TWI818193B - Securities market monitoring methods and systems - Google Patents
Securities market monitoring methods and systems Download PDFInfo
- Publication number
- TWI818193B TWI818193B TW109129883A TW109129883A TWI818193B TW I818193 B TWI818193 B TW I818193B TW 109129883 A TW109129883 A TW 109129883A TW 109129883 A TW109129883 A TW 109129883A TW I818193 B TWI818193 B TW I818193B
- Authority
- TW
- Taiwan
- Prior art keywords
- securities
- condition
- server
- order
- transaction
- Prior art date
Links
- 238000000034 method Methods 0.000 title claims abstract description 30
- 238000012544 monitoring process Methods 0.000 title claims abstract description 27
- 230000001186 cumulative effect Effects 0.000 claims abstract description 36
- 230000000694 effects Effects 0.000 description 7
- 238000010295 mobile communication Methods 0.000 description 2
- 238000010586 diagram Methods 0.000 description 1
- 238000012986 modification Methods 0.000 description 1
- 230000004048 modification Effects 0.000 description 1
Images
Landscapes
- Financial Or Insurance-Related Operations Such As Payment And Settlement (AREA)
- Inspection Of Paper Currency And Valuable Securities (AREA)
- Credit Cards Or The Like (AREA)
Abstract
一種證券行情監控方法，接收並儲存證券交易所行情資料包含的每一證券商品的每一筆成交量，並提供證券交易條件設定網站供終端電子裝置於一證券條件單中設定一目標證券商品的一觸發條件及一任務，該觸發條件為該目標證券商品在一預設時間內的一累計成交量，以根據證券條件單設定的該觸發條件，判斷接收的最新證券交易所行情資料包含該目標證券商品時，根據最新證券交易所行情資料及其中儲存的證券交易所行情資料，計算該目標證券商品在該預設時間內累積的一成交量，並判斷該成交量大於或等於該累計成交量時，執行該證券條件單設定的該任務。A method for monitoring securities market conditions, which receives and stores each transaction volume of each securities product included in the market data of a stock exchange, and provides a securities trading condition setting website for a terminal electronic device to set a target securities product in a securities condition order. A trigger condition and a task. The trigger condition is a cumulative trading volume of the target security product within a preset time, so as to determine that the latest stock exchange market data received contains the target security based on the trigger condition set in the securities condition order. When selecting a commodity, based on the latest stock exchange market data and the stock exchange market data stored therein, calculate the accumulated trading volume of the target securities commodity within the preset time, and determine that the trading volume is greater than or equal to the cumulative trading volume. , execute the task set by the security condition order.
Description
本發明是有關於一種資訊監控方法，特別是指一種證券行情監控方法。 The present invention relates to an information monitoring method, in particular to a securities market monitoring method.
台灣證券交易所已於2020年3月26日開放證券逐筆交易，不再是每隔五秒集合競價。同時台灣證券交易所已開放證券條件單的業務，讓投資人可以事先設定觸發條件及盤中滿足條件後，執行的交易內容。過去證券採集合競價時，投資人可以很容易從該筆集合競價的結果行情判斷是否有大量的成交單成交，即該筆行情的成交單量。但自從改為逐筆交易之後，專業投資人可以將大筆委託單拆成多筆委託單，例如原先為一筆499張台積電的買進委託，變為499筆一張台積電的買進委託，讓成交量不會集中在同一筆成交行情中出現，導致市場上的其他投資人，很難從快速變動的行情中，判斷是否有大單進出場。此外，目前市場上只有以成交單量或總量做為觸發條件的條件單，並無以某一時間內的累計的成交張數或成交價金作為條件單之觸發條件。 The Taiwan Stock Exchange has opened securities trading on a one-by-one basis on March 26, 2020, instead of call auctions every five seconds. At the same time, the Taiwan Stock Exchange has opened the business of securities conditional orders, allowing investors to set trigger conditions in advance and the transaction content to be executed after the conditions are met during the day. In the past, when securities were collected and auctioned, investors could easily judge whether there were a large number of transactions from the market price of the call auction, that is, the transaction volume of the market. However, since the change to transaction-by-transaction, professional investors can split large orders into multiple orders. For example, what was originally a purchase order of 499 TSMC became a purchase order of 499 TSMC. The trading volume will not be concentrated in the same transaction price, making it difficult for other investors in the market to judge whether there are large orders entering or exiting from the rapidly changing market prices. In addition, currently there are only conditional orders on the market that use the transaction volume or total volume as the triggering condition, and there are no cumulative number of transactions or transaction price within a certain period of time as the triggering condition for the conditional order.
