量化排撤统计

看起来是怂了，今天的虚假委托少多了


000100  101 149
000539  108 267 108 238
000656  500 156 150 255
000690  127 207
000725  784 158
000917  114 150
000927  193 149
000980  150 103
002027  298 231 139 156
002088  580 120
002314  232 104
002413  123 119
002498  108 121
002555  107 118
300116  377 152
301011  457 115
600010  300 116 300 104
600157  500 122 500 105
600919  146 411 400 233
601005  300 110
601006  113 132
601099  300 113 150 202
601288  300 122 111 243
601398  121 220
601600  111 134
601868  500 102
688009  195 1031 192 1045
688055  273 180 273 180
688096  110 317 110 313
688098  150 819 150 711
688108  135 1364 135 1365
688118  116 111
688126  107 142 107 152
688183  110 687 110 687
688219  120 471 120 415
688223  120 1880 120 1643
688287 120 688 120 689
688359  128 114
688387  180 372 180 368
688425  243 741 241 592
688459  109 848 107 733
688538  460 1322 460 1318
688609  125 1069 125 1031
688728  139 125 139 124
688779  116 922 115 889

已经给上交所/深交所以及几个媒体发邮件，明天再给交易所打电话看这是否违规

0B----限价买入，BC----买入撤单

还有价格笼子，急跌或急涨时，散户根本没法成交。对量化却一点影响没有，他们可以做到10ms级别的反应速度。妥妥的针对散户指定的规则

12386”中国证监会服务热线 投诉举报吧,太气了 ,

贴一个 000766 详细的委托/撤单吧。


时间  价格  手数  委托类型
103112750,63200,290000,0B
103112750,63200,290000,BC
103308960,63400,290000,0B
103308970,63400,290000,BC
103508010,63400,290000,0B
103508010,63400,290000,BC
103834790,63700,290000,0B
103834800,63700,290000,BC
103848020,63700,290000,0B
103848020,63700,290000,BC
103902380,63600,290000,0B
103902380,63600,290000,BC
103904660,63300,290000,0B
103904670,63300,290000,BC
103904750,63300,290000,0B
103904750,63300,290000,BC
103905470,63100,290000,0B
103905480,63100,290000,BC
103905490,63100,290000,0B
103905500,63100,290000,BC
103906280,63000,290000,0B
103906290,63000,290000,BC
103907080,63000,290000,0B
103907120,63000,290000,BC
103907860,63000,290000,0B
103907870,63000,290000,BC
103953790,64300,290000,0B
103953790,64300,290000,BC
104012910,63600,290000,0B
104012920,63600,290000,BC
104023740,64200,290000,0B
104023740,64200,290000,BC
104024160,64200,290000,0B
104024170,64200,290000,BC
104025730,64300,290000,0B
104025740,64300,290000,BC
104038180,64500,290000,0B
104038180,64500,290000,BC
104038220,64500,290000,0B
104038220,64500,290000,BC
104041930,64200,290000,0B
104041930,64200,290000,BC
104107220,64300,290000,0B
104107220,64300,290000,BC
104107230,64300,290000,0B
104107230,64300,290000,BC
104108020,64100,290000,0B
104108020,64100,290000,BC
104117100,64500,290000,0B
104117110,64500,290000,BC
104306980,64400,290000,0B
104306980,64400,290000,BC
104340740,65100,290000,0B
104340740,65100,290000,BC
105011830,64900,290000,0B
105011830,64900,290000,BC
105058750,65300,290000,0B
105058760,65300,290000,BC
105102770,65200,290000,0B
105102770,65200,290000,BC
105102790,65400,290000,0B
105102790,65400,290000,BC
105102860,65300,290000,0B
105102860,65300,290000,BC
105136390,65000,290000,0B
105136400,65000,290000,BC
105155620,65800,290000,0B
105155620,65800,290000,BC
105204080,66000,290000,0B
105204090,66000,290000,BC
105208520,65000,290000,0B
105208520,65000,290000,0B
105208670,66300,290000,0B
105208680,66300,290000,BC
105209770,65000,290000,BC
105209870,65000,290000,BC
105221090,65000,290000,0B
105221090,65000,290000,0B
105222170,65000,290000,BC
105222270,65000,290000,BC
105222710,66500,290000,0B
105222860,66300,290000,0B
105222860,66300,290000,BC
105224830,66500,290000,0B
105224830,66500,290000,BC
105230300,65800,290000,0B
105230310,65800,290000,BC
105230380,66300,290000,0B
105301160,66100,290000,0B
105301160,66100,290000,BC
105302380,65700,290000,0B
105302390,65700,290000,BC
105302400,65600,290000,0B
