Limit order auto-correction program , automatic correction method of limit order automatic correction apparatus and limit orders .

摘要

PROBLEM TO BE SOLVED: To provide a limit order automatic correction program and the like which automatically correct a limit price specified in a trading order of a financial product so as to allow an agreement with most favorable terms as possible while flexibly corresponding to market situation changes and also maintaining a condition easy to conclude the agreement.;SOLUTION: A limit order automatic correction device monitors a current price of a target brand of a trading order and, if an order quantity of a selling best indicative price for a buying order becomes less than a predetermined reference quantity or if an order quantity of a buying best indicative price for a selling order becomes less than a predetermined reference quantity, automatically sets the selling best indicative price or the buying best indicative price as a correction price in order data for correcting a limit price. Or, for the buying order, if an order quantity of the selling best indicative price becomes less than the predetermined reference quantity and also an order quantity of the buying best indicative price exceeds the predetermined reference quantity, and for the selling order, if an order quantity of the buying best indicative price becomes less than the predetermined reference quantity and also an order quantity of the selling best indicative price exceeds the predetermined reference quantity, the device automatically sets the selling best indicative price or the buying best indicative price in the order data for correcting the limit price.;COPYRIGHT: (C)2012,JPO&INPIT