因此，本發明的目的，即在提供一種證券行情監控方法與系統，其產生之證券條件單可供設定以在一預設時間內某一證券商品的累計成交張數或成交價金作為執行一任務的一觸發條件，而提升證券條件單的功能以及證券 行情監控的效果，並讓投資人更容易捕捉到市場上的大單進出並即時透過證券條件單做出反應或委託下單，亦或者提示投資人所設定的證券條件單已符合設定的條件。 Therefore, the purpose of the present invention is to provide a securities market monitoring method and system, the securities conditional order generated by it can be set to use the cumulative number of transactions or transaction price of a certain security product within a preset time as an execution A trigger condition for the task, thereby improving the function of the securities condition order and the securities The effect of market monitoring makes it easier for investors to capture large orders in and out of the market and respond immediately through securities conditional orders or entrust orders, or it can also remind investors that the securities conditional orders set by investors have met the set conditions.
於是，本發明一種證券行情監控方法，由一第一伺服器即時接收一資訊源提供的證券交易所行情資料，並儲存證券交易所行情資料中包含的每一檔證券商品的每一筆成交量；由一第二伺服器經由網路與該第一伺服器及一終端電子裝置通訊，並提供一證券交易條件設定網站供該終端電子裝置登入，以設定一目標證券商品的一觸發條件以及與該觸發條件對應的一任務而產生一證券條件單後，該第二伺服器傳送該證券條件單給該第一伺服器，其中，該觸發條件為該目標證券商品在一預設時間內的一累計成交量；該第一伺服器收到該證券條件單後，根據該證券條件單設定的該觸發條件，判斷接收的一最新證券交易所行情資料中包含該證券條件單設定的該目標證券商品時，該第一伺服器根據該最新證券交易所行情資料以及其中儲存的證券交易所行情資料，計算該目標證券商品在該證券條件單設定的該預設時間內累積的一成交量，並判斷該成交量大於或等於該證券條件單設定的該累計成交量時，回傳一觸發條件成立訊息給該第二伺服器；該第二伺服器收到該觸發條件成立訊息後，執行該證券條件單設定的該任務。 Therefore, the present invention is a method for monitoring securities market conditions, in which a first server receives real-time stock exchange market data provided by an information source, and stores each transaction volume of each securities commodity contained in the stock exchange market data; A second server communicates with the first server and a terminal electronic device via the network, and provides a securities trading condition setting website for the terminal electronic device to log in to set a trigger condition for a target securities product and communicate with the terminal electronic device. After a task corresponding to a trigger condition generates a securities condition order, the second server sends the securities condition order to the first server, wherein the trigger condition is an accumulated value of the target securities product within a preset time. Trading volume; after receiving the securities condition order, the first server determines that the latest stock exchange market data received contains the target security product set by the securities condition order based on the trigger condition set by the securities condition order. , the first server calculates a trading volume accumulated by the target securities within the preset time set in the securities condition order based on the latest stock exchange market data and the stock exchange market data stored therein, and determines the When the trading volume is greater than or equal to the cumulative trading volume set for the securities condition order, a trigger condition establishment message is returned to the second server; after receiving the trigger condition establishment message, the second server executes the securities condition order The task set.
在本發明的一些實施態中，該累計成交量是該目標證券商品的累計成交張數或累計成交價金。 In some embodiments of the present invention, the cumulative trading volume is the cumulative number of transactions or the cumulative transaction price of the target security commodity.
在本發明的一些實施態中，該證券條件單可供該終端電子裝置設定 一通知方式，且該任務為透過該通知方式傳送與該證券條件單對應的一條件成立通知給該終端電子裝置。 In some embodiments of the present invention, the securities condition order can be set by the terminal electronic device. A notification method, and the task is to send a condition establishment notification corresponding to the securities condition order to the terminal electronic device through the notification method.
在本發明的一些實施態中，該通知方式為電子郵件或簡訊。 In some embodiments of the present invention, the notification method is email or text message.
