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Historical Data

Home> Historical Data> Introduction

 

Shanghai Stock Exchange (“SSE”) historical data and products are available now. This is the official historical data offered. Historical data includes Level-1 and Level-2 snapshot data, tick data and some value-added information such as K-line.

With historical data, you can better understand the market and build and test your financial models. You can order the products for a period from the First Issue Date. Just complete and return the Order Form by email. Please feel free to contact us by hd@ciis.com.hk   

 

 

 

 

Products Details


 

Product

Content

First Issue Date

Unit Price (US$)

Shanghai Stock Exchange (“SSE”) Level-1 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 Data (excluding Stock Options)

Opening Call Auction and Tick Data

2 January 2014

$3,000 per 3 months

SSE Level-2 Historical Order Book Data

(excluding Stock Options)

Tick Data

2 January 2015

$3,000 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

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 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 Data (excluding Stock Options)

SSE Level-2 Historical Order Book Data (excluding Stock Options) 

SSE Stock Options Intra-Day Snapshot Historical Data

China Indices 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