2026年9月10日15:00证券ETF增量：收于1.0910元，两市成交1.65万亿元

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"辅导企业出现大面积撤回或终止辅导协议" ], "source_urls": [ "https://www.csrc.gov.cn/hubei/c105453/c7657778/content.shtml", "https://www.csrc.gov.cn/hubei/c105453/c7657778/7657778/files/湖北辖区 2026 年 8 月末在辅导企业基本情况及辅导监管相关工作信息表.xls" ], "source_tier": "A" }, { "event_id": "exchanges-cn-20260910-turnover-1trillion", "title": "沪深指数合成成交额 11:02 首破 1 万亿元", "event_time_utc": "2026-09-10T03:02:00Z", "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": "2026-09-10", "threshold": "1000000000000 元", "previous_minute_time_asia_shanghai": "2026-09-10 11:01:00", "previous_minute_combined_amount": "998090489930.98 元", "previous_minute_sse_000001_amount": "474901774612 元", "previous_minute_szse_399106_amount": "523188715318.98 元", "first_crossing_time_asia_shanghai": "2026-09-10 11:02:00", "crossing_combined_amount": "1002384599972.02 元", "crossing_sse_000001_cumulative_amount": "476832224484 元", "crossing_szse_399106_cumulative_amount": "525552375488.02 元", "crossing_minute_sse_amount": "1930449872 元", "crossing_minute_szse_amount": "2363660169.04 元", "calculation_scope": "上交所 000001 与深交所 399106 逐分钟 amount 逐项相加；从 09:30 累计至对应分钟，统一 HH:MM 分钟键；该值是指数行情合成口径而非交易所单一官方全市场报表口径" }, "transmission_chain": [ "上证指数与深证综指逐分钟 amount 合成序列在 11:02 突破 1 万亿元整数关口", "两市成交额台阶抬升边际扩大券商全日经纪交易佣金的交易量计费基数", "对证券 ETF 构成温和正向量能驱动" ], "invalidation_conditions": [ "上交所或深交所修订 2026-09-10 逐分钟 amount 导致 11:02 合成值低于 1 万亿元", "计算范围误纳入 11:02 之后的分钟行" ], "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-20260910-turnover-1p1trillion", "title": "沪深指数合成成交额 13:01 首破 1.1 万亿元", "event_time_utc": "2026-09-10T05:01:00Z", "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": "2026-09-10", "threshold": "1100000000000 元", "previous_effective_minute_asia_shanghai": "2026-09-10 11:30:00", "previous_effective_combined_amount": "1091557195610.87 元", "previous_effective_sse_amount": "518005110020 元", "previous_effective_szse_amount": "573552085590.87 元", "first_crossing_time_asia_shanghai": "2026-09-10 13:01:00", "crossing_combined_amount": "1105345980617.33 元", "crossing_sse_000001_cumulative_amount": "524259341502 元", "crossing_szse_399106_cumulative_amount": "581086639115.33 元", "crossing_minute_sse_amount": "6254231482 元", "crossing_minute_szse_amount": "7534553524.46 元", "trading_break_note": "11:31 至 13:00 休市无分钟行，13:01 为午后首个有效分钟 bar 且跨越 1.1 万亿元（单分钟两市合成成交 137.89 亿元）", "calculation_scope": "上交所 000001 与深交所 399106 逐分钟 amount 逐项相加；从 09:30 累计至对应分钟，属指数行情合成口径而非交易所单一官方全市场报表口径" }, "transmission_chain": [ "午间休市后开盘首分钟（13:01）两市合成成交 137.89 亿元，累计额确认站上 1.1 万亿元关口", "交投量能在午后开盘顺利承接，继续提供充沛的市场流动性支撑", "对证券 ETF 构成温和正向量能驱动" ], "invalidation_conditions": [ "上交所或深交所修订逐分钟数据使 13:01 合成值低于 1.1 万亿元", "行情接口在午休时段误增虚假分钟行" ], "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-20260910-turnover-1p2trillion", "title": "沪深指数合成成交额 13:25 首破 1.2 万亿元", "event_time_utc": "2026-09-10T05:25:00Z", "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": "2026-09-10", "threshold": "1200000000000 