> 技术文档 > CnOpenData 债券日行情衍生指标
CnOpenData 债券日行情衍生指标
网友:Bloger
技术文档
2025-07-30 13:12:06
时间区间
1993.02.10-2023.10.12
字段展示
债券日行情衍生指标-英文字段 |
债券日行情衍生指标-中文字段 |
ID |
自增ID |
SECURITY_ID |
证券ID |
TICKER_SYMBOL |
交易代码 |
EXCHANGE_CD |
交易市场代码 |
TRADE_DATE |
交易日期 |
OPEN_PRICE |
开盘市价 |
HIGHEST_PRICE |
最高市价 |
LOWEST_PRICE |
最低市价 |
CLOSE_PRICE |
收盘市价 |
TURNOVER_VALUE |
成交量 |
NET_OPEN_PRICE |
开盘净价 |
NET_HIGHEST_PRICE |
最高净价 |
NET_LOWEST_PRICE |
最低净价 |
NET_CLOSE_PRICE |
收盘净价 |
GROSS_OPEN_PRICE |
开盘全价 |
GROSS_HIGHEST_PRICE |
最高全价 |
GROSS_LOWEST_PRICE |
最低全价 |
GROSS_CLOSE_PRICE |
收盘全价 |
OPEN_YIELD |
开盘收益率 |
HIGHEST_YIELD |
最高收益率 |
LOWEST_YIELD |
最低收益率 |
CLOSE_YIELD |
收盘收益率 |
DURATION |
久期 |
CONVEXITY |
凸性 |
YEAR_TO_MATURITY |
剩余期限 |
REMAIN_SIZE |
当前余额 |
COUPON |
当前票面利率 |
NEXT_CPN_DATE |
下一付息日 |
UPDATE_TIME |
更新时间 |
样本数据
ID |
SECURITY_ID |
TICKER_SYMBOL |
EXCHANGE_CD |
TRADE_DATE |
OPEN_PRICE |
HIGHEST_PRICE |
LOWEST_PRICE |
CLOSE_PRICE |
TURNOVER_VALUE |
NET_OPEN_PRICE |
NET_HIGHEST_PRICE |
NET_LOWEST_PRICE |
NET_CLOSE_PRICE |
GROSS_OPEN_PRICE |
GROSS_HIGHEST_PRICE |
GROSS_LOWEST_PRICE |
GROSS_CLOSE_PRICE |
OPEN_YIELD |
HIGHEST_YIELD |
LOWEST_YIELD |
CLOSE_YIELD |
DURATION |
CONVEXITY |
YEAR_TO_MATURITY |
REMAIN_SIZE |
COUPON |
NEXT_CPN_DATE |
UPDATE_TIME |
自增ID |
证券ID |
交易代码 |
交易市场代码 |
交易日期 |
开盘市价 |
最高市价 |
最低市价 |
收盘市价 |
成交量 |
开盘净价 |
最高净价 |
最低净价 |
收盘净价 |
开盘全价 |
最高全价 |
最低全价 |
收盘全价 |
开盘收益率 |
最高收益率 |
最低收益率 |
收盘收益率 |
久期 |
凸性 |
剩余期限 |
当前余额 |
当前票面利率 |
下一付息日 |
更新时间 |
37807168 |
5591 |
130393 |
XSHG |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
100.562192 |
|
|
|
|
|
|
1.8466 |
2.400000 |
3.600000 |
2024-02-17 |
2023-10-12 16:28:56.000 |
37807169 |
5595 |
109394 |
XSHE |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
100.562192 |
|
|
|
|
|
|
1.8466 |
2.400000 |
3.600000 |
2024-02-17 |
2023-10-12 16:28:56.000 |
37807170 |
5602 |
130396 |
XSHG |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
100.562192 |
|
|
|
|
|
|
1.8466 |
2.100000 |
3.600000 |
2024-02-17 |
2023-10-12 16:28:56.000 |
37807171 |
5605 |
109397 |
XSHE |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
100.562192 |
|
|
|
|
|
|
1.8466 |
2.100000 |
3.600000 |
2024-02-17 |
2023-10-12 16:28:56.000 |
37807172 |
5695 |
130400 |
XSHG |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
100.545480 |
|
|
|
|
|
|
1.8521 |
23.000000 |
3.620000 |
2024-02-19 |
2023-10-12 16:28:56.000 |
37807173 |
5699 |
109404 |
XSHE |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
100.545480 |
|
|
|
|
|
|
1.8521 |
23.000000 |
3.620000 |
2024-02-19 |
2023-10-12 16:28:56.000 |
37807174 |
5764 |
130403 |
XSHG |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
100.545480 |
|
|
|
|
|
|
1.8521 |
36.000000 |
3.620000 |
2024-02-19 |
2023-10-12 16:28:56.000 |
37807175 |
5766 |
109400 |
XSHE |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
100.545480 |
|
|
|
|
|
|
1.8521 |
36.000000 |
3.620000 |
2024-02-19 |
2023-10-12 16:28:56.000 |
37807176 |
9996 |
010504 |
XSHG |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
106.000000 |
0.000000 |
|
|
|
106.000000 |
|
|
|
107.700301 |
|
|
|
0.319824 |
1.537456 |
3.185611 |
1.589 |
339.200000 |
4.110000 |
2023-11-15 |
2023-10-12 16:28:56.000 |
37807177 |
9998 |
100504 |
XSHE |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
101.700301 |
|
|
|
|
|
|
1.589 |
339.200000 |
4.110000 |
2023-11-15 |
2023-10-12 16:28:56.000 |
37807178 |
10058 |
010609 |
XSHG |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
101.104932 |
|
|
|
|
|
|
2.7041 |
310.900000 |
3.700000 |
2023-12-26 |
2023-10-12 16:28:56.000 |
37807179 |
10059 |
100609 |
XSHE |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
101.104932 |
|
|
|
|
|
|
2.7041 |
310.900000 |
3.700000 |
2023-12-26 |
