Wind 金融终端的股票、债券、基金、宏观、行业和高频市场数据入口。适合资本市场事件研究、资产定价、公司金融控制变量、宏观金融联动和市场行情提取；完整字段依赖订阅权限与 WSD/WSS/EDB 接口。
subscription terminal — rolling · updated: rolling · official pageWind Financial Terminal — Market and Macro Financial Data registers 10 variables — 3 commonly used as dependent variables, 5 as core regressors and 5 as controls. Common research directions for this dataset include: 资本市场事件研究, 估值与流动性面板.
资本市场事件研究: DV daily_return, IV adj_close, controls market_cap, turnover, trade_dt.
估值与流动性面板: DV pe_ttm, IV turnover, bond_yield_10y, controls market_cap, trade_dt, wind_code.
| name | label | type/role | data file | description · keywords |
|---|---|---|---|---|
| wind_code | Wind 证券代码 Wind security code | identifier / identifier | market | Wind 标准证券代码，如 000001.SZ、600000.SH；跨库合并需转成 stkcd 或 exchange code Wind代码证券代码股票代码 |
| trade_dt | 交易日期 Trading date | identifier / time | market | 交易日日期；事件研究应对齐交易日历而不是自然日 交易日日期date |
| close | 收盘价 Close price | continuous / iv,dv | market | 证券收盘价；收益率研究应优先使用复权价格或总回报指数 收盘价价格close |
| adj_close | 复权收盘价 Adjusted close price | continuous / iv,dv | market | 考虑分红送转后的复权价格，适合计算连续收益率 复权价收益率adjusted close |
| daily_return | 日收益率 Daily return | continuous / dv | market | 证券日收益率；事件研究通常使用个股收益减市场模型预测收益 收益率回报率return |
| turnover | 换手率 Turnover ratio | continuous / iv,control | market | 成交量/流通股本等口径的换手率；口径随字段不同而变 换手率流动性turnover |
| market_cap | 总市值 Market capitalization | continuous / control | market | 证券总市值，常取自然对数作为规模控制 市值公司规模market cap |
| pe_ttm | 市盈率 TTM Price-to-earnings ratio TTM | continuous / iv,control | fundamental | 滚动市盈率；亏损公司会导致负值或缺失，需说明处理规则 市盈率估值PE |
| bond_yield_10y | 10年期国债收益率 10-year government bond yield | continuous / iv,control | edb | 10年期国债到期收益率，宏观金融研究常用无风险利率或期限利差构造 国债收益率利率bond yield |
| edb_gdp_yoy | GDP 同比增速（EDB） GDP year-on-year growth from Wind EDB | continuous / control | edb | Wind EDB 中的 GDP 同比增速，指标代码需以下载时所选字段为准 GDP宏观EDB |
The codebook is an open lookup. The Wizard consumes the same codebook to drive code generation — upload your data and the system auto-recognises variables, applies cleaning rules, recommends research designs, runs regressions and produces a Word report.