security, and the number of entries is provided so that the lower limit of the price range is one end and the upper limit is the other end. The table management unit 15 receives the order data, and stores the order data in the entry determined by the price range and the price of the order for the specified issue in any of the tables.

Description

Detailed Description of the Invention

[0001]

BACKGROUND OF THE INVENTION 1. Field of the Invention The present invention relates to a device for managing order data in securities transactions, and more particularly to an information processing device for managing a price range of order data by providing an order table for selling / buying.

[0002]

2. Description of the Related Art When a securities company places an order for securities trading with a securities trading intermediary, the trading intermediary enters the order into a computer, and from this computer, the securities brokerage of each securities company is entered. Send order data to the computer. The computer of each securities company registers the received order data in the order table for selling / buying and manages it, and assists each securities company to grasp the status of the order and decide its own order.

FIG. 4 is a schematic diagram of an overall image of such a system. When an order 5 is sent from each securities company to a transaction intermediary via a telephone or the like, the transaction intermediary inputs the received order into the computer system 2 and sends all order data to the computer system 1 of each securities company. . The computer system 1 registers the received order data in the order table for each sale / buy so that the order status can be grasped through the display device 16.

FIG. 5 is a diagram showing an example of the format of a conventional sell order table or buy order table. In the table, brand names or brand codes are arranged in one direction, and prices are set in the other direction from 1 yen to 1000 yen in increments of 1 yen. The computer system 1 registers the order number in the corresponding place of this table based on the brand code, selling / buying distinction and price in the order data. This fixed price range on the table requires a very large table to cover all stock and price order data, occupying a large storage capacity of the computer system's storage. .

[0005]

[Problems to be Solved by the Invention] In various securities products, there are many types of stocks, and the price and the fluctuation range change daily for each stock. Therefore, a huge size is required to store all orders. An order table is required. Moreover, even if the size of the order table is increased, there is a possibility that data that is outside the set price range may be generated, which may cause necessary data to be missing.

According to the present invention, the size of the order table is reduced to reduce the required storage capacity of the storage device.
The purpose is to prevent missing important data from the table.

[0007]

According to the present invention, a price range is set for each stock of a security, and the number of entries is set such that the lower limit of the price range is one end and the upper limit is the other end. When the order table is configured and the order data is received, this order data is stored in the entry on the order table that is determined by the price range and order price of the issue in the order data, and the contract is executed as a result of successful trading of this order data. A feature is an order data management device that deletes corresponding order data on the order table when receiving data.

[0008]

[Function] Since the price range is set for each issue in the order table, the price range can be set according to the price fluctuation range of the issue, and an entry considering the price range of all issues is provided as the entire order table. The storage capacity can be reduced without the need. By setting the price range for each stock, the number of cases in which new order data cannot be registered in the order table is reduced, but when the price of the order data goes out of the set price range, the price range will be changed according to this order price. It is possible to prevent important data from being missing from the order table by modifying the order data and shifting the already registered order data according to the modified price range.

[0009]

DETAILED DESCRIPTION OF THE PREFERRED EMBODIMENTS An embodiment of the present invention will be described below with reference to the drawings.

FIG. 1 is a diagram showing the configuration of a computer system 1. 11 is a sales order table according to the present invention, 1
2 is a buy order table according to the present invention. Reference numeral 13 is an order detail table that stores detailed information of orders. Reference numeral 14 is a receiving unit for receiving order data and contract data from the computer system 2, and 15 is the order data received from the receiving unit 14 for the sell order table 11 and the buy order table 1.
2 and the order detail table 13 and is a table management unit that deletes the order data on the sell order table 11, the buy order table 12, and the order detail table 13 based on the contract data received from the receiving unit 14. Reference numeral 16 is a display device for displaying the order status, and 17 is an input device for inputting information for inquiring about the order status. 18 is activated from the table management unit 15 to receive data on the status of the order, edits this data and sends it to the display device 16 and, when information on the status inquiry is input from the input device 17, this information is converted into an internal format. It is an edit display unit that is converted to and sent to the table management unit 15. Sell order table 1
1. The purchase order table 12 and the order detail table 13 are
It is a table stored in a main storage device or an external storage device of the computer system 1. The receiving unit 14 includes ordinary hardware and control programs for controlling communication. The table management unit 15 and the edit display unit 18 are realized by executing a program stored in the main storage device of the computer system 1.

