股指期货连续5分钟数据(2012年1-6月).xls

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1、交易日期时间开盘最高最低收盘成交量成交额持仓量2012/1/49:2023812383.8237623765989 4.27E+09388642012/1/49:2523762376.223722374.43605 2.57E+09398682012/1/49:302374.42375.22372.22374.42633 1.87E+09407212012/1/49:352374.42374.42366.82366.84983 3.54E+09417812012/1/49:402366.22368.82364.42365.24344 3.08E+09427662012/1/49:452365.

2、22371.623652368.65672 4.03E+09434762012/1/49:502368.82371.423652365.64492 3.19E+09439982012/1/49:5523652368236323663873 2.75E+09442532012/1/410:0023662366.42362.623663251 2.31E+09443652012/1/410:0523662367.62363.623662988 2.12E+09445302012/1/410:102366.42366.42362236232392.3E+09448922012/1/410:15236

3、2.22363.62360.22361.63856 2.73E+09451092012/1/410:202361.22362.22359.82360.231012.2E+09456352012/1/410:252359.82359.82355.62355.64494 3.18E+09460492012/1/410:302355.623602355.62358.633942.4E+09463912012/1/410:352358.823592354.223563220 2.28E+09468982012/1/410:402355.423582353.8235536772.6E+094740720

4、12/1/410:452355.42355.62352.2235336832.6E+09478592012/1/410:5023532354.82351.223533201 2.26E+09481432012/1/410:552352.62355.623522354.23021 2.13E+09481272012/1/411:002354.22355.62352.82354.62764 1.95E+09482032012/1/411:0523552355.22348.42348.45295 3.74E+09479842012/1/411:102348.42349.82345.82346.445

5、84 3.23E+09482822012/1/411:152346.423472343.42345.84484 3.15E+09481722012/1/411:202346.42348.823402341.66514 4.58E+09484082012/1/411:252341.82344.623382338.23717 2.61E+09483862012/1/411:3023382339.42334.82336.25152 3.61E+09477242012/1/413:052337.42337.623362336.81700 1.19E+09482702012/1/413:102336.8

6、2338.82336.62336.818501.3E+09485632012/1/413:152336.82338.62335.623382486 1.74E+09487872012/1/413:202337.82340.82337.42337.83680 2.58E+09492912012/1/413:252337.62338.82333.22334.44532 3.17E+09497642012/1/413:302334.823352331.82334.43640 2.55E+09500172012/1/413:352334.62334.62331.22334.23035 2.12E+09

7、500962012/1/413:402334.22337.623332335.63878 2.72E+09500902012/1/413:452335.82343.22333.82341.26994 4.91E+09498862012/1/413:502341.22342.22338.623394597 3.23E+09500082012/1/413:552339.22340.42336.2233739882.8E+09496362012/1/414:002337.223392330.62331.85915 4.14E+09495032012/1/414:052331.62332.22327.

8、22327.26025 4.21E+09496082012/1/414:102327.22327.62322.823255831 4.07E+09495992012/1/414:15232523252318.823215237 3.65E+09497342012/1/414:2023212324.22320.423233663 2.55E+09497932012/1/414:252322.82323231523165729 3.98E+09495632012/1/414:302315.82318.42315.82316.23653 2.54E+09495122012/1/414:3523162

9、3202313.623155659 3.93E+09493632012/1/414:402315.22319.62315.223193871 2.69E+09494172012/1/414:4523192319.42311.223125996 4.16E+09488372012/1/414:50231223142308.22309.25315 3.68E+09486012012/1/414:552309.22310.22306.82309.24070 2.82E+09479852012/1/415:002309.22310.62306.82307.43952 2.74E+09471212012

10、/1/415:052307.82310.42307.82310.23345 2.32E+09460622012/1/415:102310.42310.82308.22309.42655 1.84E+09450232012/1/415:152309.42310.623052305.66375 4.41E+09419832012/1/59:202303.42304.22296.62299.25826 4.02E+09429492012/1/59:252299.22299.6229622972515 1.73E+09432022012/1/59:302297.222992296.42297.8164

