Top 4 ETF Options Review (2026-11-04)

Foreword: The defining edge of intraday quant execution lies not merely in momentum capture, but in ratcheting up breakeven stops with algorithmic discipline. This report is generated trade by trade from the paper counter’s real closed-trade ledger and order log for 2026-11-04 (500ETF / 300ETF / 50ETF / ChiNext ETF options). Every price, timestamp, quantity and PnL figure comes directly from physical records without manual editing.

1. Daily Ledger Summary & Telemetry HUD

📊 2026-11-04 Paper-Counter Closed-Trade Ledger Summary

• Instruments: 500ETF / 300ETF / 50ETF / ChiNext ETF options

• Data basis: PAPER counter closed-trade ledger + order log

• Closed trades: 10 (6 W / 4 L) | Win rate 60.0%

• Gross PnL: +¥1,658.00 CNY

• Fees (estimated): -¥78.00 CNY

• Net daily PnL: +¥1,580.00 CNY

• Profit factor: 3.64 (avg win +¥363.17 / avg loss -¥149.75)

Key takeaways

Best trade: #8 10012473.SHO, net +¥1,110.00 (exit: PROBE_PULSE_TP_HIT); worst trade: #3 10012562.SHO, net -¥339.00 (exit: HARD_STOP_20PCT_1LOT).
PnL structure: 6W / 4L, avg win +¥363.17 / avg loss -¥149.75, profit factor 3.64.
Session split: 2 trade(s) closed before noon, net +¥130.00; 8 closed in the afternoon, net +¥1,450.00.
Exit-reason contribution: best PROBE_PULSE_TP_HIT (+¥1,991.00), worst HARD_STOP_20PCT_1LOT (-¥507.00).
Average holding time: 27 minutes (only the 8 trades opened today).
Fee drag: -¥78.00, about 4.7% of absolute gross PnL (paper-counter estimated rate).

1.1 Trade-by-Trade Execution Ledger

#	Entry → Exit Time	Underlying	Option Contract	Type	Qty	Entry → Exit Price	Trigger Signal	Exit Reason	Gross PnL	Fee	Net PnL	Price Move
🔴 #1	09:56:35 → 10:30:43	`SH.510500`	`10012549.SHO` 500ETF购11月6500	Call	1 lot(s)	0.1767 → 0.1715	`FOX-VWAP-CALL`	`TIME_STOP_30M`	-¥52.00	-¥6.00	🔴 -¥58.00	-2.94%
🟢 #2	10:40:18 → 11:11:21	`SH.510500`	`10012562.SHO` 500ETF沽11月6250	Put	1 lot(s)	0.1703 → 0.1897	`FOX-VWAP-PUT`	`TIME_STOP_30M`	+¥194.00	-¥6.00	🟢 +¥188.00	+11.39%
🔴 #3	Carried-over (recovered) → 13:09:07	`SH.510500`	`10012562.SHO` 500ETF沽11月6250	Put	1 lot(s)	0.1845 → 0.1512	`RECOVERED`	`HARD_STOP_20PCT_1LOT`	-¥333.00	-¥6.00	🔴 -¥339.00	-18.05%
🟢 #4	Carried-over (recovered) → 13:39:21	`SH.510050`	`10012439.SHO` 50ETF购11月2900	Call	1 lot(s)	0.0309 → 0.0422	`RECOVERED`	`PROBE_PULSE_TP_HIT`	+¥113.00	-¥6.00	🟢 +¥107.00	+36.57%
🟢 #5	13:10:05 → 13:44:05	`SH.510500`	`10012549.SHO` 500ETF购11月6500	Call	1 lot(s)	0.1752 → 0.2315	`FOX-VWAP-CALL`	`PROBE_PULSE_TP_HIT`	+¥563.00	-¥6.00	🟢 +¥557.00	+32.13%
🟢 #6	13:38:17 → 14:07:06	`SH.510300`	`10012455.SHO` 300ETF购11月4200	Call	1 lot(s)	0.0503 → 0.0664	`FOX-VWAP-CALL`	`PROBE_PULSE_TP_HIT`	+¥161.00	-¥6.00	🟢 +¥155.00	+32.01%
🟢 #7	13:40:24 → 14:10:04	`SH.510050`	`10012440.SHO` 50ETF购11月2950	Call	1 lot(s)	0.0218 → 0.0286	`FOX-PM-BOX-CALL`	`PROBE_PULSE_TP_HIT`	+¥68.00	-¥6.00	🟢 +¥62.00	+31.19%
🟢 #8	13:46:32 → 14:13:50	`SH.510500`	`10012473.SHO` 500ETF购11月6750	Call	2 lot(s)	0.1231 → 0.1792	`FOX-VWAP-CALL`	`PROBE_PULSE_TP_HIT`	+¥1,122.00	-¥12.00	🟢 +¥1,110.00	+45.57%
🔴 #9	14:08:22 → 14:16:26	`SH.510300`	`10012455.SHO` 300ETF购11月4200	Call	3 lot(s)	0.0661 → 0.0611	`FOX-VWAP-CALL`	`HARD_STOP_20PCT_1LOT`	-¥150.00	-¥18.00	🔴 -¥168.00	-7.56%
🔴 #10	14:25:58 → 14:48:36	`SH.510500`	`10012473.SHO` 500ETF购11月6750	Call	1 lot(s)	0.1647 → 0.1619	`FOX-VWAP-CALL`	`BREAKEVEN_STOP_LOCK`	-¥28.00	-¥6.00	🔴 -¥34.00	-1.70%

Basis: Gross PnL = (exit − entry) × quantity × contract multiplier; Net PnL = Gross PnL − fee. Fees in this table are estimated at a fixed paper-counter rate, not actual broker/exchange charges. Paper-trading fees, slippage and queue priority differ from live trading; this ledger reflects the simulated counter only and must not be read as live performance.

‘Carried-over (recovered)’ means the position was taken over by the pre-market self-healing guard; entry price is the carried cost basis and the entry time is outside today’s ledger.

2. Underlying Quantitative Matrix & Session Evolution

2.1 Daily Microstructure Matrix Snapshot

Metric	Value	Structural Attribution
Underlying & Date	`SH.510500` · `2026-11-04`	Sample: 50 bars (5min) · Total Vol: 15,199,107
Price Action	O: `6.3800` H: `6.6880` L: `6.3500` C: `6.6610`	Move: +4.40% · Range: `0.3380`
20 EMA Bias	Level: `6.6106` · Bias: `+0.0504`	Healthy trend rail, no extreme exhaustion gap
Opening Range (ORB)	ORH: `6.4250` · ORL: `6.3740`	Breakout: Bullish breakout above Opening Range High
Dominant Posture	Strong Always-In Long	Closed above the 92.0% intraday quantile

2.2 Intraday Session Breakdown

Morning Opening Price Discovery (09:30 - 10:15): On 2026-11-04, the first 15 minutes absorb overnight macro news and volatility spikes. The system utilized 50 sampled bars of SH.510500 and ORB15 ranges to gauge direction, executing 2 probe trade(s);
Midday VWAP Consolidation (10:15 - 13:30): Index converged around VWAP with declining volume and IV compression. The engine maintained discipline to avoid whipsaws in chop;
Afternoon Expansion & EOD Flat (13:30 - 15:00): Decisive momentum broke key support/resistance, executing 8 momentum continuation and trailing lock trade(s); 14:55:00 EOD guard closed all positions to 100% Flat.

500ETF (SH.510500) 5分钟 K线与期权开平仓时点

{
  "symbol": "SH.510500",
  "title": "500ETF (SH.510500) 5分钟 K线与期权开平仓时点",
  "timeframe": "5m",
  "bars": [
    {
      "time": "2026-11-04 09:30",
      "open": 6.38,
      "high": 6.407,
      "low": 6.374,
      "close": 6.399,
      "volume": 590506
    },
    {
      "time": "2026-11-04 09:35",
      "open": 6.4,
      "high": 6.425,
      "low": 6.38,
      "close": 6.38,
      "volume": 469599
    },
    {
      "time": "2026-11-04 09:40",
      "open": 6.382,
      "high": 6.421,
      "low": 6.381,
      "close": 6.392,
      "volume": 311147
    },
    {
      "time": "2026-11-04 09:45",
      "open": 6.392,
      "high": 6.396,
      "low": 6.378,
      "close": 6.387,
      "volume": 151029
    },
    {
      "time": "2026-11-04 09:50",
      "open": 6.383,
      "high": 6.418,
      "low": 6.379,
      "close": 6.411,
      "volume": 399737
    },
    {
      "time": "2026-11-04 09:55",
      "open": 6.411,
      "high": 6.416,
      "low": 6.395,
      "close": 6.398,
      "volume": 143979
    },
    {
      "time": "2026-11-04 10:00",
      "open": 6.395,
      "high": 6.404,
      "low": 6.387,
      "close": 6.397,
      "volume": 191977
    },
    {
      "time": "2026-11-04 10:05",
      "open": 6.398,
      "high": 6.441,
      "low": 6.392,
      "close": 6.434,
      "volume": 400872
    },
    {
      "time": "2026-11-04 10:10",
      "open": 6.432,
      "high": 6.433,
      "low": 6.407,
      "close": 6.42,
      "volume": 171182
    },
    {
      "time": "2026-11-04 10:15",
      "open": 6.42,
      "high": 6.424,
      "low": 6.406,
      "close": 6.422,
      "volume": 216858
    },
    {
      "time": "2026-11-04 10:20",
      "open": 6.422,
      "high": 6.435,
      "low": 6.407,
      "close": 6.407,
      "volume": 134391
    },
    {
      "time": "2026-11-04 10:25",
      "open": 6.408,
      "high": 6.41,
      "low": 6.391,
      "close": 6.392,
      "volume": 80966
    },
    {
      "time": "2026-11-04 10:30",
      "open": 6.392,
      "high": 6.411,
      "low": 6.39,
      "close": 6.409,
      "volume": 1419219
    },
    {
      "time": "2026-11-04 10:35",
      "open": 6.409,
      "high": 6.409,
      "low": 6.387,
      "close": 6.387,
      "volume": 157247
    },
    {
      "time": "2026-11-04 10:40",
      "open": 6.387,
      "high": 6.4,
      "low": 6.386,
      "close": 6.397,
      "volume": 72731
    },
    {
      "time": "2026-11-04 10:45",
      "open": 6.396,
      "high": 6.398,
      "low": 6.385,
      "close": 6.392,
      "volume": 35868
    },
    {
      "time": "2026-11-04 10:50",
      "open": 6.393,
      "high": 6.402,
      "low": 6.374,
      "close": 6.379,
      "volume": 75122
    },
    {
      "time": "2026-11-04 10:55",
      "open": 6.379,
      "high": 6.379,
      "low": 6.371,
      "close": 6.372,
      "volume": 24425
    },
    {
      "time": "2026-11-04 11:00",
      "open": 6.372,
      "high": 6.396,
      "low": 6.371,
      "close": 6.373,
      "volume": 14536
    },
    {
      "time": "2026-11-04 11:05",
      "open": 6.373,
      "high": 6.376,
      "low": 6.35,
      "close": 6.355,
      "volume": 72810
    },
    {
      "time": "2026-11-04 11:10",
      "open": 6.356,
      "high": 6.386,
      "low": 6.356,
      "close": 6.382,
      "volume": 157229
    },
    {
      "time": "2026-11-04 11:15",
      "open": 6.385,
      "high": 6.401,
      "low": 6.38,
      "close": 6.398,
      "volume": 60623
    },
    {
      "time": "2026-11-04 11:20",
      "open": 6.398,
      "high": 6.405,
      "low": 6.378,
      "close": 6.4,
      "volume": 40034
    },
    {
      "time": "2026-11-04 11:25",
      "open": 6.4,
      "high": 6.4,
      "low": 6.373,
      "close": 6.38,
      "volume": 20178
    },
    {
      "time": "2026-11-04 11:30",
      "open": 6.38,
      "high": 6.382,
      "low": 6.373,
      "close": 6.381,
      "volume": 3717
    },
    {
      "time": "2026-11-04 13:00",
      "open": 6.413,
      "high": 6.469,
      "low": 6.413,
      "close": 6.449,
      "volume": 514566
    },
    {
      "time": "2026-11-04 13:05",
      "open": 6.45,
      "high": 6.456,
      "low": 6.41,
      "close": 6.417,
      "volume": 97416
    },
    {
      "time": "2026-11-04 13:10",
      "open": 6.417,
      "high": 6.419,
      "low": 6.402,
      "close": 6.404,
      "volume": 86693
    },
    {
      "time": "2026-11-04 13:15",
      "open": 6.404,
      "high": 6.41,
      "low": 6.391,
      "close": 6.4,
      "volume": 87541
    },
    {
      "time": "2026-11-04 13:20",
      "open": 6.402,
      "high": 6.432,
      "low": 6.402,
      "close": 6.429,
      "volume": 190991
    },
    {
      "time": "2026-11-04 13:25",
      "open": 6.43,
      "high": 6.447,
      "low": 6.421,
      "close": 6.436,
      "volume": 119716
    },
    {
      "time": "2026-11-04 13:30",
      "open": 6.438,
      "high": 6.518,
      "low": 6.438,
      "close": 6.516,
      "volume": 1244916
    },
    {
      "time": "2026-11-04 13:35",
      "open": 6.516,
      "high": 6.548,
      "low": 6.502,
      "close": 6.547,
      "volume": 1076702
    },
    {
      "time": "2026-11-04 13:40",
      "open": 6.548,
      "high": 6.566,
      "low": 6.534,
      "close": 6.566,
      "volume": 866569
    },
    {
      "time": "2026-11-04 13:45",
      "open": 6.566,
      "high": 6.596,
      "low": 6.566,
      "close": 6.579,
      "volume": 798182
    },
    {
      "time": "2026-11-04 13:50",
      "open": 6.578,
      "high": 6.602,
      "low": 6.578,
      "close": 6.597,
      "volume": 476842
    },
    {
      "time": "2026-11-04 13:55",
      "open": 6.593,
      "high": 6.623,
      "low": 6.581,
      "close": 6.622,
      "volume": 815795
    },
    {
      "time": "2026-11-04 14:00",
      "open": 6.625,
      "high": 6.665,
      "low": 6.623,
      "close": 6.664,
      "volume": 732626
    },
    {
      "time": "2026-11-04 14:05",
      "open": 6.665,
      "high": 6.674,
      "low": 6.64,
      "close": 6.644,
      "volume": 469914
    },
    {
      "time": "2026-11-04 14:10",
      "open": 6.644,
      "high": 6.648,
      "low": 6.628,
      "close": 6.635,
      "volume": 255582
    },
    {
      "time": "2026-11-04 14:15",
      "open": 6.634,
      "high": 6.642,
      "low": 6.613,
      "close": 6.638,
      "volume": 316663
    },
    {
      "time": "2026-11-04 14:20",
      "open": 6.636,
      "high": 6.672,
      "low": 6.636,
      "close": 6.66,
      "volume": 280850
    },
    {
      "time": "2026-11-04 14:25",
      "open": 6.659,
      "high": 6.67,
      "low": 6.649,
      "close": 6.669,
      "volume": 161254
    },
    {
      "time": "2026-11-04 14:30",
      "open": 6.669,
      "high": 6.678,
      "low": 6.662,
      "close": 6.677,
      "volume": 227873
    },
    {
      "time": "2026-11-04 14:35",
      "open": 6.676,
      "high": 6.684,
      "low": 6.674,
      "close": 6.678,
      "volume": 211353
    },
    {
      "time": "2026-11-04 14:40",
      "open": 6.677,
      "high": 6.688,
      "low": 6.647,
      "close": 6.647,
      "volume": 166947
    },
    {
      "time": "2026-11-04 14:45",
      "open": 6.647,
      "high": 6.653,
      "low": 6.641,
      "close": 6.652,
      "volume": 217914
    },
    {
      "time": "2026-11-04 14:50",
      "open": 6.651,
      "high": 6.659,
      "low": 6.648,
      "close": 6.659,
      "volume": 159306
    },
    {
      "time": "2026-11-04 14:55",
      "open": 6.66,
      "high": 6.665,
      "low": 6.654,
      "close": 6.662,
      "volume": 142520
    },
    {
      "time": "2026-11-04 15:00",
      "open": 6.661,
      "high": 6.661,
      "low": 6.661,
      "close": 6.661,
      "volume": 64394
    }
  ],
  "trades": [
    {
      "time": "2026-11-04 09:55",
      "price": 6.398,
      "type": "BUY",
      "label": "#1 开仓 10012549.SHO"
    },
    {
      "time": "2026-11-04 10:30",
      "price": 6.409,
      "type": "SELL",
      "label": "#1 平仓 -¥58.00"
    },
    {
      "time": "2026-11-04 10:40",
      "price": 6.397,
      "type": "BUY",
      "label": "#2 开仓 10012562.SHO"
    },
    {
      "time": "2026-11-04 11:10",
      "price": 6.382,
      "type": "SELL",
      "label": "#2 平仓 +¥188.00"
    },
    {
      "time": "2026-11-04 13:05",
      "price": 6.417,
      "type": "SELL",
      "label": "#3 平仓 -¥339.00"
    },
    {
      "time": "2026-11-04 13:10",
      "price": 6.404,
      "type": "BUY",
      "label": "#5 开仓 10012549.SHO"
    },
    {
      "time": "2026-11-04 13:40",
      "price": 6.566,
      "type": "SELL",
      "label": "#5 平仓 +¥557.00"
    },
    {
      "time": "2026-11-04 13:45",
      "price": 6.579,
      "type": "BUY",
      "label": "#8 开仓 10012473.SHO"
    },
    {
      "time": "2026-11-04 14:10",
      "price": 6.635,
      "type": "SELL",
      "label": "#8 平仓 +¥1,110.00"
    },
    {
      "time": "2026-11-04 14:25",
      "price": 6.669,
      "type": "BUY",
      "label": "#10 开仓 10012473.SHO"
    },
    {
      "time": "2026-11-04 14:45",
      "price": 6.652,
      "type": "SELL",
      "label": "#10 平仓 -¥34.00"
    }
  ],
  "lines": []
}

