SYMBOL
stringclasses
1 value
OPENPRICE
float64
6.33k
6.33k
LASTPRICE
float64
6.18k
6.35k
HIGHPRICE
float64
6.33k
6.35k
LOWPRICE
float64
6.18k
6.33k
SETTLEPRICE
float64
0
6.23k
PRESETTLEPRICE
float64
6.34k
6.34k
CLOSEPRICE
float64
0
6.24k
PRECLOSEPRICE
float64
6.31k
6.31k
TRADEVOLUME
float64
0
162
TOTALVOLUME
float64
162
76.1k
TRADEAMOUNT
float64
0
205M
TOTALAMOUNT
float64
205M
95.2B
PRETOTALPOSITION
float64
93k
93k
TOTALPOSITION
float64
84.3k
96.1k
PREPOSITIONCHANGE
float64
-8,715
3.09k
PRICEUPLIMIT
float64
6.97k
6.97k
PRICEDOWNLIMIT
float64
5.7k
5.7k
BUYORSELL
stringclasses
3 values
OPENCLOSE
stringclasses
10 values
BUYPRICE01
float64
6.18k
6.35k
BUYPRICE02
float64
6.18k
6.35k
BUYPRICE03
float64
6.18k
6.35k
BUYPRICE04
float64
6.17k
6.35k
BUYPRICE05
float64
6.17k
6.35k
SELLPRICE01
float64
6.18k
6.35k
SELLPRICE02
float64
6.18k
6.35k
SELLPRICE03
float64
6.18k
6.35k
SELLPRICE04
float64
6.18k
6.35k
SELLPRICE05
float64
6.18k
6.35k
BUYVOLUME01
float64
1
153
BUYVOLUME02
float64
1
154
BUYVOLUME03
float64
1
154
BUYVOLUME04
float64
1
154
BUYVOLUME05
float64
1
154
SELLVOLUME01
float64
1
106
SELLVOLUME02
float64
1
103
SELLVOLUME03
float64
1
107
SELLVOLUME04
float64
1
107
SELLVOLUME05
float64
1
103
SETTLEGROUPID
stringclasses
1 value
SETTLEID
int64
1
1
CHANGE
float64
-160.4
10
CHANGERATIO
float64
-0.03
0
CONTINUESIGN
stringclasses
1 value
POSITIONCHANGE
float64
-65
36
AVERAGEPRICE
float64
6.26k
6.34k
ORDERRATE
float64
-0.91
0.92
ORDERDIFF
float64
-121
156
AMPLITUDE
float64
0
0.03
VOLRATE
float64
0.62
6.07
SELLVOL
float64
0
38.7k
BUYVOL
float64
162
37k
Spread
float64
0.2
10.4
MidPrice
float64
6.18k
6.35k
WeightedMidPrice
float64
6.18k
6.35k
OFI_Level1
float64
-160
156
OFI_Level2
float64
-156
156
OFI_Level3
float64
-164
153
OFI_Level4
float64
-151
151
OFI_Level5
float64
-152
151
VWAPDeviation
float64
-0.02
0
BookPressure
float64
-0.98
0.99
ATR_14
float64
0
6.35k
RealizedVolatility_20
float64
PriceDelta_1
float64
0
6.24k
PriceDelta_5
float64
0
6.24k
PriceDelta_20
float64
0
6.24k
VolumeDelta_1
float64
-115
60
VolumeDelta_5
float64
-140
95
VolumeDelta_20
float64
-133
93
label
float64
-1
0
TRADINGTIME
timestamp[ns]date
2022-07-22 09:29:00
2022-07-22 15:29:23
IC2208
6,328.2
6,241.8
6,347
6,176.6
0
6,337
0
6,310.2
6
75,799
7,490,280
94,893,789,680
93,001
95,956
2,955
6,970.6
5,703.4
S
空头开仓
6,241.6
6,241.4
6,241.2
6,241
6,240.2
6,241.8
6,242.2
6,242.4
6,242.8
6,243.2
2
1
3
8
1
1
5
2
2
1
SG01
1
-95.2
-0.015
ICL1
2
6,259.567
0.1538
4
0.0269
1.2014
38,580
36,891
0.2
6,241.7
6,241.733333
2
-4
2
4
-7
-0.002836
0.333333
6,347
null
0
0
0
3
-2
-1
0
2022-07-22T14:59:37.500000
IC2208
6,328.2
6,241.8
6,347
6,176.6
0
6,337
0
6,310.2
3
75,802
3,745,000
94,897,534,680