11、1 1.13E+09434722012/1/59:352297.62302.82296.42301.44535 3.13E+09441002012/1/59:402301.423032297.622984333 2.99E+09449782012/1/59:4522982308.82294.22305.491226.3E+09450582012/1/59:502305.42310.62305.22306.67139 4.94E+09461592012/1/59:552306.42312.62306.42308.27319 5.07E+09472002012/1/510:002307.62314

12、2306.62312.462074.3E+09478142012/1/510:052312.62315.82309.62315.86830 4.74E+09483052012/1/510:1023162317.623112311.26779 4.71E+09486822012/1/510:152311.42312.6230723075738 3.98E+09481302012/1/510:202306.62308.223032304.26204 4.29E+09472562012/1/510:2523042304.62300.22300.652173.6E+09472352012/1/510:

13、302300.423012296.423016107 4.21E+09472412012/1/510:352301.22301.22297.62298.63985 2.75E+09474752012/1/510:402298.42306.622902302.212533 8.64E+09471902012/1/510:452302.82303.82297.222994959 3.42E+09473272012/1/510:502299.2232122982319.214628 1.01E+10474642012/1/510:5523192322.82314.22319113607.9E+094

14、72142012/1/511:0023192324.22315.22319.69655 6.72E+09480152012/1/511:052319.62321.4231423156976 4.85E+09481452012/1/511:1023152321.82314.62319.47197 5.01E+09482632012/1/511:152319.42327.22315.8232210679 7.44E+09476802012/1/511:2023222325.82316.42317.66562 4.57E+09476162012/1/511:252317.623192309.2231

15、0.27085 4.92E+09462432012/1/511:302310.42315.423082312.67283 5.05E+09449932012/1/513:052312.22312.42305.22306.846153.2E+09454812012/1/513:102306.82307.82304.42305.63477 2.41E+09458732012/1/513:152305.22308.62304.823073403 2.36E+09461442012/1/513:202307.42312.82305.82312.650553.5E+09459672012/1/513:2

16、52312.823142310.62312.64118 2.86E+09462832012/1/513:302312.62316.42310.22310.25417 3.76E+09460382012/1/513:3523102314.823062312.46674 4.62E+09456992012/1/513:402312.42316.82311.62315.47153 4.97E+09460202012/1/513:452315.42316.82311.22313.85094 3.54E+09461672012/1/513:502314.22316.82309.42314.66132 4

17、.26E+09462452012/1/513:552314.22314.62307.42308.862094.3E+09461672012/1/514:0023092310.823062308.25321 3.68E+09460672012/1/514:052308.223102305.223084496 3.11E+09460432012/1/514:1023082309.82305.22305.840392.8E+09461852012/1/514:1523062307.82300.62301.86415 4.43E+09458102012/1/514:202301.82304.82300

18、2300.85991 4.14E+09458492012/1/514:252300.82301.22296.22296.45459 3.76E+09461272012/1/514:302296.42297.82288.82291.87761 5.34E+09464772012/1/514:35229222992290.62294.275555.2E+09466832012/1/514:402294.4229622912292.24010 2.76E+09469632012/1/514:452292.22294.22286.62289.25457 3.75E+09467832012/1/514:

19、502289.222932288.62290.43767 2.59E+09468662012/1/514:552290.42291.82289.42291.82704 1.86E+09465342012/1/515:002291.62293.42290.42291.83713 2.55E+09456412012/1/515:052291.822932291.42292.61849 1.27E+09453972012/1/515:102292.62293.42289.622923331 2.29E+09441322012/1/515:15229222932289.622914680 3.22E+

20、09417702012/1/69:2022892294.422892294.23836 2.64E+09426432012/1/69:252294.222962292.42293.62392 1.65E+09432022012/1/69:302293.622952292.22294.82302 1.58E+09437732012/1/69:352294.82295.6229222932814 1.94E+09444662012/1/69:402293.22293.22287.82288.85478 3.76E+09450022012/1/69:452288.42290.82282.822898