50ETF (SH.510050) 5分钟 K线与期权开平仓时点

{
  "symbol": "SH.510050",
  "title": "50ETF (SH.510050) 5分钟 K线与期权开平仓时点",
  "timeframe": "5m",
  "bars": [
    {
      "time": "2026-11-04 09:30",
      "open": 2.88,
      "high": 2.88,
      "low": 2.88,
      "close": 2.88,
      "volume": 0
    },
    {
      "time": "2026-11-04 09:35",
      "open": 2.88,
      "high": 2.896,
      "low": 2.872,
      "close": 2.886,
      "volume": 943777
    },
    {
      "time": "2026-11-04 09:40",
      "open": 2.885,
      "high": 2.889,
      "low": 2.884,
      "close": 2.888,
      "volume": 182836
    },
    {
      "time": "2026-11-04 09:45",
      "open": 2.888,
      "high": 2.889,
      "low": 2.884,
      "close": 2.886,
      "volume": 227285
    },
    {
      "time": "2026-11-04 09:50",
      "open": 2.886,
      "high": 2.888,
      "low": 2.879,
      "close": 2.883,
      "volume": 156136
    },
    {
      "time": "2026-11-04 09:55",
      "open": 2.884,
      "high": 2.887,
      "low": 2.88,
      "close": 2.881,
      "volume": 122587
    },
    {
      "time": "2026-11-04 10:00",
      "open": 2.881,
      "high": 2.883,
      "low": 2.876,
      "close": 2.877,
      "volume": 158991
    },
    {
      "time": "2026-11-04 10:05",
      "open": 2.877,
      "high": 2.882,
      "low": 2.876,
      "close": 2.876,
      "volume": 100292
    },
    {
      "time": "2026-11-04 10:10",
      "open": 2.877,
      "high": 2.88,
      "low": 2.876,
      "close": 2.876,
      "volume": 194520
    },
    {
      "time": "2026-11-04 10:15",
      "open": 2.877,
      "high": 2.877,
      "low": 2.872,
      "close": 2.872,
      "volume": 148778
    },
    {
      "time": "2026-11-04 10:20",
      "open": 2.872,
      "high": 2.876,
      "low": 2.871,
      "close": 2.874,
      "volume": 105154
    },
    {
      "time": "2026-11-04 10:25",
      "open": 2.874,
      "high": 2.879,
      "low": 2.874,
      "close": 2.875,
      "volume": 80824
    },
    {
      "time": "2026-11-04 10:30",
      "open": 2.875,
      "high": 2.875,
      "low": 2.872,
      "close": 2.874,
      "volume": 49416
    },
    {
      "time": "2026-11-04 10:35",
      "open": 2.873,
      "high": 2.879,
      "low": 2.873,
      "close": 2.876,
      "volume": 72306
    },
    {
      "time": "2026-11-04 10:40",
      "open": 2.877,
      "high": 2.877,
      "low": 2.872,
      "close": 2.873,
      "volume": 85357
    },
    {
      "time": "2026-11-04 10:45",
      "open": 2.873,
      "high": 2.874,
      "low": 2.871,
      "close": 2.872,
      "volume": 83090
    },
    {
      "time": "2026-11-04 10:50",
      "open": 2.872,
      "high": 2.874,
      "low": 2.871,
      "close": 2.873,
      "volume": 24463
    },
    {
      "time": "2026-11-04 10:55",
      "open": 2.873,
      "high": 2.873,
      "low": 2.867,
      "close": 2.868,
      "volume": 65537
    },
    {
      "time": "2026-11-04 11:00",
      "open": 2.868,
      "high": 2.868,
      "low": 2.865,
      "close": 2.866,
      "volume": 63477
    },
    {
      "time": "2026-11-04 11:05",
      "open": 2.865,
      "high": 2.872,
      "low": 2.865,
      "close": 2.871,
      "volume": 66345
    },
    {
      "time": "2026-11-04 11:10",
      "open": 2.871,
      "high": 2.877,
      "low": 2.871,
      "close": 2.877,
      "volume": 187100
    },
    {
      "time": "2026-11-04 11:15",
      "open": 2.878,
      "high": 2.881,
      "low": 2.878,
      "close": 2.88,
      "volume": 552178
    },
    {
      "time": "2026-11-04 11:20",
      "open": 2.88,
      "high": 2.884,
      "low": 2.88,
      "close": 2.882,
      "volume": 246439
    },
    {
      "time": "2026-11-04 11:25",
      "open": 2.882,
      "high": 2.887,
      "low": 2.882,
      "close": 2.884,
      "volume": 425883
    },
    {
      "time": "2026-11-04 11:30",
      "open": 2.883,
      "high": 2.886,
      "low": 2.881,
      "close": 2.886,
      "volume": 439573
    },
    {
      "time": "2026-11-04 13:00",
      "open": 2.886,
      "high": 2.886,
      "low": 2.886,
      "close": 2.886,
      "volume": 0
    },
    {
      "time": "2026-11-04 13:05",
      "open": 2.892,
      "high": 2.899,
      "low": 2.887,
      "close": 2.888,
      "volume": 390011
    },
    {
      "time": "2026-11-04 13:10",
      "open": 2.888,
      "high": 2.889,
      "low": 2.884,
      "close": 2.887,
      "volume": 113761
    },
    {
      "time": "2026-11-04 13:15",
      "open": 2.885,
      "high": 2.889,
      "low": 2.885,
      "close": 2.888,
      "volume": 76364
    },
    {
      "time": "2026-11-04 13:20",
      "open": 2.887,
      "high": 2.889,
      "low": 2.885,
      "close": 2.888,
      "volume": 94002
    },
    {
      "time": "2026-11-04 13:25",
      "open": 2.887,
      "high": 2.892,
      "low": 2.887,
      "close": 2.891,
      "volume": 114935
    },
    {
      "time": "2026-11-04 13:30",
      "open": 2.891,
      "high": 2.9,
      "low": 2.89,
      "close": 2.899,
      "volume": 241750
    },
    {
      "time": "2026-11-04 13:35",
      "open": 2.899,
      "high": 2.909,
      "low": 2.899,
      "close": 2.907,
      "volume": 427430
    },
    {
      "time": "2026-11-04 13:40",
      "open": 2.907,
      "high": 2.91,
      "low": 2.906,
      "close": 2.907,
      "volume": 243156
    },
    {
      "time": "2026-11-04 13:45",
      "open": 2.907,
      "high": 2.908,
      "low": 2.901,
      "close": 2.907,
      "volume": 283921
    },
    {
      "time": "2026-11-04 13:50",
      "open": 2.907,
      "high": 2.911,
      "low": 2.905,
      "close": 2.908,
      "volume": 137851
    },
    {
      "time": "2026-11-04 13:55",
      "open": 2.907,
      "high": 2.91,
      "low": 2.902,
      "close": 2.905,
      "volume": 162845
    },
    {
      "time": "2026-11-04 14:00",
      "open": 2.906,
      "high": 2.912,
      "low": 2.903,
      "close": 2.912,
      "volume": 136108
    },
    {
      "time": "2026-11-04 14:05",
      "open": 2.912,
      "high": 2.922,
      "low": 2.912,
      "close": 2.921,
      "volume": 209201
    },
    {
      "time": "2026-11-04 14:10",
      "open": 2.921,
      "high": 2.929,
      "low": 2.92,
      "close": 2.923,
      "volume": 392575
    },
    {
      "time": "2026-11-04 14:15",
      "open": 2.923,
      "high": 2.927,
      "low": 2.918,
      "close": 2.918,
      "volume": 288213
    },
    {
      "time": "2026-11-04 14:20",
      "open": 2.918,
      "high": 2.924,
      "low": 2.917,
      "close": 2.921,
      "volume": 284101
    },
    {
      "time": "2026-11-04 14:25",
      "open": 2.92,
      "high": 2.923,
      "low": 2.919,
      "close": 2.922,
      "volume": 76044
    },
    {
      "time": "2026-11-04 14:30",
      "open": 2.921,
      "high": 2.925,
      "low": 2.919,
      "close": 2.925,
      "volume": 85878
    },
    {
      "time": "2026-11-04 14:35",
      "open": 2.925,
      "high": 2.927,
      "low": 2.923,
      "close": 2.926,
      "volume": 94222
    },
    {
      "time": "2026-11-04 14:40",
      "open": 2.927,
      "high": 2.928,
      "low": 2.923,
      "close": 2.926,
      "volume": 264526
    },
    {
      "time": "2026-11-04 14:45",
      "open": 2.926,
      "high": 2.928,
      "low": 2.921,
      "close": 2.922,
      "volume": 244782
    },
    {
      "time": "2026-11-04 14:50",
      "open": 2.922,
      "high": 2.922,
      "low": 2.92,
      "close": 2.921,
      "volume": 296153
    },
    {
      "time": "2026-11-04 14:55",
      "open": 2.922,
      "high": 2.923,
      "low": 2.919,
      "close": 2.923,
      "volume": 572939
    },
    {
      "time": "2026-11-04 15:00",
      "open": 2.922,
      "high": 2.924,
      "low": 2.922,
      "close": 2.923,
      "volume": 576585
    }
  ],
  "trades": [
    {
      "time": "2026-11-04 13:35",
      "price": 2.907,
      "type": "SELL",
      "label": "#4 平仓 +¥107.00"
    },
    {
      "time": "2026-11-04 13:40",
      "price": 2.907,
      "type": "BUY",
      "label": "#7 开仓 10012440.SHO"
    },
    {
      "time": "2026-11-04 14:10",
      "price": 2.923,
      "type": "SELL",
      "label": "#7 平仓 +¥62.00"
    }
  ],
  "lines": []
}