FIG. 2 is a diagram showing an example of the data format of the sell order table 11 or the buy order table 12. Brand name 2
Each stock code is arranged in the column 1. In the price range 22 column, a lower limit value and an upper limit value of the price are set for each issue. In this embodiment, the width between the lower limit and the upper limit is 200
It is set to a circle. In the column of the actual price range 23, the price range 2
Within the range of 2, the lower limit value and the upper limit value of the order data actually registered in the table are set. There are 200 entries for each issue in the column of the order data 24, the leftmost entry corresponds to the lower limit value of the price range 22, and the rightmost entry corresponds to the upper limit value of the price range 22. For example, brand K
The price of the order a is about 153 yen, and is registered in the third entry from the left of the order data 24 corresponding to the brand K. The order number in the order data is registered in the column of the order data 24. The initial value of each entry of the order data 24 is a space.

The order data received by the computer system 1 from the computer system 2 includes the order number, brand code, sell / buy distinction, price and quantity. Further, the contract data includes an order number and a brand code.

The order detail table 13 is a table for storing details of the received order data, and is constructed so that the order data can be searched with the order number, brand code, sell / buy distinction and price as keys. When there are multiple orders for the same issue and the same price, only the order number of the first order is registered in the sell order table 11 or the buy order table 12, and the subsequent order data starts with the first order data for each sale / buy. Connected by.

FIG. 3 is a flowchart showing the flow of processing of the table management unit 15 from receiving the order data from the receiving unit 14 to registering the order in the sell order table 11 or the buy order table 12. Table management unit 1
5 receives the order data from the receiving unit 14 (step 31), identifies the sell / buy distinction, and thereby refers to either the sell order table 11 or the buy order table 12. If the stock code is registered in the table 11/12 (YES in step 32), the price in the order data is compared with the price range 22 of the stock to determine whether the price of the order falls within the range of the price range 22. Judge (Step 3
3). If it is within the price range 22 (step 33N
O), a storage location (entry) in the order data 24 is obtained from the price of the order and the lower limit value of the price range 22, and the order number of this order is written in the storage location (step 35),
The details of this order data are registered in the order detail table 13. However, if another order number has already been written in the storage location already obtained, it will not be written in Table 11/12,
Additional registration in the order details table 13, stock code, sell /
The order detail table 13 is searched by using the purchase distinction and the price as a key to obtain the last additionally registered order data with the same stock code, the same sell / buy distinction and the same price, and this order data is changed to the current order data. Set the chain to link. Next, the price of the current order data is compared with the actual price range 23 of the stock to determine whether the price of the order falls within the range of the actual price range 23. If it does not fall within the range, the actual price is determined according to the price of the order. The lower limit value or the upper limit value of the range 23 is updated. However, if the order data is the first order for this brand, the actual price range 23 is a space, so the lower and upper limits of the actual price range 23 are the prices of this order. After completing the above processing, the table management unit 15 returns to step 31 to accept the next order data.

The price of the new order is the price range 2 of the stock.
When the price does not fall within the range of 2 (YES in step 33), the table management unit 15 shifts the price range of the issue (step 34). The details are as follows. When the price of the order is lower than the lower limit of the price range 22, the lower limit-the price of the order is the number of shifts. At this time, when the price of the order is the lower limit value of the price range 22, the upper limit value is the lower limit value + 1 in this example.
Since it becomes 99, the new upper limit value is compared with the actual price range 23, and it is determined whether or not the highest price of the issue is outside the range of the new price range 22. When it does not fall outside the range of the new price range 22, the entry of the order data 24 is shifted to the right by the number of shifts, the lower limit value and the upper limit value of the price range 22 are updated, and then the process of step 35 is performed. Similarly, when the price of the order is higher than the upper limit value of the price range 22, the upper limit value of the order price-the price range 22 is the number of shifts, and when the price of this order is the upper limit value of the price range, the lowest price of the stock. If is not outside the range of the new price range 22, the entry of the order data 24 is shifted to the left by the shift number, and the price range 22 is updated. When the order data 24 is shifted and there is order data that falls outside the new price range 22, the price is shifted so that either the upper limit value or the lower limit value of the price is preferentially left in the table, and the price range is deviated. Dropped orders from Table 11/12. Generally, it is important in securities trading that low price is used for sell orders and high price is used for buy orders. For example, in the sell order table 11, orders lower than the lower limit of the price range 22 are prioritized. Higher orders that are out of the new price range 22 are shifted out of the table with the price of the order as the new lower limit. Therefore, the price range 2 for the sell order table 11
When an order higher than the upper limit of 2 comes, the order data 24 is shifted, and if the lowest order is out of the new order data 24, the highest order is ignored and the processing of steps 34 and 35 is not performed. . However, depending on the securities product, another index calculated from the price may be used to judge the high price of the product, and if the magnitude relationship of the index is the opposite of the high price of the price, reverse the above process. Becomes

