| 序号 | 专利名 | 申请号 | 申请日 | 公开（公告）号 | 公开（公告）日 | 发明人 |
|---|---|---|---|---|---|---|
| 121 | Securities trading system, computer system, buy/sell order placement method, buy/sell order processing method, and program | US10112514 | 2002-03-28 | US20020152153A1 | 2002-10-17 | Toru Nakagawa |
| A securities trading system including a customer's PC 30 connected to the Internet 10, a securities company's site 20 which is connected to the Internet 10 and processes securities trading orders from the customer's PC 30, and an exchange's computer 50 connected to the securities company's site 20 via a leased line 40, wherein the securities company's site 20 provides information of a group order entry screen for entering an order covering multiple issues and their respective limit prices specified as a group, to the customer's PC 30, and after displaying the group order entry screen information provided by the securities company's site 20 in a browser 31, the customer's PC 30 outputs a group order covering a group of issues for which respective limit prices are specified, through the Internet 10. | ||||||
| 122 | System and method for improved order entry using market depth | US13537662 | 2012-06-29 | US08433637B2 | 2013-04-30 | Fred Monroe; Michael J. Burns; Scott F. Singer |
| Market depth information pertaining to the hedging side is utilized to intelligently break a non-hedging order into multiple orders, such that the orders rest at cascading price levels. This way, the trader can benefit from sweeps in the book and still properly account for the market depth on the hedging side. Further, there is a greater probability of receiving “partials” on the spread order. In addition, hedge orders may be sent at multiple price levels, or sent to the market in pieces over time. By applying a more intelligent process to hedge orders (as opposed to “fire and forget”) an alternative beyond limit orders that can be logged or market orders is provided. | ||||||
| 123 | Automated stock exchange | US418297 | 1982-09-15 | US4412287A | 1983-10-25 | Walter D. Braddock, III |
| An automated stock exchange in which a computer matches buy and sell orders for a plurality of stocks. An open board simultaneous trading environment is simulated through two stages. The first stage is an order accumulation period which is continuously in operation except for one stock in the second stage. The second stage is an extremely rapid sequential call through. All orders for a given stock are available to customers during the first stage. During the second stage market orders are matched with market orders, then market orders are traded against limit orders as the trading price changes within controlled ranges. The system will also process stop orders, and other specialized transactions. | ||||||
| 124 | System and Method for Improved Order Entry Using Market Depth | US13537662 | 2012-06-29 | US20120271750A1 | 2012-10-25 | Fred Monroe; Michael J. Burns; Scott F. Singer |
| Market depth information pertaining to the hedging side is utilized to intelligently break a non-hedging order into multiple orders, such that the orders rest at cascading price levels. This way, the trader can benefit from sweeps in the book and still properly account for the market depth on the hedging side. Further, there is a greater probability of receiving “partials” on the spread order. In addition, hedge orders may be sent at multiple price levels, or sent to the market in pieces over time. By applying a more intelligent process to hedge orders (as opposed to “fire and forget”) an alternative beyond limit orders that can be logged or market orders is provided. | ||||||
| 125 | 金融商品取引管理装置、プログラム | JP2016030178 | 2016-02-19 | JP2016115372A | 2016-06-23 | 相葉 斉; 山本 久敏 |
| 【課題】複数の注文を連続的に組み合わせることで金融商品の注文の取引を行う顧客にとって利便性の高い金融商品取引管理装置を提供する。 【解決手段】金融商品取引管理装置1の注文情報生成部16は、第一注文情報、及び、他の価格について売りの指値注文をする第二注文情報からなる注文情報群を生成する。注文情報生成部16が生成した注文情報群は、価格情報受信部19が取得した相場価格が一の価格になった場合、第一注文情報に基づいて金融商品の約定を行い、約定の後、相場価格が他の価格になった場合、第二注文情報に基づいて金融商品の約定を行う処理を複数回繰り返し、相場価格の高値側、又は安値側への変動が予め設定された値以上となった場合、新たな一の価格の新たな第一注文情報と新たな他の価格の新たな第二注文情報とを設定する。 【選択図】図1 |
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| 126 | Systems, Methods and Computer Program Products For Routing Electronic Trade Orders For Execution | US12780681 | 2010-05-14 | US20100293109A1 | 2010-11-18 | Rajendra Jain; Hitesh Mittal |
| A system, method and computer program product are provided for routing electronic trade orders to trade execution venues. At an electronic trading server, electronic order information is received that defines a first electronic trade order including an identification of underlying assets to be traded on an electronic exchange or marketplace, a side of the trade, and a limit price. The electronic order information is stored in an electronic data storage facility. One or more second electronic trade orders are generated from the first electronic trade order and transmitted, via a trade router, to one or more electronic trading venues. Market data for a non-displayed electronic trading venue is received. It is determined if one or more of the second electronic trade orders has become stagnant. If any of orders are determined to be stagnant, the stagnant orders are cancelled and one or more third electronic trade orders are generated based on the first electronic trade order and on the cancelled orders, and transmitted to the non-displayed electronic trading venue. | ||||||