300ETF (SH.510300) 5分钟 K线与期权开平仓时点

{
  "symbol": "SH.510300",
  "title": "300ETF (SH.510300) 5分钟 K线与期权开平仓时点",
  "timeframe": "5m",
  "bars": [
    {
      "time": "2026-11-04 09:30",
      "open": 4.086,
      "high": 4.086,
      "low": 4.086,
      "close": 4.086,
      "volume": 0
    },
    {
      "time": "2026-11-04 09:35",
      "open": 4.086,
      "high": 4.106,
      "low": 4.075,
      "close": 4.101,
      "volume": 1351392
    },
    {
      "time": "2026-11-04 09:40",
      "open": 4.1,
      "high": 4.109,
      "low": 4.098,
      "close": 4.101,
      "volume": 800768
    },
    {
      "time": "2026-11-04 09:45",
      "open": 4.101,
      "high": 4.105,
      "low": 4.096,
      "close": 4.098,
      "volume": 741977
    },
    {
      "time": "2026-11-04 09:50",
      "open": 4.099,
      "high": 4.1,
      "low": 4.086,
      "close": 4.091,
      "volume": 479113
    },
    {
      "time": "2026-11-04 09:55",
      "open": 4.091,
      "high": 4.099,
      "low": 4.089,
      "close": 4.09,
      "volume": 1515762
    },
    {
      "time": "2026-11-04 10:00",
      "open": 4.091,
      "high": 4.093,
      "low": 4.081,
      "close": 4.081,
      "volume": 582595
    },
    {
      "time": "2026-11-04 10:05",
      "open": 4.082,
      "high": 4.088,
      "low": 4.081,
      "close": 4.082,
      "volume": 1217253
    },
    {
      "time": "2026-11-04 10:10",
      "open": 4.082,
      "high": 4.09,
      "low": 4.079,
      "close": 4.085,
      "volume": 1326725
    },
    {
      "time": "2026-11-04 10:15",
      "open": 4.085,
      "high": 4.085,
      "low": 4.079,
      "close": 4.081,
      "volume": 315790
    },
    {
      "time": "2026-11-04 10:20",
      "open": 4.081,
      "high": 4.084,
      "low": 4.078,
      "close": 4.084,
      "volume": 392177
    },
    {
      "time": "2026-11-04 10:25",
      "open": 4.085,
      "high": 4.088,
      "low": 4.081,
      "close": 4.081,
      "volume": 1518729
    },
    {
      "time": "2026-11-04 10:30",
      "open": 4.08,
      "high": 4.081,
      "low": 4.077,
      "close": 4.079,
      "volume": 317143
    },
    {
      "time": "2026-11-04 10:35",
      "open": 4.079,
      "high": 4.084,
      "low": 4.077,
      "close": 4.08,
      "volume": 619518
    },
    {
      "time": "2026-11-04 10:40",
      "open": 4.08,
      "high": 4.081,
      "low": 4.071,
      "close": 4.073,
      "volume": 239208
    },
    {
      "time": "2026-11-04 10:45",
      "open": 4.073,
      "high": 4.076,
      "low": 4.071,
      "close": 4.073,
      "volume": 189116
    },
    {
      "time": "2026-11-04 10:50",
      "open": 4.073,
      "high": 4.076,
      "low": 4.068,
      "close": 4.076,
      "volume": 202479
    },
    {
      "time": "2026-11-04 10:55",
      "open": 4.076,
      "high": 4.076,
      "low": 4.063,
      "close": 4.064,
      "volume": 191683
    },
    {
      "time": "2026-11-04 11:00",
      "open": 4.064,
      "high": 4.065,
      "low": 4.062,
      "close": 4.063,
      "volume": 214556
    },
    {
      "time": "2026-11-04 11:05",
      "open": 4.063,
      "high": 4.072,
      "low": 4.063,
      "close": 4.069,
      "volume": 147444
    },
    {
      "time": "2026-11-04 11:10",
      "open": 4.068,
      "high": 4.073,
      "low": 4.063,
      "close": 4.073,
      "volume": 265497
    },
    {
      "time": "2026-11-04 11:15",
      "open": 4.073,
      "high": 4.078,
      "low": 4.071,
      "close": 4.078,
      "volume": 321356
    },
    {
      "time": "2026-11-04 11:20",
      "open": 4.077,
      "high": 4.082,
      "low": 4.076,
      "close": 4.079,
      "volume": 212585
    },
    {
      "time": "2026-11-04 11:25",
      "open": 4.08,
      "high": 4.087,
      "low": 4.077,
      "close": 4.082,
      "volume": 284832
    },
    {
      "time": "2026-11-04 11:30",
      "open": 4.081,
      "high": 4.085,
      "low": 4.077,
      "close": 4.085,
      "volume": 184234
    },
    {
      "time": "2026-11-04 13:00",
      "open": 4.085,
      "high": 4.085,
      "low": 4.085,
      "close": 4.085,
      "volume": 0
    },
    {
      "time": "2026-11-04 13:05",
      "open": 4.1,
      "high": 4.111,
      "low": 4.094,
      "close": 4.097,
      "volume": 755978
    },
    {
      "time": "2026-11-04 13:10",
      "open": 4.097,
      "high": 4.099,
      "low": 4.089,
      "close": 4.091,
      "volume": 201716
    },
    {
      "time": "2026-11-04 13:15",
      "open": 4.091,
      "high": 4.094,
      "low": 4.088,
      "close": 4.091,
      "volume": 195811
    },
    {
      "time": "2026-11-04 13:20",
      "open": 4.092,
      "high": 4.096,
      "low": 4.086,
      "close": 4.093,
      "volume": 233079
    },
    {
      "time": "2026-11-04 13:25",
      "open": 4.093,
      "high": 4.101,
      "low": 4.093,
      "close": 4.1,
      "volume": 311516
    },
    {
      "time": "2026-11-04 13:30",
      "open": 4.1,
      "high": 4.11,
      "low": 4.099,
      "close": 4.11,
      "volume": 463477
    },
    {
      "time": "2026-11-04 13:35",
      "open": 4.111,
      "high": 4.131,
      "low": 4.111,
      "close": 4.126,
      "volume": 1386535
    },
    {
      "time": "2026-11-04 13:40",
      "open": 4.127,
      "high": 4.14,
      "low": 4.127,
      "close": 4.137,
      "volume": 1323533
    },
    {
      "time": "2026-11-04 13:45",
      "open": 4.137,
      "high": 4.141,
      "low": 4.127,
      "close": 4.138,
      "volume": 1021145
    },
    {
      "time": "2026-11-04 13:50",
      "open": 4.139,
      "high": 4.149,
      "low": 4.136,
      "close": 4.145,
      "volume": 1012973
    },
    {
      "time": "2026-11-04 13:55",
      "open": 4.145,
      "high": 4.146,
      "low": 4.137,
      "close": 4.138,
      "volume": 469964
    },
    {
      "time": "2026-11-04 14:00",
      "open": 4.138,
      "high": 4.152,
      "low": 4.137,
      "close": 4.152,
      "volume": 778858
    },
    {
      "time": "2026-11-04 14:05",
      "open": 4.152,
      "high": 4.175,
      "low": 4.152,
      "close": 4.173,
      "volume": 1036896
    },
    {
      "time": "2026-11-04 14:10",
      "open": 4.173,
      "high": 4.183,
      "low": 4.17,
      "close": 4.171,
      "volume": 739638
    },
    {
      "time": "2026-11-04 14:15",
      "open": 4.172,
      "high": 4.176,
      "low": 4.16,
      "close": 4.16,
      "volume": 841432
    },
    {
      "time": "2026-11-04 14:20",
      "open": 4.16,
      "high": 4.171,
      "low": 4.16,
      "close": 4.17,
      "volume": 642902
    },
    {
      "time": "2026-11-04 14:25",
      "open": 4.17,
      "high": 4.177,
      "low": 4.169,
      "close": 4.175,
      "volume": 774224
    },
    {
      "time": "2026-11-04 14:30",
      "open": 4.174,
      "high": 4.181,
      "low": 4.171,
      "close": 4.181,
      "volume": 539865
    },
    {
      "time": "2026-11-04 14:35",
      "open": 4.181,
      "high": 4.187,
      "low": 4.177,
      "close": 4.185,
      "volume": 746042
    },
    {
      "time": "2026-11-04 14:40",
      "open": 4.185,
      "high": 4.19,
      "low": 4.18,
      "close": 4.184,
      "volume": 644232
    },
    {
      "time": "2026-11-04 14:45",
      "open": 4.184,
      "high": 4.191,
      "low": 4.171,
      "close": 4.173,
      "volume": 738290
    },
    {
      "time": "2026-11-04 14:50",
      "open": 4.173,
      "high": 4.178,
      "low": 4.171,
      "close": 4.173,
      "volume": 966970
    },
    {
      "time": "2026-11-04 14:55",
      "open": 4.173,
      "high": 4.178,
      "low": 4.172,
      "close": 4.177,
      "volume": 536574
    },
    {
      "time": "2026-11-04 15:00",
      "open": 4.177,
      "high": 4.177,
      "low": 4.173,
      "close": 4.175,
      "volume": 483763
    }
  ],
  "trades": [
    {
      "time": "2026-11-04 13:35",
      "price": 4.126,
      "type": "BUY",
      "label": "#6 开仓 10012455.SHO"
    },
    {
      "time": "2026-11-04 14:05",
      "price": 4.173,
      "type": "SELL",
      "label": "#6 平仓 +¥155.00"
    },
    {
      "time": "2026-11-04 14:05",
      "price": 4.173,
      "type": "BUY",
      "label": "#9 开仓 10012455.SHO"
    },
    {
      "time": "2026-11-04 14:15",
      "price": 4.16,
      "type": "SELL",
      "label": "#9 平仓 -¥168.00"
    }
  ],
  "lines": []
}

3. Cross-Asset Greeks & Micro Volatility Attribution

3.1 Delta Linear Transmission vs Gamma Convexity

Sample Context (2026-11-04): Monitored micro Greeks across 10 recorded position(s);
Linear Underlying: 宽基 ETF (500/300/50ETF) moves linearly with price changes, establishing directional trend;
Nonlinear Options: ATM and slight OTM ETF 期权 contracts feature Delta between $0.40 \sim 0.55$ , where Gamma accelerates profit momentum on directional thrusts.

3.2 IV Smile & Volatility Crush Dynamics

Morning Premium Spikes: Opening thrusts inflate IV across strikes;
Midday IV Crush: Once the underlying stabilizes, IV mean-reverts, squeezing premium buyers. The Breakeven Lock protects early gains from IV collapse.

3.3 Intraday Theta Decay Defense

Option buyers bleed Theta continuously during consolidation;
The system enforces strict 30-minute Time Stops (TIME_STOP_30M) and sub-second cut-loss guards to prevent time value decay in choppy markets.

4. Option Moneyness & Strike Selection Playbook

Strike Tier	Moneyness	Delta Range	Premium Cost	Selection Playbook & Rationale
Deep OTM (3+ strikes)	OTM > 4%	0.10 ~ 0.25	Low	❌ Rejected: Requires massive underlying jump; fast Theta decay to zero
Slight OTM (1~2 strikes)	OTM 1~2%	0.40 ~ 0.55	Optimal	✅ Selected (`10012549.SHO、10012562.SHO、10012562.SHO`): Golden ratio of leverage and liquidity, low slippage
ATM / Deep ITM	ITM	0.65 ~ 0.85	High	❌ Rejected: Heavy capital footprint, lower intraday leverage elasticity

5. Strategy State Machine & Risk-Control Algorithms

5.1 Dynamic State Machine Flowchart

flowchart TD
A["09:30 Market Open: Liquidity & Volatility Probe"]
A --> C1{"09:56 Trigger FOX-VWAP-CALL?"}
C1 -- Yes --> T1["#1 Open 10012549.SHO (C)"]
T1 --> E1["10:30 Exit: TIME_STOP_30M (Net -¥58.00)"]
E1 --> C2{"10:40 Trigger FOX-VWAP-PUT?"}
C2 -- Yes --> T2["#2 Open 10012562.SHO (P)"]
T2 --> E2["11:11 Exit: TIME_STOP_30M (Net +¥188.00)"]
E2 --> C3{"Carry Trigger RECOVERED?"}
C3 -- Yes --> T3["#3 Open 10012562.SHO (P)"]
T3 --> E3["13:09 Exit: HARD_STOP_20PCT_1LOT (Net -¥339.00)"]
E3 --> C4{"Carry Trigger RECOVERED?"}
C4 -- Yes --> T4["#4 Open 10012439.SHO (C)"]
T4 --> E4["13:39 Exit: PROBE_PULSE_TP_HIT (Net +¥107.00)"]
E4 --> C5{"13:10 Trigger FOX-VWAP-CALL?"}
C5 -- Yes --> T5["#5 Open 10012549.SHO (C)"]
T5 --> E5["13:44 Exit: PROBE_PULSE_TP_HIT (Net +¥557.00)"]
E5 --> C6{"13:38 Trigger FOX-VWAP-CALL?"}
C6 -- Yes --> T6["#6 Open 10012455.SHO (C)"]
T6 --> E6["14:07 Exit: PROBE_PULSE_TP_HIT (Net +¥155.00)"]
E6 --> C7{"13:40 Trigger FOX-PM-BOX-CALL?"}
C7 -- Yes --> T7["#7 Open 10012440.SHO (C)"]
T7 --> E7["14:10 Exit: PROBE_PULSE_TP_HIT (Net +¥62.00)"]
E7 --> C8{"13:46 Trigger FOX-VWAP-CALL?"}
C8 -- Yes --> T8["#8 Open 10012473.SHO (C)"]
T8 --> E8["14:13 Exit: PROBE_PULSE_TP_HIT (Net +¥1,110.00)"]
E8 --> C9{"14:08 Trigger FOX-VWAP-CALL?"}
C9 -- Yes --> T9["#9 Open 10012455.SHO (C)"]
T9 --> E9["14:16 Exit: HARD_STOP_20PCT_1LOT (Net -¥168.00)"]
E9 --> C10{"14:25 Trigger FOX-VWAP-CALL?"}
C10 -- Yes --> T10["#10 Open 10012473.SHO (C)"]
T10 --> E10["14:48 Exit: BREAKEVEN_STOP_LOCK (Net -¥34.00)"]
E10 --> Z["14:55 EOD Flatten Guard: Account 100% Flat"]

5.2 Mathematical Formulation of Dynamic Guardian

To prevent paper profits from turning into catastrophic reversals, the engine deploys the DynamicGuardian State Machine:

S_{\text{stop}}^{(t)} = \max \left( S_{\text{stop}}^{(t-1)}, \; P_{\text{entry}} + \Delta_{\text{friction}}, \; P_{\text{peak}}^{(t)} - 0.5 \cdot \text{ATR} \right)

Early Breakeven Lock: Once floating profit hits $0.8 \times \text{ATR}$ (or $+8\%$ for options), the stop price ratchets above entry cost, guaranteeing a zero-loss baseline;
Peak Trailing Lock: Once profit extends past $1.5 \times \text{ATR}$ , the trailing stop locks at $0.5 \times \text{ATR}$ below peak high to secure run-away alpha.

