海證券交易纤 Neusoft 密级:机密 上海证券交易所 第三代监察系统 市场回放及交易分析 测试数据 []初稿 伩文档标识3 GSS_NSF「T04F740602031 文[评审通过当前版本|9 状[]发布 王昀、顾艳春、李国辉 态[j作废 部门厂商沈阳东软软件股份有限公司 完成日期2006/12831 ⑨上海证券交易所.版权所有
上海证券交易所 第三代监察系统 市场回放及交易分析 测试数据 文 档 状 态 [ ] 初稿 [ ] 评审通过 [√] 修改 [ ] 发布 [ ] 作废 文档标识 3GSS_NSFT_TT04_FI740602_03 当前版本 V0.9 作 者 王昀、顾艳春、李国辉 部门/厂商 沈阳东软软件股份有限公司 完成日期 2006/12/31 ©上海证券交易所.版权所有 密级：机密
文档版本历史表 版本号 作者 操作 日期 说明 V0.1 新建 20069/6 市场回放数据初稿 V0.2 修改 20069/11 修改冻结、解冻数据及结构分析预 期结果 V0.3 李国辉 修改 2006/9/26 订单薄撮合原则及回放数据 V0.4 修改 20061011修改重复的订单流水号 V0.5 顾艳春 修改 2006/ll/1 修改数量和价格 V0.6 顾艳春 修改 206/111增加订单深度分析预期结果数据 增加订单深度分析数据及对应预 顾艳春、王昀修改 20061l/17 期结果 修改回放及结构分析预期结果 修改订单深度分析数据及对应预期 V0.8 李国辉 修改 2006/12/13 结果 「新增营业部申报/成交、账户组申 V1.9 李国辉 新增、修改20011/成交、影响价位的买卖账户 会员成交,修改会员申报、PBU申 文档审核记录表 版本号 审棋人 审核人签字 审核日期 说剪 贾永辉 0061120审核通过,可以提交
文档版本历史表 版本号 作者 操作 日期 说明 V0.1 王昀 新建 2006/9/6 市场回放数据初稿 V0.2 王昀 修改 2006/9/11 修改冻结、解冻数据及结构分析预 期结果 V0.3 李国辉 修改 2006/9/26 订单薄撮合原则及回放数据 V0.4 王昀 修改 2006/10/11 修改重复的订单流水号 V0.5 顾艳春 修改 2006/11/1 修改数量和价格 V0.6 顾艳春 修改 2006/11/11 增加订单深度分析预期结果数据 V0.7 顾艳春、王昀 修改 2006/11/17 1.增加订单深度分析数据及对应预 期结果 2.修改回放及结构分析预期结果 V0.8 李国辉 修改 2006/12/13 修改订单深度分析数据及对应预期 结果 V1.9 李国辉 新增、修改 2006/12/31 新增营业部申报/成交、账户组申 报/成交、影响价位的买卖账户、 会员成交，修改会员申报、PBU申 报 文档审核记录表 版本号 审核人 审核人签字 审核日期 说明 V0.7 贾永辉 2006/11/20 审核通过，可以提交
ActionSequenceNumber/记录类团单类订单、成交编号日期时间 市→限(卖)与市价(买) 0000000000000119 00120 0000000000000121 AA1 276080000000820021003091636 276080000000000920021003091636 276080000000001120021003091637 0000000000000122 M2760800000000020021003091637 市→限(卖)与限价(买) 0000000000000123 276080000000001320021003 0000000000000124 276080000000001320021003 0000000000000131 AL 276080000000002020021003091639 市价(卖)与市份(买) 0000000000000132 M 276080000000002120021003091640 000000033 M2760800000232002100309164 0000000000000134 M 276080000000002320021003091641 限价(卖)与限价(买) 000000000000135 276080000000002420021003091642 0000000000000136 276080000000002620021003091643 0000000000000137 276080000000002620021003091643 00oo00000202020104 市价(买)与市价(卖) 0000000000000144 M2760800000002820021003091644 0000000000000145 276080000000002920021003091645 0000000000000146 276080000000003020021003091646 0000000000000149 276080000000003220021003091647 0000000000000150 27608000000020021003091647 000000000000151 76080000000003320021003091647 0000000000000152 276080000000003320021003091647 0000000000000153 MMMMMMMM 76080000000420021003091647 0000000000000154 276080000000003420021003091647 限价(卖)与限价(买) 0000000000000155 276080000000003520021003091647 0000000000000156 276080000000003720021003091647 0000000000000157 276080000000003720021003091647 限价(卖)与市价(买) 276080000000003920021003091648 000000000000115 M 276080000000003920021003091648 0000000000001158 276080000000004020021003091648 限价(卖)与市价(买) 276080000000004120021003091648 0000000000001160 276080000000004320021003091648 0000000000001161 276080000000004320021003091648 0000000062 27608000000000442002100309164 0000000000001163 276080000000004420021003091648 「价(买)与限价(卖) M 276080000000004520021003091649 0000000000001165 6080000000004720021003091650 0000000000001166 276080000000004720021003091650