| 127 | DIVERSE OPTIONS ORDER TYPES IN AN ELECTRONIC GUARANTEED ENTITLEMENT ENVIRONMENT | US14561967 | 2014-12-05 | US20150095209A1 | 2015-04-02 | Paul D. Adcock; Michael A. Cormack; Amy Farnstrom; Robert A. Hill |
| An enhanced system and method for handling, matching and executing a diverse group of limit-priced orders in an electronic options environment is disclosed. Most of the order types disclosed are automatically repriced and reposted as the NBBO changes to increase their execution opportunities. Market maker entitlements are integrated with the order processing, so that the market maker is guaranteed an allocation of the trade if the market maker is at the NBBO when an order priced at or better than the NBBO is received. Once posted to the order book, the displayed price of an order may be eligible for preferential execution in a market maker entitlement process, regardless of whether the displayed price is original or has been automatically repriced. | ||||||
| 128 | Diverse options order types in an electronic guaranteed entitlement environment | US13068881 | 2011-05-23 | US08311930B2 | 2012-11-13 | Paul Adcock; Michael Cormack; Amy Famstrom; Robert Hill |
| An enhanced system and method for handling, matching and executing a diverse group of limit-priced orders in an electronic options environment is disclosed. Most of the order types disclosed are automatically repriced and reposted as the NBBO changes to increase their execution opportunities. Market maker entitlements are integrated with the order processing, so that the market maker is guaranteed an allocation of the trade if the market maker is at the NBBO when an order priced at or better than the NBBO is received. Once posted to the order book, the displayed price of an order may be eligible for preferential execution in a market maker entitlement process, regardless of whether the displayed price is original or has been automatically repriced. | ||||||
| 129 | Diverse options order types in an electronic guaranteed entitlement environment | US11881788 | 2007-07-27 | US20090157539A1 | 2009-06-18 | Paul Adcock; Michael Cormack; Amy Famstrom; Robert Hill |
| An enhanced system and method for handling, matching and executing a diverse group of limit-priced orders in an electronic options environment is disclosed. Most of the order types disclosed are automatically repriced and reposted as the NBBO changes to increase their execution opportunities. Market maker entitlements are integrated with the order processing, so that the market maker is guaranteed an allocation of the trade if the market maker is at the NBBO when an order priced at or better than the NBBO is received. Once posted to the order book, the displayed price of an order may be eligible for preferential execution in a market maker entitlement process, regardless of whether the displayed price is original or has been automatically repriced. | ||||||
| 130 | Securities transaction reception apparatus, and processing method and program for the same | JP2008254219 | 2008-09-30 | JP2010086255A | 2010-04-15 | KATSUMATA MASANORI |
| PROBLEM TO BE SOLVED: To provide a securities transaction reception apparatus capable of considerably reducing erroneous order of securities transaction by users. SOLUTION: When designation of a transaction object brand of securities is received, information on a closing price on the previous day of the transaction object brand whose designation has been received, a price movement limit value, and a bidding price based on the closing price on the previous day is obtained and, on the basis of these pieces of information, an order condition drawing screen for receiving the input of a transaction order condition of the transaction object brand whose designation has been received on the basis of a figure, is generated. On the basis of the figure input in the order condition drawing screen and an order condition indicated by the figure in the order condition drawing screen, processing for generating order information is performed. COPYRIGHT: (C)2010,JPO&INPIT | ||||||
| 131 | Trade order system, method for trade order processing, and program | JP2008179644 | 2008-07-09 | JP2010020501A | 2010-01-28 | SATO NAOKI |