在本發明的一些實施態中，該證券條件單可供該終端電子裝置設定一委託交易指令，且該任務為執行該證券條件單設定的該委託交易指令。 In some embodiments of the present invention, the securities condition order allows the terminal electronic device to set an entrusted transaction instruction, and the task is to execute the entrusted transaction order set by the securities condition order.
此外，本發明實現上述方法的一種證券行情監控系統，能與一終端電子裝置通訊，並包括一第一伺服器和一第二伺服器，該第一伺服器能即時接收一資訊源提供的證券交易所行情資料，並儲存證券交易所行情資料中包含的每一檔證券商品的每一筆成交量；該第二伺服器能透過網路與該第一伺服器及該終端電子裝置通訊，並提供一證券交易條件設定網站供該終端電子裝置設定一目標證券商品的一觸發條件以及與該觸發條件對應的一任務而產生一證券條件單，且該第二伺服器傳送該證券條件單給一第一伺服器，該觸發條件為一目標證券商品在一預設時間內的一累計成交量；其中，該第一伺服器收到該證券條件單後，根據該證券條件單設定的該觸發條件，判斷接收的一最新證券交易所行情資料中包含該證券條件單設定的該目標證券商品時，該第一伺服器根據該最新證券交易所行情資料以及其中儲存的證券交易所行情資料，計算該目標證券商品在該證券條件單設定的該預設時間內累積的一成交量，並判斷該成交量大於或等於該證券條件單設定的該累計成交量時，回傳一觸發條件成立訊息給該第二伺服器；該第二伺服器收到該觸發條件成立訊息後，執行該證券條件單設定的該任務。 In addition, the present invention implements the above method of a securities market monitoring system that can communicate with a terminal electronic device and includes a first server and a second server. The first server can receive securities information provided by an information source in real time. Exchange market data, and store each transaction volume of each securities product included in the stock exchange market data; the second server can communicate with the first server and the terminal electronic device through the network, and provide A securities trading condition setting website allows the terminal electronic device to set a trigger condition of a target securities product and a task corresponding to the trigger condition to generate a securities condition order, and the second server sends the securities condition order to a first A server, the trigger condition is a cumulative trading volume of a target securities product within a preset time; wherein, after the first server receives the securities condition order, the first server sets the trigger condition based on the securities condition order, When it is determined that the latest stock exchange market data received contains the target security product set by the security condition order, the first server calculates the target based on the latest stock exchange market data and the stock exchange market data stored therein. When a trading volume of a securities product accumulates within the preset time set in the security condition order, and it is judged that the trading volume is greater than or equal to the cumulative trading volume set in the security condition order, a trigger condition establishment message is returned to the third Two servers; after receiving the trigger condition establishment message, the second server executes the task set by the securities condition order.
本發明之功效在於：該第一伺服器能根據該證券條件單設定的該預設時間計算該目標證券商品在該預設時間內累積的該成交量，並於判斷該成交量大於該累計成交量時，該第二伺服器執行該證券條件單設定的任務，藉此，除了提升證券條件單的功能以及證券行情監控的效果，並讓投資人可以輕易捕捉到一段時間內的累計成交量或捕捉到市場上的大單進出，亦可累計並掌握市場的買賣力道，以即時透過證券條件單做出反應或委託下單。 The effect of the present invention is that: the first server can calculate the trading volume accumulated by the target securities product within the preset time based on the preset time set by the securities condition order, and determine that the trading volume is greater than the cumulative trading volume. When trading volume, the second server executes the task of setting the securities conditional order. This not only improves the function of the securities conditional order and the effect of securities market monitoring, but also allows investors to easily capture the cumulative trading volume within a period of time or Capture the entry and exit of large orders in the market, and also accumulate and grasp the buying and selling strength of the market, so that you can react immediately through securities conditional orders or place entrusted orders.
100:證券行情監控系統 100:Securities market monitoring system
1:第一伺服器 1:First server
2:第二伺服器 2:Second server
3:終端電子裝置 3:Terminal electronic device
S1~S11:步驟 S1~S11: steps
本發明的其他的特徵及功效，將於參照圖式的實施方式中清楚地呈現，其中：圖1是本發明證券行情監控方法的一實施例的主要流程；圖2是一示意圖，說明某一檔股票隨著時間的推進不斷累積的成交量。 Other features and effects of the present invention will be clearly presented in the embodiments with reference to the drawings, in which: Figure 1 is the main process of an embodiment of the securities market monitoring method of the present invention; Figure 2 is a schematic diagram illustrating a certain The trading volume of a stock that accumulates over time.
