{"schema_version":2,"version":"2.0.0","generated_at":"2026-10-18T17:22:49.471Z","index":{"status":"ok","data":{"date":"2026-10-16","close":3716.28,"change_pct":0.23735798979360734,"previous_date":"2026-10-15","history":[{"date":"2026-06-18","close":4090.48,"change_pct":null},{"date":"2026-06-22","close":4163.1,"change_pct":1.7753417691811268},{"date":"2026-06-23","close":4106.25,"change_pct":-1.3655689270015259},{"date":"2026-06-24","close":4110.81,"change_pct":0.11105022831050526},{"date":"2026-06-25","close":4120.28,"change_pct":0.23036822426723003},{"date":"2026-06-26","close":4027.26,"change_pct":-2.2576135602434655},{"date":"2026-06-29","close":4073.9,"change_pct":1.1581074974051697},{"date":"2026-06-30","close":4094.4,"change_pct":0.5032033186872509},{"date":"2026-07-01","close":4112.45,"change_pct":0.4408460336068787},{"date":"2026-07-02","close":4028.9,"change_pct":-2.031635642986529},{"date":"2026-07-03","close":4043.64,"change_pct":0.36585668544764083},{"date":"2026-07-06","close":4041.24,"change_pct":-0.059352464611095446},{"date":"2026-07-07","close":3990.24,"change_pct":-1.2619888944977231},{"date":"2026-07-08","close":3970.88,"change_pct":-0.4851838485905535},{"date":"2026-07-09","close":4036.59,"change_pct":1.6547969215891634},{"date":"2026-07-10","close":3996.16,"change_pct":-1.0015879740077671},{"date":"2026-07-13","close":3913.79,"change_pct":-2.0612287796284434},{"date":"2026-07-14","close":3967.13,"change_pct":1.3628733273885363},{"date":"2026-07-15","close":3955.58,"change_pct":-0.291142463191274},{"date":"2026-07-16","close":3882.41,"change_pct":-1.8497919394880213},{"date":"2026-07-17","close":3764.15,"change_pct":-3.0460461414430706},{"date":"2026-07-20","close":3796.28,"change_pct":0.8535791612980459},{"date":"2026-07-21","close":3864.37,"change_pct":1.7935979432496918},{"date":"2026-07-22","close":3867.03,"change_pct":0.06883398846384559},{"date":"2026-07-23","close":3876.78,"change_pct":0.2521314807487851},{"date":"2026-07-24","close":3814.2,"change_pct":-1.614226239301697},{"date":"2026-07-27","close":3858.25,"change_pct":1.1548948665513148},{"date":"2026-07-28","close":3813.31,"change_pct":-1.164776777036225},{"date":"2026-07-29","close":3828.47,"change_pct":0.3975548801435025},{"date":"2026-07-30","close":3804.69,"change_pct":-0.6211358584499727},{"date":"2026-07-31","close":3832.26,"change_pct":0.7246319673876123},{"date":"2026-08-03","close":3809.66,"change_pct":-0.5897303418870403},{"date":"2026-08-04","close":3822.28,"change_pct":0.3312631573421321},{"date":"2026-08-05","close":3878.43,"change_pct":1.4690184915809423},{"date":"2026-08-06","close":3900.35,"change_pct":0.5651771464226574},{"date":"2026-08-07","close":3940.04,"change_pct":1.017600984527034},{"date":"2026-08-10","close":3966.59,"change_pct":0.6738510268931241},{"date":"2026-08-11","close":3934.09,"change_pct":-0.8193435671445704},{"date":"2026-08-12","close":3946.68,"change_pct":0.32002318198107726},{"date":"2026-08-13","close":3926.96,"change_pct":-0.4996604741200117},{"date":"2026-08-14","close":3927.18,"change_pct":0.005602297960760616},{"date":"2026-08-17","close":3982.65,"change_pct":1.412463905397776},{"date":"2026-08-18","close":3990.3,"change_pct":0.19208316070957743},{"date":"2026-08-19","close":3894.42,"change_pct":-2.402826855123674},{"date":"2026-08-20","close":3903.72,"change_pct":0.2388032107476734},{"date":"2026-08-21","close":3905.2,"change_pct":0.03791255520375625},{"date":"2026-08-24","close":3882.01,"change_pct":-0.5938236197889912},{"date":"2026-08-25","close":3889.44,"change_pct":0.19139569449846405},{"date":"2026-08-26","close":3912.52,"change_pct":0.5934016207988