마감_현선갭_자체_일별
자체 수집★ 우리 계산·수집신선도 트레이 — 마감창 현선 상대강도(우리 계산). 값 타일은 없다
실데이터 — 머리·꼬리 15행마감_현선갭_자체_일별
D:\data\project-at\raw\mficc\99_수집\마감_현선갭_자체_일별\마감_현선갭_자체_일별__2026.csv · 276,485바이트 · 19열
| 일자 | 표준코드 | 별칭 | 소분류 | 매핑테너 | 장내마지막시각 | 장내수익률 | 민평수익률 | 현물변동bp | 선물가_1530 | 선물가_연속마감 | 선물종가 | 선물변동틱 | 틱당bp_결제공식 | 틱당bp_헷지 | 틱당bp_적용 | 선물변동bp | 잔차bp | 선물가_소스 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-01-02 | KR103501GF97 | 25-6 | 2Y | 3선 | 15:29:54 | 2.792 | 2.79 | -0.19999999999997797 | 105.44 | 105.44 | 105.43 | -0.9999999999990905 | 0.3405327175026071 | 0.316746486859057 | 헷지 | 0.3167464868587689 | -0.5167464868587468 | tick_dump |
| 2026-01-02 | KR103501GFC3 | 25-10 | 3Y | 3선 | 15:28:09 | 2.932 | 2.926 | -0.5999999999999783 | 105.44 | 105.44 | 105.43 | -0.9999999999990905 | 0.3405327175026071 | 0.316746486859057 | 헷지 | 0.3167464868587689 | -0.9167464868587472 | tick_dump |
| 2026-01-02 | KR103502GF96 | 25-7 | 30Y | 30선 | 15:29:59 | 3.254 | 3.256 | 0.19999999999997797 | 132.68 | 132.62 | 132.4 | -28.000000000000114 | 0.04335856339371561 | 결제공식 | 1.2140397750240421 | -1.0140397750240642 | 1m_raw | |
| 2026-01-02 | KR103502GFC1 | 25-11 | 10Y | 10선 | 15:29:40 | 3.384 | 3.385 | 0.09999999999998899 | 112.79 | 112.74 | 112.75 | -4.000000000000625 | 0.11102565596178485 | 0.10868928397802892 | 헷지 | 0.4347571359121836 | -0.33475713591219464 | tick_dump |
| 2026-01-02 | KR103503GF95 | 25-8 | 5Y | 10선 | 15:29:36 | 3.24 | 3.235 | -0.5000000000000338 | 112.79 | 112.74 | 112.75 | -4.000000000000625 | 0.11102565596178485 | 0.10868928397802892 | 헷지 | 0.4347571359121836 | -0.9347571359122173 | tick_dump |
| 2026-01-02 | KR103504GF94 | 25-9 | 20Y | 30선 | 15:29:06 | 3.351 | 3.346 | -0.49999999999998934 | 132.68 | 132.62 | 132.4 | -28.000000000000114 | 0.04335856339371561 | 결제공식 | 1.2140397750240421 | -1.7140397750240315 | 1m_raw | |
| 2026-01-05 | KR103501GF97 | 25-6 | 2Y | 3선 | 15:26:23 | 2.834 | 2.798 | -3.600000000000003 | 105.39 | 105.41 | 105.42 | 3.0000000000001137 | 0.34057189064249355 | 0.3170658845098165 | 헷지 | -0.9511976535294855 | -2.648802346470518 | tick_dump |
| 2026-01-05 | KR103501GFC3 | 25-10 | 3Y | 3선 | 15:29:41 | 2.935 | 2.927 | -0.8000000000000007 | 105.39 | 105.41 | 105.42 | 3.0000000000001137 | 0.34057189064249355 | 0.3170658845098165 | 헷지 | -0.9511976535294855 | 0.15119765352948478 | tick_dump |
| 2026-01-05 | KR103502GF96 | 25-7 | 30Y | 30선 | 15:29:55 | 3.275 | 3.275 | 0.0 | 131.86 | 131.86 | 132.1 | 23.999999999998067 | 0.043494783995029596 | 결제공식 | -1.0438748158806261 | 1.0438748158806261 | 1m_raw | |