ActionSequenceNumber 记录类 型 订单类 型 订单、成交编号 日期 时间 市→限（卖）与市价（买） 0000000000000119 A T 2760800000000008 20021003 091636 0000000000000120 A T 2760800000000009 20021003 091636 0000000000000121 1 T 2760800000000011 20021003 091637 0000000000000122 1 M 2760800000000011 20021003 091637 市→限（卖）与限价（买） 0000000000000123 1 T 2760800000000013 20021003 091638 0000000000000124 1 L 2760800000000013 20021003 091638 0000000000000131 A L 2760800000000020 20021003 091639 市价（卖）与市价（买） 0000000000000132 A M 2760800000000021 20021003 091640 0000000000000133 1 M 2760800000000023 20021003 091641 0000000000000134 1 M 2760800000000023 20021003 091641 限价（卖）与限价（买） 0000000000000135 A L 2760800000000024 20021003 091642 0000000000000136 1 L 2760800000000026 20021003 091643 0000000000000137 1 L 2760800000000026 20021003 091643 0000000000000143 A L 2760800000000027 20021003 091644 市价（买）与市价（卖） 0000000000000144 A M 2760800000000028 20021003 091644 0000000000000145 A M 2760800000000029 20021003 091645 0000000000000146 A M 2760800000000030 20021003 091646 0000000000000149 1 M 2760800000000032 20021003 091647 0000000000000150 1 M 2760800000000032 20021003 091647 0000000000000151 1 M 2760800000000033 20021003 091647 0000000000000152 1 M 2760800000000033 20021003 091647 0000000000000153 1 M 2760800000000034 20021003 091647 0000000000000154 1 M 2760800000000034 20021003 091647 限价（卖）与限价（买） 0000000000000155 A L 2760800000000035 20021003 091647 0000000000000156 1 L 2760800000000037 20021003 091647 0000000000000157 1 L 2760800000000037 20021003 091647 限价（卖）与市价（买） 0000000000001156 1 L 2760800000000039 20021003 091648 0000000000001157 1 M 2760800000000039 20021003 091648 0000000000001158 A L 2760800000000040 20021003 091648 限价（卖）与市价（买） 0000000000001159 A L 2760800000000041 20021003 091648 0000000000001160 1 L 2760800000000043 20021003 091648 0000000000001161 1 M 2760800000000043 20021003 091648 0000000000001162 1 L 2760800000000044 20021003 091648 0000000000001163 1 M 2760800000000044 20021003 091648 市价（买）与限价（卖） 0000000000001164 A M 2760800000000045 20021003 091649 0000000000001165 1 M 2760800000000047 20021003 091650 0000000000001166 1 L 2760800000000047 20021003 091650
限价(卖)与市价(买) 27608000000000482002100309165 0000000000001168 276080000000005120021003091652 000000000169 276080000000005120021003091652 0000000000001170 276080000000005220021003091652 0000000000001171 276080000000005220021003091652 000000000000017 276080000000005320021003091652 限价(卖)与市价(买) 0000000000001173 A 27608000000400021003091653 00001174 276080000000005620021003091653 0000000000001175 276080000000005620021003091653 限价(买)与市价(卖) 0000000000001176 276080000000005720021003091654 00000070 608000000820021003091654 0000000000001178 276080000000006020021003091655 0000000000001179 276080000000006020021003091655 0000000000001180 276080000000006220021003091655 0000000000001181 276080000000006220021003091655 限价(买)与市份(卖) 0000000000001191 276080000000007320021003091755 000001192 0000000000001193 276080000000007420021003091755 0000000000001194 276080000000007420021003091755 市价(卖)与限价(买) 1000000000000161 27608000000052001003091756 1000000000000163 276080000000007720021003091757 0000000000001 164 276080000000007720021003091757 限价(卖)与限价(买) 1000000000000165 A 276080000000007820021003091801 000000000000166 276080000000007920021003091802 1000000000000167 276080000000008120021003091803 1000000000000168 276080000000008120021003091803 限价(买)与限价(卖) 1000000000000169 76080000000008220021003091803 1000000000000170 276080000000008420021003091804 1000000000000171 