wstock Realtime Financial API

Data on rights and interests of Chinese stocks over the years, including dividends, allotments, and bonus shares. Contact email: wstocknet@gmail.com The ex-rights data of Chinese stocks, including all the stocks listed on the Shanghai Stock Exchange and the Shenzhen Stock Exchange, from 1990 to present. Sample data as follows. If you are interested in the Chinese stock market, you may want to know how the listed companies distribute their profits to shareholders through dividend, rights issue and bonus issue events. These events are also known as ex-rights events, because they affect the price and quantity of the shares after the announcement date. To analyze the ex-rights events of Chinese stocks, you need to obtain the historical data of dividend, rights issue and bonus issue for each stock, from 1990 to present. This data can help you evaluate the performance and value of the stocks, as well as to make informed investment decisions. However, finding and processing this data can be c...

Are you looking for high-quality historical data of Chinese stocks from 2000 to present? Do you want to access various markets such as indices, A-shares, B-shares, and ChiNext? Do you need data in different formats such as txt, csv, sql, json, metastock, MT4, MetaStock, AmiBroker, and more? If yes, then you have come to the right place! email: wstocknet@gmail.com If you need tick data, please click on the link . We offer China stock data in 1-minute, 5-minute, 15-minute, 30-minute, and 60-minute intervals, covering all the major markets in China.  You can choose from a wide range of formats to suit your needs, such as txt, csv(compatible with excel), sql, json, MT4, MetaStock, AmiBroker, sql (mysql, ms-sqlserver, access sql [accdb, mdb]), xml, javascript (.js, json), and more. Our data is reliable and up-to-date, saved from our real-time market API interface. Whether you are a trader, investor, researcher or student, you will find our data useful and valuable for your analysis and ...

Contact us: wstocknet@gmail.com We provide high-frequency financial data for China, covering stocks, futures, options, foreign exchange and other products. The data is at the second-level tick level. The data includes five-level order book (bid/ask) depth. In this blog post, we will introduce our products and explain the various financial exchanges and products in China. We can provide high-frequency data for the following Chinese markets, at the second-level tick level, with five-level order book depth available for most markets. Stocks:  Shanghai Stock Exchange (SSE) : Main Board, STAR Market, ETFs, LOFs, bonds, etc. Shenzhen Stock Exchange (SZSE) : Main Board, SME Board, ChiNext Board, GEM Board, ETFs, LOFs, bonds, etc.  Beijing Stock Exchange : Innovation and Entrepreneurship Board, New Third Board, etc.  Hong Kong Stock Exchange (HKEX) : Main Board, GEM Board, H-shares, red chips, ETFs, warrants, etc.  Taiwan Stock Exchange (TWSE) : TAIEX, TAIEX 50, TAIEX Mid-Ca...

email:  wstocknet@gmail.com  Feel free to contact us. You can also leave your email address in the comment section at the bottom of the page, and we will send you the free trial account, development document, demo code, etc. wstock financial API Real-time interface: push method. All of our following quotes are based on real-time full push: all quotes for all varieties in these markets. We provide real-time dynamic quotation (RealTime) solutions (real-time quotation interface) for Chinese stocks, futures, foreign exchange, options, etc. This API interface supports direct TCP socket, WebSocket, HTTP connections. It is directly connected to our server. The servers we provide are located in North America, Europe, Asia-Pacific and other regions, making it convenient for your program to access financial data in real time. You can directly receive real-time quotes on Chinese stocks, futures, options, foreign exchange, etc. in the program you develop. You can also store financial mark...