| 2026-01-05 | KR103502GFC1 | 25-11 | 10Y | 10선 | 15:29:57 | 3.396 | 3.395 | -0.09999999999998899 | 112.58 | 112.62 | 112.61 | 3.0000000000001137 | 0.11119100771797444 | 0.10894923276312153 | 헷지 | -0.326847698289377 | 0.226847698289388 | tick_dump |
| 2026-01-05 | KR103503GF95 | 25-8 | 5Y | 10선 | 15:29:24 | 3.252 | 3.242 | -0.9999999999999787 | 112.58 | 112.62 | 112.61 | 3.0000000000001137 | 0.11119100771797444 | 0.10894923276312153 | 헷지 | -0.326847698289377 | -0.6731523017106017 | tick_dump |
| 2026-01-05 | KR103504GF94 | 25-9 | 20Y | 30선 | 15:29:03 | 3.371 | 3.375 | 0.40000000000000036 | 131.86 | 131.86 | 132.1 | 23.999999999998067 | 0.043494783995029596 | 결제공식 | -1.0438748158806261 | 1.4438748158806265 | 1m_raw | |
| 2026-01-06 | KR103501GF97 | 25-6 | 2Y | 3선 | 15:29:18 | 2.825 | 2.821 | -0.40000000000000036 | 105.35 | 105.34 | 105.33 | -1.999999999999602 | 0.3409248235089776 | 0.31768441334391057 | 헷지 | 0.6353688266876947 | -1.035368826687695 | tick_dump |
| 2026-01-06 | KR103501GFC3 | 25-10 | 3Y | 3선 | 15:28:59 | 2.943 | 2.949 | 0.5999999999999783 | 105.35 | 105.34 | 105.33 | -1.999999999999602 | 0.3409248235089776 | 0.31768441334391057 | 헷지 | 0.6353688266876947 | -0.03536882668771635 | tick_dump |
| 2026-01-06 | KR103502GF96 | 25-7 | 30Y | 30선 | 15:29:59 | 3.248 | 3.247 | -0.1000000000000334 | 132.76 | 132.76 | 132.76 | 0.0 | 0.04319615092383352 | 결제공식 | -0.0 | -0.1000000000000334 | 1m_raw | |
| ⋯ 가운데 생략 ⋯ | ||||||||||||||||||
| 2026-11-06 | KR103503GG60 | 26-6 | 10Y | 10선 | 15:29:54 | 3.852 | 3.855 | 0.30000000000001137 | 109.39 | 109.39 | 109.37 | -1.999999999999602 | 0.1151537203134899 | 0.11384167094857843 | 헷지 | 0.22768334189711156 | 0.0723166581028998 | koscom |
| 2026-11-06 | KR103503GG94 | 26-9 | 5Y | 10선 | 15:27:41 | 3.717 | 3.715 | -0.20000000000002238 | 109.39 | 109.39 | 109.37 | -1.999999999999602 | 0.1151537203134899 | 0.11384167094857843 | 헷지 | 0.22768334189711156 | -0.427683341897134 | koscom |
| 2026-11-06 | KR103504GG93 | 26-10 | 20Y | 30선 | 15:29:23 | 3.968 | 3.97 | 0.20000000000002238 | 117.36 | 117.36 | 117.48 | 12.000000000000455 | 0.05126111837953171 | 결제공식 | -0.6151334205544039 | 0.8151334205544263 | koscom | |
| 2026-11-09 | KR103501GG62 | 26-5 | 3Y | 3선 | 15:29:57 | 3.64 | 3.635 | -0.5000000000000338 | 103.78 | 103.8 | 103.81 | 3.0000000000001137 | 0.34698905661562657 | 0.33605180362514303 | 헷지 | -1.0081554108754673 | 0.5081554108754336 | koscom |
