金融期货Tick一档快照数据
样本依次为股指期货、国债期货。
维基特下单链接：
https://www.wikitter.com/index.php?route=product/product&product_id=136
一、股指期货Tick一档委托与成交数据
以合约IF1809合约为例
| 交易日 | 合约代码 | 交易所代码 | 合约在交易所的代码 | 最新价 | 上次结算价 | 昨收盘 | 昨持仓量 |
|---|
| 20180828 | IF1809 | | | 3387.2 | 3394.2 | 3397.8 | 43924 |
| 20180828 | IF1809 | | | 3387 | 3394.2 | 3397.8 | 43924 |
| 20180828 | IF1809 | | | 3386.8 | 3394.2 | 3397.8 | 43924 |
| 20180828 | IF1809 | | | 3386.6 | 3394.2 | 3397.8 | 43924 |
| 20180828 | IF1809 | | | 3386.4 | 3394.2 | 3397.8 | 43924 |
| 20180828 | IF1809 | | | 3386.2 | 3394.2 | 3397.8 | 43924 |
| 20180828 | IF1809 | | | 3386.2 | 3394.2 | 3397.8 | 43924 |
| 今开盘 | 高 | 低 | 数量 | 成交金额 | 持仓量 | 今收盘 | 本次结算价 |
|---|
| 3403.2 | 3413 | 3387 | 10580 | 1.07949e+10 | 40416 | 0 | 0 |
| 3403.2 | 3413 | 3387 | 10582 | 1.07969e+10 | 40417 | 0 | 0 |
| 3403.2 | 3413 | 3386.8 | 10587 | 1.0802e+10 | 40415 | 0 | 0 |
| 3403.2 | 3413 | 3386.6 | 10590 | 1.08051e+10 | 40414 | 0 | 0 |
| 3403.2 | 3413 | 3386.4 | 10593 | 1.08081e+10 | 40413 | 0 | 0 |
| 3403.2 | 3413 | 3386.2 | 10596 | 1.08112e+10 | 40412 | 0 | 0 |
| 3403.2 | 3413 | 3386.2 | 10645 | 1.08609e+10 | 40411 | 0 | 0 |
| 涨停板价 | 跌停板价 | 昨虚实度 | 今虚实度 | 最后修改时间 | 最后修改毫秒 | 申买价一 | 申买量一 |
|---|
| 3733.6 | 3054.8 | 0 | 0 | 10:59:49 | 0 | 3387 | 1 |
| 3733.6 | 3054.8 | 0 | 0 | 10:59:50 | 0 | 3386.8 | 3 |
| 3733.6 | 3054.8 | 0 | 0 | 10:59:50 | 0 | 3386.6 | 3 |
| 3733.6 | 3054.8 | 0 | 0 | 10:59:51 | 0 | 3386.4 | 3 |
| 3733.6 | 3054.8 | 0 | 0 | 10:59:51 | 0 | 3386.2 | 5 |
| 3733.6 | 3054.8 | 0 | 0 | 10:59:52 | 0 | 3386.2 | 4 |
| 3733.6 | 3054.8 | 0 | 0 | 10:59:52 | 0 | 3385 | 5 |
| 申卖价一 | 申卖量一 | 申买价二 | 申买量二 | 申卖价二 | 申卖量二 | 申买价三 | 申买量三 |
|---|
| 3387.2 | 2 | 0 | 0 | 0 | 0 | 0 | 0 |
| 3387 | 1 | 0 | 0 | 0 | 0 | 0 | 0 |
| 3387 | 2 | 0 | 0 | 0 | 0 | 0 | 0 |
| 3386.6 | 1 | 0 | 0 | 0 | 0 | 0 | 0 |
| 3386.6 | 2 | 0 | 0 | 0 | 0 | 0 | 0 |
| 3386.4 | 1 | 0 | 0 | 0 | 0 | 0 | 0 |
| 3386.2 | 3 | 0 | 0 | 0 | 0 | 0 | 0 |
| 申卖价三 | 申卖量三 | 申买价四 | 申买量四 | 申卖价四 | 申卖量四 | 申买价五 | 申买量五 |
|---|
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 申卖价五 | 申卖量五 | 当日均价 | 业务日期 |
|---|
| 0 | 0 | 1020312 | 20180828 |
| 0 | 0 | 1020311 | 20180828 |
| 0 | 0 | 1020309 | 20180828 |
| 0 | 0 | 1020308 | 20180828 |
| 0 | 0 | 1020307 | 20180828 |
| 0 | 0 | 1020306 | 20180828 |