93,001
95,958
2,957
6,970.6
5,703.4
B
多头开仓
6,241.4
6,241.2
6,241
6,240.2
6,240
6,241.6
6,241.8
6,242.2
6,242.4
6,242.8
1
3
8
1
1
5
3
5
1
2
SG01
1
-95.2
-0.015
ICL1
2
6,259.567
-0.0667
-2
0.0269
1.2015
38,580
36,894
0.2
6,241.5
6,241.433333
-5
4
2
-6
-1
-0.002836
-0.666667
6,347
null
0
0
0
-3
-1
0
0
2022-07-22T14:59:38
IC2208
6,328.2
6,241.6
6,347
6,176.6
0
6,337
0
6,310.2
6
75,808
7,489,840
94,905,024,520
93,001
95,958
2,957
6,970.6
5,703.4
B
多头换手
6,241.2
6,241
6,240.2
6,240
6,238
6,241.6
6,241.8
6,242.2
6,242.4
6,242.8
3
8
1
1
1
2
4
5
1
2
SG01
1
-95.4
-0.0151
ICL1
0
6,259.565
0
0
0.0269
1.2016
38,580
36,900
0.4
6,241.4
6,241.44
5
4
-7
0
0
-0.002868
0.2
6,347
null
0
0
0
3
6
2
0
2022-07-22T14:59:38.500000
IC2208
6,328.2
6,241.6
6,347
6,176.6
0
6,337
0
6,310.2
1
75,809
1,248,320
94,906,272,840
93,001
95,958
2,957
6,970.6
5,703.4
B
多头换手
6,241.4
6,241.2
6,241
6,240.2
6,240
6,241.6
6,241.8
6,242.2
6,242.4
6,242.8
1
2
8
1
1
1
4
5
1
1
SG01
1
-95.4
-0.0151
ICL1
0
6,259.565
0.04
1
0.0269
1.2016
38,580
36,901
0.2
6,241.5
6,241.5
-1
-6
7
0
1
-0.002868
0
6,347
null
0
0
0
-5
-1
-11
0
2022-07-22T14:59:39
IC2208
6,328.2
6,241.4
6,347
6,176.6
0
6,337
0
6,310.2
5
75,814
6,241,240
94,912,514,080
93,001
95,960
2,959
6,970.6
5,703.4
S
空头开仓
6,241
6,240.2
6,240
6,238
6,236.6
6,241.4
6,241.6
6,241.8
6,242
6,242.2
7
1
1
1
1
1
1
4
1
5
SG01
1
-95.6
-0.0151
ICL1
2
6,259.564
-0.0435
-1
0.0269
1.2017
38,585
36,901
0.4
6,241.2
6,241.35
6
2
-6
0
-4
-0.0029
0.75
6,347
null
0
0
0
4
2
2
0
2022-07-22T14:59:39.500000
IC2208
6,328.2
6,240
6,347
6,176.6
0
6,337
0
6,310.2
18
75,832
22,467,920
94,934,982,000
93,001
95,963
2,962
6,970.6
5,703.4
S
空头开仓
6,238
6,236.6
6,235
6,234.4
6,233
6,241.6
6,241.8
6,242
6,242.2
6,242.4
1
1
2
1
4
1
4
1
5
1
SG01
1
-97
-0.0153
ICL1
3
6,259.559
-0.1429
-3
0.0269
1.202
38,603
36,901
3.6
6,239.8
6,239.8
-6
-3
4
-4
7
-0.003123
0
6,347
null
0
0
0
13
12
3
0
2022-07-22T14:59:40
IC2208
6,328.2
6,240.4
6,347
6,176.6
0
6,337
0
6,310.2
3
75,835
3,744,240
94,938,726,240
93,001
95,966
2,965
6,970.6
5,703.4
B
双开仓
6,240.8
6,240
6,239.2
6,239
6,238.8
6,241.4
6,241.6
6,241.8
6,242
6,242.2
1
2
2
1
1
5
2
4
1
6
SG01
1
-96.6
-0.0152
ICL1
3
6,259.559
-0.44
-11
0.0269
1.202
38,603
36,904
0.6
6,241.1
6,240.9
-4
3
-3
4
-8
-0.003059
-0.666667
6,347
null
0
0
0
-15
0
-2
0
2022-07-22T14:59:40.500000
IC2208
6,328.2
6,241
6,347
6,176.6
0
6,337
0
6,310.2
3
75,838
3,744,680
94,942,470,920
93,001
95,968
2,967
6,970.6
5,703.4
S
空头开仓
6,241
6,240.4
6,240
6,239.2
6,239
6,241.2
6,241.4
6,241.6
6,241.8
6,242
1
1
2
1
1
3
3
2
5
1
SG01
1
-96
-0.0151
ICL1
2
6,259.558
-0.4
-8
0.0269
1.202
38,606
36,904
0.2
6,241.1
6,241.05
2
-2
2
-4
5
-0.002963
-0.5
6,347
null
0
0
0
0
-3
-8
0