在本發明被詳細描述之前，應當注意在以下的說明內容中，類似的元件是以相同的編號來表示。 Before the present invention is described in detail, it should be noted that in the following description, similar elements are designated with the same numbering.
參閱圖1，是本發明證券行情監控方法的一實施例的主要流程，且本實施例是由包括一第一伺服器1及一第二伺服器2的一證券行情監控系統100實現；其中該第一伺服器1能透過網路，例如證券公司的內部網路或專線與該第二伺服器2通訊，且一終端電子裝置3，例如但不限於個人電腦、筆記型電腦、平板電腦或智慧型手機等行動通訊裝置，能透過例如網際網路或行動通訊網路與該第二伺服器2通訊。
Referring to Figure 1, it is the main process of an embodiment of the securities market monitoring method of the present invention, and this embodiment is implemented by a securities
而且，如圖1的步驟S1所示，該第一伺服器1能經由網路或其它通路即時接收一資訊源，例如台灣證券交易所或其它證券交易情資相關機構或網站提供的證券交易所行情資料，並如圖1的步驟S2所示，該第一伺服器1儲存所接收之證券交易所行情資料中包含的每一檔證券商品的每一筆成交量。
Moreover, as shown in step S1 of Figure 1 , the
且如圖1的步驟S3所示，第二伺服器2能提供一證券交易條件設定網站供該終端電子裝置3登入，而如圖1的步驟S4所示，讓該終端電子裝置3的使用者能藉由操作該終端電子裝置3，於該證券交易條件設定網站設定一目標證券商品的一觸發條件，以及設定與該觸發條件對應的一任務，而產生一證券條件單，並在完成該證券條件單的設定後，如圖1的步驟S5，該終端電子裝置3傳送該證券條件單給該第二伺服器2，並如圖1的步驟S6，由該第二伺服器2傳送該證券條件單給該第一伺服器1，其中，該觸發條件為該目標證券商品在一預設時間內的一累計成交量，例如該目標證券商品為台積電，該預設時間為3秒，該累計成交量為45張；此外，該累計成交量也可以是累計成交價金，其中每一筆成交價金=每一筆成交張數x價格，累計成交價金=該預設時間內的多筆成交價金的總和。
And as shown in step S3 of Figure 1, the
接著，當該第一伺服器1收到該證券條件單後，如圖1的步驟S7，該第一伺服器1根據該證券條件單設定的該觸發條件，判斷所接收的一最新證券交易所行情資料中是否包含該證券條件單設定的該目標證券商品，若是，則進行步驟S8，該第一伺服器1根據該最新證券交易所行情資料(其中包含該目標證券商品的最新一筆成交量)以及其中儲存的證券交易所行情資料(其中包含
該目標證券商品之前的各筆成交量)，計算該目標證券商品在該證券條件單設定的該預設時間內累積的一成交量後，執行步驟S9，判斷該成交量是否大於或等於該證券條件單設定的該累計成交量，若是，則執行步驟S10，產生與該證券條件單對應的一觸發條件成立訊息，並傳送該觸發條件成立訊息給該第二伺服器2。舉例來說，如圖2所示，假設該證券條件單設定的該目標證券商品是台積電股票，設定的該預設時間是3秒，設定的該累計成交量是45張，且該第一伺服器1在09：00：04.800收到該證券條件單，且該第一伺服器1判斷在09：00：04.800之後接收的該最新證券交易所行情資料中包含台積電股票及其最新一筆成交量(即09：00：04.817成交2張，此時累計總量為4351張)時，該第一伺服器1計算台積電從最新一筆成交量的成交時間(即09：00：04.817)往回推至09：00：01.817期間累積的該成交量為49張(即4351-4302)，並判斷該成交量(49張)大於該累計成交量(45張)後，即產生該觸發條件成立訊息。
Next, when the
此外，該觸發條件還可包括該目標證券商品的一期望成交價，且該第一伺服器1是在判斷該成交量大於或等於該累計成交量，並且判斷該目標證券商品的一最新成交價達到(例如大於、等於或小於)該期望成交價時，才回傳該觸發條件成立訊息給該第二伺服器2。
In addition, the trigger condition may also include an expected transaction price of the target securities commodity, and the
然後，當該第二伺服器2收到與該證券條件單對應的該觸發條件成立訊息後，如圖1的步驟S11所示，該第二伺服器2執行該證券條件單設定的該任務。具體而言，在上述步驟S4中，該證券條件單可供該終端電子裝置3設定一通知方式，且該任務為透過該通知方式傳送與該證券條件單對應的一條件
成立通知給該終端電子裝置3，其中該通知方式可以是但不限於電子郵件或簡訊；又或者，在上述步驟S4中，該證券條件單可供該終端電子裝置3設定一委託交易指令，該委託交易指令例如為以使用者在該證券條件單設定的買價(或賣價)買進(或賣出)設定張數的某一檔股票，且該任務為執行該證券條件單設定的該委託交易指令。
Then, when the
綜上所述，由於本實施例的該第一伺服器1即時接收並儲存證券交易所行情資料包含的每一檔證券商品的每一筆成交量，且該第二伺服器2提供的該證券條件單可供該終端電子裝置3的使用者設定該觸發條件為一目標證券商品在一預設時間內的一累計成交量，使該第一伺服器1能根據該預設時間計算該目標證券商品累積的該成交量，並於判斷該成交量大於該累計成交量時，由該第二伺服器2執行該證券條件單設定的任務，藉此，除了提升證券條件單的功能以及證券行情監控的效果，並讓投資人可以輕易捕捉到一段時間內的累計成交量或捕捉到市場上的大單進出，而不易受專業投資人將委託單分散為散單(例如原先為一筆499張台積電的買進委託，變為499筆一張台積電的買進委託)的影響，或是累計不同投資人的多筆委託單，亦可累計並掌握市場的買賣力道，以即時透過證券條件單做出反應或委託下單，例如搭配本實施例的該證券條件單的委託方式(即使用者設定的觸發條件和任務)，在即時捕捉到行情買賣力道並於符合觸發條件下，送出預先設定的委託單執行證券交易，亦或者即時提示投資人證券條件單設定的觸發條件已符合，確實達到本發明的功效與目的。
To sum up, since the