When receiving the order data, the table 11 /
When the stock code is not registered in 12 (NO in step 32), the table management unit 15 sets the table 11/1.
Register the stock code in the stock name field of 2 and set the price range 2
The entries from 2 to the order data 24 are created (step 36). Next, the price range 22 is set so that the price of this order is the average of the upper limit value and the lower limit value of the price range 22 or an integer close to the average (step 37), and the process proceeds to step 35.

When the actual price range 23 is changed by a new order, for example, the sell order table 1 for a certain issue
When the lowest price of 1 is updated, or the buy order table 1
When the maximum value of 2 is updated, the table management unit 15 activates the edit display unit 18 to notify the issue code and the price.
The edit display unit 18 edits this data and displays it on the display device 16. Further, when the input device 17 makes an inquiry via the edit display unit 18 regarding the stock designation or all stocks, the table management unit 15 is requested by referring to the actual price range 23 of the sell order table 11 and the buy order table 12. Information such as the lowest price of a sell order and the highest price of a buy order is passed to the edit display unit 18. The edit display unit 18 edits this information and displays it on the display device 16.

Trading of securities is completed, and the table management unit 15
When the contract data is received from the reception unit 14, the table management unit 15 searches the order detail table 13 and compares the contract data with the corresponding order data, and the price of the order and the price range on the table 11/12. The storage place in the order data 24 is obtained from the lower limit value of 22, and the order number of the storage place is collated with the order number of the contract data. If they match, the order number is deleted from the table 11/12 and the actual order number is deleted. If the price range 23 is changed, it is updated. Next, the order detail table 13 is searched, and if there is order data that is chained next to the order data, the order number is set in the location of the entry that has just been deleted, and the order data on the order detail table 13 that has been traded is set. delete. When the order corresponding to the contract data is not set in the table 11/12, the order data on the order detail table 13 is deleted, and the order data before and after this order data is chained. When the actual price range 23 is updated as a result of the above processing, the table management unit 15 notifies the edition display unit 18 of the stock code and the price according to the priority.

In the above embodiment, the price range is fixed for all the brands (200 in this example), but the price range may be set in advance for each brand and may be dependent on the brand.
Alternatively, some price price selection branches may be provided to select one of the price ranges depending on the brand. Further, the price range 22 may be set as a pair such as a lower limit value and a price range or an upper limit value and a price range.

[0020]

According to the present invention, since the price range is set for each brand, the size of the order table is reduced to reduce the required storage capacity of the storage device and important data is missing from the table. Can be prevented.

[Brief description of drawings]

FIG. 1 is a diagram illustrating a configuration of an information processing device according to an embodiment.

FIG. 2 is a diagram showing a data configuration example of a sell / buy order table according to the embodiment.

FIG. 3 is a diagram showing a flow of processing of a table management unit 15 of the embodiment.

FIG. 4 is a diagram illustrating an overview of the system.

FIG. 5 is a diagram showing a data configuration example of a conventional sell / buy order table.

[Explanation of symbols]

11 ... Sell order table, 12 ... Buy order table, 15 ... Table management unit, 22 ... Price range

Claims (1)

[Claims] 1. A table for storing order data of securities transactions by selling / buying, wherein a price range is set for each issue of securities, and the lower limit of the price range is one end and the upper limit is the other end. Table storage means for providing an entry with a large number of entries, a price range corresponding to the brand information on the table determined by the sell / buy distinction when the order data including the sell / buy distinction, brand information and price is received, and And a table management means for storing the received order data in an entry determined by a price and deleting the stored order data from the table when the contract data corresponding to the order data is received. Order data management device in.