5.3 Per-Trade Exit Reason Attribution

Exit reason	Trades	W / L	Net PnL
`PROBE_PULSE_TP_HIT` Probe pulse take-profit	🟢 5	5 / 0	🟢 +¥1,991.00
`TIME_STOP_30M` 30-minute time stop	🟢 2	1 / 1	🟢 +¥130.00
`BREAKEVEN_STOP_LOCK` Breakeven lock stop	🔴 1	0 / 1	🔴 -¥34.00
`HARD_STOP_20PCT_1LOT` Premium hard stop	🔴 2	0 / 2	🔴 -¥507.00

#1 10012549.SHO: bought at 0.1767 (09:56:35); closed at 0.1715 (10:30:43); held 34 min; exit: 30-minute time stop; qty 1; gross -¥52.00; fee -¥6.00; net -¥58.00.
#2 10012562.SHO: bought at 0.1703 (10:40:18); closed at 0.1897 (11:11:21); held 31 min; exit: 30-minute time stop; qty 1; gross +¥194.00; fee -¥6.00; net +¥188.00.
#3 10012562.SHO: taken over at cost 0.1845; closed at 0.1512 (13:09:07); carried-over position; exit: Premium hard stop; qty 1; gross -¥333.00; fee -¥6.00; net -¥339.00.
#4 10012439.SHO: taken over at cost 0.0309; closed at 0.0422 (13:39:21); carried-over position; exit: Probe pulse take-profit; qty 1; gross +¥113.00; fee -¥6.00; net +¥107.00.
#5 10012549.SHO: bought at 0.1752 (13:10:05); closed at 0.2315 (13:44:05); held 34 min; exit: Probe pulse take-profit; qty 1; gross +¥563.00; fee -¥6.00; net +¥557.00.
#6 10012455.SHO: bought at 0.0503 (13:38:17); closed at 0.0664 (14:07:06); held 28 min; exit: Probe pulse take-profit; qty 1; gross +¥161.00; fee -¥6.00; net +¥155.00.
#7 10012440.SHO: bought at 0.0218 (13:40:24); closed at 0.0286 (14:10:04); held 29 min; exit: Probe pulse take-profit; qty 1; gross +¥68.00; fee -¥6.00; net +¥62.00.
#8 10012473.SHO: bought at 0.1231 (13:46:32); closed at 0.1792 (14:13:50); held 27 min; exit: Probe pulse take-profit; qty 2; gross +¥1,122.00; fee -¥12.00; net +¥1,110.00.
#9 10012455.SHO: bought at 0.0661 (14:08:22); closed at 0.0611 (14:16:26); held 8 min; exit: Premium hard stop; qty 3; gross -¥150.00; fee -¥18.00; net -¥168.00.
#10 10012473.SHO: bought at 0.1647 (14:25:58); closed at 0.1619 (14:48:36); held 22 min; exit: Breakeven lock stop; qty 1; gross -¥28.00; fee -¥6.00; net -¥34.00.

6. Option Contracts Interactive K-Lines & Real Fills

10012549.SHO 500ETF购11月6500 5分钟 K线与真实成交

{
  "symbol": "10012549.SHO",
  "title": "10012549.SHO 500ETF购11月6500 5分钟 K线与真实成交",
  "timeframe": "5m",
  "bars": [
    {
      "time": "2026-11-04 09:30",
      "open": 0.1689,
      "high": 0.1796,
      "low": 0.166,
      "close": 0.1759,
      "volume": 8181
    },
    {
      "time": "2026-11-04 09:35",
      "open": 0.1759,
      "high": 0.1842,
      "low": 0.1681,
      "close": 0.1689,
      "volume": 5884
    },
    {
      "time": "2026-11-04 09:40",
      "open": 0.1683,
      "high": 0.1841,
      "low": 0.1683,
      "close": 0.1716,
      "volume": 6657
    },
    {
      "time": "2026-11-04 09:45",
      "open": 0.1722,
      "high": 0.1741,
      "low": 0.1685,
      "close": 0.1697,
      "volume": 4126
    },
    {
      "time": "2026-11-04 09:50",
      "open": 0.1698,
      "high": 0.1831,
      "low": 0.168,
      "close": 0.179,
      "volume": 5309
    },
    {
      "time": "2026-11-04 09:55",
      "open": 0.1804,
      "high": 0.1826,
      "low": 0.1736,
      "close": 0.1736,
      "volume": 2435
    },
    {
      "time": "2026-11-04 10:00",
      "open": 0.1736,
      "high": 0.1765,
      "low": 0.17,
      "close": 0.1739,
      "volume": 2497
    },
    {
      "time": "2026-11-04 10:05",
      "open": 0.1742,
      "high": 0.1924,
      "low": 0.1715,
      "close": 0.188,
      "volume": 5318
    },
    {
      "time": "2026-11-04 10:10",
      "open": 0.1881,
      "high": 0.1889,
      "low": 0.1769,
      "close": 0.1818,
      "volume": 3014
    },
    {
      "time": "2026-11-04 10:15",
      "open": 0.181,
      "high": 0.1831,
      "low": 0.1752,
      "close": 0.1823,
      "volume": 2138
    },
    {
      "time": "2026-11-04 10:20",
      "open": 0.1822,
      "high": 0.1875,
      "low": 0.1747,
      "close": 0.176,
      "volume": 2374
    },
    {
      "time": "2026-11-04 10:25",
      "open": 0.1755,
      "high": 0.176,
      "low": 0.1653,
      "close": 0.1655,
      "volume": 6744
    },
    {
      "time": "2026-11-04 10:30",
      "open": 0.1655,
      "high": 0.1739,
      "low": 0.165,
      "close": 0.1715,
      "volume": 3627
    },
    {
      "time": "2026-11-04 10:35",
      "open": 0.171,
      "high": 0.1735,
      "low": 0.164,
      "close": 0.1646,
      "volume": 3024
    },
    {
      "time": "2026-11-04 10:40",
      "open": 0.164,
      "high": 0.171,
      "low": 0.164,
      "close": 0.1696,
      "volume": 3530
    },
    {
      "time": "2026-11-04 10:45",
      "open": 0.1685,
      "high": 0.1708,
      "low": 0.164,
      "close": 0.167,
      "volume": 2739
    },
    {
      "time": "2026-11-04 10:50",
      "open": 0.168,
      "high": 0.171,
      "low": 0.1595,
      "close": 0.1619,
      "volume": 2723
    },
    {
      "time": "2026-11-04 10:55",
      "open": 0.1619,
      "high": 0.1621,
      "low": 0.1593,
      "close": 0.1601,
      "volume": 1637
    },
    {
      "time": "2026-11-04 11:00",
      "open": 0.1602,
      "high": 0.1697,
      "low": 0.1599,
      "close": 0.1603,
      "volume": 2803
    },
    {
      "time": "2026-11-04 11:05",
      "open": 0.1603,
      "high": 0.1627,
      "low": 0.1527,
      "close": 0.1557,
      "volume": 2762
    },
    {
      "time": "2026-11-04 11:10",
      "open": 0.1557,
      "high": 0.1667,
      "low": 0.155,
      "close": 0.1645,
      "volume": 3359
    },
    {
      "time": "2026-11-04 11:15",
      "open": 0.1645,
      "high": 0.173,
      "low": 0.1627,
      "close": 0.171,
      "volume": 4755
    },
    {
      "time": "2026-11-04 11:20",
      "open": 0.1702,
      "high": 0.1749,
      "low": 0.1644,
      "close": 0.171,
      "volume": 3446
    },
    {
      "time": "2026-11-04 11:25",
      "open": 0.1715,
      "high": 0.1726,
      "low": 0.1606,
      "close": 0.1631,
      "volume": 1835
    },
    {
      "time": "2026-11-04 11:30",
      "open": 0.1637,
      "high": 0.1677,
      "low": 0.1606,
      "close": 0.1631,
      "volume": 763
    },
    {
      "time": "2026-11-04 13:00",
      "open": 0.176,
      "high": 0.2,
      "low": 0.176,
      "close": 0.1922,
      "volume": 9851
    },
    {
      "time": "2026-11-04 13:05",
      "open": 0.1927,
      "high": 0.1958,
      "low": 0.1744,
      "close": 0.1772,
      "volume": 5468
    },
    {
      "time": "2026-11-04 13:10",
      "open": 0.1771,
      "high": 0.1778,
      "low": 0.1687,
      "close": 0.1706,
      "volume": 4229
    },
    {
      "time": "2026-11-04 13:15",
      "open": 0.1706,
      "high": 0.1745,
      "low": 0.1636,
      "close": 0.1681,
      "volume": 5260
    },
    {
      "time": "2026-11-04 13:20",
      "open": 0.1691,
      "high": 0.18,
      "low": 0.1691,
      "close": 0.1783,
      "volume": 5668
    },
    {
      "time": "2026-11-04 13:25",
      "open": 0.1786,
      "high": 0.1868,
      "low": 0.176,
      "close": 0.1823,
      "volume": 5474
    },
    {
      "time": "2026-11-04 13:30",
      "open": 0.1822,
      "high": 0.2245,
      "low": 0.1802,
      "close": 0.2205,
      "volume": 15057
    },
    {
      "time": "2026-11-04 13:35",
      "open": 0.2201,
      "high": 0.2442,
      "low": 0.216,
      "close": 0.2431,
      "volume": 10980
    },
    {
      "time": "2026-11-04 13:40",
      "open": 0.2432,
      "high": 0.2529,
      "low": 0.2321,
      "close": 0.2529,
      "volume": 4694
    },
    {
      "time": "2026-11-04 13:45",
      "open": 0.2522,
      "high": 0.2733,
      "low": 0.2522,
      "close": 0.2572,
      "volume": 9103
    },
    {
      "time": "2026-11-04 13:50",
      "open": 0.2578,
      "high": 0.2749,
      "low": 0.2565,
      "close": 0.2653,
      "volume": 6675
    },
    {
      "time": "2026-11-04 13:55",
      "open": 0.265,
      "high": 0.2873,
      "low": 0.2558,
      "close": 0.2871,
      "volume": 6736
    },
    {
      "time": "2026-11-04 14:00",
      "open": 0.288,
      "high": 0.3158,
      "low": 0.2834,
      "close": 0.3158,
      "volume": 6408
    },
    {
      "time": "2026-11-04 14:05",
      "open": 0.3155,
      "high": 0.3206,
      "low": 0.2972,
      "close": 0.2984,
      "volume": 8083
    },
    {
      "time": "2026-11-04 14:10",
      "open": 0.2983,
      "high": 0.3015,
      "low": 0.2858,
      "close": 0.2892,
      "volume": 7235
    },
    {
      "time": "2026-11-04 14:15",
      "open": 0.2888,
      "high": 0.2958,
      "low": 0.275,
      "close": 0.29,
      "volume": 5242
    },
    {
      "time": "2026-11-04 14:20",
      "open": 0.29,
      "high": 0.3142,
      "low": 0.2891,
      "close": 0.3021,
      "volume": 4209
    },
    {
      "time": "2026-11-04 14:25",
      "open": 0.3018,
      "high": 0.3084,
      "low": 0.2926,
      "close": 0.308,
      "volume": 2903
    },
    {
      "time": "2026-11-04 14:30",
      "open": 0.3078,
      "high": 0.3104,
      "low": 0.2974,
      "close": 0.3092,
      "volume": 3464
    },
    {
      "time": "2026-11-04 14:35",
      "open": 0.3088,
      "high": 0.3162,
      "low": 0.3065,
      "close": 0.3095,
      "volume": 2612
    },
    {
      "time": "2026-11-04 14:40",
      "open": 0.3089,
      "high": 0.318,
      "low": 0.2879,
      "close": 0.2882,
      "volume": 6204
    },
    {
      "time": "2026-11-04 14:45",
      "open": 0.2885,
      "high": 0.2971,
      "low": 0.2852,
      "close": 0.2939,
      "volume": 7936
    },
    {
      "time": "2026-11-04 14:50",
      "open": 0.2939,
      "high": 0.301,
      "low": 0.291,
      "close": 0.301,
      "volume": 2323
    },
    {
      "time": "2026-11-04 14:55",
      "open": 0.3006,
      "high": 0.303,
      "low": 0.2959,
      "close": 0.2993,
      "volume": 1543
    },
    {
      "time": "2026-11-04 15:00",
      "open": 0.2967,
      "high": 0.2967,
      "low": 0.2967,
      "close": 0.2967,
      "volume": 143
    }
  ],
  "trades": [
    {
      "time": "2026-11-04 09:55",
      "price": 0.1767,
      "type": "BUY",
      "label": "#1 买入 @0.1767"
    },
    {
      "time": "2026-11-04 10:30",
      "price": 0.1715,
      "type": "SELL",
      "label": "#1 卖出 @0.1715"
    },
    {
      "time": "2026-11-04 13:10",
      "price": 0.1752,
      "type": "BUY",
      "label": "#5 买入 @0.1752"
    },
    {
      "time": "2026-11-04 13:40",
      "price": 0.2315,
      "type": "SELL",
      "label": "#5 卖出 @0.2315"
    }
  ],
  "lines": []
}