惟以上所述者，僅為本發明的實施例而已，當不能以此限定本發明 實施的範圍，凡是依本發明申請專利範圍及專利說明書內容所作的簡單的等效變化與修飾，皆仍屬本發明專利涵蓋的範圍內。 However, the above are only examples of the present invention and should not be used to limit the present invention. Within the scope of implementation, any simple equivalent changes and modifications made based on the patent application scope of the present invention and the content of the patent specification are still within the scope covered by the patent of the present invention.
100:證券行情監控系統100:Securities market monitoring system
1:第一伺服器1:First server
2:第二伺服器2:Second server
3:終端電子裝置3:Terminal electronic device
S1~S11:步驟S1~S11: steps
Claims (12)
Priority Applications (1)
| Application Number | Priority Date | Filing Date | Title |
|---|---|---|---|
| TW109129883A TWI818193B (en) | 2020-09-01 | 2020-09-01 | Securities market monitoring methods and systems |
Applications Claiming Priority (1)
| Application Number | Priority Date | Filing Date | Title |
|---|---|---|---|
| TW109129883A TWI818193B (en) | 2020-09-01 | 2020-09-01 | Securities market monitoring methods and systems |
Publications (2)
| Publication Number | Publication Date |
|---|---|
| TW202211133A TW202211133A (en) | 2022-03-16 |
| TWI818193B true TWI818193B (en) | 2023-10-11 |
Family
ID=81747006
Family Applications (1)
| Application Number | Title | Priority Date | Filing Date |
|---|---|---|---|
| TW109129883A TWI818193B (en) | 2020-09-01 | 2020-09-01 | Securities market monitoring methods and systems |
Country Status (1)
| Country | Link |
|---|---|
| TW (1) | TWI818193B (en) |
Citations (7)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| TW201407528A (en) * | 2012-08-13 | 2014-02-16 | Wei-Cheng Chung | Ordering method of financial item and information processing device using the method |
| TWM540337U (en) * | 2016-12-28 | 2017-04-21 | Jih Sun Securities Co Ltd | Mobile financial management secretary system |
| TW201807647A (en) * | 2016-08-31 | 2018-03-01 | 黃立偉 | Ordering risk control and management system being an ordering system for assisting an investor in seeking profits on the premise of risk control |
| TWI647644B (en) * | 2012-10-16 | 2019-01-11 | 鍾尉誠 | A computer implemented system and method using graphical interface to construct and execute an order submission strategies. |
| TWM585391U (en) * | 2019-06-21 | 2019-10-21 | 國立臺北商業大學 | Cloud transaction signal device |
| CN111260227A (en) * | 2020-01-19 | 2020-06-09 | 深圳华锐金融技术股份有限公司 | Service data source processing method and device, computer equipment and storage medium |
| TWM606125U (en) * | 2020-09-01 | 2021-01-01 | 富邦綜合證券股份有限公司 | Stock market monitoring system |
-
2020
- 2020-09-01 TW TW109129883A patent/TWI818193B/en active
Patent Citations (7)
| Publication number | Priority date | Publication date | Assignee | Title |
|---|---|---|---|---|
