contract_code | trade_date | open | high | low | volume | amount | open_interest | open_interest_chg | close | settle | pre_settle | change1 | change2 | implied_volatility | Delta |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
IF1006 | 20100416 | 3470 | 3517.6 | 3440 | 4908 | 511576.45 | 404 | 404 | 3441.6 | 3456.2 | 3399 | 42.6 | 57.2 | -- | -- |
IF1005 | 20100416 | 3450 | 3488 | 3413.2 | 48988 | 5053880.53 | 2702 | 2702 | 3415.6 | 3431.2 | 3399 | 16.6 | 32.2 | -- | -- |
IF1005 | 20100419 | 3396 | 3398 | 3166.2 | 109733 | 10820641.22 | 3954 | 1252 | 3197.4 | 3201.2 | 3431.2 | -233.8 | -230 | -- | -- |
IF1006 | 20100419 | 3420 | 3420 | 3195.2 | 8093 | 804153.98 | 580 | 176 | 3218 | 3223 | 3456.2 | -238.2 | -233.2 | -- | -- |
IF1006 | 20100420 | 3227.2 | 3261 | 3198 | 8005 | 775811.14 | 615 | 35 | 3241.4 | 3242.6 | 3223 | 18.4 | 19.6 | -- | -- |
IF1005 | 20100420 | 3209.2 | 3240 | 3168.8 | 141862 | 13634209.03 | 4496 | 542 | 3214.6 | 3216.6 | 3201.2 | 13.4 | 15.4 | -- | -- |
IF1006 | 20100421 | 3244.2 | 3307.8 | 3237 | 4678 | 458353.04 | 634 | 19 | 3292.8 | 3294 | 3242.6 | 50.2 | 51.4 | -- | -- |
IF1005 | 20100421 | 3215 | 3281.2 | 3208 | 114531 | 11126789.49 | 5062 | 566 | 3267.2 | 3266 | 3216.6 | 50.6 | 49.4 | -- | -- |
IF1006 | 20100422 | 3295 | 3304.2 | 3244.6 | 5281 | 518286.4 | 653 | 19 | 3266.8 | 3268.8 | 3294 | -27.2 | -25.2 | -- | -- |
IF1005 | 20100422 | 3260.2 | 3274.4 | 3211 | 133247 | 12962980.76 | 5383 | 321 | 3236.2 | 3240 | 3266 | -29.8 | -26 | -- | -- |
IF1005 | 20100423 | 3241 | 3266 | 3221 | 116981 | 11388681.53 | 5808 | 425 | 3221.2 | 3235.6 | 3240 | -18.8 | -4.4 | -- | -- |
IF1006 | 20100423 | 3266.8 | 3293.6 | 3254 | 3697 | 363372.09 | 730 | 77 | 3255.8 | 3267.2 | 3268.8 | -13 | -1.6 | -- | -- |
IF1005 | 20100426 | 3243 | 3252 | 3211.8 | 112229 | 10894972.78 | 7079 | 1271 | 3219.6 | 3224.8 | 3235.6 | -16 | -10.8 | -- | -- |
IF1006 | 20100426 | 3277.2 | 3285 | 3249.2 | 3082 | 302418.92 | 906 | 176 | 3255 | 3259.8 | 3267.2 | -12.2 | -7.4 | -- | -- |
IF1006 | 20100427 | 3237.8 | 3238 | 3149 | 4616 | 441044.86 | 1191 | 285 | 3180.4 | 3164.4 | 3259.8 | -79.4 | -95.4 | -- | -- |
IF1005 | 20100427 | 3201.2 | 3205 | 3107.6 | 139961 | 13200716.02 | 7386 | 307 | 3138.8 | 3121.8 | 3224.8 | -86 | -103 | -- | -- |
IF1005 | 20100428 | 3101.6 | 3142.6 | 3094.2 | 128530 | 12047029.9 | 7092 | -294 | 3129 | 3132.8 | 3121.8 | 7.2 | 11 | -- | -- |
IF1006 | 20100428 | 3151 | 3184.6 | 3133.2 | 4316 | 410091.17 | 1299 | 108 | 3172 | 3175.8 | 3164.4 | 7.6 | 11.4 | -- | -- |
