固定收(shou)(shou)益(yi)(yi)行(xing)情(qing)是在上海證(zheng)券交易所固定收(shou)(shou)益(yi)(yi)平臺(tai)進行(xing)交易的(de)債券等的(de)即時(shi)行(xing)情(qing)信(xin)息(xi),指根據《固定收(shou)(shou)益(yi)(yi)平臺(tai)信(xin)息(xi)公(gong)司(si)實時(shi)行(xing)情(qing)文件接(jie)(jie)口(kou)規格說(shuo)明(ming)書》發(fa)布的(de)即時(shi)行(xing)情(qing)信(xin)息(xi);數據格式基于FIX/FAST協議的(de)接(jie)(jie)口(kou);行(xing)情(qing)通過上證(zheng)所信(xin)息(xi)網絡有限公(gong)司(si)的(de)互聯網和專線傳輸。
固定收益行情(qing)主(zhu)要提供國(guo)債現券(quan)、公(gong)司(si)債現券(quan)、中小企(qi)業私募債券(quan)、質押式(shi)協議回購等業務品種的行情(qing)信(xin)息,主(zhu)要包(bao)括
債(zhai)券信息(xi)文件(jian)開盤前提(ti)供,包括(kuo)固(gu)定收(shou)益證券綜合電子平臺(tai)可交易債(zhai)券的基本信息(xi)。
快照數(shu)(shu)據(ju)數(shu)(shu)據(ju)包括證券(quan)代碼、證券(quan)簡稱、前(qian)收(shou)(shou)(shou)(shou)盤(pan)價(jia)(jia)(jia)格(ge)、昨(zuo)日(ri)(ri)(ri)(ri)加權(quan)平(ping)均(jun)價(jia)(jia)(jia)、當(dang)日(ri)(ri)(ri)(ri)開(kai)盤(pan)價(jia)(jia)(jia)、最(zui)(zui)新成(cheng)交(jiao)價(jia)(jia)(jia)格(ge)、當(dang)日(ri)(ri)(ri)(ri)最(zui)(zui)高成(cheng)交(jiao)價(jia)(jia)(jia)格(ge)、當(dang)日(ri)(ri)(ri)(ri)最(zui)(zui)低(di)成(cheng)交(jiao)價(jia)(jia)(jia)格(ge)、當(dang)日(ri)(ri)(ri)(ri)加權(quan)平(ping)均(jun)價(jia)(jia)(jia)、當(dang)日(ri)(ri)(ri)(ri)總(zong)成(cheng)交(jiao)筆數(shu)(shu)、當(dang)日(ri)(ri)(ri)(ri)累計(ji)成(cheng)交(jiao)量、當(dang)日(ri)(ri)(ri)(ri)累計(ji)成(cheng)交(jiao)金額、昨(zuo)日(ri)(ri)(ri)(ri)收(shou)(shou)(shou)(shou)盤(pan)收(shou)(shou)(shou)(shou)益率(lv)(lv)(lv)、昨(zuo)日(ri)(ri)(ri)(ri)加權(quan)平(ping)均(jun)收(shou)(shou)(shou)(shou)益率(lv)(lv)(lv)、當(dang)日(ri)(ri)(ri)(ri)開(kai)盤(pan)收(shou)(shou)(shou)(shou)益率(lv)(lv)(lv)、當(dang)日(ri)(ri)(ri)(ri)最(zui)(zui)高收(shou)(shou)(shou)(shou)益率(lv)(lv)(lv)、當(dang)日(ri)(ri)(ri)(ri)最(zui)(zui)低(di)收(shou)(shou)(shou)(shou)益率(lv)(lv)(lv)、當(dang)日(ri)(ri)(ri)(ri)最(zui)(zui)新收(shou)(shou)(shou)(shou)益率(lv)(lv)(lv)、當(dang)日(ri)(ri)(ri)(ri)加權(quan)平(ping)均(jun)收(shou)(shou)(shou)(shou)益率(lv)(lv)(lv)、應計(ji)利息(xi)、買(mai)(mai)賣(mai)價(jia)(jia)(jia)位(wei)深度數(shu)(shu)量、買(mai)(mai)賣(mai)價(jia)(jia)(jia)位(wei)前(qian)十(shi)檔的(de)價(jia)(jia)(jia)位(wei)、數(shu)(shu)量和筆數(shu)(shu)、買(mai)(mai)賣(mai)方價(jia)(jia)(jia)位(wei)第一檔價(jia)(jia)(jia)位(wei)前(qian)五十(shi)筆訂單的(de)數(shu)(shu)量和到(dao)期收(shou)(shou)(shou)(shou)益率(lv)(lv)(lv)。
逐筆成(cheng)(cheng)(cheng)(cheng)交(jiao)數據包括證(zheng)券代碼、證(zheng)券簡稱、成(cheng)(cheng)(cheng)(cheng)交(jiao)序號(hao)、成(cheng)(cheng)(cheng)(cheng)交(jiao)日(ri)期(qi)、成(cheng)(cheng)(cheng)(cheng)交(jiao)時(shi)間、成(cheng)(cheng)(cheng)(cheng)交(jiao)凈(jing)價、應計利息、成(cheng)(cheng)(cheng)(cheng)交(jiao)全價、到(dao)期(qi)收益率、成(cheng)(cheng)(cheng)(cheng)交(jiao)數量、成(cheng)(cheng)(cheng)(cheng)交(jiao)金額、成(cheng)(cheng)(cheng)(cheng)交(jiao)方式(shi)。
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