China market data / Market Data

MARKET-DATA API

China A-Share Market Data API

Built for developers and AI agents, bring prices, volume, valuation and market events into one interface for market review, screening, factor research and monitoring.

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01

Core coverage

Daily prices, valuation, adjustments and technical factors

02

Research use

Margin trading, top lists and limit-up/down events

03

Extended capability

REST API, Python SDK and MCP access

REST API · PYTHON SDK · MCP

One request into your workflow

Every endpoint uses consistent authentication, security symbols and JSON responses, with REST API, Python SDK and MCP access available.

# pip install quantcoda
import quantcoda as qc

qc.set_token("qc_live_your_key")
df = qc.daily(symbol="600519.SH", start_date="20260101")

DATA CONTRACT

What this China market dataset includes

Market Data is exposed through 14 documented endpoints. Each response preserves exchange-qualified security symbols, explicit trading or reporting dates and stable field meanings so that the same query can be reviewed in code, a backtest or an agent workflow.

/v1/market/daily

Daily OHLC bars

Typical filters: symbol, start_date, end_date, trade_date

/v1/market/fundamentals

Daily valuation metrics (PE/PB/turnover/market cap)

Typical filters: symbol, start_date, end_date, trade_date

/v1/market/adj-factor

Adjustment factors

Typical filters: symbol, start_date, end_date, trade_date

/v1/market/technical-factors

Technical indicators

Typical filters: symbol, start_date, end_date, trade_date

/v1/market/technical-factors-pro

Technical indicators Pro (adjusted prices + full set)

Typical filters: symbol, start_date, end_date, trade_date

/v1/market/margin

Margin trading detail

Typical filters: symbol, start_date, end_date, trade_date

CONSISTENT INPUTS

Symbols and dates that remain explicit

China stock symbols include their exchange suffix, such as 600519.SH, 000001.SZ or 430047.BJ. Calendar dates use YYYYMMDD; financial endpoints distinguish announcement dates from reporting periods.

RESEARCH OUTPUT

JSON for APIs, DataFrames for Python

REST responses use typed JSON values. The official Python SDK converts the same records into pandas DataFrames, while MCP exposes the same authenticated data contract to compatible AI clients.

FIELD-LEVEL DOCS

Inspect meaning before modelling

The documentation lists request parameters, response columns, units and plan requirements for every endpoint. Missing values remain explicit rather than being silently imputed by the API.

AVAILABLE DATA

Market Data endpoints

FREEDaily OHLC bars/v1/market/daily PRODaily valuation metrics (PE/PB/turnover/market cap)/v1/market/fundamentals PROAdjustment factors/v1/market/adj-factor PROTechnical indicators/v1/market/technical-factors PROTechnical indicators Pro (adjusted prices + full set)/v1/market/technical-factors-pro PROMargin trading detail/v1/market/margin PROBlock trades/v1/market/block-trade PRODragon-Tiger list (stocks)/v1/market/top-list PRODragon-Tiger list (institutional seats)/v1/market/top-inst PROShareholder count/v1/market/shareholders PROMajor shareholder trades/v1/market/holder-trade PROLimit-up/down list/v1/market/limit-list PROConcept sector indices/v1/market/concepts PROConcept sector constituents/v1/market/concept-members

EXPLORE THE DATA ATLAS

Connect more China market data

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