21、328 5.71E+09455512012/1/69:5022892291.62286.22286.24852 3.33E+09457962012/1/69:552287.222972285.42295.28008 5.51E+09460642012/1/610:002295.22297.42292.62292.65316 3.66E+09465372012/1/610:0522932293.8229122923508 2.41E+09464262012/1/610:1022922292.82287.62288.64531 3.11E+09462912012/1/610:152288.8229

22、022862286.24325 2.97E+09465112012/1/610:202286.42287.82282.82287.66678 4.58E+09470092012/1/610:252288.22289.22282.22284.65053 3.46E+09472732012/1/610:3022852285.22280.422845475 3.75E+09476752012/1/610:3522842287.82282.22284.84470 3.06E+09479142012/1/610:4022842284.62278.822805051 3.46E+09483452012/1

23、/610:452280.622832278.222823847 2.63E+09487192012/1/610:502282.22283.42278.42279.63189 2.18E+09487522012/1/610:552279.822852279.82283.24775 3.27E+09488182012/1/611:002283.22288.822832286.26756 4.63E+09489182012/1/611:052286.42287.82282.422845206 3.57E+09487282012/1/611:1022842285.822822282.63813 2.6

24、1E+09490192012/1/611:152283.222842280.222814002 2.74E+09488732012/1/611:202280.82281.42276.222805787 3.96E+09486892012/1/611:2522802291.422782285.810266 7.04E+09489482012/1/611:302285.6228622812282.25711 3.91E+09482672012/1/613:0522812281.62279.22279.82711 1.85E+09484602012/1/613:102279.82280.42275.

25、22275.235082.4E+09487132012/1/613:152275.42278.62275.22277.22728 1.86E+09487472012/1/613:2022772279.42274.22275.84032 2.75E+09491432012/1/613:252275.82277.82274.42274.43356 2.29E+09494672012/1/613:302274.6227822742274.23307 2.26E+09495502012/1/613:352274.42279.822732276.654243.7E+09499132012/1/613:4

26、02276.622822274.82278.66308 4.31E+09504002012/1/613:452278.42280.422782278.84833 3.31E+09508972012/1/613:502278.62287.42278.42287.49712 6.65E+09509682012/1/613:552287.42290.42283.622848773 6.02E+09508882012/1/614:0022842285.82281.42282.84914 3.37E+09504572012/1/614:052282.82283.62280.62282.24421 3.0

27、3E+09501472012/1/614:102282.22289.82281.62287.45792 3.97E+09499142012/1/614:152287.222992286229614314 9.85E+09498732012/1/614:202296.22297.82291.222926623 4.56E+09497612012/1/614:252292.22294.42290.42292.84417 3.04E+09494402012/1/614:302292.62294.822912293.65547 3.82E+09497892012/1/614:352293.22298.

28、22292.22297.47212 4.97E+09498752012/1/614:402297.22300.62294.42295.68393 5.78E+09494892012/1/614:452295.82295.82291.422924866 3.35E+09486042012/1/614:5022922293.62291.22293.42842 1.95E+09483192012/1/614:552293.62296.42292.82295.43979 2.74E+09478272012/1/615:002295.62295.822942294.42575 1.77E+0947333

29、2012/1/615:052294.82295.22292.822952694 1.85E+09467182012/1/615:102295.22296.62294.42295.82706 1.86E+09455882012/1/615:152295.82298.82295.42297.65190 3.58E+09426672012/1/99:202285.422962285.42294.86347 4.37E+09445622012/1/99:2522952298.22294.4229733432.3E+09451962012/1/99:302297.42298.82294.22294.23

30、004 2.07E+09456442012/1/99:352294.22294.422872287.66005 4.13E+09458382012/1/99:402287.42289.2228322846567 4.51E+09462752012/1/99:4522842285.82278.422807087 4.85E+09466382012/1/99:502279.82281.822772280.45099 3.49E+09471742012/1/99:552280.62284.822802284.45567 3.81E+09472652012/1/910:00228422862282.2