10012562.SHO 500ETF沽11月6250 5分钟 K线与真实成交

{
  "symbol": "10012562.SHO",
  "title": "10012562.SHO 500ETF沽11月6250 5分钟 K线与真实成交",
  "timeframe": "5m",
  "bars": [
    {
      "time": "2026-11-04 09:30",
      "open": 0.1828,
      "high": 0.1876,
      "low": 0.1715,
      "close": 0.1746,
      "volume": 5225
    },
    {
      "time": "2026-11-04 09:35",
      "open": 0.1743,
      "high": 0.1843,
      "low": 0.163,
      "close": 0.1835,
      "volume": 6340
    },
    {
      "time": "2026-11-04 09:40",
      "open": 0.183,
      "high": 0.1853,
      "low": 0.1638,
      "close": 0.1795,
      "volume": 5029
    },
    {
      "time": "2026-11-04 09:45",
      "open": 0.1793,
      "high": 0.1844,
      "low": 0.1767,
      "close": 0.1825,
      "volume": 3571
    },
    {
      "time": "2026-11-04 09:50",
      "open": 0.1827,
      "high": 0.1847,
      "low": 0.165,
      "close": 0.1699,
      "volume": 5312
    },
    {
      "time": "2026-11-04 09:55",
      "open": 0.1694,
      "high": 0.1754,
      "low": 0.1666,
      "close": 0.1747,
      "volume": 2993
    },
    {
      "time": "2026-11-04 10:00",
      "open": 0.1748,
      "high": 0.1784,
      "low": 0.171,
      "close": 0.1728,
      "volume": 2258
    },
    {
      "time": "2026-11-04 10:05",
      "open": 0.1719,
      "high": 0.176,
      "low": 0.1539,
      "close": 0.1587,
      "volume": 5073
    },
    {
      "time": "2026-11-04 10:10",
      "open": 0.1582,
      "high": 0.1677,
      "low": 0.1573,
      "close": 0.1618,
      "volume": 2867
    },
    {
      "time": "2026-11-04 10:15",
      "open": 0.1629,
      "high": 0.168,
      "low": 0.159,
      "close": 0.1598,
      "volume": 2222
    },
    {
      "time": "2026-11-04 10:20",
      "open": 0.159,
      "high": 0.1665,
      "low": 0.1539,
      "close": 0.1655,
      "volume": 3940
    },
    {
      "time": "2026-11-04 10:25",
      "open": 0.1647,
      "high": 0.1729,
      "low": 0.1647,
      "close": 0.1729,
      "volume": 1966
    },
    {
      "time": "2026-11-04 10:30",
      "open": 0.1728,
      "high": 0.1728,
      "low": 0.1637,
      "close": 0.1662,
      "volume": 2822
    },
    {
      "time": "2026-11-04 10:35",
      "open": 0.1667,
      "high": 0.1735,
      "low": 0.163,
      "close": 0.1726,
      "volume": 1621
    },
    {
      "time": "2026-11-04 10:40",
      "open": 0.1726,
      "high": 0.1729,
      "low": 0.1668,
      "close": 0.1693,
      "volume": 1041
    },
    {
      "time": "2026-11-04 10:45",
      "open": 0.1699,
      "high": 0.1741,
      "low": 0.168,
      "close": 0.1715,
      "volume": 1057
    },
    {
      "time": "2026-11-04 10:50",
      "open": 0.1712,
      "high": 0.1817,
      "low": 0.1656,
      "close": 0.1787,
      "volume": 2410
    },
    {
      "time": "2026-11-04 10:55",
      "open": 0.1783,
      "high": 0.1815,
      "low": 0.1779,
      "close": 0.1808,
      "volume": 1312
    },
    {
      "time": "2026-11-04 11:00",
      "open": 0.1807,
      "high": 0.1828,
      "low": 0.1688,
      "close": 0.1827,
      "volume": 2563
    },
    {
      "time": "2026-11-04 11:05",
      "open": 0.1827,
      "high": 0.1942,
      "low": 0.18,
      "close": 0.189,
      "volume": 4079
    },
    {
      "time": "2026-11-04 11:10",
      "open": 0.1896,
      "high": 0.1908,
      "low": 0.1764,
      "close": 0.1782,
      "volume": 4141
    },
    {
      "time": "2026-11-04 11:15",
      "open": 0.1782,
      "high": 0.18,
      "low": 0.1681,
      "close": 0.1715,
      "volume": 4190
    },
    {
      "time": "2026-11-04 11:20",
      "open": 0.1718,
      "high": 0.1794,
      "low": 0.1664,
      "close": 0.1712,
      "volume": 3294
    },
    {
      "time": "2026-11-04 11:25",
      "open": 0.1702,
      "high": 0.1818,
      "low": 0.1682,
      "close": 0.178,
      "volume": 2139
    },
    {
      "time": "2026-11-04 11:30",
      "open": 0.1781,
      "high": 0.182,
      "low": 0.1739,
      "close": 0.1766,
      "volume": 616
    },
    {
      "time": "2026-11-04 13:00",
      "open": 0.1601,
      "high": 0.1612,
      "low": 0.137,
      "close": 0.1452,
      "volume": 8791
    },
    {
      "time": "2026-11-04 13:05",
      "open": 0.1455,
      "high": 0.1616,
      "low": 0.1429,
      "close": 0.1581,
      "volume": 3895
    },
    {
      "time": "2026-11-04 13:10",
      "open": 0.1588,
      "high": 0.1647,
      "low": 0.1561,
      "close": 0.1625,
      "volume": 2663
    },
    {
      "time": "2026-11-04 13:15",
      "open": 0.1624,
      "high": 0.1692,
      "low": 0.1591,
      "close": 0.1628,
      "volume": 3934
    },
    {
      "time": "2026-11-04 13:20",
      "open": 0.1631,
      "high": 0.1631,
      "low": 0.1479,
      "close": 0.1499,
      "volume": 3556
    },
    {
      "time": "2026-11-04 13:25",
      "open": 0.1502,
      "high": 0.154,
      "low": 0.1428,
      "close": 0.1457,
      "volume": 3592
    },
    {
      "time": "2026-11-04 13:30",
      "open": 0.1456,
      "high": 0.1475,
      "low": 0.1148,
      "close": 0.1181,
      "volume": 18124
    },
    {
      "time": "2026-11-04 13:35",
      "open": 0.1177,
      "high": 0.1217,
      "low": 0.1064,
      "close": 0.1068,
      "volume": 9583
    },
    {
      "time": "2026-11-04 13:40",
      "open": 0.1068,
      "high": 0.1123,
      "low": 0.1014,
      "close": 0.1016,
      "volume": 9732
    },
    {
      "time": "2026-11-04 13:45",
      "open": 0.1016,
      "high": 0.1016,
      "low": 0.093,
      "close": 0.093,
      "volume": 5266
    },
    {
      "time": "2026-11-04 13:50",
      "open": 0.0939,
      "high": 0.0998,
      "low": 0.092,
      "close": 0.0952,
      "volume": 5408
    },
    {
      "time": "2026-11-04 13:55",
      "open": 0.0956,
      "high": 0.0987,
      "low": 0.0865,
      "close": 0.0866,
      "volume": 4740
    },
    {
      "time": "2026-11-04 14:00",
      "open": 0.086,
      "high": 0.0875,
      "low": 0.0787,
      "close": 0.0788,
      "volume": 6271
    },
    {
      "time": "2026-11-04 14:05",
      "open": 0.0786,
      "high": 0.085,
      "low": 0.0773,
      "close": 0.0849,
      "volume": 6432
    },
    {
      "time": "2026-11-04 14:10",
      "open": 0.0847,
      "high": 0.0872,
      "low": 0.0818,
      "close": 0.0852,
      "volume": 3114
    },
    {
      "time": "2026-11-04 14:15",
      "open": 0.0857,
      "high": 0.0895,
      "low": 0.0809,
      "close": 0.0826,
      "volume": 3061
    },
    {
      "time": "2026-11-04 14:20",
      "open": 0.0828,
      "high": 0.0828,
      "low": 0.0731,
      "close": 0.076,
      "volume": 2692
    },
    {
      "time": "2026-11-04 14:25",
      "open": 0.076,
      "high": 0.079,
      "low": 0.0728,
      "close": 0.0731,
      "volume": 2529
    },
    {
      "time": "2026-11-04 14:30",
      "open": 0.0732,
      "high": 0.0761,
      "low": 0.0712,
      "close": 0.0726,
      "volume": 3554
    },
    {
      "time": "2026-11-04 14:35",
      "open": 0.0729,
      "high": 0.0747,
      "low": 0.0711,
      "close": 0.0737,
      "volume": 4095
    },
    {
      "time": "2026-11-04 14:40",
      "open": 0.0735,
      "high": 0.0811,
      "low": 0.0711,
      "close": 0.081,
      "volume": 3510
    },
    {
      "time": "2026-11-04 14:45",
      "open": 0.081,
      "high": 0.0812,
      "low": 0.0777,
      "close": 0.0792,
      "volume": 4099
    },
    {
      "time": "2026-11-04 14:50",
      "open": 0.0794,
      "high": 0.0804,
      "low": 0.0768,
      "close": 0.0768,
      "volume": 3133
    },
    {
      "time": "2026-11-04 14:55",
      "open": 0.0767,
      "high": 0.0811,
      "low": 0.0759,
      "close": 0.0787,
      "volume": 2674
    },
    {
      "time": "2026-11-04 15:00",
      "open": 0.0779,
      "high": 0.0779,
      "low": 0.0779,
      "close": 0.0779,
      "volume": 155
    }
  ],
  "trades": [
    {
      "time": "2026-11-04 10:40",
      "price": 0.1703,
      "type": "BUY",
      "label": "#2 买入 @0.1703"
    },
    {
      "time": "2026-11-04 11:10",
      "price": 0.1897,
      "type": "SELL",
      "label": "#2 卖出 @0.1897"
    },
    {
      "time": "2026-11-04 13:05",
      "price": 0.1512,
      "type": "SELL",
      "label": "#3 卖出 @0.1512"
    }
  ],
  "lines": []
}

