2026-09-08 15:00 证券ETF结构化事件流

[ { "event_id": "exchanges-cn-20260908-turnover-1p5trillion", "title": "沪深分钟合成成交额突破 1.5 万亿元", "event_time_utc": "2026-09-08T05:46:00Z", "event_time_quality": "exact", "published_at_utc": null, "event_type": "turnover_data", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 2 }, "confidence": 99, "horizon": "intraday", "raw_facts": { "statistical_date": "2026-09-08", "first_crossing_time_asia_shanghai": "2026-09-08T13:46:00+08:00", "previous_minute_time_asia_shanghai": "2026-09-08T13:45:00+08:00", "previous_minute_combined_amount": "1495434185604.05 元", "threshold": "1500000000000 元", "sse_000001_cumulative_minute_amount": "703137702382 元", "szse_399106_cumulative_minute_amount": "797099732914.29 元", "combined_cumulative_minute_amount": "1500237435296.29 元", "calculation_scope": "上交所 000001 逐分钟 amount 与深交所 399106 逐分钟 amount 逐项相加；两项单位均为元；该合成值不是交易所发布的单一沪深全市场官方口径" }, "transmission_chain": [ "上证指数与深证综指的分钟 amount 合成值在 13:46 首次越过 1.5 万亿元", "该代理指标显示两市成交金额继续积累", "更高的成交基数通常有利于券商经纪业务收入，对证券 ETF 构成正向量能代理信号" ], "invalidation_conditions": [ "上交所或深交所回补、修订逐分钟 amount 后，13:46 合成值降至 1500000000000 元以下", "任一交易所调整接口统计范围或 amount 口径，导致两项数据不可直接相加" ], "source_urls": [ "https://yunhq.sse.com.cn:32042/v1/sh1/line/000001?begin=0&end=-1&select=time,price,change,change_pct,volume,amount", "http://www.szse.cn/api/market/ssjjhq/getTimeData?marketId=1&code=399106" ], "source_tier": "A" }, { "event_id": "exchanges-cn-20260908-turnover-1p8trillion", "title": "沪深分钟合成成交额突破 1.8 万亿元", "event_time_utc": "2026-09-08T06:41:00Z", "event_time_quality": "exact", "published_at_utc": null, "event_type": "turnover_data", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 2 }, "confidence": 99, "horizon": "intraday", "raw_facts": { "statistical_date": "2026-09-08", "first_crossing_time_asia_shanghai": "2026-09-08T14:41:00+08:00", "previous_minute_time_asia_shanghai": "2026-09-08T14:40:00+08:00", "threshold": "1800000000000 元", "previous_minute_combined_amount": "1796223493654.76 元", "sse_000001_cumulative_minute_amount": "842907373051 元", "szse_399106_cumulative_minute_amount": "959726788175.29 元", "combined_cumulative_minute_amount": "1802634161226.29 元", "calculation_scope": "上交所 000001 逐分钟 amount 与深交所 399106 逐分钟 amount 逐项相加；两项单位均为元；该合成值不是交易所发布的单一沪深全市场官方口径" }, "transmission_chain": [ "上证指数与深证综指的分钟 amount 合成值在 14:41 首次越过 1.8 万亿元", "该代理指标较 1.5 万亿元阈值继续上升", "更高的成交基数通常有利于券商经纪业务收入，对证券 ETF 提供更强的正向量能代理信号" ], "invalidation_conditions": [ "上交所或深交所回补、修订逐分钟 amount 后，14:41 合成值降至 1800000000000 元以下", "任一交易所调整接口统计范围或 amount 口径，导致两项数据不可直接相加" ], "source_urls": [ "https://yunhq.sse.com.cn:32042/v1/sh1/line/000001?begin=0&end=-1&select=time,price,change,change_pct,volume,amount", "http://www.szse.cn/api/market/ssjjhq/getTimeData?marketId=1&code=399106" ], "source_tier": "A" }, { "event_id": "sse-szse-cn-20260908-1500-close", "title": "证券 ETF 收于 1.085 元，分钟合成额未破 2 万亿元", "event_time_utc": "2026-09-08T07:00:00Z", "event_time_quality": "exact", "published_at_utc": null, "event_type": "turnover_data", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 1 }, "confidence": 99, "horizon": "intraday", "raw_facts": { "statistical_date": "2026-09-08", "cutoff_time_asia_shanghai": "2026-09-08T15:00:00+08:00", "sse_000001_cumulative_minute_amount": "915566238945 