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a-stock-data

Full-stack data toolkit for China A-shares — 15 layers · 87 endpoints · 34 sources · zero-auth (except iwencai)

Quotes & K-lines · Research · Market Signals · Capital Flow & Chips · News · Fundamentals · Filings · Limit-Up · ETF Options · Sentiment · Macro & Rates · Index & Calendar · Futures & Commodities · Event-Driven · Convertible Bonds

Coverage · Architecture · Quick Start · Endpoints · Changelog

Full-stack data toolkit for China A-Share market — 15-layer architecture · 87 capability endpoints (82 primary + 5 backups) · 34 data sources · direct HTTP calls except two TCP client libraries (mootdx / baostock)

A self-contained Skill file that consolidates raw A-share and related market data from 34 sources into a ready-to-use toolkit for AI coding assistants. No need to memorize Tencent K-line paging parameters, the binary layout of TDX end-of-day packages, Eastmoney PDF Referer headers, or iwencai X-Claw authentication — it's all handled. And when a primary source bans you, there's a backup-source quick reference to fall back on.

Compatible with Claude Code · Codex · OpenClaw · WorkBuddy · Muse · Grok Bot

The Skill file is structured Markdown + embedded Python. Any AI coding assistant with context injection can use it.

V3.10.4 (2026-11-04 · #64 fund adjustment): when the §1.6 Sina adjustment factors were used on funds (ETF / LOF), only f was read, and for funds it is always 1, so no adjustment happened. The split ratio s and cumulative per-unit dividend u are now read as well: forward-adjusted raw / s - u, back-adjusted (raw + u) * s. Stock results, entry count and source count are unchanged.

V3.10.3 (2026-10-23 · SSE e-Interaction time column): §10.3 sse_e_interaction() receives relative reply times (昨天 18:22 — "yesterday 18:22"). The parser only accepted absolute times and raised for the whole page. Relative and absolute times are now both normalized to YYYY-MM-DD HH:MM (Beijing time), and unparseable times still raise. Entry count, source count and returned data are unchanged.

V3.10.2 (2026-10-11 · #58): fixes the PE digestion years in full_valuation(). When the forward PE is above 30x and forecast earnings are not growing (or next year's forecast is missing), it used to return 0 years, as if the PE were already digested; it now returns None, meaning it cannot be estimated. It also returns None when current EPS is missing or not positive. Entry and source counts are unchanged.

V3.10.1 (2026-10-07 · #57): corrects the §1.2 Tencent K-line volume unit: STAR Market (688 / 689) is in shares, everything else is in lots. The docs said lots throughout, so STAR volumes converted per the old docs came out 100× too large. Also adds the rules for reconciling share-level volume with the TDX end-of-day package and Baostock. §1.4 ticks now use a pooled, auto-retrying session (one call ~70 s → ~25 s) and add frame.attrs["complete"], which from 15:31 on checks for missing after-hours fixed-price trades; §13.7 futures daily K-lines retry too. Entry count, source count and returned data are unchanged.

V3.10.0 (2026-09-22): after the TDX public servers stopped serving K-lines, order books and ticks (#52), the quote layer now lists the working sources first (Tencent → Tencent K-lines → TDX end-of-day package → Tencent ticks) and moves mootdx to the end as an archive. New: §1.4 tencent_ticks() — Tencent intraday ticks for the latest trading day, one snapshot about every 3 seconds (replaces mootdx ticks) — and §13.7 futures_kline() — Sina futures daily K-lines, continuous or single contract, now covering DCE. Layer 1 is renumbered; the old→new mapping is in the CHANGELOG.

V3.9.0 (2026-09-20): three new layers — futures & commodities, event-driven, convertible bonds — plus Tencent K-lines, the TDX official end-of-day package, Sina research reports, ETF shares, yield curves and more in the existing layers: 25 new entries in total. The broken TDX public-server K-line commands (#52) are now routed over HTTP. See the CHANGELOG (Chinese).

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Data Coverage (15 categories)