105302410,65600,290000,BC
105303860,65500,290000,0B
105303870,65500,290000,BC
105304670,65600,290000,0B
105304670,65600,290000,BC
105305470,65600,290000,0B
105305480,65600,290000,BC
105305480,65600,290000,0B
105305490,65600,290000,BC
105306250,65400,290000,0B
105306260,65400,290000,BC
105306260,65500,290000,0B
105306270,65500,290000,BC
105306270,65500,290000,0B
105306280,65500,290000,BC
105307870,65200,290000,0B
105307880,65200,290000,BC
105309170,66000,290000,0B
105310190,65300,290000,0B
105310200,65300,290000,BC
105317640,66200,290000,0B
105317640,66200,290000,BC
105318790,66200,290000,0B
105318790,66200,290000,BC
105328810,65600,290000,0B
105328810,65600,290000,BC
105419290,65000,290000,0B
105419290,65000,290000,0B
105420040,65000,290000,BC
105420140,65000,290000,BC
105458700,64900,290000,0B
105458700,64900,290000,0B
105500100,64900,290000,BC
105500210,64900,290000,BC
105546920,66100,290000,0B
105546930,66100,290000,BC
105550290,65500,290000,0B
105550300,65500,290000,BC
105552030,66000,290000,0B
105552030,66000,290000,BC
105602270,65700,290000,0B
105602270,65700,290000,BC
105602280,65700,290000,0B
105602290,65700,290000,BC
105604530,65000,290000,0B
105604530,65000,290000,0B
105604550,65500,290000,0B
105604560,65500,290000,BC
105605810,65000,290000,BC
105605910,65000,290000,BC
105618900,65000,290000,0B
105618900,65000,290000,0B
105620120,65000,290000,BC
105620180,65000,290000,BC
105637400,66000,290000,0B
105637410,66000,290000,BC
105757220,65300,290000,0B
105757230,65300,290000,BC
105807900,65400,290000,0B
105807900,65400,290000,BC
105830130,65500,290000,0B
105830140,65500,290000,BC
105905850,65000,290000,0B
105905850,65000,290000,BC
110002920,64800,290000,0B
110002920,64800,290000,BC
110003670,64800,290000,0B
110003670,64800,290000,BC
110025090,64300,290000,0B
110025090,64300,290000,BC
110056880,65300,290000,0B
110056880,65300,290000,BC
110220190,65000,290000,0B
110220190,65000,290000,0B
110227380,65000,290000,BC
110227470,65000,290000,BC
110302340,65300,290000,0B
110302340,65300,290000,BC
110311290,65900,290000,0B
110311300,65900,290000,BC
110311330,65900,290000,0B
110311330,65900,290000,BC
110435900,66200,290000,0B
110435910,66200,290000,BC
110502130,66400,290000,0B
110502140,66400,290000,BC
110502180,66400,290000,0B
110502190,66400,290000,BC
110502220,66400,290000,0B
110502220,66400,290000,BC
110503600,66300,290000,0B
110503610,66300,290000,BC
110504390,66200,290000,0B
110504390,66200,290000,BC
110505990,66200,290000,0B
110506000,66200,290000,BC
110506040,66200,290000,0B
110506050,66200,290000,BC
110506800,66100,290000,0B
110506810,66100,290000,BC
110507590,66100,290000,0B
110507590,66100,290000,BC
110521510,66700,290000,0B
110521520,66700,290000,BC
110937070,66600,290000,0B
110937070,66600,290000,BC
111107720,66200,290000,0B
111107720,66200,290000,BC
111607780,66000,290000,0B
111607790,66000,290000,BC
112420750,65100,290000,0B
112420760,65100,290000,BC
112453290,65900,290000,0B
112453290,65900,290000,BC
112643670,66800,290000,0B
112643670,66800,290000,BC
112702900,67300,290000,0B
112702900,67300,290000,BC
112739470,67300,290000,0B
112739480,67300,290000,BC
112854110,67000,290000,0B
112854120,67000,290000,BC
112902200,66400,290000,0B
112902200,66400,290000,BC
112902210,66400,290000,0B
112902210,66400,290000,BC
112904510,66400,290000,0B
112904510,66400,290000,BC
112905250,66400,290000,0B
112905260,66400,290000,BC
112906070,66100,290000,0B
112906070,66100,290000,BC
112906910,66100,290000,0B
112906910,66100,290000,BC
112907650,66000,290000,0B
112907660,66000,290000,BC
112923130,66800,290000,0B
112923130,66800,290000,BC

