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该表提供了中国股市融资融券市场的整体统计数据。这些数据反映了市场上融资融券活动的总体情况,通过求和或平均来计算整个市场融资和融券的余额、买入额、偿还额、净买入额、净卖出额等关键指标,以及融资余额占流通市值的比例。
20 个字段
本表记录 A 股融资融券的全市场统计,由 cn_stock_margin_trading_detail 当日全部股票汇总得到。每个交易日 2 行,分别是 sum(求和)和 mean(平均)两种计算方法。
| 关键字 | 释意 |
|---|---|
| date | 交易日 |
| method | 计算方法,取值为 sum 和 mean,每个交易日各一行 |
本表没有 instrument 列。
金额字段的单位为元,数量字段的单位为股。
| 字段 | 口径 |
|---|---|
| financing_balance | 融资余额。method 为 sum 时是当日个股融资余额之和,mean 时是个股平均值 |
| financing_balance_ratio | 融资余额占流通市值比,小数形式。sum 行为 financing_balance 除以当日这些股票的流通市值之和。mean 行的分子是个股平均融资余额,分母仍是流通市值之和,所以 mean 行的比值约等于 sum 行的比值除以当日股票数量,不是个股比值的平均 |
| margin_trading_balance | 融资融券余额,sum 行是当日个股融资融券余额之和,mean 行是个股平均值 |
其余字段(融资买入额、偿还额、净买入额,融券余额、卖出额、偿还额、净卖出额及对应数量)与 cn_stock_margin_trading_detail 同名字段含义相同,sum 行是全部个股求和,mean 行是个股平均值。
cn_stock_margin_trading_detail 当日有数据的股票。sum 汇总全市场数据时,需要用 method = 'sum' 过滤,否则会把 mean 行一并读入。示例取 2026-10-05 至 2026-11-04 的数据,按 date、method 排序,展示前 5 行和后 5 行。
| date | method | financing_balance | financing_quantity | financing_balance_ratio | financing_purchase | financing_purchase_quantity | financing_repayment | financing_repayment_quantity | financing_net_purchase | financing_net_purchase_quantity | securities_lending_balance | securities_lending_quantity | securities_lending_sales | securities_lending_sales_quantity | securities_lending_repayment | securities_lending_repayment_quantity | securities_lending_net_sales | securities_lending_net_sales_quantity | margin_trading_balance |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-10-08 00:00:00 | mean | 6.23948e+08 | 3.60279e+07 | 7.06415e-06 | 3.03851e+07 | 1.77411e+06 | 3.00672e+07 | 1.70025e+06 | 317899 | 73860.1 | 5.54274e+06 | 399544 | 292686 | 18110.3 | 168413 | 10599.3 | 124273 | 7511.02 | 6.29491e+08 |
| 2026-10-08 00:00:00 | sum | 2.41842e+12 | 1.39644e+11 | 0.0273806 | 1.17773e+11 | 6.87644e+09 | 1.1654e+11 | 6.59016e+09 | 1.23218e+09 | 2.86282e+08 | 2.14837e+10 | 1.54863e+09 | 1.13445e+09 | 7.01955e+07 | 6.5277e+08 | 4.10827e+07 | 4.81681e+08 | 2.91127e+07 | 2.43991e+12 |
| 2026-10-09 00:00:00 | mean | 6.20192e+08 | 3.58909e+07 | 7.01258e-06 | 3.31777e+07 | 1.86766e+06 | 3.67728e+07 | 1.99558e+06 | -3.59512e+06 | -127914 | 5.58344e+06 | 400898 | 249005 | 13302.2 | 225155 | 11845.6 | 23850.2 | 1456.67 | 6.25775e+08 |
| 2026-10-09 00:00:00 | sum | 2.40448e+12 | 1.39149e+11 | 0.0271878 | 1.2863e+11 | 7.24093e+09 | 1.42568e+11 | 7.73685e+09 | -1.39383e+10 | -4.95922e+08 | 2.1647e+10 | 1.55428e+09 | 9.65394e+08 | 5.15728e+07 | 8.72926e+08 | 4.59253e+07 | 9.24673e+07 | 5.64751e+06 | 2.42613e+12 |