2022-07-22T14:59:41
IC2208
6,328.2
6,241
6,347
6,176.6
0
6,337
0
6,310.2
5
75,843
6,240,920
94,948,711,840
93,001
95,970
2,969
6,970.6
5,703.4
S
空头开仓
6,240
6,239.4
6,239.2
6,238.8
6,238.2
6,241.2
6,241.4
6,241.6
6,241.8
6,242
2
1
1
1
1
2
3
2
5
1
SG01
1
-96
-0.0151
ICL1
2
6,259.557
-0.3684
-7
0.0269
1.2021
38,611
36,904
1.2
6,240.6
6,240.6
2
0
-1
0
0
-0.002962
0
6,347
null
0
0
0
2
4
4
0
2022-07-22T14:59:41.500000
IC2208
6,328.2
6,240
6,347
6,176.6
0
6,337
0
6,310.2
10
75,853
12,480,120
94,961,191,960
93,001
95,975
2,974
6,970.6
5,703.4
S
空头开仓
6,239.4
6,239.2
6,238.2
6,238
6,236.6
6,240.8
6,241
6,241.2
6,241.4
6,241.6
1
1
1
6
1
1
1
2
3
1
SG01
1
-97
-0.0153
ICL1
5
6,259.554
0.1111
2
0.0269
1.2023
38,621
36,904
1.4
6,240.1
6,240.1
0
2
0
7
0
-0.003122
0
6,347
null
0
0
0
5
5
7
0
2022-07-22T14:59:42
IC2208
6,328.2
6,239.8
6,347
6,176.6
0
6,337
0
6,310.2
7
75,860
8,736,800
94,969,928,760
93,001
95,982
2,981
6,970.6
5,703.4
S
双开仓
6,239.6
6,239.4
6,239.2
6,238.4
6,238.2
6,241.2
6,241.4
6,241.6
6,241.8
6,242
1
1
1
1
1
1
3
2
5
1
SG01
1
-97.2
-0.0153
ICL1
7
6,259.552
-0.4118
-7
0.0269
1.2024
38,628
36,904
1.6
6,240.4
6,240.4
0
-2
0
-7
0
-0.003153
0
6,347
null
0
0
0
-3
-11
5
0
2022-07-22T14:59:42.500000
IC2208
6,328.2
6,239.6
6,347
6,176.6
0
6,337
0
6,310.2
7
75,867
8,735,480
94,978,664,240
93,001
95,987
2,986
6,970.6
5,703.4
S
空头开仓
6,238.2
6,238
6,236.6
6,235
6,234.4
6,239.6
6,240.6
6,241
6,241.2
6,241.4
1
6
1
2
1
1
1
3
1
5
SG01
1
-97.4
-0.0154
ICL1
5
6,259.551
0
0
0.0269
1.2025
38,635
36,904
1.4
6,238.9
6,238.9
0
7
-1
5
-4
-0.003185
0
6,347
null
0
0
0
0
4
4
0
2022-07-22T14:59:43
IC2208
6,328.2
6,239.6
6,347
6,176.6
0
6,337
0
6,310.2
8
75,875
9,983,120
94,988,647,360
93,001
95,994
2,993
6,970.6
5,703.4
B
多头开仓
6,239
6,238.4
6,238.2
6,238
6,236.6
6,239.6
6,240.8
6,241
6,241.2
6,241.4
3
1
1
6
1
1
1
1
1
5
SG01
1
-97.4
-0.0154
ICL1
7
6,259.548
0.1429
3
0.0269
1.2026
38,635
36,912
0.6
6,239.3
6,239.45
2
-5
2
4
0
-0.003185
0.5
6,347
null
0
0
0
1
5
3
0
2022-07-22T14:59:43.500000
IC2208
6,328.2
6,239.8
6,347
6,176.6
0
6,337
0
6,310.2
4
75,879
4,991,960
94,993,639,320
93,001
95,997
2,996
6,970.6
5,703.4
B
多头开仓
6,239.2
6,238.2
6,238
6,236.6
6,235
6,241
6,241.2
6,241.4
6,241.6
6,241.8
3
1
6
1
2
1
1
5
2
2
SG01
1
-97.2
-0.0153
ICL1
3
6,259.547
0.0833
2
0.0269
1.2027
38,635
36,916
1.8
6,240.1
6,240.55
0
0
1
-6
4
-0.003153
0.5
6,347
null
0
0
0
-4
-1
2
0
2022-07-22T14:59:44
IC2208
6,328.2
6,239
6,347
6,176.6
0
6,337
0
6,310.2
7
75,886
8,734,880
95,002,374,200
93,001
96,004
3,003
6,970.6
5,703.4
S
双开仓
6,240
6,239.6
6,239
6,238.2
6,238
6,240.2
6,240.8
6,241
6,241.2
6,241.4
1
1
1
1
1
1
2
1
1
5
SG01
1
-98
-0.0155
ICL1
7
6,259.546
-0.3333
-5
0.0269
1.2028
38,642
36,916
