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
2014-03-13 11:10:00 2014-03-13 11:15:00 IF99 1 2100.40 2095.40 5 50.35 1209.65 -0.002
2014-03-13 11:09:00 2014-03-13 11:10:00 IF99 1 2097.60 2100.40 2.8000000000002 170.38 549.64 0.001
2014-03-13 11:06:00 2014-03-13 11:09:00 IF99 1 2100.00 2097.60 2.4000000000001 50.37 429.67 -0.001
2014-03-13 10:53:00 2014-03-13 11:06:00 IF99 1 2090.80 2100.00 9.1999999999998 170.29 2469.77 0.004
2014-03-13 10:40:00 2014-03-13 10:53:00 IF99 1 2100.20 2090.80 9.3999999999996 50.29 2529.75 -0.004
2014-03-13 10:35:00 2014-03-13 10:40:00 IF99 1 2096.80 2100.20 3.3999999999996 170.36 729.68 0.002
2014-03-13 10:23:00 2014-03-13 10:35:00 IF99 1 2099.40 2096.80 2.5999999999999 50.35 489.67 -0.001
2014-03-13 10:20:00 2014-03-13 10:23:00 IF99 1 2096.80 2099.40 2.5999999999999 170.35 489.67 0.001
2014-03-13 10:17:00 2014-03-13 10:20:00 IF99 1 2098.60 2096.80 1.7999999999997 50.34 249.67 -0.001
2014-03-13 10:09:00 2014-03-13 10:17:00 IF99 1 2081.60 2098.60 17 170.16 4809.84 0.008
2014-03-13 10:05:00 2014-03-13 10:09:00 IF99 1 2084.40 2081.60 2.8000000000002 49.99 550.02 -0.001
2014-03-13 09:58:00 2014-03-13 10:05:00 IF99 1 2077.40 2084.40 7 169.94 1810.06 0.003
2014-03-13 09:44:00 2014-03-13 09:58:00 IF99 1 2086.00 2077.40 8.5999999999999 49.96 2290.07 -0.004
2014-03-13 09:42:00 2014-03-13 09:44:00 IF99 1 2085.20 2086.00 0.80000000000018 170.05 -50.04 0
2014-03-13 09:41:00 2014-03-13 09:42:00 IF99 1 2087.80 2085.20 2.6000000000004 50.08 489.88 -0.001
2014-03-13 09:36:00 2014-03-13 09:41:00 IF99 1 2085.40 2087.80 2.4000000000001 170.08 429.89 0.001
2014-03-13 09:32:00 2014-03-13 09:36:00 IF99 1 2086.00 2085.40 0.59999999999991 50.06 -110.03 -0
2014-03-13 09:30:00 2014-03-13 09:32:00 IF99 1 2082.80 2086.00 3.1999999999998 170.03 670.03 0.002
2014-03-13 09:29:00 2014-03-13 09:30:00 IF99 1 2086.40 2082.80 3.5999999999999 50.03 790.00 -0.002
2014-03-13 09:27:00 2014-03-13 09:29:00 IF99 1 2082.40 2086.40 4 170.03 909.97 0.002