假如主力想将收盘价格作于6元,但是又想吃掉挂在5.5~6元的买单,那么如何在cspa中操作呢?
我查看了3.59pm收盘前每笔交易,成交价格均在6 左右,那么主力一定是在cspa中将下面的买单吃掉了,并且在cspa中显示成交价格为6元(实际应为买家bid price)。请问这是如何实现的呢?
另有一种可能性,就是下面的买单都是主力自己挂的,最后一刻全撤了,形成了下空收盘,那么这种情况主力的目的又是什么呢?
望高手一起讨论!
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顺便普及一下:来源
http://www.asx.com.au/about/trading-hours.htm
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The market goes through a number of phases on any trading day. The particular market phase determines the type of action that may be taken for an order on ASX Trade, which in turn affects how trading is conducted.
Equity market phases (Sydney times)
7am - 10am Pre-open
10am* Open
10am - 4pm Normal Trading
4pm - 4:10pm Pre CSPA
4:10pm - 4:12pm Closing Single Price Auction
4:12pm - 5pm Adjust
5:00pm - 6:50pm Adjust ON
6:50pm - 6:59pm Purge Orders
6:59pm - 7pm System Maintenance
7pm - 9:30pm Close
9:30pm - 2:25am System Unavailable
2:25am - 7:00am Close
*Random +/- 15 secs
Pre-opening Phase
Pre-opening takes place from 7:00 am to 10:00 am, Sydney time. During Pre-opening:
•Brokers enter orders into ASX Trade in preparation for the market opening.
•ASX Trade does not trade orders.
•Investors may enter orders on-line. The orders are queued according to price-time priority and will not trade until the market opens.
Overnight and overseas trades may be reported until 9:45 am, Sydney time. These trades must take place according to ASX Operating Rules.
Opening Phase
Opening takes place at 10:00 am Sydney time and lasts for about 10 minutes. ASX Trade calculates opening prices during this phase. Securities open in five groups, according to the starting letter of their ASX code:
Group 1 10:00:00 am +/- 15 secs A-B, e.g. ANZ, BHP
Group 2 10:02:15 am +/- 15 secs C-F, e.g. CPU, FXJ
Group 3 10:04:30 am +/- 15 secs G-M, e.g. GPT
Group 4 10:06:45 am +/- 15 secs N-R, e.g. QAN
Group 5 10:09:00 am +/- 15 secs S-Z, e.g. TLS
The time is randomly generated by ASX Trade and occurs up to 15 seconds on either side of the times given above, e.g. group 1 may open at any time between 9:59:45 am and 10:00:15 am.
Normal Trading
Normal Trading takes place from 10:00 am to 4:00 pm, Sydney time. Brokers enter orders into ASX Trade and ASX Trade matches the orders against each other, resulting in trades i.e in this phase ASX Trade automatically matches all trades in Price/Time Priority on a continuous basis.
The vast majority of trades take place during Normal Trading.
Pre CSPA
Between 4:00 pm and 4:10 pm, Sydney time, the market is placed in Pre-CSPA. Trading stops and brokers enter, change and cancel orders in preparation for the market closing.
Closing Single Price Auction
The Closing Single Price Auction takes place between 4:10* pm and 4:12 pm, Sydney time.
ASX Trade calculates closing prices during this phase.
*Random + 60 secs
Adjust
The Adjust takes place from 4.12 pm to 5:00 pm, Sydney time. During this phase:
•Brokers may ‘tidy up’ their orders by cancelling unwanted orders, amending orders, etc.
•New orders cannot be entered and ASX Trade does not execute trades.
•Brokers wishing to trade contact each other by telephone. ASX Market Rules ensure that trading takes place in an orderly fashion.
Trading during the Adjust phase is referred to as overnight trading.
Adjust ON
This state is the same as the ADJUST session state.
Purge Orders
Orders that are expired orders, too far from market etc will be centrally inactivated/purged.
System Maintenance
Administration/ system adjustment session state.
Close
No Trading Messages may be entered or amended in ASX Trade and no matching or Auctions take place.
System Unavailable
The system process the night batch during this session state, this involves the update and addition of securities.
Close
No Trading Messages may be entered or amended in ASX Trade and no matching or Auctions take place.
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主力的目的往往就是 让你看到他的动作 然后引领你往一个错误的方向前进
:)
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