进益资本杯2025年因子大赛数据集 (cpt_jyc_2025_stock_csi1000_bar5m)
数据描述：
文档
用例
表结构
| 字段 | 字段类型 | 字段描述 |
| trading_day | string | 交易日期 |
| date | timestamp[ns] | 日期 |
| time | int16 | 交易时间 |
| ask_price2 | float | 2档委卖价 |
| ask_price3 | float | 3档委卖价 |
| ask_price4 | float | 4档委卖价 |
| ask_price5 | float | 5档委卖价 |
| bid_price1 | float | 1档委买价 |
| bid_price2 | float | 2档委买价 |
| bid_price3 | float | 3档委买价 |
| bid_price4 | float | 4档委买价 |
| bid_price5 | float | 5档委买价 |
| ask_volume1 | int32 | 1档委卖量 |
| ask_volume2 | int32 | 2档委卖量 |
| deal_number | int32 | 成交笔数 |
| ask_volume4 | int32 | 4档委卖量 |
| ask_volume5 | int32 | 5档委卖量 |
| bid_volume1 | int32 | 1档委买量 |
| bid_volume2 | int32 | 2档委买量 |
| bid_volume3 | int32 | 3档委买量 |
| bid_volume4 | int32 | 4档委买量 |
| bid_volume5 | int32 | 5档委买量 |
| ask_num_orders1 | int32 | 卖1档委托笔数 |
| ask_num_orders2 | int32 | 卖2档委托笔数 |
| ask_num_orders3 | int32 | 卖3档委托笔数 |
| ask_num_orders4 | int32 | 卖4档委托笔数 |
| ask_num_orders5 | int32 | 卖5档委托笔数 |
| bid_num_orders1 | int32 | 买1档委托笔数 |
| instrument | string | 股票代码 |
| bid_num_orders3 | int32 | 买3档委托笔数 |
| bid_num_orders4 | int32 | 买4档委托笔数 |
| bid_num_orders5 | int32 | 买5档委托笔数 |
| pre_close | float | 前收盘价 |
| amount | float | 最新成交金额 |
| low | float | 最低价 |
| high | float | 最高价 |
| volume | int32 | 最新总成交量 |
| close | float | 收盘价 |
| open | float | 开盘价 |
| bid_num_orders2 | int32 | 买2档委托笔数 |
| __PARTITION__ | string | - |
| ask_price1 | float | 1档委卖价 |
| ask_volume3 | int32 | 3档委卖量 |
表名cpt_jyc_2025_stock_csi1000_bar5m
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