#	Category	Data	Main sources
1	Quotes / K-lines	Live price, PE/PB/market cap/turnover, daily/weekly/monthly forward- and back-adjusted and 1–60-minute K-lines, full-market daily bars for a trading day (with turnover value), adjust factors, index / ETF	Tencent, TDX official site, Baidu, Sina
2	Research	Stock / industry reports and PDFs, ratings, 3-year EPS forecasts, consensus EPS, natural-language search, report lists	Eastmoney, Sina, THS, iwencai
3	Market signals	Hot stocks and themes, northbound flow, sector membership, fund flow, dragon-tiger board, lockup expiries, industry ranking, board fund flow	THS, Eastmoney
4	Capital flow / chips	Margin trading, block trades, shareholder count, dividends, 120-day fund flow, chip distribution, ETF shares	Eastmoney, SSE, SZSE, computed locally
5	News	Stock news, CLS flash, 7×24 live news, CCTV evening news transcripts	Eastmoney, CLS, Wallstreetcn, CCTV
6	Fundamentals	Quarterly snapshot, F10, financial statements, valuation history, listing/delisting dates, SW industry history, ST list	TDX (mootdx), Sina, baostock, SW, Eastmoney
7	Filings	Full filings across SSE / SZSE / BSE	cninfo
8	Limit-up	Limit-up / break / limit-down / previous-day pools, limit-up reasons, watch list, intraday anomalies	Eastmoney, THS
9	ETF options	T-quotes, Greeks, implied volatility	Sina
10	Sentiment	cninfo IRM (Shenzhen), SSE e-Interaction (Shanghai), THS hot list, Eastmoney popularity rank, concept hits	cninfo, SSE e-Interaction, THS, Eastmoney
11	Macro & rates	Social financing, PMI, government and credit yield curves, repo fixing rates, LPR, global macro calendar	PBoC, NBS, ChinaBond, China Money (CFETS), Eastmoney, Wallstreetcn
12	Index & calendar	CSI / CNI constituents and weights, CSI PE and dividend yield, SZSE trading calendar	CSI, CNI, SZSE
13	Futures & commodities	Futures daily quotes, commodity and index options, member position rankings, real-time futures, FTSE China A50, SGE spot	SHFE, INE, CZCE, CFFEX, GFEX, Sina, SGE
14	Event-driven	Earnings previews, institutional surveys, shareholder buying/selling, buybacks, share pledges, IPO calendar	Eastmoney
15	Convertible bonds	Terms, conversion price, conversion value, premium, listing / delisting status	Eastmoney

Plus 5 backups: official dragon-tiger, Sina fund flow, filings, official SSE/SZSE margin data, and BSE current quotes — used when a primary source is blocked.

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Architecture

China A-Share Full-Stack Data · 15-Layer Architecture · V3.10.4
│  (Priority: Tencent / exchanges and official bodies first — no IP bans; mootdx quote commands return empty since 2026-09,
│   so it is only used for financials and F10; Eastmoney only for exclusive data, with built-in throttling)
├── Market Data    Tencent + TDX site + Baidu + Sina   Live price / PE / PB / market cap + Index/ETF + K-lines (w/ MA5/10/20)
│                                                     + adjust factors qfq/hfq  ★V3.7
│                                                     + adjusted daily/weekly/monthly & 1–60-min K-lines + full-market daily bars  ★V3.9
│                                                     + intraday ticks, ~3 s snapshots (SSE/SZSE stocks + ETFs)  ★V3.10
├── Research       Eastmoney + THS + iwencai + Sina   Stock reports / Industry reports / PDF / Consensus EPS / NL search
│                                                     + Sina report list (second source)  ★V3.9
├── Signals        THS + Eastmoney                    Hot stocks + Sector attribution + Northbound flow
│                                                     + Sector membership + Fund flow(push2) + Dragon Tiger + Lockup + Industry + Board fund flow
├── Capital Flow   Eastmoney datacenter + push2       Margin trading + Block trades + Holder count + Dividends + Fund flow(min+120d)
│   / Chips        computed locally + SSE + SZSE      Chip distribution (CYQ)  ★V3.7 + ETF shares  ★V3.9
├── News           Eastmoney + CLS + Wallstreetcn + CCTV   Stock news / CLS flash / Global news / 7×24 live / CCTV evening news  ★V3.9
├── Fundamentals   mootdx + Eastmoney + Sina          37-field quarterly + F10 latest notes + Financial statements
│               + baostock + SW                  Valuation history (PE/PB/PS + turnover + ST) / listing & delisting / SW industry history  ★V3.7
│                                                     + ST list  ★V3.9
├── Filings        cninfo + mootdx                    Full filings across SSE / SZSE / BSE
├── Limit-Up       Eastmoney push2ex + THS            ZT/ZB/DT/prev-ZT pools / limit reasons / consecutive-board ladder
│                                                     + Watch list pool + Intraday price-anomaly pool  ★V3.6
├── Options        Sina hq.sinajs                     ETF option T-quotes / Greeks / implied volatility  ★V3.3
├── Sentiment      cninfo IRM + SSE e-Interaction + THS + Eastmoney   Shenzhen Q&A / Shanghai Q&A ★V3.9 / hot lists / popularity / concept hits
├── Macro & Rates  PBoC + NBS + ChinaBond + CFETS + Eastmoney + Wallstreetcn
│                                                     Social financing / PMI / yield curves / repo fixing / LPR / macro calendar  ★V3.9
├── Index/Calendar CSI + CNI + SZSE               Constituents / weights / PE & dividend yields / official trading calendar
├── Futures        SHFE + INE + CZCE + CFFEX + GFEX + Sina + SGE
│                                                     Futures daily / commodity & index options / position rank / real-time / A50 / SGE gold  ★V3.9
│                                                     + futures daily K-lines (continuous + contracts, incl. DCE)  ★V3.10
├── Event-Driven   Eastmoney datacenter               Earnings previews / surveys / holder trades / buybacks / pledges / IPO calendar  ★V3.9
└── Convertibles   Eastmoney datacenter               Terms / conversion value / premium / listing status  ★V3.9

The 15 layers include a Backup Sources & Fallback Strategy appendix: dragon-tiger, fund flow and filings, plus official SSE/SZSE margin data and BSE current quotes with five-level books. See SKILL.md for coverage and source dates.

