恒生科技ETF 10:00窗口：南向净卖出37.556089亿元

[
  {
    "event_id": "eastmoney-hk-20260904-southbound-net-sell-3756-1004",
    "title": "9月4日10:04南向净卖出37.556089亿元",
    "event_time_utc": "2026-09-04T02:04:19Z",
    "event_time_quality": "exact",
    "published_at_utc": "2026-09-04T02:07:37Z",
    "event_type": "capital_flow",
    "asset_keys": ["HSTECH"],
    "direction_score": {"HSTECH": -1},
    "confidence": 92,
    "horizon": "intraday",
    "raw_facts": {
      "asset": "SSE.513130 恒生科技ETF",
      "source": "东方财富 push2delay kamt 接口",
      "observation_window_local": "2026-09-04 09:00 → 10:00 Asia/Shanghai",
      "interface_update_time_local": "2026-09-04 10:04:19—10:04:21 Asia/Shanghai",
      "interface_status": "sh2hk、sz2hk status=1；交易中",
      "unit": "接口 buyAmt、sellAmt、netBuyAmt 原单位为万元人民币；亿元人民币=除以10000",
      "southbound_net_buy_yi_rmb": "-37.556089亿元人民币（净卖出）",
      "southbound_buy_yi_rmb": "111.309245亿元人民币",
      "southbound_sell_yi_rmb": "148.865335亿元人民币",
      "hk_connect_sh_net_buy_yi_rmb": "-24.299798亿元人民币（净卖出）",
      "hk_connect_sz_net_buy_yi_rmb": "-13.256291亿元人民币（净卖出）",
      "raw_interface_fields_wan_rmb": {
        "sh2hk_buyAmt": 753605.96,
        "sh2hk_sellAmt": 996603.94,
        "sh2hk_netBuyAmt": -242997.98,
        "sz2hk_buyAmt": 359486.49,
        "sz2hk_sellAmt": 492049.41,
        "sz2hk_netBuyAmt": -132562.91
      },
      "previous_official_day_net_buy_million_hkd": "3395.25百万港元（2026-09-03；币种与口径不同，不与本事件人民币盘中值直接比较）"
    },
    "transmission_chain": "南向盘中买入额低于卖出额且沪深港股通均为净卖出→跨境成交需求在09:00—10:00偏向卖方→SSE.513130对应HSTECH的场外资金流变量转负。",
    "invalidation_conditions": "港交所公布或更正2026-09-04南向日度成交净额，或东方财富接口回撤、修正10:04观察值时，本事件由官方日度值或更新后的滚动值事件替代。",
    "source_urls": [
      "https://push2delay.eastmoney.com/api/qt/kamt/get?fields1=f1,f2,f3,f4&fields2=f51,f52,f53,f54,f55,f56,f57,f58,f59,f60,f61,f62,f63,f64,f65&ut=b2884a393a59ad64002292a3e90d46a5"
    ],
    "source_tier": "B"
  },
  {
    "event_id": "hkex-hk-20260903-southbound-daily-netbuy-3395",
    "title": "9月3日南向日度净买入3395.25百万港元",
    "event_time_utc": null,
    "event_time_quality": "day_only",
    "published_at_utc": "2026-09-04T02:07:37Z",
    "event_type": "capital_flow",
    "asset_keys": ["HSTECH"],
    "direction_score": {"HSTECH": 1},
    "confidence": 97,
    "horizon": "days",
    "raw_facts": {
      "asset": "SSE.513130 恒生科技ETF",
      "source": "香港交易所 Stock Connect Daily Statistics",
      "observation_date_local": "2026-09-03 Asia/Shanghai",
      "unit": "港交所表格原始金额单位为百万港元",
      "sse_southbound_total_turnover_million_hkd": "49106.33百万港元",
      "sse_southbound_buy_million_hkd": "24902.41百万港元",
      "sse_southbound_sell_million_hkd": "24203.92百万港元",
      "szse_southbound_total_turnover_million_hkd": "31196.88百万港元",
      "szse_southbound_buy_million_hkd": "16946.82百万港元",
      "szse_southbound_sell_million_hkd": "14250.06百万港元",
      "southbound_total_turnover_million_hkd": "80303.21百万港元",
      "southbound_buy_million_hkd": "41849.23百万港元",