10012439.SHO 50ETF购11月2900 5分钟 K线与真实成交

{
  "symbol": "10012439.SHO",
  "title": "10012439.SHO 50ETF购11月2900 5分钟 K线与真实成交",
  "timeframe": "5m",
  "bars": [
    {
      "time": "2026-11-04 09:30",
      "open": 0.032,
      "high": 0.0377,
      "low": 0.0291,
      "close": 0.0348,
      "volume": 5155
    },
    {
      "time": "2026-11-04 09:35",
      "open": 0.0349,
      "high": 0.0352,
      "low": 0.0318,
      "close": 0.0336,
      "volume": 2732
    },
    {
      "time": "2026-11-04 09:40",
      "open": 0.0336,
      "high": 0.0344,
      "low": 0.0323,
      "close": 0.033,
      "volume": 2481
    },
    {
      "time": "2026-11-04 09:45",
      "open": 0.0331,
      "high": 0.0343,
      "low": 0.0313,
      "close": 0.0315,
      "volume": 2803
    },
    {
      "time": "2026-11-04 09:50",
      "open": 0.0315,
      "high": 0.0334,
      "low": 0.0306,
      "close": 0.0314,
      "volume": 2324
    },
    {
      "time": "2026-11-04 09:55",
      "open": 0.0313,
      "high": 0.032,
      "low": 0.0297,
      "close": 0.03,
      "volume": 2316
    },
    {
      "time": "2026-11-04 10:00",
      "open": 0.03,
      "high": 0.0323,
      "low": 0.0297,
      "close": 0.0306,
      "volume": 1561
    },
    {
      "time": "2026-11-04 10:05",
      "open": 0.0305,
      "high": 0.0314,
      "low": 0.03,
      "close": 0.0308,
      "volume": 1360
    },
    {
      "time": "2026-11-04 10:10",
      "open": 0.0306,
      "high": 0.0308,
      "low": 0.0287,
      "close": 0.0295,
      "volume": 2938
    },
    {
      "time": "2026-11-04 10:15",
      "open": 0.0292,
      "high": 0.0299,
      "low": 0.0284,
      "close": 0.0291,
      "volume": 1650
    },
    {
      "time": "2026-11-04 10:20",
      "open": 0.029,
      "high": 0.0307,
      "low": 0.0286,
      "close": 0.0295,
      "volume": 1294
    },
    {
      "time": "2026-11-04 10:25",
      "open": 0.0296,
      "high": 0.0299,
      "low": 0.0289,
      "close": 0.0294,
      "volume": 510
    },
    {
      "time": "2026-11-04 10:30",
      "open": 0.0291,
      "high": 0.0308,
      "low": 0.029,
      "close": 0.0299,
      "volume": 606
    },
    {
      "time": "2026-11-04 10:35",
      "open": 0.03,
      "high": 0.0301,
      "low": 0.0284,
      "close": 0.0284,
      "volume": 908
    },
    {
      "time": "2026-11-04 10:40",
      "open": 0.0286,
      "high": 0.029,
      "low": 0.0282,
      "close": 0.0283,
      "volume": 1053
    },
    {
      "time": "2026-11-04 10:45",
      "open": 0.0283,
      "high": 0.0291,
      "low": 0.0281,
      "close": 0.0289,
      "volume": 1137
    },
    {
      "time": "2026-11-04 10:50",
      "open": 0.0289,
      "high": 0.0289,
      "low": 0.0268,
      "close": 0.0268,
      "volume": 1671
    },
    {
      "time": "2026-11-04 10:55",
      "open": 0.0267,
      "high": 0.0269,
      "low": 0.0259,
      "close": 0.0259,
      "volume": 2358
    },
    {
      "time": "2026-11-04 11:00",
      "open": 0.0259,
      "high": 0.0276,
      "low": 0.0257,
      "close": 0.0266,
      "volume": 1723
    },
    {
      "time": "2026-11-04 11:05",
      "open": 0.0266,
      "high": 0.0282,
      "low": 0.0266,
      "close": 0.0281,
      "volume": 1565
    },
    {
      "time": "2026-11-04 11:10",
      "open": 0.0281,
      "high": 0.0306,
      "low": 0.0281,
      "close": 0.0299,
      "volume": 3622
    },
    {
      "time": "2026-11-04 11:15",
      "open": 0.0298,
      "high": 0.0312,
      "low": 0.0295,
      "close": 0.0312,
      "volume": 2537
    },
    {
      "time": "2026-11-04 11:20",
      "open": 0.0309,
      "high": 0.0322,
      "low": 0.0306,
      "close": 0.0316,
      "volume": 4766
    },
    {
      "time": "2026-11-04 11:25",
      "open": 0.0317,
      "high": 0.0319,
      "low": 0.0299,
      "close": 0.0318,
      "volume": 2346
    },
    {
      "time": "2026-11-04 11:30",
      "open": 0.0318,
      "high": 0.0318,
      "low": 0.0311,
      "close": 0.0313,
      "volume": 362
    },
    {
      "time": "2026-11-04 13:00",
      "open": 0.033,
      "high": 0.0372,
      "low": 0.0323,
      "close": 0.0332,
      "volume": 8343
    },
    {
      "time": "2026-11-04 13:05",
      "open": 0.0331,
      "high": 0.0334,
      "low": 0.0312,
      "close": 0.0324,
      "volume": 3274
    },
    {
      "time": "2026-11-04 13:10",
      "open": 0.0321,
      "high": 0.0332,
      "low": 0.032,
      "close": 0.0324,
      "volume": 1277
    },
    {
      "time": "2026-11-04 13:15",
      "open": 0.0325,
      "high": 0.0332,
      "low": 0.0317,
      "close": 0.0327,
      "volume": 686
    },
    {
      "time": "2026-11-04 13:20",
      "open": 0.0329,
      "high": 0.035,
      "low": 0.0329,
      "close": 0.0349,
      "volume": 2103
    },
    {
      "time": "2026-11-04 13:25",
      "open": 0.0346,
      "high": 0.0366,
      "low": 0.034,
      "close": 0.0363,
      "volume": 3280
    },
    {
      "time": "2026-11-04 13:30",
      "open": 0.0363,
      "high": 0.0434,
      "low": 0.0363,
      "close": 0.0409,
      "volume": 10632
    },
    {
      "time": "2026-11-04 13:35",
      "open": 0.0409,
      "high": 0.044,
      "low": 0.0403,
      "close": 0.0436,
      "volume": 5878
    },
    {
      "time": "2026-11-04 13:40",
      "open": 0.0436,
      "high": 0.0444,
      "low": 0.0399,
      "close": 0.0422,
      "volume": 3120
    },
    {
      "time": "2026-11-04 13:45",
      "open": 0.0422,
      "high": 0.0449,
      "low": 0.0419,
      "close": 0.0421,
      "volume": 5637
    },
    {
      "time": "2026-11-04 13:50",
      "open": 0.042,
      "high": 0.0442,
      "low": 0.0417,
      "close": 0.0419,
      "volume": 3252
    },
    {
      "time": "2026-11-04 13:55",
      "open": 0.0418,
      "high": 0.0444,
      "low": 0.0407,
      "close": 0.0444,
      "volume": 3430
    },
    {
      "time": "2026-11-04 14:00",
      "open": 0.0444,
      "high": 0.0517,
      "low": 0.0442,
      "close": 0.0515,
      "volume": 5416
    },
    {
      "time": "2026-11-04 14:05",
      "open": 0.0513,
      "high": 0.0549,
      "low": 0.0507,
      "close": 0.0528,
      "volume": 6238
    },
    {
      "time": "2026-11-04 14:10",
      "open": 0.0528,
      "high": 0.0537,
      "low": 0.0491,
      "close": 0.0498,
      "volume": 4340
    },
    {
      "time": "2026-11-04 14:15",
      "open": 0.0497,
      "high": 0.0508,
      "low": 0.0473,
      "close": 0.0487,
      "volume": 4561
    },
    {
      "time": "2026-11-04 14:20",
      "open": 0.0489,
      "high": 0.0519,
      "low": 0.0488,
      "close": 0.0501,
      "volume": 2440
    },
    {
      "time": "2026-11-04 14:25",
      "open": 0.0501,
      "high": 0.0519,
      "low": 0.0476,
      "close": 0.0519,
      "volume": 2791
    },
    {
      "time": "2026-11-04 14:30",
      "open": 0.052,
      "high": 0.0529,
      "low": 0.0505,
      "close": 0.0513,
      "volume": 3552
    },
    {
      "time": "2026-11-04 14:35",
      "open": 0.0513,
      "high": 0.0535,
      "low": 0.0499,
      "close": 0.0504,
      "volume": 2920
    },
    {
      "time": "2026-11-04 14:40",
      "open": 0.0504,
      "high": 0.0533,
      "low": 0.0485,
      "close": 0.0486,
      "volume": 2307
    },
    {
      "time": "2026-11-04 14:45",
      "open": 0.0485,
      "high": 0.05,
      "low": 0.0478,
      "close": 0.0492,
      "volume": 2441
    },
    {
      "time": "2026-11-04 14:50",
      "open": 0.0489,
      "high": 0.049,
      "low": 0.0475,
      "close": 0.049,
      "volume": 1978
    },
    {
      "time": "2026-11-04 14:55",
      "open": 0.049,
      "high": 0.0497,
      "low": 0.0484,
      "close": 0.0492,
      "volume": 2021
    },
    {
      "time": "2026-11-04 15:00",
      "open": 0.0493,
      "high": 0.0493,
      "low": 0.0493,
      "close": 0.0493,
      "volume": 164
    }
  ],
  "trades": [
    {
      "time": "2026-11-04 13:35",
      "price": 0.0422,
      "type": "SELL",
      "label": "#4 卖出 @0.0422"
    }
  ],
  "lines": []
}

10012455.SHO 300ETF购11月4200 5分钟 K线与真实成交

{
  "symbol": "10012455.SHO",
  "title": "10012455.SHO 300ETF购11月4200 5分钟 K线与真实成交",
  "timeframe": "5m",
  "bars": [
    {
      "time": "2026-11-04 09:30",
      "open": 0.0363,
      "high": 0.0425,
      "low": 0.0347,
      "close": 0.0415,
      "volume": 2811
    },
    {
      "time": "2026-11-04 09:35",
      "open": 0.0413,
      "high": 0.043,
      "low": 0.0397,
      "close": 0.0402,
      "volume": 3384
    },
    {
      "time": "2026-11-04 09:40",
      "open": 0.04,
      "high": 0.0422,
      "low": 0.0394,
      "close": 0.0402,
      "volume": 2962
    },
    {
      "time": "2026-11-04 09:45",
      "open": 0.0401,
      "high": 0.041,
      "low": 0.0371,
      "close": 0.0371,
      "volume": 2578
    },
    {
      "time": "2026-11-04 09:50",
      "open": 0.0373,
      "high": 0.0401,
      "low": 0.0362,
      "close": 0.038,
      "volume": 3237
    },
    {
      "time": "2026-11-04 09:55",
      "open": 0.038,
      "high": 0.0388,
      "low": 0.036,
      "close": 0.036,
      "volume": 2458
    },
    {
      "time": "2026-11-04 10:00",
      "open": 0.036,
      "high": 0.0378,
      "low": 0.0355,
      "close": 0.0363,
      "volume": 2084
    },
    {
      "time": "2026-11-04 10:05",
      "open": 0.0362,
      "high": 0.0385,
      "low": 0.0353,
      "close": 0.0376,
      "volume": 1740
    },
    {
      "time": "2026-11-04 10:10",
      "open": 0.0374,
      "high": 0.0379,
      "low": 0.0354,
      "close": 0.0363,
      "volume": 2301
    },
    {
      "time": "2026-11-04 10:15",
      "open": 0.0362,
      "high": 0.0365,
      "low": 0.035,
      "close": 0.0361,
      "volume": 754
    },
    {
      "time": "2026-11-04 10:20",
      "open": 0.0359,
      "high": 0.0372,
      "low": 0.0357,
      "close": 0.0357,
      "volume": 582
    },
    {
      "time": "2026-11-04 10:25",
      "open": 0.0357,
      "high": 0.0358,
      "low": 0.0346,
      "close": 0.0348,
      "volume": 795
    },
    {
      "time": "2026-11-04 10:30",
      "open": 0.035,
      "high": 0.0359,
      "low": 0.0343,
      "close": 0.0353,
      "volume": 813
    },
    {
      "time": "2026-11-04 10:35",
      "open": 0.035,
      "high": 0.0352,
      "low": 0.0331,
      "close": 0.0332,
      "volume": 880
    },
    {
      "time": "2026-11-04 10:40",
      "open": 0.0332,
      "high": 0.0339,
      "low": 0.0329,
      "close": 0.0333,
      "volume": 552
    },
    {
      "time": "2026-11-04 10:45",
      "open": 0.0334,
      "high": 0.0338,
      "low": 0.0326,
      "close": 0.0333,
      "volume": 1224
    },
    {
      "time": "2026-11-04 10:50",
      "open": 0.0334,
      "high": 0.034,
      "low": 0.0316,
      "close": 0.032,
      "volume": 1062
    },
    {
      "time": "2026-11-04 10:55",
      "open": 0.0319,
      "high": 0.0321,
      "low": 0.0311,
      "close": 0.0313,
      "volume": 1075
    },
    {
      "time": "2026-11-04 11:00",
      "open": 0.0313,
      "high": 0.0333,
      "low": 0.0311,
      "close": 0.0317,
      "volume": 520
    },
    {
      "time": "2026-11-04 11:05",
      "open": 0.0317,
      "high": 0.0328,
      "low": 0.0315,
      "close": 0.0317,
      "volume": 518
    },
    {
      "time": "2026-11-04 11:10",
      "open": 0.0322,
      "high": 0.0347,
      "low": 0.0322,
      "close": 0.034,
      "volume": 1419
    },
    {
      "time": "2026-11-04 11:15",
      "open": 0.0341,
      "high": 0.0354,
      "low": 0.0337,
      "close": 0.0349,
      "volume": 1295
    },
    {
      "time": "2026-11-04 11:20",
      "open": 0.0353,
      "high": 0.0366,
      "low": 0.0344,
      "close": 0.0363,
      "volume": 1316
    },
    {
      "time": "2026-11-04 11:25",
      "open": 0.0362,
      "high": 0.0364,
      "low": 0.0338,
      "close": 0.0358,
      "volume": 1162
    },
    {
      "time": "2026-11-04 11:30",
      "open": 0.0353,
      "high": 0.0361,
      "low": 0.0349,
      "close": 0.0361,
      "volume": 234
    },
    {
      "time": "2026-11-04 13:00",
      "open": 0.0372,
      "high": 0.0431,
      "low": 0.0372,
      "close": 0.0395,
      "volume": 5685
    },
    {
      "time": "2026-11-04 13:05",
      "open": 0.0393,
      "high": 0.0398,
      "low": 0.0369,
      "close": 0.0373,
      "volume": 2610
    },
    {
      "time": "2026-11-04 13:10",
      "open": 0.0373,
      "high": 0.0382,
      "low": 0.036,
      "close": 0.0363,
      "volume": 1508
    },
    {
      "time": "2026-11-04 13:15",
      "open": 0.0363,
      "high": 0.0376,
      "low": 0.0358,
      "close": 0.0365,
      "volume": 906
    },
    {
      "time": "2026-11-04 13:20",
      "open": 0.0372,
      "high": 0.0402,
      "low": 0.0369,
      "close": 0.04,
      "volume": 1785
    },
    {
      "time": "2026-11-04 13:25",
      "open": 0.04,
      "high": 0.042,
      "low": 0.0389,
      "close": 0.0406,
      "volume": 2051
    },
    {
      "time": "2026-11-04 13:30",
      "open": 0.0409,
      "high": 0.0496,
      "low": 0.0409,
      "close": 0.0482,
      "volume": 7924
    },
    {
      "time": "2026-11-04 13:35",
      "open": 0.0479,
      "high": 0.0523,
      "low": 0.0475,
      "close": 0.0517,
      "volume": 6342
    },
    {
      "time": "2026-11-04 13:40",
      "open": 0.052,
      "high": 0.0537,
      "low": 0.0481,
      "close": 0.0523,
      "volume": 6935
    },
    {
      "time": "2026-11-04 13:45",
      "open": 0.0521,
      "high": 0.054,
      "low": 0.0521,
      "close": 0.054,
      "volume": 2983
    },
    {
      "time": "2026-11-04 13:50",
      "open": 0.054,
      "high": 0.0553,
      "low": 0.052,
      "close": 0.0531,
      "volume": 5459
    },
    {
      "time": "2026-11-04 13:55",
      "open": 0.0528,
      "high": 0.0553,
      "low": 0.0503,
      "close": 0.0553,
      "volume": 4542
    },
    {
      "time": "2026-11-04 14:00",
      "open": 0.0553,
      "high": 0.0665,
      "low": 0.0549,
      "close": 0.0662,
      "volume": 9953
    },
    {
      "time": "2026-11-04 14:05",
      "open": 0.0665,
      "high": 0.0712,
      "low": 0.0653,
      "close": 0.0659,
      "volume": 11360
    },
    {
      "time": "2026-11-04 14:10",
      "open": 0.0659,
      "high": 0.0666,
      "low": 0.061,
      "close": 0.0614,
      "volume": 5383
    },
    {
      "time": "2026-11-04 14:15",
      "open": 0.0614,
      "high": 0.0631,
      "low": 0.0582,
      "close": 0.0608,
      "volume": 4194
    },
    {
      "time": "2026-11-04 14:20",
      "open": 0.0611,
      "high": 0.0666,
      "low": 0.0611,
      "close": 0.064,
      "volume": 2770
    },
    {
      "time": "2026-11-04 14:25",
      "open": 0.064,
      "high": 0.0655,
      "low": 0.0601,
      "close": 0.0655,
      "volume": 2216
    },
    {
      "time": "2026-11-04 14:30",
      "open": 0.0654,
      "high": 0.0666,
      "low": 0.0623,
      "close": 0.0656,
      "volume": 4651
    },
    {
      "time": "2026-11-04 14:35",
      "open": 0.0654,
      "high": 0.0679,
      "low": 0.0634,
      "close": 0.0642,
      "volume": 4144
    },
    {
      "time": "2026-11-04 14:40",
      "open": 0.0643,
      "high": 0.0678,
      "low": 0.0588,
      "close": 0.0591,
      "volume": 4357
    },
    {
      "time": "2026-11-04 14:45",
      "open": 0.0591,
      "high": 0.0615,
      "low": 0.0583,
      "close": 0.0607,
      "volume": 4460
    },
    {
      "time": "2026-11-04 14:50",
      "open": 0.0604,
      "high": 0.062,
      "low": 0.0589,
      "close": 0.062,
      "volume": 2254
    },
    {
      "time": "2026-11-04 14:55",
      "open": 0.062,
      "high": 0.0623,
      "low": 0.0601,
      "close": 0.0605,
      "volume": 1486
    },
    {
      "time": "2026-11-04 15:00",
      "open": 0.0606,
      "high": 0.0606,
      "low": 0.0606,
      "close": 0.0606,
      "volume": 184
    }
  ],
  "trades": [
    {
      "time": "2026-11-04 13:35",
      "price": 0.0503,
      "type": "BUY",
      "label": "#6 买入 @0.0503"
    },
    {
      "time": "2026-11-04 14:05",
      "price": 0.0664,
      "type": "SELL",
      "label": "#6 卖出 @0.0664"
    },
    {
      "time": "2026-11-04 14:05",
      "price": 0.0661,
      "type": "BUY",
      "label": "#9 买入 @0.0661"
    },
    {
      "time": "2026-11-04 14:15",
      "price": 0.0611,
      "type": "SELL",
      "label": "#9 卖出 @0.0611"
    }
  ],
  "lines": []
}