| <P>PROBLEM TO BE SOLVED: To provide a trade order system and a trade order processing method which allow to earn an expected profit even if financial product market prices move contrary to expectation, and allow an investor to reduce labor and time for input when placing an order. <P>SOLUTION: The trade order system 10 includes: an order acceptance processing means 21 for accepting input of order data for an input order including a name, a trade quantity, a reference value, a trade classification, a condition price, a limit price value, and the like by a customer; a mirror order generation processing means 22 for reversing the accepted trade classification and generating a mirror order by reversing the condition price or the like up and down with the reference value as the center; a condition establishment determination processing means 25 for comparing current price data with the condition prices of the input order and the mirror order; and an order data generation processing means 26 for generating order data for an order having the current price data matching the condition price. <P>COPYRIGHT: (C)2010,JPO&INPIT | ||||||
| 132 | Diverse Options Order Types in an Electronic Guaranteed Entitlement Environment | US14029087 | 2013-09-17 | US20140019328A1 | 2014-01-16 | Paul D. Adcock; Michael A. Cormack; Amy Farnstrom; Robert A. Hill |
| An enhanced system and method for handling, matching and executing a diverse group of limit-priced orders in an electronic options environment is disclosed. Most of the order types disclosed are automatically repriced and reposted as the NBBO changes to increase their execution opportunities. Market maker entitlements are integrated with the order processing, so that the market maker is guaranteed an allocation of the trade if the market maker is at the NBBO when an order priced at or better than the NBBO is received. Once posted to the order book, the displayed price of an order may be eligible for preferential execution in a market maker entitlement process, regardless of whether the displayed price is original or has been automatically repriced. | ||||||
| 133 | Diverse Options Order Types in an Electronic Guaranteed Entitlement Environment | US13659676 | 2012-10-24 | US20130054444A1 | 2013-02-28 | Paul D Adcock; Michael A. Cormack; Amy Farnstrom; Robert A Hill |
| An enhanced system and method for handling, matching and executing a diverse group of limit-priced orders in an electronic options environment is disclosed. Most of the order types disclosed are automatically repriced and reposted as the NBBO changes to increase their execution opportunities. Market maker entitlements are integrated with the order processing, so that the market maker is guaranteed an allocation of the trade if the market maker is at the NBBO when an order priced at or better than the NBBO is received. Once posted to the order book, the displayed price of an order may be eligible for preferential execution in a market maker entitlement process, regardless of whether the displayed price is original or has been automatically repriced. | ||||||
| 134 | Diverse options order types in an electronic guaranteed entitlement environment | US11881788 | 2007-07-27 | US07949596B2 | 2011-05-24 | Paul Adcock; Michael Cormack; Amy Famstrom; Robert Hill |
| An enhanced system and method for handling, matching and executing a diverse group of limit-priced orders in an electronic options environment is disclosed. Most of the order types disclosed are automatically repriced and reposted as the NBBO changes to increase their execution opportunities. Market maker entitlements are integrated with the order processing, so that the market maker is guaranteed an allocation of the trade if the market maker is at the NBBO when an order priced at or better than the NBBO is received. Once posted to the order book, the displayed price of an order may be eligible for preferential execution in a market maker entitlement process, regardless of whether the displayed price is original or has been automatically repriced. | ||||||
| 135 | Product ordering device | US10511432 | 2003-05-23 | US20050182635A1 | 2005-08-18 | Masaaki Maikuma; Hiroaki Watanabe |
| There is provided a product ordering system for supplying products from a production source to a plurality of dealers, according to an order in which the orders are placed. The product ordering system includes estimated sales quantity-setting means 7 for setting an estimated sales quantity of the products to be sold during a predetermined time period, for each of the dealers, upper limit value-setting means 12 for setting an upper limit value LN, for each of the dealers, according to the set estimated sales quantity and a predetermined coefficient P, ordering means 16 for placing orders for products from the dealers with the production source, cumulative order quantity-calculating means 15 for calculating a cumulative order quantity CN during the predetermined time period, for each of the dealers, and order quantity-limiting means 15 for limiting orders for products in excess of the limit value LN by the dealer, by comparing the calculated cumulative order quantity CN and the upper limit value LN with each other. | ||||||
