摘要 |
<P>PROBLEM TO BE SOLVED: To calculate various indices concerning financial instruments markets very frequently. <P>SOLUTION: The index calculation system 100 is constituted by: an adopted price determination unit 110 that receives telegram data containing buy and sell orders of financial instruments transmitted by a system 10 of a financial instruments market via a communication unit 107, refers the telegram data to a first table 125 of a storage unit 101, determines that a price contained in the telegram data with the highest adoption priority should be an adopted price, refers stock information indicated by the telegram data to a second table 126, and identifies an index to be calculated; and an index calculation unit 111 that calculates the total amount of current prices for the identified index by applying the adopted price to a prescribed formula that corresponds to the index and is established for the index calculation system itself, and calculates the index by applying the total amount of current prices for the index to the prescribed formula established for the system itself. <P>COPYRIGHT: (C)2012,JPO&INPIT |