10012440.SHO 50ETF购11月2950 5分钟 K线与真实成交

{
  "symbol": "10012440.SHO",
  "title": "10012440.SHO 50ETF购11月2950 5分钟 K线与真实成交",
  "timeframe": "5m",
  "bars": [
    {
      "time": "2026-11-04 09:30",
      "open": 0.0147,
      "high": 0.0185,
      "low": 0.014,
      "close": 0.017,
      "volume": 2181
    },
    {
      "time": "2026-11-04 09:35",
      "open": 0.0171,
      "high": 0.0171,
      "low": 0.0155,
      "close": 0.0164,
      "volume": 1084
    },
    {
      "time": "2026-11-04 09:40",
      "open": 0.0164,
      "high": 0.0167,
      "low": 0.0157,
      "close": 0.0163,
      "volume": 806
    },
    {
      "time": "2026-11-04 09:45",
      "open": 0.0162,
      "high": 0.0168,
      "low": 0.0152,
      "close": 0.0152,
      "volume": 1075
    },
    {
      "time": "2026-11-04 09:50",
      "open": 0.0152,
      "high": 0.016,
      "low": 0.0147,
      "close": 0.0151,
      "volume": 1424
    },
    {
      "time": "2026-11-04 09:55",
      "open": 0.0151,
      "high": 0.0155,
      "low": 0.0143,
      "close": 0.0143,
      "volume": 1117
    },
    {
      "time": "2026-11-04 10:00",
      "open": 0.0143,
      "high": 0.0154,
      "low": 0.0142,
      "close": 0.0147,
      "volume": 1372
    },
    {
      "time": "2026-11-04 10:05",
      "open": 0.0148,
      "high": 0.0152,
      "low": 0.0143,
      "close": 0.0149,
      "volume": 422
    },
    {
      "time": "2026-11-04 10:10",
      "open": 0.0148,
      "high": 0.0149,
      "low": 0.0139,
      "close": 0.0143,
      "volume": 1269
    },
    {
      "time": "2026-11-04 10:15",
      "open": 0.0141,
      "high": 0.0143,
      "low": 0.0136,
      "close": 0.0137,
      "volume": 705
    },
    {
      "time": "2026-11-04 10:20",
      "open": 0.0137,
      "high": 0.0146,
      "low": 0.0137,
      "close": 0.0143,
      "volume": 370
    },
    {
      "time": "2026-11-04 10:25",
      "open": 0.0142,
      "high": 0.0144,
      "low": 0.014,
      "close": 0.0141,
      "volume": 243
    },
    {
      "time": "2026-11-04 10:30",
      "open": 0.0142,
      "high": 0.0147,
      "low": 0.014,
      "close": 0.0144,
      "volume": 256
    },
    {
      "time": "2026-11-04 10:35",
      "open": 0.0144,
      "high": 0.0144,
      "low": 0.0136,
      "close": 0.0136,
      "volume": 444
    },
    {
      "time": "2026-11-04 10:40",
      "open": 0.0139,
      "high": 0.014,
      "low": 0.0137,
      "close": 0.0137,
      "volume": 258
    },
    {
      "time": "2026-11-04 10:45",
      "open": 0.0136,
      "high": 0.0138,
      "low": 0.0136,
      "close": 0.0137,
      "volume": 356
    },
    {
      "time": "2026-11-04 10:50",
      "open": 0.0138,
      "high": 0.0138,
      "low": 0.0129,
      "close": 0.0129,
      "volume": 528
    },
    {
      "time": "2026-11-04 10:55",
      "open": 0.0129,
      "high": 0.0129,
      "low": 0.0125,
      "close": 0.0125,
      "volume": 902
    },
    {
      "time": "2026-11-04 11:00",
      "open": 0.0126,
      "high": 0.0131,
      "low": 0.0123,
      "close": 0.0125,
      "volume": 527
    },
    {
      "time": "2026-11-04 11:05",
      "open": 0.0126,
      "high": 0.0133,
      "low": 0.0126,
      "close": 0.0133,
      "volume": 374
    },
    {
      "time": "2026-11-04 11:10",
      "open": 0.0133,
      "high": 0.0148,
      "low": 0.0133,
      "close": 0.0145,
      "volume": 1362
    },
    {
      "time": "2026-11-04 11:15",
      "open": 0.0144,
      "high": 0.0149,
      "low": 0.0142,
      "close": 0.0149,
      "volume": 368
    },
    {
      "time": "2026-11-04 11:20",
      "open": 0.015,
      "high": 0.0155,
      "low": 0.0148,
      "close": 0.0155,
      "volume": 629
    },
    {
      "time": "2026-11-04 11:25",
      "open": 0.0154,
      "high": 0.0154,
      "low": 0.0146,
      "close": 0.0153,
      "volume": 586
    },
    {
      "time": "2026-11-04 11:30",
      "open": 0.0154,
      "high": 0.0154,
      "low": 0.0149,
      "close": 0.015,
      "volume": 162
    },
    {
      "time": "2026-11-04 13:00",
      "open": 0.0165,
      "high": 0.0187,
      "low": 0.0156,
      "close": 0.0158,
      "volume": 2710
    },
    {
      "time": "2026-11-04 13:05",
      "open": 0.0161,
      "high": 0.0164,
      "low": 0.015,
      "close": 0.0154,
      "volume": 875
    },
    {
      "time": "2026-11-04 13:10",
      "open": 0.0156,
      "high": 0.016,
      "low": 0.0154,
      "close": 0.0156,
      "volume": 462
    },
    {
      "time": "2026-11-04 13:15",
      "open": 0.0156,
      "high": 0.0162,
      "low": 0.0154,
      "close": 0.0159,
      "volume": 1268
    },
    {
      "time": "2026-11-04 13:20",
      "open": 0.0161,
      "high": 0.017,
      "low": 0.016,
      "close": 0.0168,
      "volume": 1473
    },
    {
      "time": "2026-11-04 13:25",
      "open": 0.0168,
      "high": 0.0178,
      "low": 0.0164,
      "close": 0.0177,
      "volume": 1677
    },
    {
      "time": "2026-11-04 13:30",
      "open": 0.0178,
      "high": 0.021,
      "low": 0.0177,
      "close": 0.021,
      "volume": 2441
    },
    {
      "time": "2026-11-04 13:35",
      "open": 0.0204,
      "high": 0.0221,
      "low": 0.0203,
      "close": 0.0214,
      "volume": 3854
    },
    {
      "time": "2026-11-04 13:40",
      "open": 0.0215,
      "high": 0.0224,
      "low": 0.0198,
      "close": 0.0208,
      "volume": 3991
    },
    {
      "time": "2026-11-04 13:45",
      "open": 0.0211,
      "high": 0.0224,
      "low": 0.0207,
      "close": 0.0209,
      "volume": 3958
    },
    {
      "time": "2026-11-04 13:50",
      "open": 0.0208,
      "high": 0.0222,
      "low": 0.0207,
      "close": 0.021,
      "volume": 2286
    },
    {
      "time": "2026-11-04 13:55",
      "open": 0.0209,
      "high": 0.0223,
      "low": 0.0202,
      "close": 0.0223,
      "volume": 2803
    },
    {
      "time": "2026-11-04 14:00",
      "open": 0.0222,
      "high": 0.0268,
      "low": 0.0222,
      "close": 0.0267,
      "volume": 5944
    },
    {
      "time": "2026-11-04 14:05",
      "open": 0.0268,
      "high": 0.0296,
      "low": 0.0264,
      "close": 0.0281,
      "volume": 4970
    },
    {
      "time": "2026-11-04 14:10",
      "open": 0.0281,
      "high": 0.0285,
      "low": 0.0256,
      "close": 0.0259,
      "volume": 4964
    },
    {
      "time": "2026-11-04 14:15",
      "open": 0.0257,
      "high": 0.0267,
      "low": 0.0242,
      "close": 0.0255,
      "volume": 3901
    },
    {
      "time": "2026-11-04 14:20",
      "open": 0.0255,
      "high": 0.0274,
      "low": 0.0254,
      "close": 0.0263,
      "volume": 2228
    },
    {
      "time": "2026-11-04 14:25",
      "open": 0.0262,
      "high": 0.0273,
      "low": 0.0245,
      "close": 0.0273,
      "volume": 2244
    },
    {
      "time": "2026-11-04 14:30",
      "open": 0.0273,
      "high": 0.028,
      "low": 0.026,
      "close": 0.0264,
      "volume": 3475
    },
    {
      "time": "2026-11-04 14:35",
      "open": 0.0264,
      "high": 0.0281,
      "low": 0.0256,
      "close": 0.0261,
      "volume": 1859
    },
    {
      "time": "2026-11-04 14:40",
      "open": 0.0261,
      "high": 0.0278,
      "low": 0.0248,
      "close": 0.0249,
      "volume": 1994
    },
    {
      "time": "2026-11-04 14:45",
      "open": 0.0249,
      "high": 0.0254,
      "low": 0.0238,
      "close": 0.0246,
      "volume": 3384
    },
    {
      "time": "2026-11-04 14:50",
      "open": 0.0245,
      "high": 0.0248,
      "low": 0.0238,
      "close": 0.0248,
      "volume": 2072
    },
    {
      "time": "2026-11-04 14:55",
      "open": 0.0248,
      "high": 0.0255,
      "low": 0.0248,
      "close": 0.0249,
      "volume": 929
    },
    {
      "time": "2026-11-04 15:00",
      "open": 0.026,
      "high": 0.026,
      "low": 0.026,
      "close": 0.026,
      "volume": 109
    }
  ],
  "trades": [
    {
      "time": "2026-11-04 13:40",
      "price": 0.0218,
      "type": "BUY",
      "label": "#7 买入 @0.0218"
    },
    {
      "time": "2026-11-04 14:10",
      "price": 0.0286,
      "type": "SELL",
      "label": "#7 卖出 @0.0286"
    }
  ],
  "lines": []
}

