开仓时间 平仓时间 品种 多空 手数 开仓价 平仓价 价差 交易成本 平仓盈亏 收益率
2014-03-12 11:00:00 2014-03-12 11:05:00 IF99 1 2072.60 2071.80 -0.79999999999973 169.73 -529.75 -0
2014-03-12 10:45:00 2014-03-12 11:00:00 IF99 1 2078.80 2072.60 6.2000000000003 49.82 1570.17 -0.003
2014-03-12 10:30:00 2014-03-12 10:45:00 IF99 1 2072.80 2078.80 6 169.82 1510.18 0.003
2014-03-12 10:20:00 2014-03-12 10:30:00 IF99 1 2076.00 2072.80 3.1999999999998 49.79 670.27 -0.002
2014-03-12 10:10:00 2014-03-12 10:20:00 IF99 1 2069.00 2076.00 7 169.74 1810.26 0.003
2014-03-12 10:05:00 2014-03-12 10:10:00 IF99 1 2071.40 2069.00 2.4000000000001 49.68 430.29 -0.001
2014-03-12 09:45:00 2014-03-12 10:05:00 IF99 1 2056.60 2071.40 14.8 169.54 4150.48 0.007
2014-03-12 09:30:00 2014-03-12 09:45:00 IF99 1 2066.40 2056.60 9.8000000000002 49.48 2650.54 -0.005
2014-03-12 09:25:00 2014-03-12 09:30:00 IF99 1 2059.60 2066.40 6.8000000000002 169.51 1750.50 0.003
2014-03-12 09:20:00 2014-03-12 09:25:00 IF99 1 2061.40 2059.60 1.8000000000002 49.45 250.56 -0.001
2014-03-12 09:20:00 2014-03-12 09:20:00 IF99 1 2061.40 2061.40 0 169.47 -289.47 0
2014-03-12 09:15:00 2014-03-12 09:20:00 IF99 1 2057.20 2061.40 -4.2000000000003 49.42 -1549.41 0.002
2014-03-11 15:10:00 2014-03-12 09:15:00 IF99 1 2070.20 2057.20 -13 169.53 -4189.53 -0.006
2014-03-11 15:00:00 2014-03-11 15:10:00 IF99 1 2069.20 2072.00 2.8000000000002 49.69 550.32 0.001
2014-03-11 14:50:00 2014-03-11 15:00:00 IF99 1 2071.40 2069.20 2.2000000000003 169.69 370.30 -0.001
2014-03-11 14:10:00 2014-03-11 14:50:00 IF99 1 2051.40 2071.40 20 49.47 5710.53 0.01
2014-03-11 13:55:00 2014-03-11 14:10:00 IF99 1 2062.80 2051.40 11.4 169.37 3130.60 -0.006
2014-03-11 13:50:00 2014-03-11 13:55:00 IF99 1 2057.60 2062.80 5.2000000000003 49.44 1270.54 0.003
2014-03-11 11:25:00 2014-03-11 13:50:00 IF99 1 2077.00 2057.60 19.4 169.62 5530.43 -0.009
2014-03-11 11:10:00 2014-03-11 11:25:00 IF99 1 2069.60 2077.00 7.4000000000001 49.76 1930.28 0.004