Updated daily, this database contains reference-grade fundamental data for the Chinese stock market. This database provides historical data from 2006 to present for 150 essential fundamental indicators, financial ratios, and financial factors for more than 2,915 Chinese public companies trading at the Shanghai Stock Exchange and the Shenzhen Stock Exchange. Major companies covered in this database include Sinopec, ICBC, China Construction Bank, Bank of China, SAIC Motor, Petrochina and the Bank of Communications.
Key features of the data:
- Sourced directly from audited financial reports.
- Subject to rigorous verification to ensure all figures are accurate. Audit process includes sophisticated automated analysis and human oversight by domain experts.
- Available in two variants: "Most-Recently-Reported" which includes restatements and "As-Reported" which excludes restatements and is suitable for point-in-time back-testing.
- All data is time-indexed to the respective financial/reporting period.
- Free preview access; use this data right now.
- Works with the Quandl API and all Quandl libraries
- Updated on a daily basis to include the latest financial reports.
- Company earning expectations and quick reports are coming soon.
DataYes is a fast-growing financial information management and investment management services company. It is led by a group of experts in the fields of finance and computer technology. Using Big Data, Cloud and Mobile Computing, DataYes provides investors with an innovative first-class platform for global financial services. Currently, DataYes has over 200 employees in its Shanghai headquarters and its San Jose office, and serves more than 150 institutional clients in China.
DataYes offers five premium databases for sale on Quandl:
- Core China Fundamentals - Updated daily, this database offers data for 150 essential fundamental indicators and financial ratios for more than 2,915 Chinese public companies. Data history goes back to 2006.
- China Macroeconomic and Industrial Data - Updated daily, this database offers Chinese macroeconomic data, plus more than 1,600 sector-specific industrial indicators for 22 different sectors in China. Data history goes back to 1998.
- Chinese Corporate Actions - Updated daily, this database offers data on corporate actions including dividends, reforms, allotments, daily returns, and IPOs for more than 2,800 companies in China. Data history goes back to 1992.
- Chinese Stock Prices - Updated daily, this database offers unadjusted and adjusted end of day stock prices for more than 2,800 Chinese public companies. Data history goes back to 2006.
- Chinese Equity Factor Data A - Updated daily, this database offers data for 103 essential financial ratios for more than 2,800 Chinese public companies. Data history goes back to 2011.
This is DataYes' core offering of essential fundamental data for Chinese public companies. The database is updated every time a company files a new financial report.
The list of companies that are currently included in this database can be found here.
Click on the links in the table below to see a list of all the companies in each sector.
Please note that not all indicators are available for all companies. Therefore, the tickers in a given sector for which one financial statement data (e.g. balance sheet) is available are not necessarily the same as those for which other financial statement data (e.g. cash flow or income statement) is available.
We currently cover a total of 150 indicators. Click on the links in the table below to see a list of the available indicators for different sectors.
Please note that not all indicators are available for all companies.
The quickest way to find data in the DY1 database is via search. Click the Data tab at the top left of this page and then type your query (including both indicator name and company name) into the search box marked "Datasets".
You can also access individual datasets programmatically via the Quandl API or our libraries. In order to do this, you will need the unique Quandl code for each dataset. All DY1 datasets' Quandl codes follow this format:
ticker is the stock's ticker code, e.g.
000036 is the ticker code for China Union Holdings Ltd.
You can find a list of all companies covered in this database, along with their ticker codes here (tab-delimited).
indicator is a short form for the indicator being measured, e.g.
T_ASSETS for total assets. The table above links to lists of indicators available for different sectors. You can also see the list of all the unique indicators here.
dimension can be either
AR stands for "As-Reported"; it means that the indicator's value is the same as it was reported when the company first filed its financial reports.
MR stands for "Most-Recently-Reported"; it refers to the most recent revision of the value.
This database presents company fundamentals both including and excluding restatements, via the "As-Reported" and "Most-Recently-Reported" dimensions:
The indicators covered in this database are shown in the tables below. Please note that not all indicators are available for all companies.
