Historical data products from the Shanghai Stock Exchange (SSE), China Securities Index Company Ltd. (CSI), and China Financial Futures Exchange (CFFEX) are now available — all are official products directly provided by SSE, CSI, and CFFEX.
SSE Historical Data includes Level‑1 and Level‑2 snapshot data, tick data, and value‑added content such as K‑line data, all officially provided by the Shanghai Stock Exchange. CSI Historical Data covers index snapshot data, officially provided by CSI. CFFEX Historical Data covers Level‑2 snapshot data, officially provided by CFFEX.
Leveraging official historical data enables you to gain deeper market insights and effectively develop, validate, and backtest your financial models. Subscriptions to these products start from the First Issue Date. Simply complete and submit the Order Form via email for processing.
Products Details
|
Product |
Content |
First Issue Date |
Unit Price (US$) |
|
Shanghai Stock Exchange (“SSE”) Level-1 Intra-Day Snapshot Historical Data (excluding Stock Options) |
Snapshot and K line |
2 January 2014 |
$1,250 per 3 months |
|
SSE Level-2 Intra-Day Snapshot Historical Data (excluding Stock Options) |
Snapshot and K line |
2 January 2014 |
$3,000 per 3 months |
| SSE Level-2 Historical Tick by Tick Combined Data (excluding Stock Options) [New Format] | StockTick: Tick by Tick Data with Order Queue | 1 July 2024 | $6,000 per 3 months |
|
SSE Level-2 Historical Tick Data & Order Book Data (excluding Stock Options) [Old Format] |
Tick by Tick Data with Order Queue |
2 January 2015 |
$6,000 per 3 months |
|
SSE Stock Options Intra-Day Snapshot Historical Data |
Snapshot and K line |
9 February 2015 |
$1,250 per 3 months |
|
China Indices* Intra-Day Snapshot Historical Data |
Snapshot and K line |
3 January 2017 |
$500 per 3 months |
|
China Financial Futures Exchange (CFFEX) Level-2 Intra-Day Snapshot Historical Data |
Snapshot |
1 August 2017 |
recent 3 calendar years to present: $1,200 per 3 months before recent 3 calendar years: $960 per 3 months |
|
SSE and China Indices End of Day Historical Data (excluding Stock Options) |
Security Code, Security Name, Open Price, Close Price, High Price, Low Price, Trade Volume and Trade Amount |
19 December 1990 |
$1,000 per year |
* China Indices means all the indices created by SSE and China Securities Index Co, Ltd.
Delivery Schedule
|
Ongoing Subscription |
|
|
Product |
Schedule |
|
SSE Level-1 Intra-Day Snapshot Historical Data (excluding Stock Options) |
Every Trading Day (9 pm) |
|
SSE Level-2 Intra-Day Snapshot Historical Data (excluding Stock Options) |
|
|
SSE Level-2 Historical Tick by Tick Combined Data (excluding Stock Options) [New Format] |
|
|
SSE Level-2 Historical Tick Data SSE Level-2 Historical Order Book Data (excluding Stock Options) [Old Format till 30 June 2024] |
|
|
SSE Stock Options Intra-Day Snapshot Historical Data |
|
|
China Indices Intra-Day Snapshot Historical Data |
|
|
China Financial Futures Exchange Level-2 Intra-Day Snapshot Historical Data |
|
|
SSE and China Indices End of Day Historical Data (excluding Stock Options) |
Every Month |
|
One Time Subscription |
|
|
Normally, it takes about one week upon receipt of the order and payment. However, for orders of considerable size, it may take longer for the processing |
|
Delivery Method
1. Cloud Platform (Last 2 weeks) – only for ongoing subscription
The historical data is updated on daily basis before 9pm for trading days. The public cloud platform will keep the current 2 weeks trading data. Users can download each trading day data for maximum three times.
2. External Storage Media
For the data volume is 5GB - 256GB, the historical data will be stored in USB.
For the data volume is greater than 256GB, the historical data will be stored on the external hard disk
3. FTP
For the data volume is less than 5GB, it is provided by SFTP of third-party public cloud platform for users to download
Application Procedures
Documents
Historical Data Fee Schedule v20241209.pdf
Historical Data Product Manual_v3_20250228.pdf
Historical Data Order Form (Form HD) (v20251203).xlsx
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