时间，  价格，  数量，买卖类型，交易所ID
102809580,111600,256400,0B,17952316
102809580,111600,256400,BC,17952316
102820530,111600,256400,0B,17989873
102820530,111600,256400,BC,17989873
102820770,111600,256400,0B,17990460
102820780,111600,256400,BC,17990460
102829410,111600,256400,0B,18010079
102829420,111600,256400,BC,18010079
102905320,111600,256400,0B,18092508
102905320,111600,256400,BC,18092508
102950780,111500,256400,0B,18212062
102950790,111500,256400,BC,18212062
103009540,111500,256400,0B,18271232
103009540,111500,256400,BC,18271232
103024970,111500,256400,0B,18338080
103024970,111500,256400,BC,18338080
103100050,111500,256400,0B,18451646
103100050,111500,256400,BC,18451646
103114690,111500,256400,0B,18497261
103114700,111500,256400,BC,18497261
103119250,111400,256400,0B,18510580
103119260,111400,256400,BC,18510580
103144750,111400,256400,0B,18578801
103144750,111400,256400,BC,18578801
103625030,110300,256400,0B,19260114
103625040,110300,256400,BC,19260114
103723900,110200,256400,0B,19388512
103723910,110200,256400,BC,19388512
103735400,110200,256400,0B,19413896
103735410,110200,256400,BC,19413896
103759000,110200,256400,0B,19464787
103759010,110200,256400,BC,19464787
103810390,110200,256400,0B,19508273
103810390,110200,256400,BC,19508273
103821730,111400,256400,0B,19535311
103821730,111400,256400,BC,19535311
103831350,111300,256400,0B,19555412
103831350,111300,256400,BC,19555412
104013520,111300,256400,0B,19770582
104013520,111300,256400,BC,19770582
104933410,110100,256400,0B,20860122
104933420,110100,256400,BC,20860122
105118620,110000,256400,0B,21063042
105118620,110000,256400,BC,21063042
105325040,111300,256400,0B,21345085
105325040,111300,256400,BC,21345085
105741650,111300,256400,0B,21849611
105741650,111300,256400,BC,21849611
105908010,111200,256400,0B,22009052
105908010,111200,256400,BC,22009052
105912580,111200,256400,0B,22016261
105912580,111200,256400,BC,22016261
110504370,111200,256400,0B,22715888
110504370,111200,256400,BC,22715888
110514720,111200,256400,0B,22734438
110514720,111200,256400,BC,22734438
110520230,110500,256400,0B,22744006
110520230,110500,256400,BC,22744006
110533600,111200,256400,0B,22763739
110533610,111200,256400,BC,22763739
110620240,110500,256400,0B,22848698
110620250,110500,256400,BC,22848698
110707000,111200,256400,0B,22926528
110707010,111200,256400,BC,22926528
110935160,111200,256400,0B,23173703
110935160,111200,256400,BC,23173703
111020220,110500,256400,0B,23245126
111020230,110500,256400,BC,23245126
111037540,111200,256400,0B,23269996
111037550,111200,256400,BC,23269996
111303900,111100,256400,0B,23474713
111303910,111100,256400,BC,23474713
111406860,111100,256400,0B,23583724
111406870,111100,256400,BC,23583724
111758070,111200,256400,0B,23961968
111758070,111200,256400,BC,23961968
111825760,111100,256400,0B,24011750
111825760,111100,256400,BC,24011750
111838130,111200,256400,0B,24032485
111838140,111200,256400,BC,24032485
111914080,109800,256400,0B,24122612
111914090,109800,256400,BC,24122612
112343090, 111000 ,256400,0B,24499967
112343090,111000,256400,BC,24499967
112431270,111000,256400,0B,24554746
112431270,111000,256400,BC,24554746
112853920,111200,256400,0B,24863153
112853930,111200,256400,BC,24863153
112920220,110500,256400,0B,24906898
112920220,110500,256400,BC,24906898
130003420,109600,256400,0B,25101804
130003430,109600,256400,BC,25101804
130003850,111200,256400,0B,25106384
130003920,111200,256400,BC,25106384
130004360,111300,256400,0B,25112607
130004370,111300,256400,BC,25112607
130004920,109700,256400,0B,25119310
130004930,109700,256400,BC,25119310
130007080,109600,256400,0B,25139387
130007080,109600,256400,BC,25139387
130010090,109600,256400,0B,25163935
130010100,109600,256400,BC,25163935
130013060,109600,256400,0B,25188216
130013070,109600,256400,BC,25188216
130016100,109600,256400,0B,25210781
130016320,109600,256400,BC,25210781
130023200,110500,256400,0B,25249872
130023200,110500,256400,BC,25249872
130025060,109600,256400,0B,25256769
130025060,109600,256400,BC,25256769
130028070,109600,256400,0B,25269103
130028070,109600,256400,BC,25269103
130031080,109600,256400,0B,25278419
130031080,109600,256400,BC,25278419
130031190,110500,256400,0B,25278710
