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High-Frequency Financial Data for China: Tick-by-Tick Data and Five-Level Order Book Depth

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-Cap 100, etc. 

Taiwan OTC Exchange (TPEx): TPEx 50, TPEx Mid-Cap 100, etc.


Futures: 

China Financial Futures Exchange (CFFEX): CSI 300, SSE 50, SSE 180, treasury bond, interest rate swap, etc. 

Shanghai Futures Exchange (SHFE): copper, aluminum, zinc, lead, nickel, tin, gold, silver, steel rebar, steel wire rod, hot rolled coil, crude oil, fuel oil, bitumen, natural rubber, paper pulp, etc. 

Dalian Commodity Exchange (DCE): corn, soybean, soybean meal, soybean oil, palm oil, RBD palm olein, iron ore, coke, coking coal, polypropylene, linear low-density polyethylene, polyvinyl chloride, etc. 

Zhengzhou Commodity Exchange (ZCE): wheat, cotton, white sugar, rapeseed, rapeseed meal, rapeseed oil, methanol, PTA, thermal coal, glass, etc. 

Guangzhou Futures Exchange (GFE): cotton yarn, polyester staple fiber, spandex, etc. 

Shanghai International Energy Exchange (INE): crude oil, TSR 20 rubber, bonded copper, fuel oil, etc.


Foreign Exchange: 

China Foreign Exchange Trade System (CFETS): USDCNY, USDCNH(offshore rate), etc.


Our products provide high-quality and reliable data for all these financial products and exchanges in China. The data is at the second-level tick level, which means that it captures tick change in price, volume and order book depth for  products. The data also includes five-level order book depth, which means that it shows the best five bid and ask prices and volumes for every product. 

The data is delivered in real-time through a fast API, which allows users to access, analyze and use the data for their own purposes.

Historical data can be delivered in txt, csv format, or our original binary file (with richer fields).

If you are interested in our products, please contact us for more information and a free trial. email:wstocknet@gmail.com 

Thank you for reading.

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