      "southbound_sell_million_hkd": "38453.98百万港元",
      "southbound_net_buy_million_hkd": "3395.25百万港元（净买入）",
      "previous_trading_day_net_buy_million_hkd": "4093.27百万港元（2026-09-02）",
      "day_over_day_change_million_hkd": "-698.02百万港元（3395.25-4093.27）"
    },
    "transmission_chain": "港股通9月3日买入成交41849.23百万港元、卖出成交38453.98百万港元→全日跨境成交仍为3395.25百万港元净流入但较前一交易日收窄→HSTECH资金流变量保留偏正而边际减弱。",
    "invalidation_conditions": "港交所随后修订2026-09-03南向买入额、卖出额或净额时，本事件由修订后的官方日度事件替代。",
    "source_urls": [
      "https://www.hkex.com.hk/eng/csm/DailyStat/data_tab_daily_20260903e.js"
    ],
    "source_tier": "A"
  },
  {
    "event_id": "moomoo-hk-20260903-core-holdings-5d",
    "title": "9月3日披露五日持仓变动：腾讯小米增持、美团减持",
    "event_time_utc": null,
    "event_time_quality": "day_only",
    "published_at_utc": "2026-09-04T00:30:02Z",
    "event_type": "capital_flow",
    "asset_keys": ["HSTECH"],
    "direction_score": {"HSTECH": 0},
    "confidence": 78,
    "horizon": "days",
    "raw_facts": {
      "asset": "SSE.513130 恒生科技ETF",
      "source": "Moomoo转载智通财经《智通港股通持股解析|9月4日》",
      "source_published_at_local": "2026-09-04 08:30 Asia/Shanghai",
      "underlying_disclosure_date_local": "2026-09-03 Asia/Shanghai",
      "settlement_note": "页面注明交易所数据根据T+2日结算",
      "comparison_window": "最近有统计数据的5个交易日",
      "core_holdings_change": {
        "腾讯控股_00700": {
          "holding_value_change": "+16.73亿元",
          "holding_shares_change": "+386.39万股"
        },
        "小米集团-W_01810": {
          "holding_value_change": "+6.95亿元",
          "holding_shares_change": "+2534.34万股"
        },
        "美团-W_03690": {
          "holding_value_change": "-7.97亿元",
          "holding_shares_change": "-1026.05万股"
        },
        "阿里巴巴-W_09988": "未进入该页面最近五个交易日增持榜或减持榜，具体变动原文未披露",
        "京东集团-SW_09618": "未进入该页面最近五个交易日增持榜或减持榜，具体变动原文未披露"
      },
      "calculation_note": "页面注明持股额变动=变动持股数×昨日收盘价"
    },
    "transmission_chain": "可核验的最近五个交易日数据显示腾讯与小米持股数量增加、美团持股数量减少，而阿里巴巴与京东具体变动未披露→核心权重股南向持仓信号分化→HSTECH持仓路由维持中性。",
    "invalidation_conditions": "港交所或其他可核验来源更正2026-09-03披露数据，或公布相同结算口径的更新持仓变动时，本事件由更正或更新事件替代。",
    "source_urls": [
      "https://www.moomoo.com/news/post/75792227"
    ],
    "source_tier": "B"
  },
  {
    "event_id": "hkex-hk-20260904-core-buyback-status-1000",
    "title": "截至10:04五家核心股未检出回购公告",
    "event_time_utc": null,
    "event_time_quality": "day_only",
    "published_at_utc": "2026-09-04T02:07:37Z",
    "event_type": "buyback",
    "asset_keys": ["HSTECH"],
    "direction_score": {"HSTECH": 0},
    "confidence": 94,
    "horizon": "intraday",
    "raw_facts": {
      "asset": "SSE.513130 恒生科技ETF",
      "source": "香港交易所披露易 Listed Company Information Title Search",
      "title_search_query_range": "from=20260904&to=20260904",
      "observation_cutoff_local": "2026-09-04 10:04 Asia/Shanghai",
      "core_company_codes_checked": {
        "腾讯控股": "00700",
        "阿里巴巴-W": "09988",
        "美团-W": "03690",
        "小米集团-W": "01810",