130031210,110500,256400,BC,25278710
130034060,109600,256400,0B,25287221
130034070,109600,256400,BC,25287221
130101060,109600,256400,0B,25357329
130101070,109600,256400,BC,25357329
130104060,109600,256400,0B,25366533
130104070,109600,256400,BC,25366533
130113400,111200,256400,0B,25397255
130113410,111200,256400,BC,25397255
130113730,111200,256400,0B,25398155
130113730,111200,256400,BC,25398155
130445060,111100,256400,0B,25901078
130445110,111100,256400,BC,25901078
130554030,111200,256400,0B,26046817
130554030,111200,256400,BC,26046817
130557530,111100,256400,0B,26054201
130557540,111100,256400,BC,26054201
130933150,111300,256400,0B,26417308
130933160,111300,256400,BC,26417308
132538980,110400,256400,0B,28025856
132538990,110400,256400,BC,28025856
132551090,110400,256400,0B,28045210
132551100,110400,256400,BC,28045210
132554120,110300,256400,0B,28049381
132554140,110300,256400,BC,28049381
132656700,111000,256400,0B,28170317
132656700,111000,256400,BC,28170317
133003140,110000,256400,0B,28492570
133003140,110000,256400,BC,28492570
133125750,111200,256400,0B,28709618
133125750,111200,256400,BC,28709618
133259270,111100,256400,0B,28915366
133259280,111100,256400,BC,28915366
133502920,111100,256400,0B,29129671
133502920,111100,256400,BC,29129671
133549390,111100,256400,0B,29204185
133549400,111100,256400,BC,29204185
133805970,111100,256400,0B,29431919
133805980,111100,256400,BC,29431919
134055680,111000,256400,0B,29716314
134055690,111000,256400,BC,29716314
135256400,111500,400,0B,30932084
140040890,110400,256400,0B,31756298
140040890,110400,256400,BC,31756298
140258100,110400,256400,0B,32046889
140258100,110400,256400,BC,32046889
140313360,110400,256400,0B,32079946
140313380,110400,256400,BC,32079946
140321100,111200,256400,0B,32094225
140321100,111200,256400,BC,32094225
140325990,111200,256400,0B,32102586
140325990,111200,256400,BC,32102586
140427860,111100,256400,0B,32243365
140427870,111100,256400,BC,32243365
142445830,109400,256400,0B,34430263
142445850,109400,256400,BC,34430263
143242680,109800,256400,0B,35618770
143242690,109800,256400,BC,35618770
143244980,109700,256400,0B,35628244
143244990,109700,256400,BC,35628244
143249060,110400,256400,0B,35642563
143249060,110400,256400,BC,35642563
143250920,109800,256400,0B,35649362
143251140,109800,256400,BC,35649362
143255820,110400,256400,0B,35663678
143255820,110400,256400,BC,35663678
143356410,110400,256400,0B,35873585
143356410,110400,256400,BC,35873585
143628900,109500,256400,0B,36299324
143628910,109500,256400,BC,36299324
143658900,109500,256400,0B,36354919
143658910,109500,256400,BC,36354919
143758910,109500,256400,0B,36474010
143758910,109500,256400,BC,36474010
144322350,111000,256400,0B,37243914
144322360,111000,256400,BC,37243914
144322390,111000,256400,0B,37244042
144322390,111000,256400,BC,37244042
144338320,110400,256400,0B,37275881
144338340,110400,256400,BC,37275881
144522850,110800,256400,0B,37529204
144522860,110800,256400,BC,37529204
144638330,110400,256400,0B,37747279
144638330,110400,256400,BC,37747279
144700620,111000,256400,0B,37801131
144700630,111000,256400,BC,37801131
144744050,110800,256400,0B,37909829
144744060,110800,256400,BC,37909829
144833100,111100,256400,0B,38031110
144833100,111100,256400,BC,38031110
144923560,110800,256400,0B,38159739
144923570,110800,256400,BC,38159739
144938320,110400,256400,0B,38192348
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144942500,110500,256400,0B,38201513
144942510,110500,256400,BC,38201513
145221810,111200,256400,0B,38676296
145221820,111200,256400,BC,38676296
145410350,111100,256400,0B,39016389
145410360,111100,256400,BC,39016389
145500360,111200,256400,0B,39170377
145500370,111200,256400,BC,39170377
145501250,110400,256400,0B,39176105
145501360,110400,256400,BC,39176105
145501660,110800,256400,0B,39178832
145501730,110800,256400,BC,39178832
145503370,110400,256400,0B,39187260
145503620,110400,256400,BC,39187260
145531450,110800,256400,0B,39291257
145531570,110800,256400,BC,39291257
145607100,111100,256400,0B,39417077
145607140,111100,256400,BC,39417077
145644340,110900,256400,0B,39554353
145644370,110900,256400,BC,39554353

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