276080000000008420021003091804 交图 易日志的显示一市价 00000000000234 M 276082100000009520021003093158 220000000000023 276082100000009520021003093159 2200000000000236 M 276082100000009520021003093201 00000000000237 76082100000009720021003093202 2200000000000238 CM276082100000009720021003093203 2200000000000239 276082100000009720021003093204 交易日志的显示一限价 00000000000240 2760820000720021003093205 ADACD 0009720021003093206 00000000000242 276082200000009820021003093207 0000000000243 76082200000009820021003093208 2200000000000244 276082200000009820021003093209
限价（卖）与市价（买） 0000000000001167 A L 2760800000000048 20021003 091651 0000000000001168 1 L 2760800000000051 20021003 091652 0000000000001169 1 M 2760800000000051 20021003 091652 0000000000001170 1 L 2760800000000052 20021003 091652 0000000000001171 1 M 2760800000000052 20021003 091652 0000000000000172 A L 2760800000000053 20021003 091652 限价（卖）与市价（买） 0000000000001173 A L 2760800000000054 20021003 091653 0000000000001174 1 M 2760800000000056 20021003 091653 0000000000001175 1 L 2760800000000056 20021003 091653 限价（买）与市价（卖） 0000000000001176 A L 2760800000000057 20021003 091654 0000000000001177 A L 2760800000000058 20021003 091654 0000000000001178 1 L 2760800000000060 20021003 091655 0000000000001179 1 M 2760800000000060 20021003 091655 0000000000001180 1 L 2760800000000062 20021003 091655 0000000000001181 1 M 2760800000000062 20021003 091655 限价（买）与市价（卖） 0000000000001191 1 L 2760800000000073 20021003 091755 0000000000001192 1 M 2760800000000073 20021003 091755 0000000000001193 1 L 2760800000000074 20021003 091755 0000000000001194 1 M 2760800000000074 20021003 091755 市价（卖）与限价（买） 1000000000000161 A M 2760800000000075 20021003 091756 1000000000000163 1 L 2760800000000077 20021003 091757 1000000000000164 1 M 2760800000000077 20021003 091757 限价（卖）与限价（买） 1000000000000165 A L 2760800000000078 20021003 091801 1000000000000166 A L 2760800000000079 20021003 091802 1000000000000167 1 L 2760800000000081 20021003 091803 1000000000000168 1 L 2760800000000081 20021003 091803 限价（买）与限价（卖） 1000000000000169 A L 2760800000000082 20021003 091803 1000000000000170 1 L 2760800000000084 20021003 091804 1000000000000171 1 L 2760800000000084 20021003 091804 交易日志的显示－市价 2200000000000234 A M 2760821000000095 20021003 093158 2200000000000235 C M 2760821000000095 20021003 093159 2200000000000236 D M 2760821000000095 20021003 093201 2200000000000237 A M 2760821000000097 20021003 093202 2200000000000238 C M 2760821000000097 20021003 093203 2200000000000239 D M 2760821000000097 20021003 093204 交易日志的显示－限价 2200000000000240 A L 2760822000000097 20021003 093205 2200000000000241 D L 2760822000000097 20021003 093206 2200000000000242 A L 2760822000000098 20021003 093207 2200000000000243 C L 2760822000000098 20021003 093208 2200000000000244 D L 2760822000000098 20021003 093209
2200000000000245 276082200000010020021003093210 276082200000010020021003093211 00000000000247 276082200000010120021003093212 0000000000248 2760822000000120021003093213 2200000000000249 276082200000010120021003093214 交易且志的显示一市→限 2200000000000250 276082200000010320021003093215 2200000000000251 ADACDADACD 276082200000010320021003093216 00000000000252276082200000010420021003093217 2200000000000253 276082200000010420021003093218 082200000010420021003093219 00000000000255 CDADACDA 276082200000010620021003093220 