Shanghai Stock Exchange Historical Data Interface Manual v1.1.1

About this manual

This document serves as the specification guide for the Shanghai Stock Exchange's historical data interface, version 1.1.1. It outlines the structure and content of historical market data services, covering Level-1, Level-2, and stock option data. The data is categorized into snapshots, tick-by-tick transactions, and candlestick charts (K-line data). This manual is written in Chinese.

What's inside

• Data Description
• File Format
• Level-1 Market Data
• Level-2 Market Data
• Stock Option Data
• Snapshot Data Fields
• Tick-by-Tick Data Fields
• Candlestick Data Fields
• Document Revision History
• Data Storage Paths

Specifications

Frequently asked questions

What file format is used for the historical data?

The files use the CSV format, with fields separated by a comma.

What character set is used for the data files?

The data files use the UTF-8 character set.

What is the line separator character used in the files?

The line separator character is 0x0A.

Which data types are included in the historical data service?

The service includes Level-1 market data, Level-2 market data, and stock option historical data.