元", "previous_minute_time_asia_shanghai": "2026-09-10 13:24:00", "previous_minute_combined_amount": "1197614227032.46 元", "previous_minute_sse_amount": "567613628413 元", "previous_minute_szse_amount": "630000598619.46 元", "first_crossing_time_asia_shanghai": "2026-09-10 13:25:00", "crossing_combined_amount": "1201781322400.20 元", "crossing_sse_000001_cumulative_amount": "569684599389 元", "crossing_szse_399106_cumulative_amount": "632096723011.20 元", "crossing_minute_sse_amount": "2070970976 元", "crossing_minute_szse_amount": "2096124391.74 元", "calculation_scope": "上交所 000001 与深交所 399106 逐分钟 amount 逐项相加；从 09:30 累计至对应分钟，属指数行情合成口径而非交易所单一官方全市场报表口径" }, "transmission_chain": [ "沪深两市指数合成成交额在 13:25 跨越 1.2 万亿元关口", "午后交投维持平稳换手，成交规模持续稳步积累", "对证券 ETF 构成温和正向驱动" ], "invalidation_conditions": [ "上交所或深交所修订逐分钟 amount 导致 13:25 合成值低于 1.2 万亿元" ], "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-20260910-turnover-1p3trillion", "title": "沪深指数合成成交额 13:51 首破 1.3 万亿元", "event_time_utc": "2026-09-10T05:51:00Z", "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": "2026-09-10", "threshold": "1300000000000 元", "previous_minute_time_asia_shanghai": "2026-09-10 13:50:00", "previous_minute_combined_amount": "1299940033174.10 元", "previous_minute_sse_amount": "616063513394 元", "previous_minute_szse_amount": "683876519780.10 元", "first_crossing_time_asia_shanghai": "2026-09-10 13:51:00", "crossing_combined_amount": "1303126787577.55 元", "crossing_sse_000001_cumulative_amount": "617524767966 元", "crossing_szse_399106_cumulative_amount": "685602019611.55 元", "crossing_minute_sse_amount": "1461254572 元", "crossing_minute_szse_amount": "1725499831.45 元", "calculation_scope": "上交所 000001 与深交所 399106 逐分钟 amount 逐项相加；从 09:30 累计至对应分钟，属指数行情合成口径而非交易所单一官方全市场报表口径" }, "transmission_chain": [ "沪深两市指数合成成交额在 13:51 突破 1.3 万亿元量级", "两市成交按每 25 分钟约 1000 亿元节奏稳定积累，量能充沛", "对证券 ETF 构成温和正向驱动" ], "invalidation_conditions": [ "交易所修订分时数据导致 13:51 合成值低于 1.3 万亿元" ], "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-20260910-turnover-1p4trillion", "title": "沪深指数合成成交额 14:19 首破 1.4 万亿元", "event_time_utc": "2026-09-10T06:19:00Z", "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": "2026-09-10", "threshold": "1400000000000 元", "previous_minute_time_asia_shanghai": "2026-09-10 14:18:00", "previous_minute_combined_amount": "1396520061927.25 元", "previous_minute_sse_amount": "663426052146 元", "previous_minute_szse_amount": "733094009781.25 元", "first_crossing_time_asia_shanghai": "2026-09-10 14:19:00", "crossing_combined_amount": "1400169953768.65 元", "crossing_sse_000001_cumulative_amount": "665286719340 元", "crossing_szse_399106_cumulative_amount": "734883234428.65 元", "crossing_minute_sse_amount": "1860667194 元", "crossing_minute_szse_amount": "1789224647.4 元", "calculation_scope": "上交所 000001 与深交所 399106 逐分钟 amount 逐项相加；从 09:30 累计至对应分钟，属指数行情合成口径而非交易所单一官方全市场报表口径" }, "transmission_chain": [ "沪深两市指数合成成交额在 14:19 突破 1.4 万亿元关口", "进入尾盘前成交量能保持平稳递增，交易活跃度维持良好", "对证券 ETF 构成温和正向支撑" ], "invalidation_conditions": [ "交易所修订逐分钟 amount 导致 14:19 合成值低于 1.4 万亿元" ], "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-20260910-turnover-1p5trillion", "title": "沪深指数合成成交额 14:43 首破 1.5 万亿元", "event_time_utc": "2026-09-10T06:43:00Z", "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": "2026-09-10", "threshold": "1500000000000 元", "previous_minute_time_asia_shanghai": "2026-09-10 14:42:00", "previous_minute_combined_amount": "1499762223965.00 元", "previous_minute_sse_amount": "712560539781 元", "previous_minute_szse_amount": "787201684184.00 元", "first_crossing_time_asia_shanghai": "2026-09-10 14:43:00", "crossing_combined_amount": "1505150051394.64 元", "crossing_sse_000001_cumulative_amount": "714929205583 元", "crossing_szse_399106_cumulative_amount": "790220845811.64 元", "crossing_minute_sse_amount": "2368665802 元", "crossing_minute_szse_amount": "3019161627.64 元", "critical_crossing_note": "14:42 距 1.5 万亿元阈值仅差 2.38 亿元，14:43 单分钟两市成交超 53.87 亿元完成放量跨越", "calculation_scope": "上交所 000001 与深交所 399106 逐分钟 amount 逐项相加；从 09:30 累计至对应分钟，属指数行情合成口径而非交易所单一官方全市场报表口径" }, "transmission_chain": [ "沪深两市指数合成成交额在 14:43 突破 1.5 万亿元大关", "临近收盘前成交呈现临界加速跨越，市场活跃资金加速换手", "量能台阶抬升对证券 ETF 构成温和正向驱动" ], "invalidation_conditions": [ "交易所修订逐分钟 amount 导致 14:43 合成值低于 1.5 万亿元" ], "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-20260910-turnover-1p6trillion", "title": "沪深指数合成成交额 14:55 首破 1.6 万亿元", "event_time_utc": "2026-09-10T06:55:00Z", "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": "2026-09-10", "threshold": "1600000000000 元", "previous_minute_time_asia_shanghai": "2026-09-10 14:54:00", "previous_minute_combined_amount": "1592641945328.66 元", "previous_minute_sse_amount": "754946148865 元", "previous_minute_szse_amount": "837695796463.66 元", "first_crossing_time_asia_shanghai": "2026-09-10 14:55:00", "crossing_combined_amount": "1603269078046.45 元", "crossing_sse_000001_cumulative_amount": "759799109530 元", "crossing_szse_399106_cumulative_amount": "843469968516.45 元", "crossing_minute_sse_amount": "4852960665 元", "crossing_minute_szse_amount": "5774172052.79 元", "unreached_threshold_check": "1.7 万亿元在 15:00 收盘前未被触及（全天收盘为 1647147829488.21 元）", "calculation_scope": "上交所 000001 与深交所 399106 逐分钟 amount 逐项相加；从 09:30 累计至对应分钟，属指数行情合成口径而非交易所单一官方全市场报表口径" }, "transmission_chain": [ "沪深两市指数合成成交额在 14:55 突破 1.6 万亿元关口，14:55 单分钟两市成交达 106.27 亿元", "尽管尾盘大盘指数有所承压，但成交额台阶抬升对券商以交易量为基础的经纪业务仍具正面量能支撑", "对证券 ETF 构成温和正向支撑" ], "invalidation_conditions": [ "交易所修订逐分钟 amount 导致 14:55 合成值低于 1.6 万亿元" ], "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-20260910-1500-close", "title": "9 月 10 日收盘沪深指数合成成交 1.65 万亿元", "event_time_utc": "2026-09-10T07:00:00Z", "event_time_quality": "exact", "published_at_utc": null, "event_type": "turnover_data", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 0 }, "confidence": 99, "horizon": "intraday", "raw_facts": { "statistical_date": "2026-09-10", "cutoff_time_asia_shanghai": "2026-09-10 15:00:00", "final_combined_turnover_amount": "1647147829488.21 