장중_고저평
일정·기타∑ mficc 자체 계산수집 계획
at-live · 선행 작업이 남았다 · 벤더 최신 관측 2026-07-13
선물 축은 이미 있다(at-live 코스콤 직수신). 현물 장중 축은 otr_bond_intra(장내지표(분), 수집중)로 세우고 바스켓 3표로 CTD 를 잡아 이론가를 계산한다 — 새 수집이 아니라 파생이다.
선행 — 현선 이론가 규약(운용금리·경과이자·CTD 선택)이 확정되지 않았다 [U]. 규약 없이 지으면 벤더 값과 어긋나도 어느 쪽이 맞는지 모른다
이번 화면 범위 밖 — 타일 설계에 들어가지 않았다
원천 주석 — 원천 수집이 아니다. 우리 raw 로 재계산해야 한다.
실데이터 — 머리·꼬리 15행장중_고저평
/mnt/d/data/project-at/raw/mficc/08_일정기타/장중_고저평/장중_고저평__p0004.csv · 6,619,517바이트 · 7열
| ts | 테너 | 저평 | 고평 | f11 | 선물가 | 지표delta_bp |
|---|---|---|---|---|---|---|
| 2026-03-19 12:09:00 | 10선 | 6.638127220072686 | -17.506263220240175 | -47.39009999999979 | 110.31 | 8.499999999999996 |
| 2026-03-19 12:09:00 | 3선 | 5.965795760135556 | -14.28775251778491 | -34.79170000000096 | 104.24 | 5.899999999999972 |
| 2026-03-19 12:10:00 | 10선 | 5.634432906522701 | -16.50355414248025 | -46.3901000000007 | 110.32 | 8.499999999999996 |
| 2026-03-19 12:10:00 | 3선 | 5.965795760135556 | -14.28775251778491 | -34.79170000000096 | 104.24 | 5.899999999999972 |
| 2026-03-19 12:11:00 | 10선 | 3.6270442794198843 | -14.498135986957557 | -44.39009999999968 | 110.34 | 8.499999999999996 |
| 2026-03-19 12:11:00 | 3선 | 5.965795760135556 | -14.28775251778491 | -34.79170000000096 | 104.24 | 5.899999999999972 |
| 2026-03-19 12:12:00 | 10선 | 3.6270442794198843 | -14.498135986957557 | -44.39009999999968 | 110.34 | 8.499999999999996 |
| 2026-03-19 12:12:00 | 3선 | 5.965795760135556 | -14.28775251778491 | -34.79170000000096 | 104.24 | 5.899999999999972 |
| 2026-03-19 12:13:00 | 10선 | 5.445149153581312 | -16.316307840894694 | -46.15409999999969 | 110.34 | 8.300000000000018 |
| 2026-03-19 12:13:00 | 3선 | 4.963030420127371 | -13.285785523590008 | -33.791700000000446 | 104.25 | 5.899999999999972 |
| 2026-03-19 12:14:00 | 10선 | 4.441459743500065 | -15.313603672673818 | -45.1541000000006 | 110.35 | 8.300000000000018 |
| 2026-03-19 12:14:00 | 3선 | 4.963030420127371 | -13.285785523590008 | -33.791700000000446 | 104.25 | 5.899999999999972 |
| 2026-03-19 12:15:00 | 10선 | 5.445149153581312 | -16.316307840894694 | -46.15409999999969 | 110.34 | 8.300000000000018 |
| 2026-03-19 12:15:00 | 3선 | 4.963030420127371 | -13.285785523590008 | -33.791700000000446 | 104.25 | 5.899999999999972 |
| 2026-03-19 12:16:00 | 10선 | 3.437770333417408 | -14.31089950445153 | -44.154100000000085 | 110.36 | 8.300000000000018 |
| ⋯ 가운데 생략 ⋯ | ||||||
| 2026-07-13 15:23:00 | 3선 | -4.6266828195344125 | -1.8560217060107966 | -27.480100000001073 | 103.0 | 4.300000000000015 |
| 2026-07-13 15:24:00 | 10선 | -9.713313958608271 | 2.1093385873188417 | -28.98890000000023 | 105.89 | 1.7999999999999794 |
| 2026-07-13 15:24:00 | 3선 | -4.397843056133244 | -2.0855105078466813 | -27.62570000000011 | 103.01 | 3.9000000000000146 |
| 2026-07-13 15:25:00 | 10선 | -10.276246512077094 | 2.673800667795472 | -28.475199999999745 | 105.87 | 2.0999999999999908 |
| 2026-07-13 15:25:00 | 3선 | -5.01382167394112 | -1.4695220826725723 | -27.052899999999624 | 103.01 | 4.0999999999999925 |
| 2026-07-13 15:26:00 | 10선 | -9.713313958608271 | 2.1093385873188417 | -28.98890000000023 | 105.89 | 1.7999999999999794 |
| 2026-07-13 15:26:00 | 3선 | -6.404060616186442 | -0.08055172918635378 | -25.625700000000506 | 103.03 | 3.9000000000000146 |
| 2026-07-13 15:27:00 | 10선 | -11.27990679794678 | 3.676742861113514 | -27.475200000000655 | 105.88 | 2.0999999999999908 |
| 2026-07-13 15:27:00 | 3선 | -5.787973543250537 | -0.6966486228266007 | -26.198599999999317 | 103.03 | 3.699999999999992 |
| 2026-07-13 15:28:00 | 10선 | -10.129131122218364 | 2.527434572589936 | -28.63750000000067 | 105.86 | 2.200000000000024 |
| 2026-07-13 15:28:00 | 3선 | -4.7848689549220325 | -1.6991238195054805 | -27.19859999999983 | 103.02 | 3.699999999999992 |
| 2026-07-13 15:29:00 | 10선 | -10.129131122218364 | 2.527434572589936 | -28.63750000000067 | 105.86 | 2.200000000000024 |
| 2026-07-13 15:29:00 | 3선 | -4.7848689549220325 | -1.6991238195054805 | -27.19859999999983 | 103.02 | 3.699999999999992 |
| 2026-07-13 15:30:00 | 10선 | -10.276246512077094 | 2.673800667795472 | -28.475199999999745 | 105.87 | 2.0999999999999908 |
| 2026-07-13 15:30:00 | 3선 | -5.4009518361591375 | -1.0830311185172228 | -26.625700000001018 | 103.02 | 3.9000000000000146 |