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Quick Start

3 steps, 2 minutes.

# 1. Create skill directory
mkdir -p ~/.claude/skills/a-stock-data

# 2. Download SKILL.md
curl -o ~/.claude/skills/a-stock-data/SKILL.md \
  https://raw.githubusercontent.com/simonlin1212/a-stock-data/main/SKILL.md

# 3. Install dependencies (V3.0: akshare no longer needed; V3.9 adds none)
pip install mootdx requests pandas stockstats numpy baostock xlrd openpyxl

Launch Claude Code and say "Check the valuation of 688017" — the skill activates automatically.

Codex / OpenClaw users: Paste the contents of SKILL.md into your system prompt or project context file. The embedded Python code is ready to execute.

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87 Endpoints

There are 82 primary entries and 5 backups. Counts refer to capability entries: CSI/CNI or SSE/SZSE routes within one function count once; helpers and research candidates are excluded.

Counting convention: the tables below have 88 rows but count as 87 capability endpoints — "Eastmoney Industry Reports" shares the same endpoint as "Eastmoney reportapi" (only the qType parameter differs) and "THS Northbound (historical)" is a local self-built cache (not a separate endpoint), so neither is counted; the single "EM Intraday Anomaly Pool" row covers two endpoints (list / count), adding one back. 88 − 1 − 1 + 1 = 87. The ticker helper to_joinquant() is not counted.

Market Data (real-time, no IP ban)

Endpoint	Data
Tencent Finance	PE(TTM) / PB / Market Cap / Float Cap / Turnover / Price Limits / Index / ETF
Tencent K-lines	SSE/SZSE daily/weekly/monthly forward- and back-adjusted + 1/5/15/30/60-minute bars, rotating across three Tencent hosts; no BSE (V3.9 new)
TDX End-of-Day Package	Every SSE/SZSE/BSE security's daily bar for one trading day, incl. turnover value; one 2–3 MB zip; 2022-01-04 and 2023-01-03 tested available, 2021-01-04 gone, not every day verified; packages before 2022-05-06 have no BSE files (V3.9 new)
Tencent Ticks	All ticks of the latest trading day (~3-second snapshots, not Level-2 trade-by-trade): time / price / volume / value / buy-sell side, SSE/SZSE stocks + ETFs, no BSE; after the close the total is checked against the day's turnover (V3.10 new, replaces mootdx ticks)
Baidu K-line	Daily K-line + MA5/MA10/MA20 moving averages included (V3.0 new)
Sina Adjust Factors	qfq / hfq factor series + applying them to unadjusted candles (V3.7 new)
mootdx Market Data (archive)	Candlesticks (multi-period) + order book + ticks + 46-field quote (⚠️ TDX public servers return empty since 2026-09, see FAQ #52; use Tencent K-lines / the end-of-day package for bars and Tencent Ticks for trades)

Research Reports

Endpoint	Data
Eastmoney reportapi	Single-stock report list + ratings + 3-year EPS forecasts
Eastmoney Industry Reports	Industry report list (qType=1, same endpoint) + industry name/code + rating (V3.2.3)
Eastmoney PDF	Full research report PDF, stock & industry (Referer auth handled)
THS Consensus EPS	Institutional consensus EPS (direct basic.10jqka.com.cn)
iwencai NL Search	Natural language cross-topic report search
Sina Report List	Title / type / broker / analysts / date — a second source besides Eastmoney; no ratings or targets (V3.9 new, #53)

Signals

Endpoint	Data
THS Hot Stocks	Today's strong stocks + sector attribution tags (editorial annotations)
THS Northbound (real-time)	Shanghai Connect minute-level flow (Shenzhen Connect unreliable since upstream disclosure tightening — see HKEX backup for authoritative data)
THS Northbound (historical)	Local self-cached daily history
Eastmoney Sector Membership	All sectors a stock belongs to (industry/concept/region mixed) + BK code + daily change + leading stock (V3.2.2, replaced Baidu PAE, one request)
Eastmoney Fund Flow	Main / Large / Medium / Small / Super-large order minute-level net inflow (V3.1, replaced Baidu PAE)
Dragon Tiger Board	Appearance records + Top 5 buy/sell brokerages + institutional activity
Daily Dragon Tiger (Full Market)	All stocks on daily board + net buy ranking + appearance reasons
Lockup Expiry Calendar	Historical releases + 90-day upcoming expiry alerts
Industry Ranking	Eastmoney industry change/up/down counts (V3.0, replaced THS 401)
Board Fund Flow	Industry/concept/region × today/5d/10d main net inflow & ratio + super-large/large/medium/small tiers + leading stock (V3.5, same endpoint as Industry Ranking)