| TW201407528A (en) * | 2012-08-13 | 2014-02-16 | Wei-Cheng Chung | Ordering method of financial item and information processing device using the method |
| TWI647644B (en) * | 2012-10-16 | 2019-01-11 | 鍾尉誠 | A computer implemented system and method using graphical interface to construct and execute an order submission strategies. |
| TW201807647A (en) * | 2016-08-31 | 2018-03-01 | 黃立偉 | Ordering risk control and management system being an ordering system for assisting an investor in seeking profits on the premise of risk control |
| TWM540337U (en) * | 2016-12-28 | 2017-04-21 | Jih Sun Securities Co Ltd | Mobile financial management secretary system |
| TWM585391U (en) * | 2019-06-21 | 2019-10-21 | 國立臺北商業大學 | Cloud transaction signal device |
| CN111260227A (en) * | 2020-01-19 | 2020-06-09 | 深圳华锐金融技术股份有限公司 | Service data source processing method and device, computer equipment and storage medium |
| TWM606125U (en) * | 2020-09-01 | 2021-01-01 | 富邦綜合證券股份有限公司 | Stock market monitoring system |
Also Published As
| Publication number | Publication date |
|---|---|
| TW202211133A (en) | 2022-03-16 |
Similar Documents
| Publication | Publication Date | Title |
|---|---|---|
| US11030692B2 (en) | System and method for a semi-lit market | |
| US10621666B2 (en) | System and method for facilitation cross orders | |
| AU2019203081A1 (en) | Techniques for facilitating electronic trading | |
| US20100017321A1 (en) | Adaptive Implied Spread Matching | |
| JP2020074217A (en) | Device and method for placing dynamic peg order | |
| CA3015052A1 (en) | Transmission latency leveling apparatuses, methods and systems | |
| US11567968B2 (en) | Systems and methods of prioritized electronic data match processing | |
| TWI659377B (en) | System for digitizing and trading unquantifiable asset and method thereof | |
| WO2017066147A1 (en) | Central limit order book automatic triangulation system | |
| US20170316502A1 (en) | Techniques for automated order matching | |
| US10438287B2 (en) | Systems and methods for transforming trading portfolios | |
| EP2847733A2 (en) | Methods and arrangements for exchange traded products | |
| US20150058196A1 (en) | Systems and Methods for Managing Trade Exposure | |
| TWI818193B (en) | Securities market monitoring methods and systems | |
| US20140108215A1 (en) | System and methods for trading | |
| TWM606125U (en) | Stock market monitoring system | |
| US11769202B2 (en) | Computer systems for selective transmission | |
| US8515858B2 (en) | Method and arrangement for pre-match risk validation of orders in an automated exchange | |
| CA2894797A1 (en) | Trading opportunities based on public ticker data | |
| KR100492733B1 (en) | Display apparatus and method for residual order of netbuying and/or selling on higher ranked nominal pricesin cyber stock trading system | |
| US9846908B2 (en) | Smart complete option strategy display | |
| US20150206238A1 (en) | Principal Protector |