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
2014-01-06 13:51:00 2014-01-06 14:07:00 IF99 1 2230.80 2231.60 0.79999999999973 53.55 -53.53 0
2014-01-06 13:36:00 2014-01-06 13:51:00 IF99 1 2236.80 2230.80 6 173.61 1506.39 -0.003
2014-01-06 13:34:00 2014-01-06 13:36:00 IF99 1 2236.80 2236.80 0 53.68 -293.68 0
2014-01-06 13:32:00 2014-01-06 13:34:00 IF99 1 2239.40 2236.80 2.5999999999999 173.71 486.31 -0.001
2014-01-06 13:12:00 2014-01-06 13:32:00 IF99 1 2235.80 2239.40 3.5999999999999 53.70 786.33 0.002
2014-01-06 11:27:00 2014-01-06 13:12:00 IF99 1 2233.00 2235.80 -2.8000000000002 173.63 -1133.64 0.001
2014-01-06 11:11:00 2014-01-06 11:27:00 IF99 1 2228.00 2233.00 5 53.53 1206.47 0.002
2014-01-06 10:59:00 2014-01-06 11:11:00 IF99 1 2234.20 2228.00 6.1999999999998 173.55 1566.51 -0.003
2014-01-06 10:49:00 2014-01-06 10:59:00 IF99 1 2229.40 2234.20 4.7999999999997 53.56 1146.45 0.002
2014-01-06 10:48:00 2014-01-06 10:49:00 IF99 1 2235.20 2229.40 5.7999999999997 173.58 1446.44 -0.003
2014-01-06 10:46:00 2014-01-06 10:48:00 IF99 1 2233.60 2235.20 1.5999999999999 53.63 186.40 0.001
2014-01-06 10:35:00 2014-01-06 10:46:00 IF99 1 2240.20 2233.60 6.5999999999999 173.69 1686.34 -0.003
2014-01-06 10:27:00 2014-01-06 10:35:00 IF99 1 2233.00 2240.20 7.1999999999998 53.68 1866.38 0.003
2014-01-06 10:21:00 2014-01-06 10:27:00 IF99 1 2243.60 2233.00 10.6 173.72 2886.31 -0.005
2014-01-06 10:09:00 2014-01-06 10:21:00 IF99 1 2249.80 2243.60 -6.2000000000003 53.92 -2153.91 -0.003
2014-01-06 10:07:00 2014-01-06 10:09:00 IF99 1 2252.60 2249.80 2.7999999999997 174.03 545.99 -0.001
2014-01-06 09:56:00 2014-01-06 10:07:00 IF99 1 2249.20 2252.60 3.4000000000001 54.02 725.95 0.002
2014-01-06 09:40:00 2014-01-06 09:56:00 IF99 1 2262.60 2249.20 13.4 174.14 3725.83 -0.006
2014-01-06 09:35:00 2014-01-06 09:40:00 IF99 1 2259.80 2262.60 2.7999999999997 54.27 545.75 0.001
2014-01-06 09:16:00 2014-01-06 09:35:00 IF99 1 2288.60 2259.80 28.8 174.58 8345.43 -0.013