期货 交易时段聚合 - NYMEX · Flat Files
NYMEX 期货交易时段数据文件。由每个交易时段内全部成交聚合而成的 NYMEX 期货开盘价、最高价、最低价、收盘价与成交量数据。
S3 /futures/session-aggregates/nymex上游时效说明
美东时间上午 11 点更新，包含前一日数据
上游历史范围
数据可追溯至 2017 年 4 月 3 日
接入地址与凭据以实际开通时下发为准。下面是上游字段定义与响应示例，文档收录不等于本站已开放全部能力。
字段列表
| 列名 | 类型 | 说明 |
|---|---|---|
close | number | 该标的在给定时间段内的收盘价。 |
dollar_volume | number | 该时间范围内成交的总金额（美元）。 |
high | number | 该标的在给定时间段内的最高价。 |
low | number | 该标的在给定时间段内的最低价。 |
open | number | 该标的在给定时间段内的开盘价。 |
session_end_date | string | 交易日，即该交易时段的结束日期，格式为 YYYY-MM-DD。 |
settlement_price | number | 交易时段结束时交易所为该合约设定的官方结算价。 |
ticker | string | 该标的在交易所使用的交易代码。 |
transactions | integer | 聚合窗口内的成交笔数。 |
volume | number | 该标的在给定时间段内的成交量。 |
window_start | timestamp - integer | 聚合窗口起始的 Unix 纳秒时间戳。 |
示例数据
ticker,session_end_date,window_start,open,high,low,close,volume,dollar_volume,transactions,settlement_price
B0F7,2026-07-14,1783979100000000000,0.780000000,0.780000000,0.780000000,0.780000000,5,3.900000000,1,0.776670000
B0Q6,2026-07-14,1783979100000000000,0.760000000,0.760000000,0.760000000,0.760000000,5,3.800000000,1,0.762080000
B0Z6,2026-07-14,1783979100000000000,0.780000000,0.780000000,0.780000000,0.780000000,5,3.900000000,1,0.777080000
BZ:BF F7-G7-H7,2026-07-14,1783979100000000000,0.060000000,0.150000000,0.060000000,0.080000000,1161,137.280000000,472,0.070000000
BZ:BF G7-H7-J7,2026-07-14,1783979100000000000,0.070000000,0.120000000,0.070000000,0.080000000,816,79.930000000,400,0.080000000
BZ:BF H7-J7-K7,2026-07-14,1783979100000000000,0.060000000,0.090000000,0.060000000,0.080000000,292,22.700000000,49,0.070000000
BZ:BF J7-K7-M7,2026-07-14,1783979100000000000,0.060000000,0.070000000,0.060000000,0.060000000,52,3.290000000,14,0.060000000
BZ:BF K7-M7-N7,2026-07-14,1783979100000000000,0.060000000,0.060000000,0.060000000,0.060000000,88,5.280000000,26,0.060000000
BZ:BF M7-N7-Q7,2026-07-14,1783979100000000000,0.060000000,0.060000000,0.050000000,0.060000000,39,2.330000000,8,0.060000000
BZ:BF U6-V6-X6,2026-07-14,1783979100000000000,-0.180000000,0.250000000,-0.210000000,0.160000000,231,4.440000000,159,0.110000000原文：Massive 文档 ↗