| 136 | System and method for electronic trading | US12184364 | 2008-08-01 | US08165947B1 | 2012-04-24 | Ivan K. Freeman; Marc P. Rosenthal; Sapna C. Patel |
| The systems and methods relate to a new securities order type—the MON Order—which remains undisplayed and does not become executable until a minimum trigger quantity is reached, thereby making such order executable. The MON Order includes information that indicates a symbol of the security, the number of shares of the security to buy/sell, the side of the order and a trigger quantity. For limit orders, the order also includes a limit price. The MON Order may be received by an initial trading center that may determine whether the trigger quantity is satisfied based on the available number of shares for the security in the marketplace, where the available number of shares is based on the aggregate of (i) the displayed and undisplayed liquidity for the security at the initial trading center, and (ii) the displayed accessible liquidity at one or more away trading centers that is known to the initial trading center. When the available number of shares is equal to or greater than the trigger quantity, the initial trading center may (i) execute the MON Order against the shares available on the initial trading center's book, and (ii) send additional orders (such as ISOs marked IOC, if appropriate) for the security to the one or more away trading centers to execute against their respective accessible liquidity, as necessary. | ||||||
| 137 | System and method of visual representation of stock exchange transactions | US12656234 | 2010-01-21 | US08694405B2 | 2014-04-08 | José Antonio Parga Landa |
| System and method of visual representation of stock exchange transactions which provide additional information for traders when it comes to taking buy/sell decisions for stocks, being oriented towards electronic stock exchange transactions. Specifically, the present invention is aimed at tools for trading of products that can be traded in terms of quantities and/or prices. The method is based on labeling each transaction with a label selected from between initiated buy transaction, when the execution price is equal to or greater than the sell limit price registered in the first sell level of the order book, and initiated sell transaction, when the execution price is equal to or lower than the buy limit price registered in the first buy level of the order book. | ||||||
| 138 | System and method of visual representation of stock exchange transactions | US12656234 | 2010-01-21 | US20110178950A1 | 2011-07-21 | José Antonio Parga Landa |
| System and method of visual representation of stock exchange transactions which provide additional information for traders when it comes to taking buy/sell decisions for stocks, being oriented towards electronic stock exchange transactions. Specifically, the present invention is aimed at tools for trading of products that can be traded in terms of quantities and/or prices. The method is based on labeling each transaction with a label selected from between initiated buy transaction, when the execution price is equal to or greater than the sell limit price registered in the first sell level of the order book, and initiated sell transaction, when the execution price is equal to or lower than the buy limit price registered in the first buy level of the order book. | ||||||
| 139 | 市場取引支援装置およびその方法 | PCT/JP2013/001682 | 2013-03-13 | WO2013136795A1 | 2013-09-19 | 川村 徹彦 |
【課題】損失発生のリスクを微小に抑えつつ、トレンドが継続する局面における利益機会の逸失を防ぐことができる市場取引支援装置を提供する。 【解決手段】保有中のポジションを決済するための逆指値注文が執行された後、相場が利益増大方向（損失減少方向）に推移していることを示す所定の条件を満たしたと判定されると、新たなポジションを保有するための取引が実施される。これにより、値幅情報３１１１が示す値幅を比較的小さな値にして逆指値注文が執行され易い状態になっても、相場が利益増大方向へ推移していることを示す所定の条件を満たしていると判定される限り、何度でも新規のポジションを保有することができる。 |
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| 140 | Product ordering device | US10511432 | 2003-05-23 | US07464049B2 | 2008-12-09 | Masaaki Maikuma; Hiroaki Watanabe |
| There is provided a product ordering system for supplying products from a production source to a plurality of dealers, according to an order in which the orders are placed. The product ordering system includes estimated sales quantity-setting means 7 for setting an estimated sales quantity of the products to be sold during a predetermined time period, for each of the dealers, upper limit value-setting means 12 for setting an upper limit value LN, for each of the dealers, according to the set estimated sales quantity and a predetermined coefficient P, ordering means 16 for placing orders for products from the dealers with the production source, cumulative order quantity-calculating means 15 for calculating a cumulative order quantity CN during the predetermined time period, for each of the dealers, and order quantity-limiting means 15 for limiting orders for products in excess of the limit value LN by the dealer, by comparing the calculated cumulative order quantity CN and the upper limit value LN with each other. | ||||||
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