0.2
6,240.1
6,240.1
-2
-1
-1
1
-4
-0.00328
0
6,347
null
0
0
0
3
-3
5
0
2022-07-22T14:59:44.500000
IC2208
6,328.2
6,240.4
6,347
6,176.6
0
6,337
0
6,310.2
8
75,894
9,985,040
95,012,359,240
93,001
96,011
3,010
6,970.6
5,703.4
B
多头开仓
6,240.2
6,240
6,239.4
6,239
6,238.2
6,241.2
6,241.4
6,241.6
6,241.8
6,242
5
2
20
1
1
1
5
1
2
1
SG01
1
-96.6
-0.0152
ICL1
7
6,259.544
0.4872
19
0.0269
1.2029
38,642
36,924
1
6,240.7
6,241.033333
4
-2
19
-1
4
-0.003056
0.666667
6,347
null
0
0
0
1
1
0
0
2022-07-22T14:59:45
IC2208
6,328.2
6,240.6
6,347
6,176.6
0
6,337
0
6,310.2
5
75,899
6,240,840
95,018,600,080
93,001
96,014
3,013
6,970.6
5,703.4
S
空头开仓
6,240.2
6,240
6,239.4
6,239
6,238.2
6,241.4
6,241.6
6,241.8
6,242
6,242.2
5
2
20
1
1
5
1
2
3
1
SG01
1
-96.4
-0.0152
ICL1
3
6,259.542
0.4146
17
0.0269
1.203
38,647
36,924
1.2
6,240.8
6,240.8
-4
4
-1
-1
0
-0.003024
0
6,347
null
0
0
0
-3
-2
1
0
2022-07-22T14:59:45.500000
IC2208
6,328.2
6,240.2
6,347
6,176.6
0
6,337
0
6,310.2
7
75,906
8,736,840
95,027,336,920
93,001
96,020
3,019
6,970.6
5,703.4
S
空头开仓
6,240.6
6,240.4
6,240.2
6,240
6,239.4
6,241
6,241.4
6,241.6
6,241.8
6,242
1
1
43
2
20
1
4
1
2
3
SG01
1
-96.8
-0.0153
ICL1
6
6,259.541
0.7179
56
0.0269
1.2031
38,654
36,924
0.4
6,240.8
6,240.8
0
-4
24
2
17
-0.003088
0
6,347
null
0
0
0
2
-1
7
0
2022-07-22T14:59:46
IC2208
6,328.2
6,241
6,347
6,176.6
0
6,337
0
6,310.2
2
75,908
2,496,400
95,029,833,320
93,001
96,022
3,021
6,970.6
5,703.4
B
双开仓
6,240.6
6,240.4
6,240.2
6,240
6,239.4
6,241.4
6,241.6
6,241.8
6,242
6,242.2
1
1
43
2
20
4
1
2
3
1
SG01
1
-96
-0.0151
ICL1
2
6,259.54
0.7179
56
0.0269
1.2032
38,654
36,926
0.8
6,241
6,240.76
-3
3
-1
-1
2
-0.00296
-0.6
6,347
null
0
0
0
-5
-2
0
0
2022-07-22T14:59:46.500000
IC2208
6,328.2
6,241.4
6,347
6,176.6
0
6,337
0
6,310.2
5
75,913
6,241,360
95,036,074,680
93,001
96,025
3,024
6,970.6
5,703.4
B
多头开仓
6,241
6,240.6
6,240.4
6,240.2
6,240
6,241.6
6,241.8
6,242
6,242.2
6,242.8
1
1
1
43
2
1
2
3
1
1
SG01
1
-95.6
-0.0151
ICL1
3
6,259.539
0.7143
40
0.0269
1.2032
38,654
36,931
0.6
6,241.3
6,241.3
3
-1
-43
43
-18
-0.002896
0
6,347
null
0
0
0
3
-2
2
0
2022-07-22T14:59:47
IC2208
6,328.2
6,240.6
6,347
6,176.6
0
6,337
0
6,310.2
4
75,917
4,992,560
95,041,067,240
93,001
96,027
3,026
6,970.6
5,703.4
S
空头开仓
6,240.4
6,240.2
6,240
6,239.4
6,239
6,241.4
6,241.6
6,241.8
6,242
6,242.2
1
43
2
20
1
1
1
2
3
1
SG01
1
-96.4
-0.0152
ICL1
2
6,259.538
0.7867
59
0.0269
1.2033
38,658
36,931
1
6,240.9
6,240.9
0
43
2
-25
-1
-0.003023
0
6,347
null
0
0
0
-1
-4
-2
0
2022-07-22T14:59:47.500000
IC2208
6,328.2
6,241.4
6,347
6,176.6
0
6,337
0
6,310.2
1
75,918
1,248,280
95,042,315,520
93,001
96,028
3,027
6,970.6
5,703.4
B
双开仓
6,240.8
6,240.4
6,240.2
6,240
6,239.4
6,241