| 2026-11-09 | KR103501GG96 | 26-7 | 2Y | 3선 | 15:29:58 | 3.629 | 3.625 | -0.40000000000000036 | 103.78 | 103.8 | 103.81 | 3.0000000000001137 | 0.34698905661562657 | 0.33605180362514303 | 헷지 | -1.0081554108754673 | 0.608155410875467 | koscom |
| 2026-11-09 | KR103502GG95 | 26-8 | 30Y | 30선 | 15:29:57 | 3.977 | 3.975 | -0.19999999999997797 | 116.98 | 116.98 | 116.98 | 0.0 | 0.051572430042264826 | 결제공식 | -0.0 | -0.19999999999997797 | koscom | |
| 2026-11-09 | KR103503GG60 | 26-6 | 10Y | 10선 | 15:29:52 | 3.863 | 3.857 | -0.5999999999999783 | 109.33 | 109.4 | 109.39 | 6.000000000000227 | 0.11512843166758774 | 0.1139085386135923 | 헷지 | -0.6834512316815797 | 0.0834512316816014 | koscom |
| 2026-11-09 | KR103503GG94 | 26-9 | 5Y | 10선 | 15:29:49 | 3.733 | 3.727 | -0.6000000000000227 | 109.33 | 109.4 | 109.39 | 6.000000000000227 | 0.11512843166758774 | 0.1139085386135923 | 헷지 | -0.6834512316815797 | 0.08345123168155699 | koscom |
| 2026-11-09 | KR103504GG93 | 26-10 | 20Y | 30선 | 15:26:56 | 3.98 | 3.978 | -0.19999999999997797 | 116.98 | 116.98 | 116.98 | 0.0 | 0.051572430042264826 | 결제공식 | -0.0 | -0.19999999999997797 | koscom | |
| 2026-11-10 | KR103501GG62 | 26-5 | 3Y | 3선 | 15:29:55 | 3.636 | 3.627 | -0.9000000000000341 | 103.81 | 103.83 | 103.83 | 1.999999999999602 | 0.3469079730362144 | 0.3362669291336304 | 헷지 | -0.672533858267127 | -0.22746614173290713 | koscom |
| 2026-11-10 | KR103501GG96 | 26-7 | 2Y | 3선 | 15:29:59 | 3.646 | 3.632 | -1.399999999999979 | 103.81 | 103.83 | 103.83 | 1.999999999999602 | 0.3469079730362144 | 0.3362669291336304 | 헷지 | -0.672533858267127 | -0.7274661417328521 | koscom |
| 2026-11-10 | KR103502GG95 | 26-8 | 30Y | 30선 | 15:29:52 | 3.961 | 3.95 | -1.0999999999999677 | 117.52 | 117.52 | 117.52 | 0.0 | 0.051236364727598786 | 결제공식 | -0.0 | -1.0999999999999677 | koscom | |
| 2026-11-10 | KR103503GG60 | 26-6 | 10Y | 10선 | 15:29:12 | 3.851 | 3.85 | -0.09999999999998899 | 109.43 | 109.51 | 109.48 | 4.999999999999716 | 0.11501476406013865 | 0.11382821639051253 | 헷지 | -0.5691410819525303 | 0.46914108195254134 | koscom |
| 2026-11-10 | KR103503GG94 | 26-9 | 5Y | 10선 | 15:29:48 | 3.718 | 3.715 | -0.30000000000001137 | 109.43 | 109.51 | 109.48 | 4.999999999999716 | 0.11501476406013865 | 0.11382821639051253 | 헷지 | -0.5691410819525303 | 0.26914108195251896 | koscom |
| 2026-11-10 | KR103504GG93 | 26-10 | 20Y | 30선 | 15:26:46 | 3.979 | 3.97 | -0.8999999999999897 | 117.52 | 117.52 | 117.52 | 0.0 | 0.051236364727598786 | 결제공식 | -0.0 | -0.8999999999999897 | koscom | |