沪深成交额午后续破1.9万亿元，证券ETF跌1.27%

[ { "event_id": "hkex-hk-20260907-midday-shortsell-main-gem", "title": "港交所主板午间沽空成交额 HKD 16,265,795,881", "event_time_utc": null, "event_time_quality": "day_only", "published_at_utc": null, "event_type": "turnover_data", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 0 }, "confidence": 97, "horizon": "days", "raw_facts": { "publisher": "Hong Kong Exchanges and Clearing Limited（香港交易所）", "statistics_date": "2026-09-07", "coverage": "截至上午收市的主板及 GEM 沽空成交统计", "resource_last_modified": "Mon, 07 Sep 2026 04:08:28 GMT（HTTP Last-Modified，仅作资源更新时间证据，不作实际发布时间）", "main_board": { "all_designated_securities": "成交量 1,072,143,931 股；沽空额 HKD 16,265,795,881，另 CNY 7,401,279、USD 324,498；占主板午间市场成交额 13%", "non_etp_designated_securities": "成交量 653,918,675 股；沽空额 HKD 12,084,533,128，另 CNY 6,531,970；占主板午间市场成交额 10%", "etp": "成交量 418,225,256 股；沽空额 HKD 4,181,262,753，另 CNY 869,309、USD 324,498；占主板午间市场成交额 3%", "market_turnover": "HKD 122,974,650,391", "securities_with_short_selling": "817 只（非 ETP 指定证券 738 只、ETP 79 只）" }, "gem": { "securities_with_short_selling": "3 只（8137 HONBRIDGE、8279 AGTECH、8299 GT GOLD）", "short_selling_volume": "1,946,000 股", "short_selling_turnover": "HKD 1,224,810", "market_turnover": "HKD 47,787,339", "share_of_market_turnover": "3%" }, "previous_comparable_2026_09_03": "主板全部指定证券沽空额 HKD 20,848,220,801，占午间市场成交额 20%；主板午间市场成交额 HKD 105,013,198,601", "published_at_note": "两个 HKEX 静态统计页没有独立稿件发布时间，因此 published_at_utc 为 null" }, "transmission_chain": "港交所主板 2026 年 9 月 7 日上午成交额由 9 月 3 日可比批次的 HKD 105,013,198,601 升至 HKD 122,974,650,391；主板指定证券沽空成交额由 HKD 20,848,220,801 降至 HKD 16,265,795,881，占比由 20%降至 13%。这组港股盘中量能指标没有提供 SSE.512880 的直接方向证据，对 SECURITIES 记为 0。", "invalidation_conditions": "HKEX 更正 2026 年 9 月 7 日午间沽空成交额、成交量、市场成交额、占比或统计范围时，按最新官方文件更新。", "source_urls": [ "https://www.hkex.com.hk/eng/stat/smstat/ssturnover/ncms/mshtmain.htm", "https://www.hkex.com.hk/eng/stat/smstat/ssturnover/ncms/mshtgem.htm" ], "source_tier": "A" }, { "event_id": "hkex-hk-20260907-southbound-inclusion-batch", "title": "九份公告确认 9 家公司 9 月 7 日纳入港股通", "event_time_utc": "2026-09-07T04:00:00Z", "event_time_quality": "exact", "published_at_utc": "2026-09-07T04:00:00Z", "event_type": "liquidity_flow", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 0 }, "confidence": 95, "horizon": "days", "raw_facts": { "publisher": "HKEXnews（九份原生公司公告）", "announcement_batch_time_hkt": "2026-09-07 12:00 至 12:13", "effective_date": "2026-09-07", "exchange_basis": "上交所 2026-09-04 发布港股通标的调整通知；深交所 2026-09-07 发布深港通下港股通标的证券名单调整公告", "companies": [ { "name": "Ascletis-B 歌礼制药", "stock_code": "01672", "hkexnews_time_hkt": "12:00", "eligible_connect": "沪港通及深港通" }, { "name": "Tongguan Gold 潼关黄金", "stock_code": "00340", "hkexnews_time_hkt": "12:00", "eligible_connect": "沪港通及深港通" }, { "name": "Henlius 复宏汉霖", "stock_code": "02696", "hkexnews_time_hkt": "12:00", "eligible_connect": "沪港通及深港通" }, { "name": "Viewtrix 雲英谷", "stock_code": "03310", "hkexnews_time_hkt": "12:00", "eligible_connect": "沪港通及深港通" }, { "name": "Baidu 