| 2026-10-12 00:00:00 | mean | 6.18744e+08 | 3.58941e+07 | 7.05722e-06 | 2.6514e+07 | 1.64351e+06 | 2.79614e+07 | 1.64617e+06 | -1.44739e+06 | -2660.84 | 5.63366e+06 | 405975 | 231352 | 15111.5 | 164760 | 10054.4 | 66592.7 | 5057.15 | 6.24378e+08 |
| 2026-10-30 00:00:00 | sum | 2.18455e+12 | 1.30568e+11 | 0.0267773 | 1.00121e+11 | 6.18248e+09 | 1.41394e+11 | 8.22277e+09 | -4.12731e+10 | -2.04029e+09 | 2.10833e+10 | 1.61735e+09 | 9.00694e+08 | 6.34705e+07 | 7.85403e+08 | 4.90999e+07 | 1.15291e+08 | 1.43706e+07 | 2.20564e+12 |
| 2026-11-02 00:00:00 | mean | 5.58921e+08 | 3.34089e+07 | 6.76078e-06 | 2.80588e+07 | 1.73065e+06 | 3.08644e+07 | 1.89532e+06 | -2.80559e+06 | -164671 | 5.47514e+06 | 418093 | 228810 | 17645.6 | 232358 | 15430.9 | -3547.71 | 2214.75 | 5.64396e+08 |
| 2026-11-02 00:00:00 | sum | 2.17364e+12 | 1.29927e+11 | 0.0262927 | 1.09121e+11 | 6.73051e+09 | 1.20032e+11 | 7.37092e+09 | -1.09109e+10 | -6.40406e+08 | 2.12928e+10 | 1.62596e+09 | 8.89844e+08 | 6.86238e+07 | 9.03641e+08 | 6.00107e+07 | -1.3797e+07 | 8.61316e+06 | 2.19494e+12 |
| 2026-11-03 00:00:00 | mean | 5.50735e+08 | 3.31297e+07 | 6.71077e-06 | 2.56735e+07 | 1.63048e+06 | 3.37154e+07 | 1.9172e+06 | -8.04193e+06 | -286719 | 5.50869e+06 | 419867 | 248444 | 16678.3 | 202874 | 14796.4 | 45569.7 | 1881.92 | 5.56244e+08 |
| 2026-11-03 00:00:00 | sum | 2.14236e+12 | 1.28875e+11 | 0.0261049 | 9.98699e+10 | 6.34257e+09 | 1.31153e+11 | 7.45791e+09 | -3.12831e+10 | -1.11534e+09 | 2.14288e+10 | 1.63328e+09 | 9.66447e+08 | 6.48787e+07 | 7.89181e+08 | 5.75581e+07 | 1.77266e+08 | 7.32068e+06 | 2.16379e+12 |
import daidf = dai.query("SELECT * FROM cn_stock_margin_trading_market ORDER BY date DESC LIMIT 1").df()import daidf = dai.query(""" SELECT date, financing_balance, financing_purchase FROM cn_stock_margin_trading_market ORDER BY date""", filters={"date": ["2023-01-01", "2023-12-31"]}).df()import daidf = dai.query(""" SELECT date, financing_balance_ratio FROM cn_stock_margin_trading_market WHERE financing_balance_ratio > 0.01 ORDER BY date""", filters={"date": ["2020-01-01", "2023-12-31"]}).df()SELECT method, financing_balance, financing_quantity, financing_balance_ratio, financing_purchase, financing_purchase_quantity, financing_repayment FROM cn_stock_margin_trading_market WHERE date >= '2026-10-06' ORDER BY date LIMIT 100
SELECT method, financing_balance, financing_quantity, financing_balance_ratio, financing_purchase, financing_purchase_quantity, financing_repayment FROM cn_stock_margin_trading_market WHERE date >= '2026-10-06' ORDER BY date LIMIT 100