835},{"date":"2026-08-27","close":3956.57,"change_pct":1.125872838988684},{"date":"2026-08-28","close":3952.18,"change_pct":-0.11095469055268925},{"date":"2026-08-31","close":3986.3,"change_pct":0.8633210025859261},{"date":"2026-09-01","close":3979.89,"change_pct":-0.1608007425432212},{"date":"2026-09-02","close":3941.39,"change_pct":-0.9673634195919933},{"date":"2026-09-03","close":3942.09,"change_pct":0.01776023179640429},{"date":"2026-09-04","close":3930.12,"change_pct":-0.3036460354786441},{"date":"2026-09-07","close":3932.7,"change_pct":0.06564685047785179},{"date":"2026-09-08","close":3940.55,"change_pct":0.1996084115238883},{"date":"2026-09-09","close":3951.51,"change_pct":0.27813376305338977},{"date":"2026-09-10","close":3934.4,"change_pct":-0.4329990307502696},{"date":"2026-09-11","close":3888.11,"change_pct":-1.1765453436356266},{"date":"2026-09-14","close":3885.33,"change_pct":-0.07150003472125022},{"date":"2026-09-15","close":3864.28,"change_pct":-0.5417815217754973},{"date":"2026-09-16","close":3891.6,"change_pct":0.7069881064519112},{"date":"2026-09-17","close":3875.6,"change_pct":-0.4111419467571209},{"date":"2026-09-18","close":3911.87,"change_pct":0.9358550934049026},{"date":"2026-09-21","close":3949.91,"change_pct":0.9724249527719442},{"date":"2026-09-22","close":3952.13,"change_pct":0.05620381223876425},{"date":"2026-09-23","close":3936.52,"change_pct":-0.3949768858817926},{"date":"2026-09-24","close":3888.37,"change_pct":-1.2231615741822743},{"date":"2026-09-28","close":3823.62,"change_pct":-1.6652221882176854},{"date":"2026-09-29","close":3830.45,"change_pct":0.17862653715587928},{"date":"2026-09-30","close":3842.19,"change_pct":0.30649140440419664},{"date":"2026-10-08","close":3811.9,"change_pct":-0.7883524760618266},{"date":"2026-10-09","close":3813.79,"change_pct":0.049581573493528985},{"date":"2026-10-12","close":3797.24,"change_pct":-0.43395152853199503},{"date":"2026-10-13","close":3800.86,"change_pct":0.09533239932162374},{"date":"2026-10-14","close":3767.23,"change_pct":-0.884799755844734},{"date":"2026-10-15","close":3707.48,"change_pct":-1.5860459807338523},{"date":"2026-10-16","close":3716.28,"change_pct":0.23735798979360734}],"source":{"name":"腾讯证券·上证指数日线","url":"https://gu.qq.com/sh000001/zs"},"fetched_at":"2026-10-18T17:22:49.471Z"},"error":null},"margin":{"status":"ok","data":{"date":"2026-10-15","latest_report_date":"2026-10-16","sh_100m":12654.86521459,"sz_100m":12006.7435188,"total_100m":24661.60873339,"delta_100m":-313.24344383,"delta_20d_100m":-1448.64194269,"previous_date":"2026-10-14","baseline_20d_date":"2026-09-09","incomplete_dates":["2026-10-16"],"history":[{"date":"2026-09-03","total_100m":26190.3784294},{"date":"2026-09-04","total_100m":26007.7523758},{"date":"2026-09-07","total_100m":26123.03540194},{"date":"2026-09-08","total_100m":26142.17374574},{"date":"2026-09-09","total_100m":26110.25067608},{"date":"2026-09-10","total_100m":26088.20537493},{"date":"2026-09-11","total_100m":25943.11963185},{"date":"2026-09-14","total_100m":25893.3665593},{"date":"2026-09-15","total_100m":25900.10225672},{"date":"2026-09-16","total_100m":25991.9004308},{"date":"2026-09-17","total_100m":26015.26431491},{"date":"2026-09-18","total_100m":26002.76620261},{"date":"2026-09-21","total_100m":26144.47942309},{"date":"2026-09-22","total_100m":26178.6988155},{"date":"2026-09-23","total_100m":26168.11010134},{"date":"2026-09-24","total_100m":25995.10585033},{"date":"2026-09-28","total_100m":25735.19012492},{"date":"2026-09-29","total_100m":25714.71286839},{"date":"2026-09-30","total_100m":25324.19040466},{"date":"2026-10-08","total_100m":25364.65558371},{"