百度", "stock_code": "09888/89888", "hkexnews_time_hkt": "12:01", "eligible_connect": "本次新增深港通资格；沪港通资格已于 2026-09-04 公告，均自 2026-09-07 生效" }, { "name": "HQVT 深圳海清智元", "stock_code": "01392", "hkexnews_time_hkt": "12:01", "eligible_connect": "沪港通及深港通" }, { "name": "Crealights 北京海光芯正", "stock_code": "01191", "hkexnews_time_hkt": "12:02", "eligible_connect": "沪港通及深港通" }, { "name": "Impact Therapeutics 英派药业", "stock_code": "07630", "hkexnews_time_hkt": "12:07", "eligible_connect": "沪港通及深港通" }, { "name": "Ribo Life 瑞博生物", "stock_code": "06938", "hkexnews_time_hkt": "12:13", "eligible_connect": "沪港通及深港通；公告另载纳入恒生综合指数成分股" } ], "batch_note": "九份公告均载明纳入资格自 2026-09-07 生效；event_time_utc 与 published_at_utc 取本批最早的 12:00 HKT 公告时刻" }, "transmission_chain": "九家公司在 HKEXnews 确认自 2026 年 9 月 7 日起纳入沪港通及深港通下港股通，百度本次补足深港通资格。标的扩容增加了南向交易的可选证券，但九份公告没有披露新增成交额或券商收入，对 SSE.512880 记为 0。", "invalidation_conditions": "上交所、深交所或相关公司更正生效日期、标的名单、证券代码或互联互通资格时，按最新公告更新。", "source_urls": [ "https://www1.hkexnews.hk/listedco/listconews/sehk/2026/0907/2026090700193.pdf", "https://www1.hkexnews.hk/listedco/listconews/sehk/2026/0907/2026090700189.pdf", "https://www1.hkexnews.hk/listedco/listconews/sehk/2026/0907/2026090700185.pdf", "https://www1.hkexnews.hk/listedco/listconews/sehk/2026/0907/2026090700183.pdf", "https://www1.hkexnews.hk/listedco/listconews/sehk/2026/0907/2026090700195.pdf", "https://www1.hkexnews.hk/listedco/listconews/sehk/2026/0907/2026090700169.pdf", "https://www1.hkexnews.hk/listedco/listconews/sehk/2026/0907/2026090700199.pdf", "https://www1.hkexnews.hk/listedco/listconews/sehk/2026/0907/2026090700211.pdf", "https://www1.hkexnews.hk/listedco/listconews/sehk/2026/0907/2026090700217.pdf" ], "source_tier": "A" }, { "event_id": "market-cn-20260907-turnover-1trillion", "title": "沪深成交额收于 1,946,018,893,712.43 元", "event_time_utc": "2026-09-07T07:00:00Z", "event_time_quality": "exact", "published_at_utc": null, "event_type": "turnover_data", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 0 }, "confidence": 97, "horizon": "intraday", "raw_facts": { "statistics_date": "2026-09-07", "update_of": "同日 11:00 版已发布的稳定事件 market-cn-20260907-turnover-1trillion；本次增加午后阈值与 15:00 收盘值", "calculation_scope": "上证指数 000001 逐分钟成交额与深证综指 399106 逐分钟成交额按分钟对齐后用 Decimal 精确相加；不含北交所，不是交易所单一官方沪深全市场口径", "amount_unit": "人民币元", "cumulative_at_11_00": "1,119,323,274,073.28", "new_thresholds": [ { "threshold": "1,200,000,000,000", "first_reached_beijing": "11:20 分钟 bar", "previous_minute_cumulative": "1,196,430,323,141.77", "reached_minute_cumulative": "1,200,626,311,746.51" }, { "threshold": "1,300,000,000,000", "first_reached_beijing": "13:09 分钟 bar", "previous_minute_cumulative": "1,299,902,859,981.08", "reached_minute_cumulative": "1,304,501,658,344.03" }, { "threshold": "1,400,000,000,000", "first_reached_beijing": "13:27 分钟 bar", "previous_minute_cumulative": "1,398,617,403,253.65", "reached_minute_cumulative": "1,404,225,980,580.26" }, { "threshold": "1,500,000,000,000", "first_reached_beijing": "13:42 分钟 bar", "previous_minute_cumulative": "1,496,707,520,587.68", "reached_minute_cumulative": "1,501,513,955,905.76" }, { "threshold": "1,600,000,000,000", "first_reached_beijing": "14:03 