Intelligence Data (“iDATA”) provides Shanghai Stock Exchange (“SSE”) listed securities fundamental data and trading reference data. The aims of introducing iDATA are to help enhancing the transparency of mainland China market and provide comprehensive information for back-testing, analysis and decision-making purposes.
Contents:
I. Company Announcements
To provide unified and standardized company announcement, the announcement covers:
Data source and update frequency are the same as Shanghai Stock Exchange (SSE) official website.
Announcements published before 09:00 local time of SSE are considered as T+0.
Announcements published after 15:00 local time of SSE are considered as T+1.
II. Financial Statements and Notes
To provide structured financial statements and notes, all Shanghai Stock Exchange listed companies are included. Financial statements include:
III. Reference data
To provide unified and standardized static data, reference data includes:
Category |
Document |
Update Frequency |
Update Time |
Trading Day Data |
Trading Day YYYYMMDD_TRADEDAY.txt |
D |
T+1 8:45 |
Equity Fundamental Data |
Equity Fundamental Data YYYYMMDD_STOCKINFO.txt |
D |
T+1 8:45 |
Capital Structure YYYYMMDD_SHARECAPITAL.txt |
D |
T+1 8:45 |
|
Constituents Of Indexes YYYYMMDD_CONSTITUENTINFO.txt |
D |
T+1 8:45 |
|
Market Data |
Financial Report YYYYMMDD_FINREPORT.txt |
D |
T+1 8:45 |
Financial Index YYYYMMDD_FININDEX.txt |
D |
T+1 8:45 |
|
ETF Subscription and Redemption YYYYMMDD_ETFMASTER.txt |
D |
T+1 8:45 |
|
Constituents of ETFs YYYYMMDD_ETFCONSTITUENT.txt |
D |
T+1 8:45 |
|
Weekly ETF Subscription and Redemption YYYYMMDD_ETFSUBSTAT.txt |
W1 |
T+1 8:45 |
|
ETF NAV YYYYMMDD_FUNDVALUE.txt |
D (Daily update is not guaranteed) |
T+1 8:45 |
|
Bond Repurchase Conversion Rate of Standard Bonds YYYYMMDD_BONDREPORATIO.txt |
D |
T+1 8:45 |
|
Convertible Bonds YYYYMMDD_CONVERTBONDS.txt |
D |
T+1 8:45 |
|
Eligible Northbound Securities List YYYYMMDD_NTARGETLIST.txt |
D |
T+1 8:45 |
|
Trading Reference Data |
Historical Suspension YYYYMMDD_SUSP_HIS.txt |
D |
T+1 8:45 |
Dividend And Bonus YYYYMMDD_RIGHTSDATA.txt |
D |
T+1 8:45 |
|
STAR Board Abnormal Information YYYYMMDD_KSHABNINFO.txt |
D |
T+1 8:45 |
|
Post-Trading Reference Data |
Market Overview YYYYMMDD_TRDSTATIS_D.txt |
D |
T+1 8:45 |
Monthly Overview YYYYMMDD_TRDSTATIS_M.txt |
M5 |
T+1 8:45 |
|
Market Close Information YYYYMMDD_CLSQUOT.txt |
D |
T+1 8:45 |
|
Block Trading Information YYYYMMDD_POSTRADE.txt |
D |
T+1 8:45 |
|
IPO Issue Reference Data |
Daily IPO Overview YYYYMMDD_ISSUE_D.txt |
D |
T+1 8:45 |
Annual IPO Overview YYYYMMDD_ISSUE_M.txt |
M5 |
T+1 8:45 |
D: Trading Day
WX: Xth trading day of every week
MX: Xth trading day of every month
T: Transaction Date