2023-10-12 16:28:56.000 |
37807180 |
10116 |
010706 |
XSHG |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
101.743096 |
|
|
|
|
|
|
13.5945 |
300.000000 |
4.270000 |
2023-11-17 |
2023-10-12 16:28:56.000 |
37807181 |
10117 |
100706 |
XSHE |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
101.743096 |
|
|
|
|
|
|
13.5945 |
300.000000 |
4.270000 |
2023-11-17 |
2023-10-12 16:28:56.000 |
37807182 |
10145 |
010713 |
XSHG |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
100.718247 |
|
|
|
|
|
|
3.8438 |
280.000000 |
4.520000 |
2024-02-16 |
2023-10-12 16:28:56.000 |
37807183 |
10146 |
100713 |
XSHE |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
100.718247 |
|
|
|
|
|
|
3.8438 |
280.000000 |
4.520000 |
2024-02-16 |
2023-10-12 16:28:56.000 |
37807184 |
10192 |
100806 |
XSHE |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
101.947945 |
|
|
|
|
|
|
14.5699 |
280.000000 |
4.500000 |
2023-11-08 |
2023-10-12 16:28:56.000 |
37807185 |
10193 |
019806 |
XSHG |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
101.947945 |
|
|
|
|
|
|
14.5699 |
280.000000 |
4.500000 |
2023-11-08 |
2023-10-12 16:28:56.000 |
37807186 |
10213 |
100813 |
XSHE |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
100.852658 |
|
|
|
|
|
|
4.8301 |
240.000000 |
4.940000 |
2024-02-11 |
2023-10-12 16:28:56.000 |
37807187 |
10214 |
019813 |
XSHG |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
100.852658 |
|
|
|
|
|
|
4.8301 |
240.000000 |
4.940000 |
2024-02-11 |
2023-10-12 16:28:56.000 |
37807188 |
10233 |
019820 |
XSHG |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
101.853233 |
|
|
|
|
|
|
15.0301 |
240.000000 |
3.910000 |
2023-10-23 |
2023-10-12 16:28:56.000 |
37807189 |
10234 |
100820 |
XSHE |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
101.853233 |
|
|
|
|
|
|
15.0301 |
240.000000 |
3.910000 |
2023-10-23 |
2023-10-12 16:28:56.000 |
37807190 |
10242 |
019823 |
XSHG |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
101.378575 |
|
|
|
|
|
|
0.126 |
240.000000 |
3.620000 |
2023-11-27 |
2023-10-12 16:28:56.000 |
37807191 |
10243 |
100823 |
XSHE |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
101.378575 |
|
|
|
|
|
|
0.126 |
240.000000 |
3.620000 |
2023-11-27 |
2023-10-12 16:28:56.000 |
37807192 |
10258 |
100902 |
XSHE |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
100.581644 |
|
|
|
|
|
|
5.3562 |
220.000000 |
3.860000 |
2024-02-19 |
2023-10-12 16:28:56.000 |
37807193 |
10259 |
019902 |
XSHG |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
100.581644 |
|
|
|
|
|
|
5.3562 |
220.000000 |
3.860000 |
2024-02-19 |
2023-10-12 16:28:56.000 |
37807194 |
10267 |
100905 |
XSHE |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
100.044055 |
|
|
|
|
|
|
15.4904 |
220.000000 |
4.020000 |
2024-04-09 |
2023-10-12 16:28:56.000 |
37807195 |
10268 |
019905 |
XSHG |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
100.044055 |
|
|
|
|
|
|
15.4904 |
220.000000 |
4.020000 |
2024-04-09 |
2023-10-12 16:28:56.000 |
37807196 |
10312 |
100911 |
XSHE |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
101.253589 |
|
|
|
|
|
|
0.663 |
280.000000 |
3.690000 |
2023-12-11 |
2023-10-12 16:28:56.000 |
37807197 |
10313 |
019911 |
XSHG |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
101.253589 |
|
|
|
|
|
|
0.663 |
280.000000 |
3.690000 |
2023-12-11 |
2023-10-12 16:28:56.000 |
37807198 |
10363 |
100920 |
XSHE |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
100.515069 |
|
|
|
|
|
|
5.874 |
260.000000 |
4.000000 |
2024-02-27 |
2023-10-12 16:28:56.000 |
37807199 |
10364 |
019920 |
XSHG |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
100.515069 |
|
|
|
|
|
|
5.874 |
260.000000 |
4.000000 |
2024-02-27 |
2023-10-12 16:28:56.000 |
