发明名称 TRADING ORDER CONTROL PROGRAM AND DEVICE, AND CONTROL METHOD OF TRADING ORDER
摘要 PROBLEM TO BE SOLVED: To provide a trading order control program and the like suitable to suppress slippage that is generated in a spread transaction whose target is two brands of financial products having close price movements.SOLUTION: When a trading order for spread transaction is given, two orders in which the best purchase indicative price is applied to purchase order, and the best selling indicative price is applied to selling order as limit prices, are given simultaneously. When one of the orders is agreed, the order content is corrected for the other order which is not agreed to be quickly agreed. A particular correction method of the order content is configured to correct the limit prices to prices which can be agreed by correcting the orders to market order or referring to an indicative price of market price information. When it is determined that there is high possibility that the order which is not agreed is agreed based on the indicative price of the market price information and a state of number which is ordered, a standby option for keeping correction of order which is not agreed in a standby state may be provided.
申请公布号 JP2015090565(A) 申请公布日期 2015.05.11
申请号 JP20130229865 申请日期 2013.11.06
申请人 GATORS INC 发明人 ICHIKAWA TAKESHI
分类号 G06Q40/04 主分类号 G06Q40/04
代理机构 代理人
主权项
地址