Capital Flow / Ownership (V3.0 New)

Endpoint	Data
Margin Trading	Daily margin balance / buy / repay + short selling balance
Block Trades	Deal price/volume + buyer/seller brokerages + premium rate
Shareholder Count	Quarterly holder count + QoQ change + avg shares per holder
Dividend History	Per-share cash dividend / bonus shares / transfer shares
120-Day Fund Flow	Main / large / medium / small order daily net inflow
Chip Distribution (CYQ)	Profit ratio / average cost / 90-70 cost range & concentration / chip peak (computed locally, V3.7 new)
ETF Shares	SSE daily archive (2022-01-04 still available in testing) / SZSE current snapshot, in 10k units (V3.9 new)

News

Endpoint	Data
Stock News	Eastmoney per-stock news (direct search-api-web)
CLS Flash	Market-wide real-time flash (v1 API + local signature, zero key, ✅revived in V3.4.0, mutual backup with Global News)
Global News	Eastmoney global finance news (direct np-weblist, 7×24)
Wallstreetcn Live	7×24 live news by channel, with a paging cursor (V3.9 new)
CCTV Evening News	Xinwen Lianbo item titles + transcripts (cctv.com, updated after about 20:00 Beijing time; V3.9 new)

Fundamentals + Filings

Endpoint	Data
Quarterly Snapshot	37 fields (EPS / ROE / Net Profit / Revenue...)
F10 Text	"Latest notes" (filings / news / block trades / margin / risk alerts digest); since 2026-09 the server only returns this category
Eastmoney Stock Info	Industry / total shares / float / market cap / listing date (direct push2)
Sina Financial Statements	Balance sheet / Income statement / Cash flow (direct quotes.sina.cn)
cninfo Filings	Full filings across all exchanges
Valuation History	Daily PE/PB/PS/PCF + turnover + suspension + ST flag (back to 2016; Beijing Exchange not supported, V3.7 new)
Listing / Delisting Date	ipoDate / outDate / status (only zero-auth source for delisting dates, V3.7 new)
SW Industry History	Every industry reclassification per stock (removes look-ahead bias; codes only, no Chinese names, V3.7 new)
ST List	Today's SSE/SZSE/BSE ST and *ST stocks with price; falls back to baostock (SSE/SZSE only, no price) when Eastmoney is unreachable (V3.9 new)

Limit-Up / Limit-Down (V3.3 new)

Endpoint	Data
EM Limit-Up Pool	Consecutive boards / N-day-M-board / seal fund / break count / seal time / industry
EM Break-Board Pool	Opened after limit-up + amplitude / speed
EM Limit-Down Pool	Seal fund / consecutive limit-down / open count / board turnover
EM Prev-Day Limit-Up Pool	Yesterday's limit-up performance today (promotion rate / profit effect)
THS Limit-Up Insight	Limit reason themes / seal success rate / board type / seal amount
EM Watch List Pool	Exchange risk-warning / watch list + validity window (new in V3.6)
EM Intraday Anomaly Pool	Severe price-anomaly detail + per-stock aggregated counts + all 12 anomaly rules decoded (new in V3.6)

ETF Options (V3.3 new)

Endpoint	Data
Option Contract List	50ETF / 300ETF / STAR50 ETF / 500ETF call & put contracts by month
T-Quote	Bid/ask 5 levels / open interest / strike / last / volume
Greeks + IV	Delta / Gamma / Theta / Vega / implied vol / theoretical value (exchange-computed, no local BSM)

Sentiment & Interaction (V3.3 new)

Endpoint	Data
Investor Q&A (IRM)	Investor questions + official company replies (cninfo, Shenzhen-listed companies; unique source: how a company responds to rumors/news)
SSE e-Interaction	Investor questions + replies for Shanghai-listed companies, which cninfo IRM does not cover (V3.9 new)
THS Hot List	Popularity / concept tags / rank change
EM Popularity Rank	Rank + rank change + name/price
EM Stock Concept Hits	Which concepts the market is grouping this stock under + heat

Macro & Rates (V3.7 new, extended in V3.9)

Endpoint	Data
PBoC Social Financing	Aggregate Financing to the Real Economy, monthly, 12 columns (RMB/entrusted/trust loans, undiscounted acceptances, corporate & government bonds, equity financing, ABS, write-offs)
NBS PMI	Manufacturing / non-manufacturing / composite PMI + large / medium / small enterprise breakdown
ChinaBond Yield Curves	Government / commercial bank AAA / short-term note AAA, 3 months to 30 years (V3.9 new)
Repo Fixing Rates	FR001 / FR007 / FR014 and the matching FDR tenors (China Money; FR about 3 years, FDR about 1 year of history; V3.9 new)
LPR	1-year / 5-year full history (incl. the daily quotes of the 2013–2019 regime; V3.9 new)
Global Macro Calendar	Actual / forecast / previous / revised values and importance (Wallstreetcn; V3.9 new)