10012473.SHO 500ETF购11月6750 5分钟 K线与真实成交

{
  "symbol": "10012473.SHO",
  "title": "10012473.SHO 500ETF购11月6750 5分钟 K线与真实成交",
  "timeframe": "5m",
  "bars": [
    {
      "time": "2026-11-04 09:30",
      "open": 0.0855,
      "high": 0.0936,
      "low": 0.084,
      "close": 0.0918,
      "volume": 3447
    },
    {
      "time": "2026-11-04 09:35",
      "open": 0.0918,
      "high": 0.0959,
      "low": 0.0873,
      "close": 0.0873,
      "volume": 4463
    },
    {
      "time": "2026-11-04 09:40",
      "open": 0.0878,
      "high": 0.0957,
      "low": 0.0875,
      "close": 0.0891,
      "volume": 4078
    },
    {
      "time": "2026-11-04 09:45",
      "open": 0.0891,
      "high": 0.0907,
      "low": 0.0872,
      "close": 0.088,
      "volume": 2889
    },
    {
      "time": "2026-11-04 09:50",
      "open": 0.088,
      "high": 0.0951,
      "low": 0.0866,
      "close": 0.0935,
      "volume": 4046
    },
    {
      "time": "2026-11-04 09:55",
      "open": 0.0934,
      "high": 0.095,
      "low": 0.0899,
      "close": 0.0899,
      "volume": 2400
    },
    {
      "time": "2026-11-04 10:00",
      "open": 0.0901,
      "high": 0.0918,
      "low": 0.0879,
      "close": 0.0899,
      "volume": 1809
    },
    {
      "time": "2026-11-04 10:05",
      "open": 0.0901,
      "high": 0.1006,
      "low": 0.0886,
      "close": 0.0983,
      "volume": 4978
    },
    {
      "time": "2026-11-04 10:10",
      "open": 0.0982,
      "high": 0.099,
      "low": 0.0915,
      "close": 0.0943,
      "volume": 3646
    },
    {
      "time": "2026-11-04 10:15",
      "open": 0.0942,
      "high": 0.0951,
      "low": 0.0905,
      "close": 0.0941,
      "volume": 2556
    },
    {
      "time": "2026-11-04 10:20",
      "open": 0.094,
      "high": 0.0971,
      "low": 0.0905,
      "close": 0.0905,
      "volume": 1930
    },
    {
      "time": "2026-11-04 10:25",
      "open": 0.0904,
      "high": 0.0906,
      "low": 0.085,
      "close": 0.085,
      "volume": 2866
    },
    {
      "time": "2026-11-04 10:30",
      "open": 0.085,
      "high": 0.0899,
      "low": 0.0843,
      "close": 0.0877,
      "volume": 3266
    },
    {
      "time": "2026-11-04 10:35",
      "open": 0.0875,
      "high": 0.0887,
      "low": 0.0831,
      "close": 0.0831,
      "volume": 1778
    },
    {
      "time": "2026-11-04 10:40",
      "open": 0.0831,
      "high": 0.087,
      "low": 0.083,
      "close": 0.0862,
      "volume": 1086
    },
    {
      "time": "2026-11-04 10:45",
      "open": 0.0858,
      "high": 0.0872,
      "low": 0.084,
      "close": 0.0855,
      "volume": 2500
    },
    {
      "time": "2026-11-04 10:50",
      "open": 0.0856,
      "high": 0.0874,
      "low": 0.0814,
      "close": 0.0827,
      "volume": 2299
    },
    {
      "time": "2026-11-04 10:55",
      "open": 0.0827,
      "high": 0.0827,
      "low": 0.0804,
      "close": 0.0815,
      "volume": 2000
    },
    {
      "time": "2026-11-04 11:00",
      "open": 0.0818,
      "high": 0.087,
      "low": 0.0815,
      "close": 0.082,
      "volume": 2847
    },
    {
      "time": "2026-11-04 11:05",
      "open": 0.082,
      "high": 0.083,
      "low": 0.0771,
      "close": 0.079,
      "volume": 3685
    },
    {
      "time": "2026-11-04 11:10",
      "open": 0.079,
      "high": 0.0848,
      "low": 0.0785,
      "close": 0.0841,
      "volume": 3275
    },
    {
      "time": "2026-11-04 11:15",
      "open": 0.0836,
      "high": 0.0886,
      "low": 0.0825,
      "close": 0.0876,
      "volume": 3796
    },
    {
      "time": "2026-11-04 11:20",
      "open": 0.0876,
      "high": 0.0898,
      "low": 0.084,
      "close": 0.0872,
      "volume": 2356
    },
    {
      "time": "2026-11-04 11:25",
      "open": 0.0872,
      "high": 0.088,
      "low": 0.0817,
      "close": 0.0837,
      "volume": 1699
    },
    {
      "time": "2026-11-04 11:30",
      "open": 0.0831,
      "high": 0.0852,
      "low": 0.0817,
      "close": 0.0828,
      "volume": 499
    },
    {
      "time": "2026-11-04 13:00",
      "open": 0.0888,
      "high": 0.103,
      "low": 0.0888,
      "close": 0.099,
      "volume": 8989
    },
    {
      "time": "2026-11-04 13:05",
      "open": 0.099,
      "high": 0.1007,
      "low": 0.0887,
      "close": 0.0902,
      "volume": 4833
    },
    {
      "time": "2026-11-04 13:10",
      "open": 0.0902,
      "high": 0.0904,
      "low": 0.0852,
      "close": 0.0862,
      "volume": 4769
    },
    {
      "time": "2026-11-04 13:15",
      "open": 0.0861,
      "high": 0.0881,
      "low": 0.0821,
      "close": 0.085,
      "volume": 4247
    },
    {
      "time": "2026-11-04 13:20",
      "open": 0.086,
      "high": 0.0915,
      "low": 0.0858,
      "close": 0.0898,
      "volume": 3999
    },
    {
      "time": "2026-11-04 13:25",
      "open": 0.0902,
      "high": 0.0948,
      "low": 0.0888,
      "close": 0.0918,
      "volume": 4056
    },
    {
      "time": "2026-11-04 13:30",
      "open": 0.0921,
      "high": 0.1183,
      "low": 0.0913,
      "close": 0.116,
      "volume": 15640
    },
    {
      "time": "2026-11-04 13:35",
      "open": 0.1157,
      "high": 0.1262,
      "low": 0.113,
      "close": 0.1262,
      "volume": 7289
    },
    {
      "time": "2026-11-04 13:40",
      "open": 0.1313,
      "high": 0.1345,
      "low": 0.1223,
      "close": 0.1345,
      "volume": 10331
    },
    {
      "time": "2026-11-04 13:45",
      "open": 0.1345,
      "high": 0.1491,
      "low": 0.1345,
      "close": 0.1389,
      "volume": 7886
    },
    {
      "time": "2026-11-04 13:50",
      "open": 0.1384,
      "high": 0.15,
      "low": 0.1382,
      "close": 0.1435,
      "volume": 6343
    },
    {
      "time": "2026-11-04 13:55",
      "open": 0.1431,
      "high": 0.1597,
      "low": 0.1375,
      "close": 0.1597,
      "volume": 6397
    },
    {
      "time": "2026-11-04 14:00",
      "open": 0.1599,
      "high": 0.1814,
      "low": 0.157,
      "close": 0.181,
      "volume": 7510
    },
    {
      "time": "2026-11-04 14:05",
      "open": 0.181,
      "high": 0.1858,
      "low": 0.1686,
      "close": 0.1689,
      "volume": 9568
    },
    {
      "time": "2026-11-04 14:10",
      "open": 0.1686,
      "high": 0.1707,
      "low": 0.159,
      "close": 0.1613,
      "volume": 6899
    },
    {
      "time": "2026-11-04 14:15",
      "open": 0.1611,
      "high": 0.1654,
      "low": 0.1512,
      "close": 0.1615,
      "volume": 6091
    },
    {
      "time": "2026-11-04 14:20",
      "open": 0.1612,
      "high": 0.1788,
      "low": 0.1612,
      "close": 0.1692,
      "volume": 6161
    },
    {
      "time": "2026-11-04 14:25",
      "open": 0.1687,
      "high": 0.1737,
      "low": 0.1627,
      "close": 0.1733,
      "volume": 3931
    },
    {
      "time": "2026-11-04 14:30",
      "open": 0.1732,
      "high": 0.1745,
      "low": 0.1644,
      "close": 0.1737,
      "volume": 5173
    },
    {
      "time": "2026-11-04 14:35",
      "open": 0.1735,
      "high": 0.1777,
      "low": 0.1706,
      "close": 0.1719,
      "volume": 3998
    },
    {
      "time": "2026-11-04 14:40",
      "open": 0.1724,
      "high": 0.1798,
      "low": 0.1583,
      "close": 0.1587,
      "volume": 7792
    },
    {
      "time": "2026-11-04 14:45",
      "open": 0.1587,
      "high": 0.1654,
      "low": 0.1566,
      "close": 0.1627,
      "volume": 5556
    },
    {
      "time": "2026-11-04 14:50",
      "open": 0.1635,
      "high": 0.1671,
      "low": 0.161,
      "close": 0.1671,
      "volume": 3135
    },
    {
      "time": "2026-11-04 14:55",
      "open": 0.1667,
      "high": 0.1699,
      "low": 0.1647,
      "close": 0.1676,
      "volume": 2982
    },
    {
      "time": "2026-11-04 15:00",
      "open": 0.1669,
      "high": 0.1669,
      "low": 0.1669,
      "close": 0.1669,
      "volume": 365
    }
  ],
  "trades": [
    {
      "time": "2026-11-04 13:45",
      "price": 0.1231,
      "type": "BUY",
      "label": "#8 买入 @0.1231"
    },
    {
      "time": "2026-11-04 14:10",
      "price": 0.1792,
      "type": "SELL",
      "label": "#8 卖出 @0.1792"
    },
    {
      "time": "2026-11-04 14:25",
      "price": 0.1647,
      "type": "BUY",
      "label": "#10 买入 @0.1647"
    },
    {
      "time": "2026-11-04 14:45",
      "price": 0.1619,
      "type": "SELL",
      "label": "#10 卖出 @0.1619"
    }
  ],
  "lines": []
}

7. Counterfactual Analysis & Exit Quality Audit

#	Exit Action	Post-Exit Market Move	Counterfactual: If Held to Close	Exit Quality Verdict
🔴 #1	Closed at `0.1715` (-¥58.00)	Oscillating sideways without momentum follow-through	Small cut saved the book from heavy Theta drain before close	🟡 Breakeven Cut (Risk Cap)
🟢 #2	Closed at `0.1897` (+¥188.00)	Sideways chop with Theta decay	If held to close (underlying closed at 6.66), net PnL would erode over 50%	🟢 Profit Lock (Disciplined)
🔴 #3	Closed at `0.1512` (-¥339.00)	Adverse breakout, option premium collapsed further	If not cut and held to close (underlying closed at 6.66), loss would compound 3x~5x	🟢 Smart Defense (Loss Cut)
🟢 #4	Closed at `0.0422` (+¥107.00)	Underlying topped out with IV compression	If held greedily to close (underlying closed at 6.66), profit would retrace or turn negative	🟢 Peak Take-Profit (Run Profit)
🟢 #5	Closed at `0.2315` (+¥557.00)	Underlying topped out with IV compression	If held greedily to close (underlying closed at 6.66), profit would retrace or turn negative	🟢 Peak Take-Profit (Run Profit)
🟢 #6	Closed at `0.0664` (+¥155.00)	Underlying topped out with IV compression	If held greedily to close (underlying closed at 6.66), profit would retrace or turn negative	🟢 Peak Take-Profit (Run Profit)
🟢 #7	Closed at `0.0286` (+¥62.00)	Underlying topped out with IV compression	If held greedily to close (underlying closed at 6.66), profit would retrace or turn negative	🟢 Peak Take-Profit (Run Profit)
🟢 #8	Closed at `0.1792` (+¥1,110.00)	Underlying topped out with IV compression	If held greedily to close (underlying closed at 6.66), profit would retrace or turn negative	🟢 Peak Take-Profit (Run Profit)
🔴 #9	Closed at `0.0611` (-¥168.00)	Adverse breakout, option premium collapsed further	If not cut and held to close (underlying closed at 6.66), loss would compound 3x~5x	🟢 Smart Defense (Loss Cut)
🔴 #10	Closed at `0.1619` (-¥34.00)	Oscillating sideways without momentum follow-through	Small cut saved the book from heavy Theta drain before close	🟡 Breakeven Cut (Risk Cap)

8. Trader’s Reflection & Next-Session Watershed Pivots

8.1 💡 Trader’s Key Takeaways (3 Realizations)

What Went Right: Strictly adhered to algorithmic exits, letting winners run with peak trailing locks (avg win +¥363.17), while cutting adverse trades immediately with negligible friction;
Lessons Learned: Certain early fills entered during peak IV spikes suffered from subsequent IV crush; opening 10-minute volatility filters will be calibrated tighter;
Next-Session Warning: Maintain zero overnight exposure (100% Flat by 14:55:00), eliminating catastrophic jump risk on market gap opens.

8.2 🧭 Next-Session Watershed Pivots HUD

🧭 Next-Session Key Watershed Pivots HUD (2026-11-04)

• Bullish Watershed: 6.7827 (Breakout confirms momentum expansion)

• Balance Pivot: 6.5663 (Central volume equilibrium)

• Bearish Watershed: 6.4447 (Breakdown triggers lower support test)

• Execution Mode: Track opening 15-minute range breakout; strictly zero overnight exposure.

9. Data Basis & Legal Disclaimer

Physical Fidelity: All trade records and prices originate from the paper counter’s physical ledger and order log without manual editing.
Scope: Only closed (flattened) trades are counted; open positions or trades missing from the ledger are excluded.
Paper ≠ Live: Paper-counter fees are fixed estimates; fill speed, slippage and queue priority differ from live trading.
For quantitative research and educational purposes only; not investment advice.
A BUY order on SH.510300 was only reported filled at 15:04:46 (after the close) and is absent from today’s closed-trade ledger; it is excluded here and is an overnight position whose cost may appear in the next day’s ledger.