分钟 bar", "previous_minute_cumulative": "1,596,542,016,007.32", "reached_minute_cumulative": "1,600,795,576,304.75" }, { "threshold": "1,700,000,000,000", "first_reached_beijing": "14:26 分钟 bar", "previous_minute_cumulative": "1,698,946,491,139.28", "reached_minute_cumulative": "1,702,798,379,505.05" }, { "threshold": "1,800,000,000,000", "first_reached_beijing": "14:45 分钟 bar", "previous_minute_cumulative": "1,799,628,215,600.15", "reached_minute_cumulative": "1,806,188,944,024.96" }, { "threshold": "1,900,000,000,000", "first_reached_beijing": "14:56 分钟 bar", "previous_minute_cumulative": "1,895,542,040,662.83", "reached_minute_cumulative": "1,909,586,363,431.74" } ], "close_at_15_00": { "sse_000001_amount": "897,904,014,869", "szse_399106_header_amount": "1,048,114,878,843.43", "szse_399106_minute_sum": "1,048,114,878,843.38", "combined_header_sum": "1,946,018,893,712.43", "combined_minute_sum": "1,946,018,893,712.38", "official_internal_difference": "0.05（深证综指 data.amount 与逐分钟行合计的尾差）" }, "window_increment_11_00_01_to_15_00": "826,695,619,639.10（逐分钟行加总口径）", "published_at_note": "两个官方行情接口没有独立稿件发布时间，因此 published_at_utc 为 null" }, "transmission_chain": "沪深指数行情口径成交额从 11:00 的 1,119,323,274,073.28 元增至 15:00 的 1,946,018,893,712.43 元，14:56 首次越过 1,900,000,000,000 元；SSE.512880 当日收跌 1.27%。成交额与证券 ETF 价格的同日方向不一致，该成交额事件对 SECURITIES 记为 0。", "invalidation_conditions": "上交所或深交所更正逐分钟成交额、15:00 汇总金额、统计范围或时间序列时，重算阈值首达时点、窗口增量与收盘合计。", "source_urls": [ "http://yunhq.sse.com.cn:32041/v1/sh1/line/000001?select=time,price,volume,amount", "https://www.szse.cn/api/market/ssjjhq/getTimeData?marketId=1&code=399106" ], "source_tier": "A" }, { "event_id": "sse-cn-20260907-512880-close", "title": "证券 ETF 收于 1.0910 元，下跌 1.27%", "event_time_utc": "2026-09-07T07:00:00Z", "event_time_quality": "exact", "published_at_utc": null, "event_type": "turnover_data", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": -2 }, "confidence": 98, "horizon": "intraday", "raw_facts": { "publisher": "上海证券交易所行情服务", "instrument": "证券 ETF（SSE.512880，国泰中证全指证券公司 ETF）", "statistics_date": "2026-09-07", "previous_close": "1.1050 元", "open": "1.1060 元", "high": "1.1100 元", "low": "1.0900 元", "close": "1.0910 元", "change": "-0.0140 元", "change_percent": "-1.27%（官方 snap 字段）", "full_day_volume": "1,521,612,126 份", "full_day_amount": "1,667,626,748 元", "baseline_at_11_00": "价格 1.0940 元；成交量 763,576,998 份；累计成交额 839,716,034 元", "window_increment_11_00_01_to_15_00": "成交量 758,035,128 份；成交额 827,910,714 元", "closing_auction_15_00": "成交量 29,418,000 份；成交额 32,095,038 元；成交价 1.0910 元", "after_hours_exclusion": "逐分钟接口 15:00 后追加的 150600、150700、150800、150900、151000、151100 记录全部排除", "published_at_note": "上交所行情接口没有独立稿件发布时间，因此 published_at_utc 为 null" }, "transmission_chain": "SSE.512880 从 11:00 的 1.0940 元降至 15:00 的 1.0910 元，收盘较前收 1.1050 元下跌 1.27%，且收盘价接近当日最低 1.0900 元。