Index Data and Trading Calendar

Endpoint	Data
Index Constituents	Latest CSI constituents and latest published CNI month-end constituents; actual source dates, no historical membership backfill
Index Weights	Latest published CSI/CNI weights in percentage points; dates may differ from constituents
Index Valuation	CSI PE and dividend yields under two share-capital conventions; recent file, no PB or full-history guarantee
Official Trading Calendar	Complete SZSE calendar month; missing days, unpublished months and unknown flags raise errors

Futures & Commodities (V3.9 new, #49)

Endpoint	Data
Futures Daily	Official closing data from SHFE / INE / CZCE / CFFEX / GFEX: OHLC, settlement, volume, open interest and its change, turnover
Options Daily	Commodity and index options: strike, settlement, volume and open interest, Delta, implied volatility (per series on SHFE / INE, per contract on CZCE / GFEX; CFFEX publishes neither Delta nor IV)
Member Position Rank	Top 20 members by volume / long / short positions and their changes (SHFE, INE, CZCE, CFFEX)
Real-Time Futures	Sina real-time price and best bid/ask across all six futures exchanges (use this for DCE contracts); price limits for CFFEX contracts only
Futures Daily K-lines	Sina daily bars for a continuous series (RB0 / M0, back to 2005) or a single contract (those expiring from about 2022), all six exchanges incl. DCE; prices match the official daily data, settlement prices are incomplete (V3.10 new)
FTSE China A50	FTSE China A50 continuous futures quote
SGE Spot	Shanghai Gold Exchange Au99.99 / Au(T+D) / Ag(T+D) / Pt99.95 and more, daily bars

DCE's website uses a JavaScript challenge (plain HTTP gets 412), so its official daily quotes are not integrated; use Futures Daily K-lines for DCE history and Real-Time Futures for live prices.

Event-Driven (V3.9 new)

Endpoint	Data
Earnings Previews	Preview type, expected amount and change ranges, prior-year figure, reasons
Institutional Surveys	Survey summary (number of institutions, method, venue) or per-institution detail
Shareholder Trades	Holder, direction, shares and percentage changed, holdings afterwards, average price, channel
Share Buybacks	Price cap, planned share and amount ranges, shares and amount bought so far, progress
Share Pledges	CSDC weekly pledge ratio, pledged shares and value, number of pledges (SSE/SZSE only)
IPO Calendar	Subscription / lottery / payment / listing dates, issue price and PE, winning rate, first-day performance

Convertible Bonds (V3.9 new)

Endpoint	Data
Convertible Bonds	Underlying stock, rating, issue size, conversion price, conversion value, premium, listing / maturity / delisting dates and status

Backup Sources (fallback when a primary source fails)

Endpoint	Data
Official Dragon-Tiger Backup	SSE + SZSE official APIs, zero-auth, authoritative first-party, incl. brokerage seats (when Eastmoney is banned)
Fund Flow Backup	Sina daily 4-tier order net flow (super-large / large / medium / small + net inflow)
Filings Backup	SZSE official for Shenzhen tickers, Eastmoney for Shanghai, both with direct PDF links (when cninfo is banned)
Official Margin Backup	Query SSE/SZSE separately; CNY amounts and share/unit quantities; missing SSE short balance remains null
BSE Quote Backup	Board-wide or single-symbol OHLC, volume, amount and five-level snapshot; validates session date; no historical backfill or verified intraday latency

Plus a per-layer primary → independent-backup table (exchange official / THS F10 / HKEX / cninfo webapi / Jin10 — all on different rate-limit planes) and a "confirmed dead" list — see the "Backup Sources & Fallback Strategy" section in SKILL.md. From V3.9 the primary K-line source is Tencent, full-market daily bars can come from the TDX package, and report lists can come from Sina.

Authentication

All integrated sources except iwencai require no user registration or API key. CSI, CNI and BSE (V3.8) and the 12 sources added in V3.9 (TDX official site, Wallstreetcn, CCTV, SSE e-Interaction, ChinaBond, China Money, the five futures exchanges, SGE) need no user credentials; BSE establishes an anonymous site cookie. Only iwencai semantic search requires an API key (apply here). Optional research candidates are excluded from these capabilities.