IF1006 | 20100429 | 3181.2 | 3199.4 | 3130 | 4331 | 412764.43 | 1599 | 300 | 3131 | 3155.2 | 3175.8 | -44.8 | -20.6 | -- | -- |
IF1005 | 20100429 | 3141 | 3157.6 | 3082.2 | 116254 | 10941565.38 | 8705 | 1613 | 3083.8 | 3114.4 | 3132.8 | -49 | -18.4 | -- | -- |
IF1006 | 20100430 | 3149 | 3157.8 | 3090.4 | 8139 | 763489.36 | 1836 | 237 | 3149.4 | 3131 | 3155.2 | -5.8 | -24.2 | -- | -- |
IF1005 | 20100430 | 3103 | 3119.6 | 3043 | 184157 | 17031030.16 | 8297 | -408 | 3107 | 3089.8 | 3114.4 | -7.4 | -24.6 | -- | -- |
IF1005 | 20100504 | 3079.8 | 3094.4 | 3060.8 | 150123 | 13859134.76 | 8261 | -36 | 3076.4 | 3069.4 | 3089.8 | -13.4 | -20.4 | -- | -- |
IF1006 | 20100504 | 3128.6 | 3131.8 | 3102.2 | 6498 | 607700.75 | 1930 | 94 | 3116.8 | 3110.8 | 3131 | -14.2 | -20.2 | -- | -- |
IF1005 | 20100505 | 3046.4 | 3087 | 3031 | 145542 | 13349319.84 | 9600 | 1339 | 3076.4 | 3078.6 | 3069.4 | 7 | 9.2 | -- | -- |
IF1006 | 20100505 | 3094.4 | 3121.2 | 3072 | 7096 | 659175.29 | 2221 | 291 | 3115 | 3115.2 | 3110.8 | 4.2 | 4.4 | -- | -- |
IF1005 | 20100506 | 3078.6 | 3083.4 | 2953.6 | 170221 | 15450680.86 | 10150 | 550 | 2967.4 | 2972.6 | 3078.6 | -111.2 | -106 | -- | -- |
IF1006 | 20100506 | 3116.2 | 3120.8 | 3011 | 10154 | 936946.6 | 2881 | 660 | 3018.8 | 3032 | 3115.2 | -96.4 | -83.2 | -- | -- |
IF1006 | 20100507 | 2979 | 2998.6 | 2921 | 15275 | 1356075.96 | 2772 | -109 | 2943 | 2946.8 | 3032 | -89 | -85.2 | -- | -- |
IF1005 | 20100507 | 2928 | 2959.8 | 2862.2 | 240106 | 20959790.5 | 8282 | -1868 | 2897.6 | 2896 | 2972.6 | -75 | -76.6 | -- | -- |
IF1006 | 20100510 | 2949 | 2972 | 2919 | 14788 | 1309149.43 | 3044 | 272 | 2961.6 | 2954 | 2946.8 | 14.8 | 7.2 | -- | -- |
IF1005 | 20100510 | 2910 | 2931 | 2870 | 201919 | 17591719.76 | 9873 | 1591 | 2918 | 2912 | 2896 | 22 | 16 | -- | -- |
IF1006 | 20100511 | 3000.2 | 3007 | 2833 | 19895 | 1745957.12 | 3831 | 787 | 2834 | 2857.8 | 2954 | -120 | -96.2 | -- | -- |
IF1005 | 20100511 | 2949 | 2957.8 | 2797.2 | 224626 | 19432511.24 | 8987 | -886 | 2801.6 | 2816.4 | 2912 | -110.4 | -95.6 | -- | -- |
IF1005 | 20100512 | 2809 | 2855 | 2782 | 273131 | 23121405.52 | 8144 | -843 | 2836.2 | 2829.2 | 2816.4 | 19.8 | 12.8 | -- | -- |
字段说明
# | 字段名 | 字段含义 |
---|---|---|
0 | contract_code | 合约代码 |
1 | trade_date | 交易日期 |
2 | open | 今开盘 |
3 | high | 最高价 |
4 | low | 最低价 |
5 | volume | 成交量 |
6 | amount | 成交金额 |
7 | open_interest | 持仓量 |
8 | open_interest_chg | 持仓变化 |
9 | close | 今收盘 |
10 | settle | 今结算 |
11 | pre_settle | 前结算 |
12 | change1 | 涨跌1 |
13 | change2 | 涨跌2 |
14 | implied_volatility | 隐含波动率(%) |
15 | Delta | Delta |
数据每日5时更新