37807200 |
10390 |
100925 |
XSHE |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
102.072822 |
|
|
|
|
|
|
16.0082 |
240.000000 |
4.180000 |
2023-10-15 |
2023-10-12 16:28:56.000 |
37807201 |
10391 |
019925 |
XSHG |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
95.010000 |
0.000000 |
|
|
|
95.010000 |
|
|
|
97.082822 |
|
|
|
|
|
|
16.0082 |
240.000000 |
4.180000 |
2023-10-15 |
2023-10-12 16:28:56.000 |
37807202 |
10414 |
100930 |
XSHE |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
101.602192 |
|
|
|
|
|
|
36.1342 |
200.000000 |
4.300000 |
2023-11-30 |
2023-10-12 16:28:56.000 |
37807203 |
10415 |
019930 |
XSHG |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
101.602192 |
|
|
|
|
|
|
36.1342 |
200.000000 |
4.300000 |
2023-11-30 |
2023-10-12 16:28:56.000 |
37807204 |
10434 |
019003 |
XSHG |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
100.469479 |
|
|
|
|
|
|
16.3836 |
240.000000 |
4.080000 |
2024-03-01 |
2023-10-12 16:28:56.000 |
37807205 |
10435 |
101003 |
XSHE |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
100.469479 |
|
|
|
|
|
|
16.3836 |
240.000000 |
4.080000 |
2024-03-01 |
2023-10-12 16:28:56.000 |
37807206 |
10458 |
019009 |
XSHG |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
98.800000 |
0.000000 |
|
|
|
98.800000 |
|
|
|
100.763726 |
|
|
|
|
|
|
6.5068 |
280.000000 |
3.960000 |
2023-10-15 |
2023-10-12 16:28:56.000 |
37807207 |
10459 |
101009 |
XSHE |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
101.963726 |
|
|
|
|
|
|
6.5068 |
280.000000 |
3.960000 |
2023-10-15 |
2023-10-12 16:28:56.000 |
37807208 |
10483 |
101014 |
XSHE |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
102.000000 |
0.000000 |
|
|
|
102.000000 |
|
|
|
103.567836 |
|
|
|
3.925056 |
19.511030 |
536.734544 |
36.6137 |
280.000000 |
4.030000 |
2023-11-24 |
2023-10-12 16:28:56.000 |
37807209 |
10484 |
019014 |
XSHG |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
101.567836 |
|
|
|
|
|
|
36.6137 |
280.000000 |
4.030000 |
2023-11-24 |
2023-10-12 16:28:56.000 |
37807210 |
10502 |
101018 |
XSHE |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
101.258685 |
|
|
|
|
|
|
16.6904 |
280.000000 |
4.030000 |
2023-12-21 |
2023-10-12 16:28:56.000 |
37807211 |
10503 |
019018 |
XSHG |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
101.258685 |
|
|
|
|
|
|
16.6904 |
280.000000 |
4.030000 |
2023-12-21 |
2023-10-12 16:28:56.000 |
37807212 |
10522 |
019023 |
XSHG |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
109.500000 |
0.000000 |
|
|
|
109.500000 |
|
|
|
110.324548 |
|
|
|
3.371597 |
15.764512 |
315.611447 |
16.7945 |
280.000000 |
3.960000 |
2024-01-29 |
2023-10-12 16:28:56.000 |
37807213 |
10523 |
101023 |
XSHE |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
100.824548 |
|
|
|
|
|
|
16.7945 |
280.000000 |
3.960000 |
2024-01-29 |
2023-10-12 16:28:56.000 |
37807214 |
10534 |
019026 |
XSHG |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
100.629260 |
|
|
|
|
|
|
16.8438 |
280.000000 |
3.960000 |
2024-02-16 |
2023-10-12 16:28:56.000 |
37807215 |
10535 |
101026 |
XSHE |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
100.629260 |
|
|
|
|
|
|
16.8438 |
280.000000 |
3.960000 |
2024-02-16 |
2023-10-12 16:28:56.000 |
37807216 |
10546 |
019029 |
XSHG |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
99.610000 |
0.000000 |
|
|
|
99.610000 |
|
|
|
100.039096 |
|
|
|
|
|
|
6.8904 |
280.000000 |
3.820000 |
2024-03-02 |
2023-10-12 16:28:56.000 |
37807217 |
10547 |
101029 |
XSHE |
2023-10-12 |
0.000000 |
0.000000 |
0.000000 |
100.000000 |
0.000000 |
|
|
|
100.000000 |
|
|
|
100.429096 |
|
|
|
|
|
|
6.8904 |
280.000000 |
3.820000 |
2024-03-02 |
2023-10-12 16:28:56.000 |
数据更新频率
年度更新，特殊需求另行联系
