Predictable interfaces
REST endpoints, an official Python SDK and field-level documentation share the same symbols, dates and API key.
Why QuantCoda exists
China market research often requires joining prices, identifiers, financial statements, corporate actions, capital flows and market events that arrive with different time conventions. QuantCoda provides one authenticated contract across those datasets so a researcher can spend less time rebuilding access layers and more time checking assumptions.
Machine-readable access
MCP, OpenAPI, capabilities and llms.txt help compatible agents discover tools and preserve explicit data context.
Research-shaped coverage
Prices, ETFs, indices, financials, flows, chip distribution, realtime quotes and news can be combined in reproducible workflows.
Separate customer operations
QuantCoda maintains its own accounts, API keys, subscription records, support identity and public documentation.
What QuantCoda is—and is not
QuantCoda is a data-access product, not a broker, exchange or investment adviser. It does not execute trades, hold customer assets or provide personalised investment recommendations. Data is provided for research and software development subject to the service terms.
Contact
Questions about data semantics, commercial use or account access can be sent to support@quantcoda.com. For technical details, start with the API documentation and data methodology.