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Usage Examples

Just tell your AI assistant:

Scenario	Prompt
Valuation	"Estimate 688017 — give me PE / PEG / payback period"
Sector Attribution	"Which stocks are strong today and what sectors are driving them"
Research Reports	"Latest reports on humanoid robot supply chain, especially ball screws and reducers"
Northbound Flow	"How's northbound capital flow looking today"
Concept Blocks	"What concept sectors does 688017 belong to"
Fund Flow	"Is institutional money flowing into or out of 000858 today"
Dragon Tiger Board	"Has 002475 appeared on the dragon tiger board recently, which brokerages are buying"
Daily Dragon Tiger	"Which stocks had the highest net buy on today's dragon tiger board"
Lockup Expiry	"Any lockup expiries coming up in the next 3 months for this stock"
Industry Rotation	"Which industries are up the most today, where is money flowing"
Margin Trading	"What's the recent trend in margin balance for 600519"
Block Trades	"Any recent block trades for this stock, premium or discount"
Shareholder Count	"Is 000858 shareholder count increasing or decreasing"
Dividends	"How much has Moutai paid in dividends over the years"
ETF Quote	"What's the price of 510050 (SSE 50 ETF) and today's change"
Limit-Up Sentiment	"How many stocks hit limit-up today, highest consecutive boards, break rate"
Limit-Up Themes	"What themes drove today's limit-ups, which are multi-day boards"
Watch List Pool	"Which stocks are on the exchange watch list right now, and until when"
Intraday Anomalies	"Which stocks had severe price anomalies today, and which rule did they trigger"
Anomaly × Watch List	"Of today's anomaly stocks, which are already on the watch list"
ETF Options	"What's the implied vol and Delta of the at-the-money 50ETF option"
Investor Q&A	"What are investors asking BYD recently and how did the company respond"
Market Heat	"Which stocks are hottest today and what concepts are they grouped under"
News & Filings	"Pull recent news and filings for 300476"
Market Flash	"Any big market news right now on the CLS flash feed"
Batch Compare	"Compare valuations of these 5 semiconductor stocks"
Chip Distribution	"How much of 600519 is in profit, where's the average cost and the chip peak"
Valuation History	"What percentile is Moutai's PE over the past decade, and show turnover too"
ST / Suspension	"When was 000004 flagged ST, and has it ever been suspended"
Industry Drift	"Which SW industry was 000001 in back in 2016 — same as today?"
Macro Backdrop	"What's the latest social financing and PMI — is liquidity loose or tight"
Index Constituents	"List the latest CSI 300 constituents and their source date"
Index Weights	"Show the latest published ChiNext weights, preserving their actual date"
Index Valuation	"Show recent CSI 300 PE and dividend yields, with both conventions separately"
Trading Calendar	"Which days in September 2026 are open, according to SZSE?"
Margin Backup	"Eastmoney is unavailable; fetch SSE and SZSE margin data separately for 2026-09-03"
BSE Backup	"Fetch the current official BSE snapshot for 920021 and verify its session date"
Adjusted K-lines	"Forward-adjusted daily bars for 600519 since 2025, plus the latest 96 five-minute bars for 300750"
Full-Market Daily	"Close and turnover value for every SSE/SZSE/BSE security on 2026-09-18, top 20 by turnover"
Second Report Source	"Eastmoney is down — use Sina to list recent reports on 600519"
ETF Shares	"Has 510300's share count grown or shrunk over the past six months"
7×24 Live News	"Latest 50 items from the Wallstreetcn A-share channel"
CCTV Evening News	"Which industries did tonight's Xinwen Lianbo mention"
ST List	"How many ST and *ST stocks are there now, and how many on the BSE"
Shanghai Q&A	"What has SPD Bank replied on SSE e-Interaction recently"
Yield Curves	"How has the 10-year government bond yield moved this year, and what's the spread to AAA short-term notes"
Money-Market Rates	"FR007 over the past month, and when did the LPR last change"
Macro Calendar	"Which major macro releases are due next week; how did last week's releases compare with forecasts"
Futures Daily	"Yesterday's settlement prices and open interest for SHFE rebar and copper contracts"
Commodity Options	"Delta and implied volatility for yesterday's SHFE copper options"
Position Rank	"Top 20 members' long/short position changes in IF2610"
Commodities	"Where's soybean meal trading now, and the A50 futures and SGE gold"
Earnings Previews	"Which Q3 earnings previews show the biggest expected increase"
Institutional Surveys	"Which institutions have surveyed 688062 recently"
Holder Trades / Buybacks	"Which shareholders are selling this month, and which companies are buying back shares"
Share Pledges	"Which companies have the highest pledge ratios"
IPO Calendar	"Which IPOs can I subscribe to this week, and at what issue PE"
Convertible Bonds	"Which convertible bonds have the lowest conversion premium right now"
JoinQuant Tickers	"Convert these tickers to JoinQuant format"

4 Built-in Research Workflows

Workflow	What it does	Time
Single Stock Valuation	Live price → Consensus EPS → Forward PE / PEG / PE payback years	30 sec
Batch Comparison	Side-by-side valuation ranking	1 min
Thematic Research	iwencai multi-keyword NL search + Eastmoney PDF cross-reference	2 min
New Target Research	Coverage → Valuation → Concepts → Fund flow → Dragon tiger → Lockup → Margin	1 min

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Data Source Priority (V3.9 re-ranked by IP-ban risk)

Principle: if Tencent or an exchange / official body has it, don't use Eastmoney. Quotes, K-lines, live prices, market cap and financial statements available from Tencent, official sources or Sina must come from them. mootdx quote commands return empty since 2026-09 (#52), so mootdx is only used for financial snapshots and F10. Eastmoney is only for its exclusive data, all routed through the throttled em_get().

