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
2013-05-17 10:05:00 2013-05-17 10:10:00 IF99 1 2493.20 2497.20 4 179.88 900.12 0.002
2013-05-17 09:55:00 2013-05-17 10:05:00 IF99 1 2498.60 2493.20 5.4000000000001 59.90 1320.07 -0.002
2013-05-17 09:40:00 2013-05-17 09:55:00 IF99 1 2483.60 2498.60 15 179.79 4200.21 0.006
2013-05-17 09:30:00 2013-05-17 09:40:00 IF99 1 2488.80 2483.60 5.2000000000003 59.67 1260.32 -0.002
2013-05-17 09:15:00 2013-05-17 09:30:00 IF99 1 2488.40 2488.80 0.40000000000009 179.73 -179.76 0
2013-05-16 14:35:00 2013-05-16 15:10:00 IF99 1 2473.00 2488.40 15.4 59.54 4320.43 0.006
2013-05-16 14:30:00 2013-05-16 14:35:00 IF99 1 2479.60 2473.00 6.5999999999999 179.43 1680.52 -0.003
2013-05-16 13:55:00 2013-05-16 14:30:00 IF99 1 2475.80 2479.60 3.7999999999997 59.46 840.55 0.002
2013-05-16 13:45:00 2013-05-16 13:55:00 IF99 1 2481.40 2475.80 5.5999999999999 179.49 1380.54 -0.002
2013-05-16 13:30:00 2013-05-16 13:45:00 IF99 1 2469.20 2481.40 12.2 59.41 3360.58 0.005
2013-05-16 13:15:00 2013-05-16 13:30:00 IF99 1 2482.00 2469.20 12.8 179.41 3540.60 -0.005
2013-05-16 11:10:00 2013-05-16 13:15:00 IF99 1 2458.60 2482.00 23.4 59.29 6720.76 0.01
2013-05-16 10:50:00 2013-05-16 11:10:00 IF99 1 2472.40 2458.60 13.8 179.17 3840.84 -0.006
2013-05-16 10:45:00 2013-05-16 10:50:00 IF99 1 2452.60 2472.40 19.8 59.10 5640.91 0.008
2013-05-16 10:40:00 2013-05-16 10:45:00 IF99 1 2454.80 2452.60 2.2000000000003 178.89 361.10 -0.001
2013-05-16 10:25:00 2013-05-16 10:40:00 IF99 1 2443.80 2454.80 11 58.78 3001.22 0.005
2013-05-16 10:20:00 2013-05-16 10:25:00 IF99 1 2448.00 2443.80 4.1999999999998 178.70 961.36 -0.002
2013-05-16 10:05:00 2013-05-16 10:20:00 IF99 1 2436.00 2448.00 12 58.61 3301.39 0.005
2013-05-16 09:55:00 2013-05-16 10:05:00 IF99 1 2449.00 2436.00 13 178.62 3601.38 -0.005
2013-05-16 09:40:00 2013-05-16 09:55:00 IF99 1 2421.60 2449.00 27.4 58.45 7921.60 0.011