        "京东集团-SW": "09618"
      },
      "core_buyback_search_result": "截至10:04:27，五家公司Share Buyback检索均返回0条",
      "buyback_shares_or_amount": "五家核心权重股在已检索范围内原文未披露"
    },
    "transmission_chain": "截至10:04披露易对五家核心权重股的Share Buyback检索未返回公告→观察范围内没有新增核心回购造成流通股收缩的信息→HSTECH回购路由维持中性。",
    "invalidation_conditions": "披露易补录、公司公告或港交所更正显示2026-09-04 09:00—10:00存在上述五家公司回购公告时，本状态事件由对应公告事件替代。",
    "source_urls": [
      "https://www1.hkexnews.hk/search/titlesearch.xhtml?lang=EN&market=SEHK&category=0&from=20260904&to=20260904"
    ],
    "source_tier": "A"
  },
  {
    "event_id": "hsi-hk-20260904-index-review-status-1000",
    "title": "截至10:00所见页面未列恒科调整公告",
    "event_time_utc": null,
    "event_time_quality": "day_only",
    "published_at_utc": "2026-09-04T02:07:37Z",
    "event_type": "index_rebalance",
    "asset_keys": ["HSTECH"],
    "direction_score": {"HSTECH": 0},
    "confidence": 82,
    "horizon": "weeks",
    "raw_facts": {
      "asset": "SSE.513130 恒生科技ETF",
      "source": "恒生指数公司媒体中心",
      "observation_cutoff_local": "2026-09-04 10:00 Asia/Shanghai",
      "new_hstech_constituent_or_weight_adjustment_entry": "本轮抓取所见新闻稿页面未列出2026-09-04相关公告",
      "latest_visible_relevant_entries": "2026-08-21指数检讨结果；2026-08-10恒生科技指数编算方法修订方案征询市场意见",
      "website_status_note": "页面提示指数更新不会及时反映，当前只能有限度提供指数数据",
      "new_constituent_weight_or_freefloat_factor": "原文未披露"
    },
    "transmission_chain": "恒生指数公司本轮所见页面未列出新的恒生科技指数成分、权重或流通系数调整公告→指数复制篮子没有新增官方调整信息→HSTECH指数成分路由维持中性。",
    "invalidation_conditions": "恒生指数公司随后发布或补录恒生科技指数成分、流通系数或权重调整公告时，本状态事件由对应调整事件替代。",
    "source_urls": [
      "https://www.hsi.com.hk/chi/newsroom/press-releases"
    ],
    "source_tier": "A"
  },
  {
    "event_id": "moomoo-hk-20260903-holdings-missing-core-1000",
    "title": "9月3日阿里京东五日持仓变动未披露",
    "event_time_utc": null,
    "event_time_quality": "day_only",
    "published_at_utc": "2026-09-04T00:30:02Z",
    "event_type": "capital_flow",
    "asset_keys": ["HSTECH"],
    "direction_score": {"HSTECH": 0},
    "confidence": 71,
    "horizon": "days",
    "raw_facts": {
      "asset": "SSE.513130 恒生科技ETF",
      "source": "Moomoo转载智通财经《智通港股通持股解析|9月4日》",
      "underlying_disclosure_date_local": "2026-09-03 Asia/Shanghai",
      "comparison_window": "最近有统计数据的5个交易日",
      "阿里巴巴-W_09988": {
        "holding_value_change": "原文未披露",
        "holding_shares_change": "原文未披露",
        "current_holding_ratio": "原文未披露"
      },
      "京东集团-SW_09618": {
        "holding_value_change": "原文未披露",
        "holding_shares_change": "原文未披露",
        "current_holding_ratio": "原文未披露"
      },
      "data_scope_note": "页面仅列出最近五个交易日增持榜与减持榜前10名，未列入不等于持仓没有变化"
    },
    "transmission_chain": "当前可访问的9月3日披露数据未给出阿里巴巴与京东的最近五个交易日持股额、持股股数或比例→两家核心权重股持仓变量缺失→HSTECH个股持仓路由暂维持中性。",
    "invalidation_conditions": "港交所、东方财富或其他可核验来源补发或更正阿里巴巴09988、京东09618的相同结算口径持仓数据时，本状态事件由对应持仓变动事件替代。",
    "source_urls": [
      "https://www.moomoo.com/news/post/75792227"
    ],
    "source_tier": "B"
  }
]