Priority	Source	Protocol	IP Ban Risk	Use
1 (top)	Tencent Finance	HTTP	Never banned (one K-line host rate-limits after ~600 calls; three hosts rotate)	Live price / PE / PB / market cap / turnover / price limits / index / ETF / daily-weekly-monthly and minute K-lines
2	Exchanges / official bodies	HTTP	Very low (avoid bursts)	TDX package, SSE / SZSE / BSE, five futures exchanges, SGE, ChinaBond, China Money, CSI / CNI, PBoC, NBS
3	Sina / cninfo / THS / Baidu / CLS / Wallstreetcn / CCTV / SW	HTTP	Low	Financial statements, adjust factors, report lists, real-time futures, filings, consensus EPS, hot stocks and northbound, K-lines with MAs, live news, evening news, industry history
4	mootdx (TDX)	TCP 7709	Never banned	Financial snapshots and F10 "latest notes" work; K-lines / order book / ticks return empty since 2026-09 (#52); ticks now come from Tencent §1.4
4	baostock	TCP	Low (no registration)	Valuation history PE/PB/PS/PCF + turnover + suspension + ST + listing/delisting dates (no Beijing Exchange)
Key required	iwencai	OpenAPI	Low	NL semantic report search (the only source that needs a key)
last (exclusive only)	Eastmoney datacenter / push2 / reportapi / search / np-weblist	HTTP	Medium — has rate-limit risk	Dragon-tiger / lockup / margin / block trades / shareholders / dividends / fund flow / report PDFs / news / ST list / LPR / event-driven / convertibles (all via em_get())

All 34 sources

#	Source	Main use
1	Tencent Finance	Live valuation, index / ETF, daily-weekly-monthly and minute K-lines
2	mootdx (TDX TCP)	Financial snapshots, F10 (quote commands broken, #52)
3	Eastmoney datacenter	Dragon-tiger, lockups, margin, block trades, shareholders, dividends, event-driven, convertibles, LPR
4	Eastmoney push2 / push2his	Industry boards, fund flow, stock info, ST list
5	iwencai	Natural-language report search (key required)
6	Eastmoney reportapi / PDF	Report lists, ratings, PDFs
7	THS hot stocks	Hot stocks and themes, limit-up insight, hot list
8	THS hsgtApi	Northbound flow
9	Baidu Finance	K-lines with moving averages
10	Sina Finance	Financial statements, adjust factors, ETF options, report lists, real-time futures, A50
11	THS basic	Consensus EPS
12	CLS (Cailianpress)	Flash news
13	cninfo	Filings, IRM Q&A
14	SSE official	Dragon-tiger, order book, margin, ETF shares
15	SZSE official	Dragon-tiger, filings, order book, margin, trading calendar, ETF shares
16	baostock	Valuation history, listing/delisting dates, ST-list fallback
17	SW Research	Industry classification history
18	PBoC	Social financing
19	NBS	PMI
20	CSI	Constituents, weights, PE and dividend yield
21	CNI	Constituents, weights
22	BSE official	Current quotes and order book
23	TDX official end-of-day package	Full-market SSE/SZSE/BSE daily bars for a trading day (with turnover value)
24	Wallstreetcn	7×24 live news, global macro calendar
25	CCTV	Xinwen Lianbo items and transcripts
26	SSE e-Interaction	Shanghai investor Q&A
27	ChinaBond	Government and credit yield curves
28	China Money (CFETS)	Repo fixing rates FR / FDR
29	SHFE	Futures / options daily, position rank
30	INE	Crude oil / international copper futures and options, position rank
31	CZCE	Futures / options daily, position rank
32	CFFEX	Index / bond futures, index options, position rank
33	GFEX	Industrial silicon / lithium carbonate futures and options daily
34	SGE	Gold / silver / platinum spot daily

Architecture: Except mootdx and baostock (both TCP client libraries), all sources use direct HTTP API calls with no third-party data wrapper in between. Eastmoney APIs are rate-limited; all calls go through em_get() for serial throttling. For batch jobs, increase EM_MIN_INTERVAL.

Fallback: When a primary source fails, check the "Backup Sources & Fallback Strategy" section in SKILL.md. Some core data types have independent backups on different domains with separate rate limits. Not every capability has a backup; always verify dates and completeness after fetching.

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FAQ

Why are index weights not dated today? Can they be used for historical backtests? Constituents and weights may be published on different dates. The CNI endpoint returns a month-end snapshot; date is the source date. Current membership is not historical membership. This release does not integrate adjustment history or substitute zero for missing index PB.