该价格变化直接对应跟踪标的，对 SECURITIES 记为-2。", "invalidation_conditions": "上交所更正 512880 收盘价、涨跌幅、成交量、成交额或收盘集合竞价数据时，按最新官方行情更新。", "source_urls": [ "http://yunhq.sse.com.cn:32041/v1/sh1/snap/512880", "http://yunhq.sse.com.cn:32041/v1/sh1/line/512880?select=time,price,volume,amount" ], "source_tier": "A" }, { "event_id": "sse-cn-20260907-sh-index-close", "title": "上证指数收于 3932.6992 点，上涨 0.07%", "event_time_utc": "2026-09-07T07:00:00Z", "event_time_quality": "exact", "published_at_utc": null, "event_type": "turnover_data", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 0 }, "confidence": 98, "horizon": "intraday", "raw_facts": { "publisher": "上海证券交易所行情服务", "instrument": "上证指数（SSE.000001）", "statistics_date": "2026-09-07", "previous_close": "3930.1164 点", "open": "3942.5093 点", "high": "3948.4206 点", "low": "3916.4915 点", "close": "3932.6992 点", "change": "+2.5828 点", "change_percent": "+0.07%（官方 snap 字段）", "full_day_volume": "477,375,261 手", "full_day_amount": "897,904,014,869 元", "baseline_at_11_00": "点位 3919.2448；涨跌-10.8716 点；成交量 277,643,086 手；累计成交额 521,902,537,713 元", "window_increment_11_00_01_to_15_00": "成交量 199,732,175 手；成交额 376,001,477,156 元", "last_minute_15_00": "成交量 5,991,282 手；成交额 9,382,409,647 元", "published_at_note": "上交所行情接口没有独立稿件发布时间，因此 published_at_utc 为 null" }, "transmission_chain": "上证指数从 11:00 的 3919.2448 点回升至 15:00 的 3932.6992 点，日涨幅为 0.07%；同期 SSE.512880 收跌 1.27%。上证指数日涨幅接近零，且与证券 ETF 方向不同，对 SECURITIES 记为 0。", "invalidation_conditions": "上交所更正上证指数收盘点位、涨跌、成交量、成交额或逐分钟序列时，按最新官方行情更新。", "source_urls": [ "http://yunhq.sse.com.cn:32041/v1/sh1/snap/000001", "http://yunhq.sse.com.cn:32041/v1/sh1/line/000001?select=time,price,volume,amount" ], "source_tier": "A" }, { "event_id": "szse-cn-20260907-sz-index-close", "title": "深证综指收于 2530.46 点，上涨 1.50%", "event_time_utc": "2026-09-07T07:00:00Z", "event_time_quality": "exact", "published_at_utc": null, "event_type": "turnover_data", "asset_keys": [ "SECURITIES" ], "direction_score": { "SECURITIES": 0 }, "confidence": 98, "horizon": "intraday", "raw_facts": { "publisher": "深圳证券交易所行情服务", "instrument": "深证综指（SZSE.399106）", "statistics_date": "2026-09-07", "market_time": "2026-09-07 15:00:00", "previous_close": "2492.96 点", "open": "2504.59 点", "high": "2536.42 点", "low": "2500.31 点", "close": "2530.46 点", "change": "+37.50 点", "change_percent": "+1.50%（官方 15:00 分钟行字段）", "full_day_volume": "587,625,706 手", "full_day_amount_header": "1,048,114,878,843.43 元", "full_day_amount_minute_sum": "1,048,114,878,843.38 元", "official_internal_difference": "0.05 元", "baseline_at_11_00": "点位 2515.30；涨跌+22.34 点；成交量 340,971,936 手；累计成交额 597,420,736,360.28 元", "window_increment_11_00_01_to_15_00": "成交量 246,653,770 手；成交额 450,694,142,483.10 元（逐分钟行加总口径）", "closing_minute_15_00": "点位 2530.46；涨跌+37.50 点；涨幅+1.50%；成交量 7,087,973 手；成交额 11,458,171,571.57 元", "published_at_note": "深交所行情接口没有独立稿件发布时间，因此 published_at_utc 为 null" }, "transmission_chain": "深证综指从 11:00 的 2515.30 点升至 15:00 的 2530.46 点，收盘较前收 2492.96 点上涨 1.50%；同期 SSE.512880 收跌 1.27%。深证综指与证券 ETF 的同日方向相反，该指数事件对 SECURITIES 记为 0。", "invalidation_conditions": "深交所更正深证综指收盘点位、涨跌幅、成交量、成交额或逐分钟序列时，按最新官方行情更新。", "source_urls": [ "https://www.szse.cn/api/market/ssjjhq/getTimeData?marketId=1&code=399106" ], "source_tier": "A" } ]