元", "sse_000001_snapshot_amount": "915566238949 元", "sse_amount_difference_snapshot_minus_minute_sum": "+4 元", "szse_399106_cumulative_minute_amount": "1044768430082.42 元", "szse_399106_api_amount": "1044768430082.39 元", "szse_amount_difference_api_minus_minute_sum": "-0.03 元", "combined_cumulative_minute_amount": "1960334669027.42 元", "combined_threshold_status": "高于 1800000000000 元，低于 2000000000000 元", "calculation_scope": "上交所 000001 逐分钟 amount 与深交所 399106 逐分钟 amount 逐项相加；两项单位均为元；仅纳入 15:00 及以前分钟行；该合成值不是交易所发布的单一沪深全市场官方口径", "sse_512880_close_price": "1.0850 元", "sse_512880_previous_close": "1.0910 元", "sse_512880_price_change": "-0.0060 元", "sse_512880_cumulative_minute_amount": "1519259169 元", "sse_512880_snapshot_amount": "1519259169 元", "sse_512880_volume": "1394775097 份", "direction_score_basis": "分钟合成成交额代理信号为正，证券 ETF 收盘价格信号为负；综合方向分数为+1" }, "transmission_chain": [ "上证指数与深证综指的分钟 amount 合成值收于 1960334669027.42 元", "该代理量能指标对券商经纪业务收入基数形成正向信号", "证券 ETF 收盘价较前收盘下跌 0.0060 元，形成独立的负向价格信号", "方向分数+1 表示量能与价格两个信号综合后温和偏正，不表示价格已经转强" ], "invalidation_conditions": [ "上交所或深交所回补、修订 15:00 及以前逐分钟 amount，导致收盘合成值或阈值状态变化", "上交所修订 512880 收盘价、前收盘价、成交额或成交量", "任一交易所调整接口统计范围或 amount 口径，导致两项数据不可直接相加" ], "source_urls": [ "https://yunhq.sse.com.cn:32042/v1/sh1/line/000001?begin=0&end=-1&select=time,price,change,change_pct,volume,amount", "https://yunhq.sse.com.cn:32042/v1/sh1/line/512880?begin=0&end=-1&select=time,price,change,change_pct,volume,amount", "https://yunhq.sse.com.cn:32042/v1/sh1/snap/512880?select=no,name,last,prev_close,change,change_pct,amount,volume,time", "http://www.szse.cn/api/market/ssjjhq/getTimeData?marketId=1&code=399106" ], "source_tier": "A" }, { "event_id": "stcn-cn-20260908-bse920229-subscription", "title": "世纪数码发行价 15.67 元，9 月 9 日申购", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": "2026-09-08T06:55:00Z", "event_type": "ipo_pipeline", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 0 }, "confidence": 90, "horizon": "weeks", "raw_facts": { "issuer": "世纪数码", "security_code": "920229.BJ", "subscription_date": "2026-09-09", "issue_code": "920229", "issue_price": "15.67 元/股", "issue_pe_ratio": "13.49 倍", "reference_industry_pe_ratio": "45.97 倍", "single_account_subscription_limit": "46.75 万股", "initial_issue_size": "1100.00 万股", "initial_online_issue_size": "770.00 万股", "strategic_placement_size": "330.00 万股", "strategic_placement_ratio": "30.00%", "authorized_overallotment_size": "165.00 万股", "authorized_overallotment_ratio": "15.00%", "online_issue_size_if_overallotment_used": "935.00 万股", "total_issue_size_if_overallotment_used": "1265.00 万股", "post_issue_total_share_capital": "4434.00 万股", "estimated_gross_proceeds": "1.72 亿元", "estimated_gross_proceeds_if_overallotment_fully_used": "1.98 亿元", "sponsor_and_overallotment_authorized_party": "东方证券" }, "transmission_chain": [ "北交所新股按计划进入申购", "东方证券担任保荐机构并获授权执行 165.00 万股超额配售安排", "该项目更新北交所发行管线与东方证券承销业务信息", "单一项目不足以形成证券板块方向信号，方向分数记为 0" ], "invalidation_conditions": [ "发行人延迟或中止申购", "发行方案修订发行价、发行数量、超额配售安排或主承销机构" ], "source_urls": [ "[https://www.[stcn.com/article/detail/4176335.html](https://www.stcn.com/article/detail/4176335.html)](https://stcn.com/article/detail/4176335.html](https://www.stcn.com/article/detail/4176335.html))" ], "source_tier": "B" } ]