指数资金流向

记录沪深指数日资金流向，包含资金净流入、资金流入、资金流出、小单资金流入、小单资金流出、小单资金净流入等；单类判断标准：以成分股前20个交易日平均每笔成交金额为参考值，对比每笔的成交金额，小单-（0-1倍]；中单-（1-10倍]；大单-（10-100倍]；超大单-大于100倍或金额大于100万；流入以正数计，流出以负数计。

This dataset records the daily capital flow of Shanghai-Shenzhen stock indices, covering metrics including net capital inflow, capital inflow, capital outflow, small-order capital inflow, small-order capital outflow, and small-order net capital inflow, among others. The order size classification criteria are defined as follows: The average transaction amount per trade of constituent stocks over the prior 20 trading days is used as the benchmark, against which the transaction amount of each individual trade is compared. Specifically, small orders are defined as (0, 1×] of the benchmark; medium orders as (1×, 10×]; large orders as (10×, 100×]; and super large orders refer to transactions exceeding 100× the benchmark or with a single amount greater than CNY 1,000,000. Capital inflows are recorded as positive values, while capital outflows are recorded as negative values.

搜集汇总

背景与挑战

背景概述

该数据集名为'指数资金流向'，由通联数据股份公司提供，记录沪深指数的日资金流向，包括资金净流入、流入、流出等详细信息，并根据成交金额大小分类为小单、中单、大单和超大单。数据每日更新，覆盖沪深指数，主要应用于金融服务场景。