31、2283.45191 3.56E+09471772012/1/910:052284.222892280.222886544 4.48E+09472092012/1/910:1022882293.622882289.87027 4.83E+09469072012/1/910:152289.82294.822892294.855313.8E+09472502012/1/910:202294.823082294.82304.8140429.7E+09473632012/1/910:2523042306.62301.223047220 4.99E+09474662012/1/910:302304231

32、12301.2231199816.9E+09478482012/1/910:3523112317.823082314.411458 7.95E+09482932012/1/910:402314.423442314.42340.4171841.2E+10486212012/1/910:452339.423422334.4233810770 7.55E+09490062012/1/910:50233823402332.423367400 5.19E+09491432012/1/910:552335.82339.42333.22339.25769 4.04E+09494692012/1/911:00

33、23392341.62334.22339.86693 4.69E+09495152012/1/911:0523402357.82339.62354.215055 1.06E+10493802012/1/911:102353.823542347.423517047 4.97E+09491902012/1/911:1523512358.62341234110414 7.34E+09483022012/1/911:202342.82342.82332.62335.210672 7.48E+09473442012/1/911:252334.42340.42334.42336.26053 4.24E+0

34、9466412012/1/911:302336.22336.42330.42332.675715.3E+09459622012/1/913:052332.62332.62328.82331.45041 3.52E+09459122012/1/913:102331.62333.42330.6233128562E+09460582012/1/913:15233123352330.223344172 2.92E+09466992012/1/913:202333.823342328.22328.84636 3.24E+09464712012/1/913:25232923362328.42334.256

35、04 3.92E+09468832012/1/913:302334.4233923342338.85361 3.76E+09466122012/1/913:3523392340.22333.42335.46457 4.53E+09464852012/1/913:402335.42340.223352338.44876 3.42E+09467762012/1/913:4523382344.6233823447197 5.06E+09468142012/1/913:5023442347.82342.42344.473935.2E+09463482012/1/913:552344.623532344

36、.62352.87926 5.59E+09465902012/1/914:00235323542345.423507907 5.57E+09464072012/1/914:052349.82354.82345.82354.67330 5.17E+09466172012/1/914:102354.623612349.6235611975 8.47E+09461822012/1/914:152356.22358.423532353.663674.5E+09461532012/1/914:202353.42355.42348.42349.25754 4.06E+09458612012/1/914:2

37、523492350.62345.82350.26197 4.37E+09456752012/1/914:302350.22362.82349.8236210851 7.67E+09453272012/1/914:352361.823652358.62362.69067 6.43E+09453622012/1/914:4023632370.22361.22369.89363 6.65E+09450492012/1/914:452369.8237423662371.48642 6.14E+09445862012/1/914:502371.42374.62365.22368.66913 4.91E+

38、09443082012/1/914:55236923722368.22368.85124 3.64E+09438172012/1/915:00236923722368.223713891 2.77E+09432712012/1/915:052371237523692373.65936 4.22E+09424982012/1/915:10237423762372.823753715 2.65E+09414982012/1/915:152375.223782372.22376.87288 5.19E+09385332012/1/109:202384.82384.82376.82377.67154

39、5.11E+09398102012/1/109:252377.823782374.223763984 2.84E+09403352012/1/109:302375.8237623722373.43954 2.82E+09407942012/1/109:352373.62380.62373.223777132 5.09E+09414192012/1/109:4023772383.22373.62379.48018 5.72E+09423562012/1/109:4523802380.82375.62376.45066 3.61E+09422572012/1/109:502376.42382.22

40、3762380.256084E+09419522012/1/109:552380.22382.623792381.65248 3.75E+09420832012/1/1010:002382.22392.42381.4238811691 8.38E+09420032012/1/1010:0523882389.22386.42387.85198 3.72E+09422852012/1/1010:1023882389.8238223846866 4.91E+09419502012/1/1010:1523842388.623822386.45095 3.65E+09421672012/1/1010:2

