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
2014-03-20 11:21:00 2014-03-20 11:28:00 IF99 1 2105.40 2099.80 5.5999999999999 50.46 1389.49 -0.003
2014-03-20 11:10:00 2014-03-20 11:21:00 IF99 1 2097.60 2105.40 7.8000000000002 170.44 2049.51 0.004
2014-03-20 11:09:00 2014-03-20 11:10:00 IF99 1 2100.40 2097.60 2.8000000000002 50.38 549.57 -0.001
2014-03-20 10:58:00 2014-03-20 11:09:00 IF99 1 2097.00 2100.40 3.4000000000001 170.37 729.60 0.002
2014-03-20 10:54:00 2014-03-20 10:58:00 IF99 1 2100.00 2097.00 3 50.36 609.64 -0.001
2014-03-20 10:45:00 2014-03-20 10:54:00 IF99 1 2093.00 2100.00 7 170.32 1809.68 0.003
2014-03-20 10:40:00 2014-03-20 10:45:00 IF99 1 2099.60 2093.00 6.5999999999999 50.31 1689.72 -0.003
2014-03-20 10:39:00 2014-03-20 10:40:00 IF99 1 2096.80 2099.60 2.7999999999997 170.36 549.66 0.001
2014-03-20 10:14:00 2014-03-20 10:39:00 IF99 1 2107.00 2096.80 10.2 50.45 2769.54 -0.005
2014-03-20 10:12:00 2014-03-20 10:14:00 IF99 1 2106.00 2107.00 1 170.56 9.44 0
2014-03-20 09:51:00 2014-03-20 10:12:00 IF99 1 2122.40 2106.00 16.4 50.74 4629.23 -0.008
2014-03-20 09:35:00 2014-03-20 09:51:00 IF99 1 2090.40 2122.40 32 170.55 9309.45 0.015
2014-03-20 09:16:00 2014-03-20 09:35:00 IF99 1 2102.80 2090.40 12.4 50.32 3429.73 -0.006
2014-03-20 09:15:00 2014-03-20 09:16:00 IF99 1 2101.40 2102.80 1.4000000000001 170.45 129.59 0.001
2014-03-19 15:04:00 2014-03-19 15:14:00 IF99 1 2101.80 2106.60 4.7999999999997 50.50 1149.51 0.002
2014-03-19 15:01:00 2014-03-19 15:04:00 IF99 1 2104.20 2101.80 2.3999999999996 170.47 429.57 -0.001
2014-03-19 14:57:00 2014-03-19 15:01:00 IF99 1 2096.60 2104.20 7.5999999999999 50.41 1989.62 0.004
2014-03-19 14:52:00 2014-03-19 14:57:00 IF99 1 2097.00 2096.60 0.40000000000009 170.32 -170.28 -0
2014-03-19 14:45:00 2014-03-19 14:52:00 IF99 1 2090.00 2097.00 7 50.24 1809.76 0.003
2014-03-19 14:36:00 2014-03-19 14:45:00 IF99 1 2092.40 2090.00 2.4000000000001 170.19 429.78 -0.001