元", "final_sse_000001_turnover_amount": "779672692273 元", "final_szse_399106_turnover_amount": "867475137215.21 元", "window_increment_turnover_amount": "653249628872.68 元", "window_increment_sse_amount": "306659097880 元", "window_increment_szse_amount": "346590530992.68 元", "minute_1500_call_auction_sse_amount": "8204831424 元", "minute_1500_call_auction_szse_amount": "9724932089.48 元", "snapshot_differences": "上交所 000001 快照 amount 为 779672692270 元（较逐分钟求和低 3 元）；深交所 399106 数据 amount 为 867475137215.2 元（较逐分钟求和低 0.01 元）", "final_sse_000001_close_price": "3934.4036 点", "final_sse_000001_change": "-17.1032 点", "final_sse_000001_change_pct": "-0.4328222337868683409579353375%", "final_szse_399106_close_price": "2502.04 点", "final_szse_399106_change": "-24.11 点", "final_szse_399106_change_pct": "-0.9544168002691843318884468460%", "calculation_scope": "上交所 000001 与深交所 399106 逐分钟 amount 用 Decimal 累加，严格截取 241 行（含 15:00 收盘 bar），排除 15:00 之后行；为指数行情合成口径而非交易所单一官方全市场报表口径" }, "transmission_chain": [ "9 月 10 日 A 股全天收盘，两市指数合成成交额达到 16471.48 亿元，较上一交易日（9 月 9 日）全天指数合成成交额 18556.07 亿元减少 2084.59 亿元", "上证指数收跌 0.43%报 3934.40 点，深证综指收跌 0.95%报 2502.04 点", "全天成交规模稳居 1.6 万亿元上方对经纪佣金形成量能支撑，但两市基准指数收跌形成价格压制，对证券 ETF 方向分数记为中性" ], "invalidation_conditions": [ "上交所或深交所修订 2026-09-10 逐分钟分时成交数据", "计算误纳入 15:00 之后的盘后交易数据" ], "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/snap/000001?select=no,name,last,change,change_pct,amount,volume", "http://www.szse.cn/api/market/ssjjhq/getTimeData?marketId=1&code=399106" ], "source_tier": "A" }, { "event_id": "sse-cn-20260910-512880-close", "title": "证券 ETF 收盘涨 0.55%报 1.0910 元", "event_time_utc": "2026-09-10T07:00:00Z", "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": "2026-09-10", "cutoff_time_asia_shanghai": "2026-09-10 15:00:00", "ticker": "SSE.512880", "name": "证券 ETF", "close_price": "1.0910 元", "previous_close": "1.0850 元", "price_change": "+0.0060 元", "price_change_pct": "+0.5529953917050691244239631336%", "day_high": "1.0940 元", "day_low": "1.0780 元", "window_high": "1.0930 元（14:39）", "window_low": "1.0870 元（11:03）", "total_trading_volume": "1471910575 份", "total_trading_amount": "1601203062 元", "morning_close_comparison": "11:00 时点成交额为 789574167 元/727468700 份，午后增量成交 811628895 元/744441875 份", "previous_day_comparison": "前一交易日（9 月 9 日）全天成交额为 1806287950 元/1665427100 份", "minute_1500_call_auction_volume": "6994600 份（已计入全天累计）", "minute_1500_call_auction_amount": "7631108 元（已计入全天累计）", "post_market_fixed_price_rows_excluded": "排除 15:06 至 15:16 盘后固定价格交易 11 行（812600 份/886547 元）", "snap_match_status": "逐分钟求和与 snap 快照 amount 和 volume 零差异" }, "transmission_chain": [ "证券 ETF（512880）全天逆市上涨 0.55%收于 1.0910 元，强于上证指数（-0.43%）与深证综指（-0.95%）", "全天成交额达 16.01 亿元，成交份额达 14.72 亿份，收盘集合竞价产生 763.11 万元成交并平稳纳入口径", "标的 ETF 呈现较强相对抗跌韧性，对证券板块释放温和偏多定价信号" ], "invalidation_conditions": [ "上交所修订 2026-09-10 证券 ETF（512880）分时或快照行情数据", "行情计算误纳入 15:00 之后的盘后定价交易行" ], "source_urls": [ "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,change,change_pct,amount,volume" ], "source_tier": "A" } ]