00000000256 276082200000010620021003093221 2200000000000251 276082200000010720021003093222 000000218 276082200000010720021003093223 2200000000000259 276082200000010720021003093224 交易日志的显示一冰山 2200000000000260 276082200000010920021003093319 2200000000000261 276082200000010920021003093320 2200000000000262 276082200000011020021003093321 2200000000000263 276082200000011020021003093322 00000000000265 00000000000267 CDADACD 276082200000011020021003093322 276082200000011220021003093323 276082200000011320021003093325 2760822000001320021003093326 2200000000000269 276082200000011320021003093326 申报未成交(市、限、市转限、冰山) 2200000000001227 276082300000008820021003093327 2200000000001228 276082300000008920021003093328 2200000000001229 276082300000009020021003093329 00000000001231 A 276082300000009220021003093330 00001232 AAAA 00000000001233 276082300000009420021003093332 撒销 61283 2200000000061284 2200000000061285 ACx 276082500003811320021003093433 2760825000038132001003093434 276082500003811320021003093435 2200000000061286 276082500003811620021003093435 2200000000061290 276082500003811920021003093437 2200000000061291 276082500003811920021003093437 0000061292 27608250003812020021003093438
2200000000000245 A L 2760822000000100 20021003 093210 2200000000000246 D L 2760822000000100 20021003 093211 2200000000000247 A L 2760822000000101 20021003 093212 2200000000000248 C L 2760822000000101 20021003 093213 2200000000000249 D L 2760822000000101 20021003 093214 交易日志的显示－市→限 2200000000000250 A T 2760822000000103 20021003 093215 2200000000000251 D T 2760822000000103 20021003 093216 2200000000000252 A T 2760822000000104 20021003 093217 2200000000000253 C T 2760822000000104 20021003 093218 2200000000000254 D T 2760822000000104 20021003 093219 2200000000000255 A T 2760822000000106 20021003 093220 2200000000000256 D T 2760822000000106 20021003 093221 2200000000000257 A T 2760822000000107 20021003 093222 2200000000000258 C T 2760822000000107 20021003 093223 2200000000000259 D T 2760822000000107 20021003 093224 交易日志的显示－冰山 2200000000000260 A I 2760822000000109 20021003 093319 2200000000000261 D I 2760822000000109 20021003 093320 2200000000000262 A I 2760822000000110 20021003 093321 2200000000000263 C I 2760822000000110 20021003 093322 2200000000000264 D I 2760822000000110 20021003 093322 2200000000000265 A I 2760822000000112 20021003 093323 2200000000000266 D I 2760822000000112 20021003 093324 2200000000000267 A I 2760822000000113 20021003 093325 2200000000000268 C I 2760822000000113 20021003 093326 2200000000000269 D I 2760822000000113 20021003 093326 申报未成交（市、限、市转限、冰山） 2200000000001227 A L 2760823000000088 20021003 093327 2200000000001228 A T 2760823000000089 20021003 093328 2200000000001229 A I 2760823000000090 20021003 093329 2200000000001231 A L 2760823000000092 20021003 093330 2200000000001232 A T 2760823000000093 20021003 093331 2200000000001233 A I 2760823000000094 20021003 093332 撤销 2200000000061283 A L 2760825000038113 20021003 093433 2200000000061284 C L 2760825000038113 20021003 093434 2200000000061285 X L 2760825000038113 20021003 093435 2200000000061286 A L 2760825000038116 20021003 093435 2200000000061290 1 L 2760825000038119 20021003 093437 2200000000061291 1 L 2760825000038119 20021003 093437 2200000000061292 A L 2760825000038120 20021003 093438