6,241.6
6,241.8
6,242
6,242.2
1
1
43
2
20
1
1
2
3
1
SG01
1
-95.6
-0.0151
ICL1
1
6,259.538
0.7867
59
0.0269
1.2033
38,658
36,932
0.2
6,240.9
6,240.9
0
-42
41
-18
19
-0.002895
0
6,347
null
0
0
0
-3
-4
-2
0
2022-07-22T14:59:48
IC2208
6,328.2
6,241.6
6,347
6,176.6
0
6,337
0
6,310.2
4
75,922
4,992,960
95,047,308,480
93,001
96,031
3,030
6,970.6
5,703.4
B
多头开仓
6,241.6
6,240.8
6,240.4
6,240.2
6,240
6,241.8
6,242
6,242.2
6,242.8
6,243.4
3
1
1
43
2
2
3
1
1
1
SG01
1
-95.4
-0.0151
ICL1
3
6,259.537
0.7241
42
0.0269
1.2034
38,658
36,936
0.2
6,241.7
6,241.72
1
-2
-41
43
-18
-0.002863
0.2
6,347
null
0
0
0
3
-3
-2
0
2022-07-22T14:59:48.500000
IC2208
6,328.2
6,241.8
6,347
6,176.6
0
6,337
0
6,310.2
2
75,924
2,496,720
95,049,805,200
93,001
96,032
3,031
6,970.6
5,703.4
B
多头开仓
6,241.8
6,240.8
6,240.4
6,240.2
6,240
6,242
6,242.2
6,242.8
6,245.2
6,245.4
3
1
1
43
2
3
1
1
8
5
SG01
1
-95.2
-0.015
ICL1
1
6,259.536
0.4706
32
0.0269
1.2034
38,658
36,938
0.2
6,241.9
6,241.9
-1
2
0
-7
-4
-0.002831
0
6,347
null
0
0
0
-2
0
1
0
2022-07-22T14:59:49
IC2208
6,328.2
6,241.8
6,347
6,176.6
0
6,337
0
6,310.2
6
75,930
7,490,360
95,057,295,560
93,001
96,038
3,037
6,970.6
5,703.4
S
双开仓
6,241.8
6,240.8
6,240.4
6,240.2
6,240
6,242.8
6,245.2
6,245.4
6,245.6
6,246
1
1
1
44
2
1
8
5
1
1
SG01
1
-95.2
-0.015
ICL1
6
6,259.535
0.5077
33
0.0269
1.2035
38,664
36,938
1
6,242.3
6,242.3
0
-7
-4
8
4
-0.002831
0
6,347
null
0
0
0
4
1
1
0
2022-07-22T14:59:49.500000
IC2208
6,328.2
6,242.4
6,347
6,176.6
0
6,337
0
6,310.2
3
75,933
3,745,400
95,061,040,960
93,001
96,041
3,040
6,970.6
5,703.4
B
双开仓
6,242.2
6,242
6,241.8
6,241.4
6,240.8
6,242.8
6,245.2
6,245.4
6,245.6
6,246
1
1
1
1
1
1
8
5
1
1
SG01
1
-94.6
-0.0149
ICL1
3
6,259.534
-0.5238
-11
0.0269
1.2036
38,664
36,941
0.6
6,242.5
6,242.5
0
0
0
-43
-1
-0.002735
0
6,347
null
0
0
0
-3
-1
-15
0
2022-07-22T14:59:50
IC2208
6,328.2
6,242.2
6,347
6,176.6
0
6,337
0
6,310.2
6
75,939
7,490,640
95,068,531,600
93,001
96,041
3,040
6,970.6
5,703.4
S
空头换手
6,241.8
6,241.4
6,240.8
6,240.4
6,240.2
6,242.8
6,245.2
6,245.4
6,245.6
6,246
1
1
1
1
44
1
8
5
1
1
SG01
1
-94.8
-0.015
ICL1
0
6,259.533
0.5
32
0.0269
1.2036
38,670
36,941
1
6,242.3
6,242.3
0
0
0
0
43
-0.002767
0
6,347
null
0
0
0
3
5
3
0
2022-07-22T14:59:50.500000
IC2208
6,328.2
6,242.2
6,347
6,176.6
0
6,337
0
6,310.2
3
75,942
3,745,400
95,072,277,000
93,001
96,042
3,041
6,970.6
5,703.4
S
空头开仓
6,242.8
6,242
6,241.8
6,241.4
6,240.8
6,245.2
6,245.4
6,245.6
6,246
6,246.6
1
1
10
1
1
8
5
1
1
1
SG01
1
-94.8
-0.015
ICL1
1
6,259.532
-0.0667
-2
0.0269
1.2037
38,673
36,941
2.4
6,244
6,243.066667
-7
3
13
0
-43
-0.002767
-0.777778
6,347
null
0
0
0
-3
-1
0
0
2022-07-22T14:59:51
IC2208
6,328.2
6,245.2
6,347
6,176.6
0
6,337
0
6,310.2