41、02386.42394.82385.623947965 5.71E+09425122012/1/1010:252394.22394.62388.42390.85686 4.08E+09427222012/1/1010:302390.623952388.82390.86696 4.81E+09427502012/1/1010:352390.62398.82390.623978269 5.94E+09429232012/1/1010:402397.423992394.22398.26108 4.39E+09429212012/1/1010:4523982400.82393.42393.47804

42、5.61E+09429852012/1/1010:502393.22396.62392.62394.64847 3.48E+09428932012/1/1010:552394.62397.42389.22392.67018 5.04E+09424412012/1/1011:002392.62394.42390.22393.841843E+09423982012/1/1011:052393.82397.82391.62396.44812 3.46E+09423152012/1/1011:102396.42404.42395.4240391666.6E+09425752012/1/1011:152

43、403.224082402.22405.68407 6.06E+09432282012/1/1011:202405.224112405.22410.27940 5.74E+09435822012/1/1011:252410241824102413.210424 7.55E+09434662012/1/1011:302413.224142408.824136109 4.42E+09426442012/1/1013:052413.424142411.82413.23402 2.46E+09433002012/1/1013:102413.42420.62413.42420.66401 4.64E+0

44、9439982012/1/1013:152420.42420.4241624174252 3.08E+09439932012/1/1013:202417.22419.824152419.85152 3.74E+09440762012/1/1013:252419.82429.22419.22429.210784 7.85E+09443712012/1/1013:30242924362426.22435.69331 6.81E+09443182012/1/1013:352435.62446.82434.62446.812204 8.94E+09447212012/1/1013:4024462457

45、.624392444.216548 1.22E+10434412012/1/1013:452444.22444.424352440.88102 5.93E+09429622012/1/1013:502440.22448.22439.624438311 6.09E+09430252012/1/1013:55244324482440.22445.885936.3E+09435432012/1/1014:002445.82448244224465742 4.21E+09433372012/1/1014:0524462446.62437.824437573 5.55E+09433212012/1/10

46、14:102443.42455.82442.82452.2136401E+10434132012/1/1014:152452.4245624492453.68251 6.07E+09436222012/1/1014:202453.42460.224512456.69654 7.11E+09433962012/1/1014:252456.62457.62453.22454.44647 3.42E+09435212012/1/1014:302454.22458.8245324584958 3.65E+09434552012/1/1014:352457.82458.42450.62452.66268

47、 4.61E+09434402012/1/1014:402452.62454.82445.62448.27918 5.82E+09427692012/1/1014:452448.82457.42447.82456.86640 4.89E+09429302012/1/1014:502456.82457.42453.82456.64900 3.61E+09425902012/1/1014:552456.62458.62456.224573740 2.76E+09423922012/1/1015:002457.22457.224522455.64700 3.46E+09415312012/1/101

48、5:052455.42456.62453.22456.22569 1.89E+09408282012/1/1015:1024562458.22455.62457.63482 2.57E+09396692012/1/1015:1524582464.82457.42462.68627 6.37E+09363162012/1/119:2024632468.624592462.67373 5.45E+09372422012/1/119:2524632467.62462.42463.63720 2.75E+09378392012/1/119:302463.62464.82458.82460.84670

49、3.45E+09381992012/1/119:352460.82466.624602465.25643 4.17E+09390802012/1/119:402465.224662451.62452.29536 7.03E+09395112012/1/119:452451.4245824512457.87727 5.69E+09404202012/1/119:5024582459.82455.22458.65381 3.97E+09410962012/1/119:552458.62463.4245424567515 5.54E+09410052012/1/1110:00245624592453

50、.824585460 4.02E+09411592012/1/1110:0524582458.224532457.44828 3.56E+09416222012/1/1110:102457.42461.22456.42457.84526 3.34E+09417732012/1/1110:1524582458.42452.82452.84509 3.32E+09417032012/1/1110:2024532453.42447.22450.28102 5.96E+09417732012/1/1110:2524502451.62446.224495625 4.13E+09422562012/1/1