How do I run the two new backups? Execute the full Layer 12 code block in SKILL.md, then the official margin/BSE backup block. Query margin data separately for SH and SZ; BSE requires the expected session date. Date mismatches, incomplete pagination and unpublished data raise errors.

mootdx returns no K-lines / tdx_client() says no server can return data (#52) Tested on 2026-09-20 on each of the 10 built-in servers: all accept TCP connections and return financials and ex-rights data, F10 only returns the "latest notes" category, and K-lines, order books and ticks come back with 0 rows. This is a server-side change; switching mootdx versions does not help. Alternatives:

• SSE/SZSE daily / weekly / monthly K-lines (adjusted) and 1–60-minute bars → §1.2 tencent_kline()
• Full-market SSE/SZSE/BSE daily bars for one trading day (with turnover value; the only daily-bar route for BSE) → §1.3 tdx_daily_package()
• Live price and order book → §1.1 Tencent, or the official exchange books in the backup table
• Intraday ticks → §1.4 tencent_ticks() (latest trading day only, no BSE)
• Financial snapshots / F10 "latest notes" → tdx_client(check='finance'), which still works; the other 8 F10 categories (company profile, shareholders, etc.) are no longer returned — see SKILL.md §6.2 for replacements

In K-line mode tdx_client() probes servers first, so a full failure takes about a minute to raise.

Are easy_tdx (PR #54) and the official THS API included? No. easy_tdx is another client for the same TDX protocol, not a new data source, and #52 is solved over HTTP, so PR #54 is not merged; this project only integrates sources it can query directly. The THS service requires a user key; auction integration needs Python 3.10+ compatibility work. See the v3.8.0 and v3.9.0 integration records (Chinese). V3.9 adds no installation dependencies.

Can I backtest with it? Does it work with JoinQuant? (#55) This skill fetches data; it has no backtesting engine. Feed the data into your own framework or JoinQuant.

• Tickers: norm_ticker() / get_prefix() accept JoinQuant codes 600519.XSHG / 000001.XSHE; to_joinquant() converts any supported form to JoinQuant codes. JoinQuant's public docs list no BSE suffix, so BSE codes raise an error instead of being guessed.
• Adjustment: JoinQuant get_price defaults to forward adjustment (fq='pre'). Compare against §1.2 tencent_kline(adjust='qfq'), or apply the §1.6 adjust factors yourself.
• Look-ahead bias: use §6.5 for historical valuation and §6.7 for historical industry membership; §12 index constituents are current snapshots only.

Is Eastmoney the only research-report source? (#53) No. §2.4 sina_research_reports() is a second source that pages by stock or across the market and keeps working when Eastmoney blocks you. It has title, type, broker, analysts and date but no ratings or price targets; use Eastmoney reports or THS consensus for those.

Are commodity futures and options covered? What about DCE? (#49) Yes, see Futures & Commodities. Official futures and options daily data come from SHFE, INE, CZCE, CFFEX and GFEX; member position rankings cover the first four (not GFEX). Sina real-time futures, FTSE China A50 and SGE spot are included too. DCE's website blocks scripted access, so its official daily quotes are not integrated; for DCE contracts such as soybean meal and iron ore use V3.10's futures_kline('M0') (Sina, continuous or single contract) for history and Sina real-time futures for live prices.

Why are cninfo IRM answers empty for Shanghai-listed companies? cninfo IRM only covers Shenzhen-listed companies; Shanghai tickers return 0 rows. Use §10.3 sse_e_interaction() (SSE e-Interaction) for Shanghai. Some companies genuinely have no replies in the last month, so an empty table can be correct.

Verification

python3 -m unittest discover -s tests -v extracts the shipped code directly from SKILL.md and checks dates, fields, symbol routing, units, pagination and error propagation without network access (208 offline tests as of V3.10.4, plus 4 live tests skipped by default).

Live tests are opt-in; the date must be a trading day the sources have already published:

# V3.10's tick and futures K-line entries, plus the §1.2 K-line volume-unit check (downloads one TDX end-of-day package)
ASTOCK_LIVE_V310=1 python3 -m unittest tests.test_v310_sources -v
# the 25 entries added in V3.9 (31 live calls)
ASTOCK_LIVE_V39=2026-09-18 python3 -m unittest tests.test_v39_sources -v
# the V3.8 official margin and BSE backups
ASTOCK_LIVE_TRADE_DATE=2026-09-04 ASTOCK_LIVE_MARGIN_DATE=2026-09-03 python3 -m unittest tests.test_official_data -v

Per-entry row counts and data boundaries are in the v3.9.0 integration record; V3.8 is in v3.8.0 (both Chinese).

Changelog

See CHANGELOG.md.

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Disclaimer

This project provides data access tools only and does not constitute investment advice. Investing involves risk.

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License

Apache License 2.0

Author: Simon Lin · X @linsizhen · Email: [email protected]