9
75,951
11,239,640
95,083,516,640
93,001
96,050
3,049
6,970.6
5,703.4
B
多头开仓
6,242.8
6,242
6,241.8
6,241.4
6,240.8
6,245.2
6,245.4
6,245.6
6,246
6,246.6
8
1
1
1
1
7
5
1
1
1
SG01
1
-91.8
-0.0145
ICL1
8
6,259.53
-0.1111
-3
0.0269
1.2038
38,673
36,950
2.4
6,244
6,244.08
8
0
-9
0
0
-0.002287
0.066667
6,347
null
0
0
0
6
7
4
0
2022-07-22T14:59:51.500000
IC2208
6,328.2
6,245.2
6,347
6,176.6
0
6,337
0
6,310.2
8
75,959
9,989,040
95,093,505,680
93,001
96,054
3,053
6,970.6
5,703.4
B
多头开仓
6,245
6,242.8
6,242
6,241.8
6,241.4
6,245.2
6,245.4
6,245.6
6,246
6,246.6
4
3
2
1
1
6
5
1
1
1
SG01
1
-91.8
-0.0145
ICL1
4
6,259.529
-0.12
-3
0.0269
1.204
38,673
36,958
0.2
6,245.1
6,245.08
-3
2
1
0
0
-0.002287
-0.2
6,347
null
0
0
0
-1
2
-2
0
2022-07-22T14:59:52
IC2208
6,328.2
6,245
6,347
6,176.6
0
6,337
0
6,310.2
8
75,967
9,992,000
95,103,497,680
93,001
96,059
3,058
6,970.6
5,703.4
S
空头开仓
6,242
6,241.8
6,241.4
6,241
6,240.8
6,242.8
6,243
6,244.4
6,244.6
6,244.8
2
1
1
1
1
5
2
1
1
2
SG01
1
-92
-0.0145
ICL1
5
6,259.527
-0.2941
-5
0.0269
1.2041
38,681
36,958
0.8
6,242.4
6,242.228571
-1
1
-1
0
-1
-0.002319
-0.428571
6,347
null
0
0
0
0
5
1
0
2022-07-22T14:59:52.500000
IC2208
6,328.2
6,242
6,347
6,176.6
0
6,337
0
6,310.2
6
75,973
7,490,640
95,110,988,320
93,001
96,063
3,062
6,970.6
5,703.4
S
空头开仓
6,241.4
6,241
6,240.8
6,240.4
6,240.2
6,242
6,242.8
6,243
6,244.6
6,244.8
1
1
1
1
44
1
4
2
2
1
SG01
1
-95
-0.015
ICL1
4
6,259.526
0.6552
38
0.0269
1.2042
38,687
36,958
0.6
6,241.7
6,241.7
3
-2
-1
-1
44
-0.002798
0
6,347
null
0
0
0
-2
0
-1
0
2022-07-22T14:59:53
IC2208
6,328.2
6,241.4
6,347
6,176.6
0
6,337
0
6,310.2
4
75,977
4,993,800
95,115,982,120
93,001
96,062
3,061
6,970.6
5,703.4
S
多头平仓
6,241
6,240.8
6,240.4
6,240.2
6,240
6,242.8
6,243
6,244.2
6,244.8
6,245
1
1
1
44
2
2
2
2
1
3
SG01
1
-95.6
-0.0151
ICL1
-1
6,259.525
0.661
39
0.0269
1.2043
38,691
36,958
1.8
6,241.9
6,241.6
-1
2
0
44
-44
-0.002893
-0.333333
6,347
null
0
0
0
-2
1
-4
0
2022-07-22T14:59:53.500000
IC2208
6,328.2
6,242.6
6,347
6,176.6
0
6,337
0
6,310.2
2
75,979
2,497,040
95,118,479,160
93,001
96,064
3,063
6,970.6
5,703.4
B
双开仓
6,242
6,241.2
6,241
6,240.4
6,240.2
6,242.6
6,242.8
6,243
6,243.8
6,244.8
4
3
1
1
44
1
2
2
2
1
SG01
1
-94.4
-0.0149
ICL1
2
6,259.524
0.7377
45
0.0269
1.2043
38,691
36,960
0.6
6,242.3
6,242.48
4
2
0
-44
44
-0.002702
0.6
6,347
null
0
0
0
-2
-7
-2
0
2022-07-22T14:59:54
IC2208
6,328.2
6,240.2
6,347
6,176.6
0
6,337
0
6,310.2
30
76,009
37,443,440
95,155,922,600
93,001
96,074
3,073
6,970.6
5,703.4
S
空头开仓
6,240.2
6,240
6,239.8
6,239.4
6,239
6,242.6
6,242.8
6,243
6,243.4
6,244.8
23
3
1
20
1
1
2
3
2
1
SG01
1
-96.8
-0.0153
ICL1
10
6,259.517
0.6842
39
0.0269
1.2048
38,721
36,960
2.4
6,241.4
