期货盘前信息
收藏上海数据交易所2024-08-09 更新2026-03-21 收录
下载链接:
https://nidts.chinadep.com/reg-hall/product-detail?id=3622
下载链接
链接失效反馈官方服务:
资源简介:
记录期货盘前信息,包含主力合约、连续合约等信息。持仓量主力为前三个交易日平均持仓量最大的合约,且一月内不反复;成交量主力为前三记录个交易日平均成交量最大的合约,且一月内不反复。T-1日收盘后更新主力/连续标记。
This dataset collects pre-market information for futures products, covering major contracts, continuous contracts and other associated details. The open interest-based dominant contract is defined as the contract with the maximum average open interest over the prior three trading days, and it will not be subject to repeated changes within one month. Similarly, the trading volume-based dominant contract is the contract with the highest average trading volume over the previous three trading days, with no repeated adjustments within one month. The markers for dominant and continuous contracts are updated after the market closing on day T-1.
提供机构:
通联数据股份公司
创建时间:
2024-08-09
搜集汇总
数据集介绍

背景与挑战
背景概述
该数据集提供期货盘前信息,包括主力合约和连续合约等数据,每日更新,适用于金融服务。主力合约基于前三个交易日的平均持仓量和成交量确定,且一月内不反复变动。
以上内容由遇见数据集搜集并总结生成



