Shanghai Stock Exchange Historical Data Interface Specification v1.1.1

About this manual

The Shanghai Stock Exchange provides historical data services covering Level-1 and Level-2 market data, as well as stock option history. The data is categorized into snapshot types, tick-by-tick types, and candlestick (K-line) data.

All data files are provided in CSV format using UTF-8 character sets with English semicolons as delimiters. The specification details the specific fields included for various trading phases, including opening auctions, continuous trading, and post-market fixed-price transactions. This manual is written in Chinese.

What's inside

• Data Overview
• File Format Specifications
• Level-1 Snapshot Data
• Level-2 Snapshot Data
• Tick-by-Tick Transaction Data
• Candlestick (K-Line) Data

Frequently asked questions

What file format is used for the historical data?

The files use CSV format with fields separated by English semicolons and a UTF-8 character set.

What types of data are included in Level-1 market data?

Level-1 market data includes snapshot data and candlestick (K-line) data.

What types of data are included in Level-2 market data?

Level-2 market data includes snapshot data, tick-by-tick transaction data, and candlestick (K-line) data.