6,242.5
19
0
-1
19
-43
-0.003084
0.916667
6,347
null
0
0
0
28
22
23
0
2022-07-22T14:59:54.500000
IC2208
6,328.2
6,242.4
6,347
6,176.6
0
6,337
0
6,310.2
4
76,013
4,994,120
95,160,916,720
93,001
96,076
3,075
6,970.6
5,703.4
B
多头开仓
6,242.4
6,241.6
6,241.4
6,240.4
6,240.2
6,243
6,244.8
6,245
6,245.2
6,245.4
3
1
1
2
26
5
1
2
5
5
SG01
1
-94.6
-0.0149
ICL1
2
6,259.516
0.2941
15
0.0269
1.2048
38,721
36,964
0.6
6,242.7
6,242.625
-24
-1
1
-21
21
-0.002732
-0.25
6,347
null
0
0
0
-26
-4
-4
0
2022-07-22T14:59:55
IC2208
6,328.2
6,243
6,347
6,176.6
0
6,337
0
6,310.2
6
76,019
7,491,280
95,168,408,000
93,001
96,079
3,078
6,970.6
5,703.4
B
多头开仓
6,242.8
6,242.6
6,242.4
6,241.6
6,241.4
6,243
6,244.4
6,244.8
6,245
6,245.2
1
1
4
1
1
1
1
1
2
5
SG01
1
-94
-0.0148
ICL1
3
6,259.515
-0.1111
-2
0.0269
1.2049
38,721
36,970
0.2
6,242.9
6,242.9
2
0
4
2
-25
-0.002636
0
6,347
null
0
0
0
2
0
1
0
2022-07-22T14:59:55.500000
IC2208
6,328.2
6,243.6
6,347
6,176.6
0
6,337
0
6,310.2
4
76,023
4,994,760
95,173,402,760
93,001
96,080
3,079
6,970.6
5,703.4
B
多头开仓
6,242.6
6,242.4
6,241.6
6,241.4
6,240.2
6,242.8
6,244.8
6,245
6,245.2
6,245.4
1
4
1
1
26
1
1
1
5
5
SG01
1
-93.4
-0.0147
ICL1
1
6,259.514
0.4348
20
0.0269
1.205
38,721
36,974
0.2
6,242.7
6,242.7
0
3
-3
-3
25
-0.00254
0
6,347
null
0
0
0
-2
0
-3
0
2022-07-22T14:59:56
IC2208
6,328.2
6,242.8
6,347
6,176.6
0
6,337
0
6,310.2
3
76,026
3,745,600
95,177,148,360
93,001
96,081
3,080
6,970.6
5,703.4
B
多头开仓
6,242.8
6,242.4
6,241.6
6,241.4
6,240.2
6,244.8
6,245
6,245.2
6,245.4
6,245.6
1
4
1
1
26
1
1
5
5
1
SG01
1
-94.2
-0.0149
ICL1
1
6,259.513
0.4348
20
0.0269
1.205
38,721
36,977
2
6,243.8
6,243.8
0
0
-4
0
4
-0.002668
0
6,347
null
0
0
0
-1
1
1
0
2022-07-22T14:59:56.500000
IC2208
6,328.2
6,244.8
6,347
6,176.6
0
6,337
0
6,310.2
5
76,031
6,244,000
95,183,392,360
93,001
96,086
3,085
6,970.6
5,703.4
B
双开仓
6,242.8
6,242.4
6,241.6
6,241.4
6,240.2
6,245
6,245.2
6,245.4
6,245.6
6,246
6
1
1
1
26
1
6
5
1
1
SG01
1
-92.2
-0.0145
ICL1
5
6,259.512
0.4286
21
0.0269
1.2051
38,721
36,982
2.2
6,243.9
6,244.685714
5
-8
0
4
0
-0.002348
0.714286
6,347
null
0
0
0
2
-25
0
0
2022-07-22T14:59:57
IC2208
6,328.2
6,244.8
6,347
6,176.6
0
6,337
0
6,310.2
0
76,031
0
95,183,392,360
93,001
96,086
3,085
6,970.6
5,703.4
N
N
6,244.8
6,243
6,242.8
6,242.6
6,242.4
6,245
6,245.2
6,245.4
6,245.6
6,246
3
2
6
1
1
2
7
5
1
1
SG01
1
-92.2
-0.0145
ICL1
0
6,259.512
-0.1034
-3
0.0269
1.2051
38,721
36,982
0.2
6,244.9
6,244.92
-4
0
5
0
-25
-0.002348
0.2
6,347
null
0
0
0
-5
-4
-4
0
2022-07-22T14:59:57.500000
IC2208
6,328.2
6,245
6,347
6,176.6
0
6,337
0
6,310.2
10
76,041
12,489,080
95,195,881,440
93,001
96,093
3,092
6,970.6
5,703.4
B
多头开仓
6,243
6,242.8
6,242.6
6,242.4
6,241.6
6,245.2