||Cash and cash equivalents
||Loans to other banks and financial institutions
||Trading financial assets
||Reserves for reinsurance contract receivable
||Purchase for resale financial assets
||Non-current assets due within one year
||Other current assets
||Total current assets
||Disbursement of loans and advances
||Available for sale financial assets
||Held to maturity investment
||Long term accounts receivable
||Long term equity investment
||Investment on real estate
||Construction in process
||Fixed assets disposal
||Productive biological assets
||Oil and gas assets
||Research and development expenditure
||Long term amortizations expenses
||Deferred tax assets
||Other non-current assets
||Total non-current assets
||Short term borrowings
||Borrowings from central bank
||Loans from other banks and financial institutions
||Trading financial liabilities
||Sold for repurchasing financial assets
||Reserves for insurance contract
||Funds from securities trading agency
||Funds from securities underwriting agency
||Non-current liabilities due within 1 year
||Other current liabilities
||Total current liabilities
||Long term borrowings
||Long term accounts payable
||Accounts payable special funds
||Deferred tax liabilities
||Other non-current liabilities
||Total non-current liabilities
||Paid in capital
||Ordinary risk reserve
||Foreign exchange difference
||Total equity attributable to parent company owners
||Total shareholder equity
||Total liabilities and equity
||Total cost of goods sold
||Cost of goods sold
||Net compensation payout
||Reserved for insurance contract
||Policy dividend payment
||Business taxes and surcharges
||Assets impairment loss
||Fair value change gain
||Investment income from associate and joint venture
||Foreign exchange gain
||Non-current assets disposal loss
||Net income attributable to parent company owners
||Minority interests gain
||Other comprehensive income
||Total comprehensive income
||Comprehensive income attributable to parent company owners
||Comprehensive income attributable to minority shareholders
Cash Flow Statement
||Cash from sales of goods and services
||Net deposits increase from clients and banks and financial institutions
||Net increase in borrowings from central bank
||Net increase in borrowings from other financial institutions
||Cash from insurance premium of original contract
||Net cash from reinsurance premium
||Net increase in policy holder deposits and investment funds
||Net increase in disposal of trading financial assets
||Cash increase from interests, fees and commissions
||Net increase from borrowings
||Net capital increase of repurchase
||Refunds of taxes
||Cash from other operating activities
||Cash inflows from operating activities
||Cash paid for goods and services
||Net increase in disbursement of loans and advances
||Net increase in deposits in central bank and other banks
||Cash paid for indemnity of original insurance contract
||Cash paid for interests, fees and commissions
||Cash paid for policy dividends
||Cash paid to and on behalf of employees
||Cash paid for taxes
||Cash paid for other operating activities
||Cash outflows from operating activities
||Net cashflow from operation activities
||Proceeds from sell of investment
||Gain from investing
||Disposal of fixed assets and others
||Net cash from disposal of subsidiaries and other business units
||Cash from other investing activities
||Cash inflows from investing activities
||Purchases of fixed assets and others
||Cash paid for investments
||Net increase in pledge loans
||Net cash paid for acquisitions
||Cash paid for other investing activities
||Cash outflows from investing activities
||Net cash flows from investing activities
||Cash from capital contributions
||Cash from minority shareholders of subsidiaries
||Cash from borrowings
||Cash from issuing bonds
||Cash from other financing activities
||Cash inflows from financing activities
||Cash paid for debts
||Cash paid for dividends, profits or interests
||Cash paid dividends and profits by subsidiaries to minority shareholders
||Cash paid for other financing activities
||Cash outflows from financing activities
||Net cashflow from financing activities
||Foreign exchange effects
||Net change in cash
||Net cash and cash equivalents beginning balance
||Net cash and cash equivalents ending balance
What are DY1's data sources?
We get all the financial reports from authorized institutions: Shanghai Stock Exchange, Shengzhen Stock Exchange or China Securities Regulatory commission.
Besides Quandl users, who else uses DataYes’ data products?
DataYes is serving more than 150 institutional clients in China including some well-known hedge funds.
As a premium user of DY1, what other benefits can I get in addition to unlimited access to this database?
If you are a premium user, any questions sent to firstname.lastname@example.org will get a reply within one business day (usually much faster).
Can you clarify the meaning of Fiscal Period in DY1？
China sets up its standard fiscal year beginning from January to end of December.
Quarter 1 = Q1 (1-3) = fiscal period 3
Semi-annual = S1(1-6) = fiscal period 6
Quarter 3 = Q3 (7-9) = fiscal period 3 or Cumulative Quarter 3 = CQ3 (1-9) = fiscal period 9
Annual = A (1-12) = fiscal period 12
For balance sheets, DY1 uses Q3 since the cumulative concept does not apply in this case. For income statements and cash flow statements, DY1 uses CQ3.
China Securities Regulatory Commission has not required companies to report Q2, Q4 and S2 for each year yet.
How can we get data for each quarter?
As discussed in the previous question, S1(Semi-annual), CQ3(Cumulative Quarter 3) and A(Annual) values are cumulative data. To get the value for each quarter, you need to do one more step of calculation. For example, to get the value for Q2, you need to subtract the value of Q1 from S1. Same for Q3 and Q4.
Please note that the above explanation only applies to income statements and cash flow statements.
What are the different formats for Chinese companies to file reports?
The Chinese company reports follow the China accounting standards. There are four formats for companies in Industry, Banking, Insurance, and Securities.
Please email email@example.com for any questions. For premium users, please include your username in the e-mail so we can treat your request with higher priority.
Subscribers can download the entire database at any time at:
https://www.quandl.com/api/v3/databases/DY1/data?api_key=<YOUR API KEY>
The above request will re-direct you to a temporary URL referencing a ZIP file. Download the zip file which will contain a CSV representation of the entire database.
Bulk download is ideal for maintaining a local version of this database or for screening and/or filtering requirements. (e.g. find all stock meeting some criteria).
For a download of only the last day's price append
https://www.quandl.com/api/v3/databases/DY1/data?api_key=<YOUR API KEY>&download_type=partial
The format of the csv is slightly different from Quandl's csv api. It has an added first column for the Quandl code of that row's data.
The full DataYes database is accessible via the Quandl API. The database is also available via Quandl's free libraries for R, Python, Matlab, Excel and other tools.
For complete API documentation, see quandl.com/docs/api API examples specific to this database follow.
This database is premium. You must append
&api_key=YOURTOKEN to all calls to this database.
To get the cash increase from interest, fees and commissions for Bank of China from January 1, 2012 to December 31, 2014 in JSON:
The Quandl code for this dataset is
601988 is the ticker for the Bank of China,
IFC_CASH_INCR is the indicator code for cash increase from interest, fees and commissions, and
AR indicates that the data are "As Reported".
|This specifies January 1, 2012 as the starting date
|This specifies December 31, 2014 as the end date
|This tells the server to only return the first column
API and Library Helpers
To quickly generate API calls or library calls, you can visit any data page (DY1/601988IFCCASHINCRAR for example). On the right side of the screen are buttons that help you build API calls based on what you are looking at on the screen.
For more information:
- General Quandl API Documentation
- Quandl Libraries