| 0 | 0 | 1020284 | 20180828 |
二、国债期货Tick一档委托与成交数据
以合约T1812合约为例
| 交易日 | 合约代码 | 交易所代码 | 合约在交易所的代码 | 最新价 | 上次结算价 | 昨收盘 | 昨持仓量 |
|---|
| 20180828 | T1812 | | | 94.605 | 94.62 | 94.62 | 51096 |
| 20180828 | T1812 | | | 94.605 | 94.62 | 94.62 | 51096 |
| 20180828 | T1812 | | | 94.605 | 94.62 | 94.62 | 51096 |
| 20180828 | T1812 | | | 94.605 | 94.62 | 94.62 | 51096 |
| 20180828 | T1812 | | | 94.605 | 94.62 | 94.62 | 51096 |
| 20180828 | T1812 | | | 94.605 | 94.62 | 94.62 | 51096 |
| 20180828 | T1812 | | | 94.605 | 94.62 | 94.62 | 51096 |
| 今开盘 | 高 | 低 | 数量 | 成交金额 | 持仓量 | 今收盘 | 本次结算价 |
|---|
| 94.565 | 94.615 | 94.455 | 15021 | 1.41991e+10 | 51356 | 0 | 0 |
| 94.565 | 94.615 | 94.455 | 15021 | 1.41991e+10 | 51356 | 0 | 0 |
| 94.565 | 94.615 | 94.455 | 15021 | 1.41991e+10 | 51356 | 0 | 0 |
| 94.565 | 94.615 | 94.455 | 15021 | 1.41991e+10 | 51356 | 0 | 0 |
| 94.565 | 94.615 | 94.455 | 15021 | 1.41991e+10 | 51356 | 0 | 0 |
| 94.565 | 94.615 | 94.455 | 15021 | 1.41991e+10 | 51356 | 0 | 0 |
| 94.565 | 94.615 | 94.455 | 15021 | 1.41991e+10 | 51356 | 0 | 0 |
| 涨停板价 | 跌停板价 | 昨虚实度 | 今虚实度 | 最后修改时间 | 最后修改毫秒 | 申买价一 | 申买量一 |
|---|
| 95.755 | 93.485 | 0 | 0 | 11:09:06 | 0 | 94.6 | 4 |
| 95.755 | 93.485 | 0 | 0 | 11:09:07 | 0 | 94.6 | 4 |
| 95.755 | 93.485 | 0 | 0 | 11:09:08 | 0 | 94.6 | 6 |
| 95.755 | 93.485 | 0 | 0 | 11:09:08 | 0 | 94.6 | 6 |
| 95.755 | 93.485 | 0 | 0 | 11:09:11 | 0 | 94.6 | 6 |
| 95.755 | 93.485 | 0 | 0 | 11:09:13 | 0 | 94.6 | 6 |
| 95.755 | 93.485 | 0 | 0 | 11:09:15 | 0 | 94.6 | 6 |
| 申卖价一 | 申卖量一 | 申买价二 | 申买量二 | 申卖价二 | 申卖量二 | 申买价三 | 申买量三 |
|---|
| 94.605 | 14 | 0 | 0 | 0 | 0 | 0 | 0 |
| 94.605 | 14 | 0 | 0 | 0 | 0 | 0 | 0 |
| 94.605 | 11 | 0 | 0 | 0 | 0 | 0 | 0 |
| 94.605 | 11 | 0 | 0 | 0 | 0 | 0 | 0 |
| 94.605 | 12 | 0 | 0 | 0 | 0 | 0 | 0 |
| 94.605 | 12 | 0 | 0 | 0 | 0 | 0 | 0 |
| 94.605 | 13 | 0 | 0 | 0 | 0 | 0 | 0 |
| 申卖价三 | 申卖量三 | 申买价四 | 申买量四 | 申卖价四 | 申卖量四 | 申买价五 | 申买量五 |
|---|
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 申卖价五 | 申卖量五 | 当日均价 | 业务日期 |
|---|
| 0 | 0 | 945280 | 20180828 |
| 0 | 0 | 945280 | 20180828 |
| 0 | 0 | 945280 | 20180828 |
| 0 | 0 | 945280 | 20180828 |
| 0 | 0 | 945280 | 20180828 |
| 0 | 0 | 945280 | 20180828 |
| 0 | 0 | 945280 | 20180828 |
存储方式：CSV格式，Excel可读，每个品种、每个合约每天一个文件。
发送方式：网络发送。