6,245.4
6,245.6
6,246
6,247.2
1
7
1
1
1
6
5
1
1
3
SG01
1
-92
-0.0145
ICL1
7
6,259.51
-0.1852
-5
0.0269
1.2053
38,721
36,992
2.2
6,244.1
6,243.314286
-6
7
-1
0
-2
-0.002316
-0.714286
6,347
null
0
0
0
10
4
9
0
2022-07-22T14:59:58
IC2208
6,328.2
6,243
6,347
6,176.6
0
6,337
0
6,310.2
1
76,042
1,248,600
95,197,130,040
93,001
96,093
3,092
6,970.6
5,703.4
S
空头换手
6,242.8
6,242.6
6,242.4
6,241.6
6,241.4
6,245.2
6,245.4
6,245.6
6,246
6,247.2
7
1
1
1
1
7
5
1
1
3
SG01
1
-94
-0.0148
ICL1
0
6,259.51
-0.2143
-6
0.0269
1.2053
38,722
36,992
2.4
6,244
6,244
5
-6
0
0
0
-0.002635
0
6,347
null
0
0
0
-9
-3
-3
0
2022-07-22T14:59:58.500000
IC2208
6,328.2
6,245.2
6,347
6,176.6
0
6,337
0
6,310.2
5
76,047
6,244,760
95,203,374,800
93,001
96,094
3,093
6,970.6
5,703.4
B
多头开仓
6,242.8
6,242.6
6,242.4
6,241.6
6,241.4
6,244.8
6,245.2
6,245.4
6,245.6
6,246
7
1
1
1
1
1
3
5
1
1
SG01
1
-91.8
-0.0145
ICL1
1
6,259.509
0
0
0.0269
1.2054
38,722
36,997
2
6,243.8
6,244.55
6
2
-4
0
2
-0.002284
0.75
6,347
null
0
0
0
4
2
3
null
2022-07-22T14:59:59
IC2208
6,328.2
6,245.2
6,347
6,176.6
0
6,337
0
6,310.2
0
76,047
0
95,203,374,800
93,001
96,094
3,093
6,970.6
5,703.4
N
N
6,242.8
6,242.6
6,242.4
6,241.6
6,241.4
6,244.8
6,245.2
6,245.4
6,245.6
6,246
7
1
1
1
1
2
3
5
1
1
SG01
1
-91.8
-0.0145
ICL1
0
6,259.509
-0.0435
-1
0.0269
1.2054
38,722
36,997
2
6,243.8
6,244.355556
-1
0
0
0
0
-0.002284
0.555556
6,347
null
0
0
0
-5
-5
-6
null
2022-07-22T14:59:59.500000
IC2208
6,328.2
6,244.8
6,347
6,176.6
0
6,337
0
6,310.2
7
76,054
8,740,720
95,212,115,520
93,001
96,095
3,094
6,970.6
5,703.4
B
多头开仓
6,244.8
6,242.8
6,242.6
6,242.4
6,241.6
6,245.2
6,245.4
6,245.6
6,246
6,247.2
3
2
1
1
1
3
5
1
1
3
SG01
1
-92.2
-0.0145
ICL1
1
6,259.507
-0.2381
-5
0.0269
1.2055
38,722
37,004
0.4
6,245
6,245
-5
-1
4
0
-2
-0.002347
0
6,347
null
0
0
0
7
7
4
null
2022-07-22T15:00:00
IC2208
6,328.2
6,244.8
6,347
6,176.6
0
6,337
6,244.8
6,310.2
0
76,054
0
95,212,115,520
93,001
96,095
3,094
6,970.6
5,703.4
N
N
6,244.8
6,242.8
6,242.6
6,242.4
6,241.6
6,245.2
6,245.4
6,245.6
6,246
6,247.2
3
2
1
1
1
4
5
1
1
3
SG01
1
-92.2
-0.0145
ICL1
0
6,259.507
-0.2727
-6
0.0269
1.2055
38,722
37,004
0.4
6,245
6,244.971429
-1
0
0
0
0
-0.002347
-0.142857
6,347
null
6,244.8
6,244.8
6,244.8
-7
-10
-6
null
2022-07-22T15:00:00.500000
IC2208
6,328.2
6,244.8
6,347
6,176.6
6,233.2
6,337
6,244.8
6,310.2
0
76,054
0
95,212,115,520
93,001
96,095
3,094
6,970.6
5,703.4
N
N
6,244.8
6,242.8
6,242.6
6,242.4
6,241.6
6,245.2
6,245.4
6,245.6
6,246
6,247.2
3
2
1
1
1
4
5
1
1
3
SG01
1
-92.2
-0.0145
ICL1
0
6,259.507
-0.2727
-6
0.0269
1.2055
38,722
37,004
0.4
6,245
6,244.971429
0
0
0
0
0
-0.002347
-0.142857
5,905.814286
null
0
6,244.8
6,244.8
0
-1
-3
null
2022-07-22T15:29:24