美股自动化交易-详细交易记录.xls

trades12012008_123120 Trade date Exec Time Side Symbol Qty Price Commission SEC fee NASD fee BLF fee ECN charge Cl Type Exec Broker 12/01/2008 B AXP NYFIX BAC C GE JNJ MA MER MO MS PEP USB WFC WYE T ABT DD DIS DOW EMC GPS GS HD HON HPQ IBM JPM LLY MCD MMM MOT MRK PFE PG PRU SO TWX TXN TYC UPS UTX VZ WMT ARCA S AMEX 12/02/2008 12/03/2008 NAV UTR MU MI BC MBI TMK HRS JNS PL AVY FMC AES MTG JEC SFD WRI ABK SPW FII TEX CIT VNO LEA LEN CY GR EAT ASH ARG DHI NSDQ AIG 12/04/2008 BYD HMA CHS FHN NYSE HPT LIZ APH MON ICE TRI CNB 12/05/2008 ALB BIG CCL FDO JNY LUK NYX PMI RDN SON TIF VFC MLNM 12/08/2008 CSL AFG AG BWA CRM CVD HOT JEF LZ NYT OSK ROP RSG USG VMC 12/09/2008 FMD KR 12/10/2008 CYT PLL 12/11/2008 EQR JBL KG 12/12/2008 AME AN CCI CTX CVH EMN ENR EV FNF HAR MAN NWS.A PEG PHM PKI RRD SHW SKS SSP TKR TMO UA WAT WCG WU XRX 12/15/2008 BEC TNB 12/16/2008 MTB SNV FAF ETN 12/18/2008 CRL CCE KBH TOL 12/19/2008 DRI 12/22/2008 MFE 12/23/2008 ACS ACV ADI ADS AF ANN AOC ARW ATK AVT BCO BKS BLL BMS BRO CFR CHD COL CR CSC CTL CVG CYH CYN DBD DCI DGX DNB DST DUK ECL EFX EL EQ ESI EW FIS FL FPL GGG GPC HCC HNT HRL HSY HUM IFF IM IRF ITT K LEG LH LLL LUV MCY MDP MHK MKC MWV NCR OCR PBI PNW PPG PTV RE RHI RJF RL SEE SJM SNA STZ SVU SYY TCB TIN UST VAL VAR WDC WL WPI 12/29/2008 12/30/2008 12/31/2008 9:31:37 600.00 22.41 .12 .00 .00 .00 .12 9:30:09 800.00 15.49 .16 .00 .00 .00 .16 9:30:13 700.00 7.88 .14 .00 .00 .00 .14 9:30:13 1500.00 16.30 .30 .00 .00 .00 .30 9:30:09 1000.00 57.20 .20 .00 .00 .00 .20 9:30:18 300.00 139.48 .06 .00 .00 .00 .06 9:31:28 400.00 12.16 .08 .00 .00 .00 .08 9:32:27 600.00 15.82 .12 .00 .00 .00 .12 9:30:34 400.00 13.86 .08 .00 .00 .00 .08 9:31:50 700.00 55.47 .14 .00 .00 .00 .14 9:32:09 1300.00 25.97 .26 .00 .00 .00 .26 9:30:09 1100.00 27.62 .22 .00 .00 .00 .22 9:30:13 800.00 34.51 .16 .00 .00 .00 .16 9:31:55 800.00 51.16 .16 .23 .06 .00 .16 9:31:23 700.00 24.26 .14 .10 .05 .00 .14 9:30:22 1100.00 21.95 .22 .14 .08 .00 .22 9:30:08 600.00 18.55 .12 .07