date":"2026-10-09","total_100m":25218.84795911},{"date":"2026-10-12","total_100m":25171.89315772},{"date":"2026-10-13","total_100m":25081.23563403},{"date":"2026-10-14","total_100m":24974.85217722},{"date":"2026-10-15","total_100m":24661.60873339}],"source":{"name":"东方财富·沪深两融汇总","url":"https://data.eastmoney.com/rzrq/"},"fetched_at":"2026-10-18T17:22:49.471Z"},"error":null},"etf":{"status":"ok","data":{"date":"2026-10-16","previous_date":"2026-10-15","funds":[{"code":"510300","name":"华泰柏瑞沪深300ETF","date":"2026-10-16","previous_date":"2026-10-15","flow_100m":130.16721060000003,"shares_delta":3068100000,"nav":4.2426,"valid":true,"reason":null,"shares":28552987700,"previous_shares":25484887700},{"code":"510310","name":"易方达沪深300ETF","date":"2026-10-16","previous_date":"2026-10-15","flow_100m":6.306813,"shares_delta":153000000,"nav":4.1221,"valid":true,"reason":null,"shares":16879244000,"previous_shares":16726244000},{"code":"510330","name":"华夏沪深300ETF","date":"2026-10-16","previous_date":"2026-10-15","flow_100m":2.8666872,"shares_delta":64800000,"nav":4.4239,"valid":true,"reason":null,"shares":8688849800,"previous_shares":8624049800},{"code":"510050","name":"华夏上证50ETF","date":"2026-10-16","previous_date":"2026-10-15","flow_100m":37.80940139999997,"shares_delta":1313099999.999999,"nav":2.8794,"valid":true,"reason":null,"shares":8916066800,"previous_shares":7602966800.000001},{"code":"510500","name":"南方中证500ETF","date":"2026-10-16","previous_date":"2026-10-15","flow_100m":7.7861784,"shares_delta":114400000,"nav":6.8061,"valid":true,"reason":null,"shares":5774168600,"previous_shares":5659768600},{"code":"510580","name":"易方达中证500ETF","date":"2026-10-16","previous_date":"2026-10-15","flow_100m":0.0859008,"shares_delta":2400000,"nav":3.5792,"valid":true,"reason":null,"shares":1185368300,"previous_shares":1182968300},{"code":"512100","name":"南方中证1000ETF","date":"2026-10-16","previous_date":"2026-10-15","flow_100m":3.74946,"shares_delta":138000000,"nav":2.717,"valid":true,"reason":null,"shares":8081217600,"previous_shares":7943217600},{"code":"588000","name":"华夏科创50ETF","date":"2026-10-16","previous_date":"2026-10-15","flow_100m":8.956272,"shares_delta":624000000,"nav":1.4353,"valid":true,"reason":null,"shares":70196668200,"previous_shares":69572668200}],"valid_count":8,"sample_count":8,"coverage":1,"complete":true,"flow_100m":197.72792340000004,"valid_subtotal_100m":197.72792340000004,"down_day_absorption_100m":null,"down_day_applicable":false,"marketwide_verified":false,"corporate_actions_verified":false,"method":"样本净申购估算 = Σ[(当日份额 − 上一交易日份额) × 当日单位净值]；非主力资金流向，非全市场，未完成全部公司行为核验。","sources":[{"name":"上海证券交易所·ETF基金规模","url":"https://www.sse.com.cn/assortment/fund/etf/list/scale/"},{"name":"天天基金·基金历史净值","url":"https://fundf10.eastmoney.com/"}],"fetched_at":"2026-10-18T17:22:49.471Z"},"error":null},"quality":{"is_fresh":false,"index_current":true,"margin_both_exchanges_current":false,"etf_sample_complete":true,"etf_marketwide_verified":false,"corporate_actions_verified":false,"score_configured":false,"index_age_calendar_days":3,"note":"各指标按各自日期展示；超过4个自然日的行情提示核验（长假需另行核对）；ETF仅为8只沪市上市宽基样本。"},"metrics":{"index_close":3716.28,"margin_total_100m":24661.60873339,"margin_delta_100m":-313.24344383,"margin_delta_20d_100m":-1448.64194269,"broad_etf_flow_100m":null,"broad_coverage":null,"score":null,"sample_etf_flow_100m":197.72792340000004,"sample_coverage":1,"down_day_absorption_100m":null},"as_of":"2026-10-16","alerts":["两融最新同日完整值为 2026-10-15；与指数 2026-10-16 不同日，不能当作当日合计。","原始项目没有评分公式，未生成综合评分；数据异常提示不等于买卖信号。"],"delivery":{"cache":"MISS","refresh_interval_seconds":900,"served_at":"2026-10-18T17:22:54.403Z"}}