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, including metrics such as net capital inflow, capital inflow, capital outflow, small-order capital inflow, small-order capital outflow, small-order net capital inflow, etc. The classification criteria for order sizes are as follows: Take the average transaction amount per trade over the previous 20 trading days of each constituent stock as the reference value, and compare it with the transaction amount of each individual trade:
- Small-order: (0, 1×reference value]
- Medium-order: (1×reference value, 10×reference value]
- Large-order: (10×reference value, 100×reference value]
- Ultra-large-order: >100×reference value OR transaction amount ≥ 1,000,000 RMB
Inflow values are denoted as positive numbers, while outflow values are denoted as negative numbers.

搜集汇总

背景与挑战

背景概述

该数据集记录了沪深指数的日资金流向，包含多种资金流动指标，并提供了详细的资金单类分类标准。数据由通联数据股份公司提供，适用于金融市场分析。