Updated daily, this database contains reference-grade, historical data for the Chinese stock market from 2006 to present and shows stock prices from more than 2,800 publicly traded companies. Major stocks covered in the database include stocks from Sinopec, ICBC, China Construction Bank, the Bank of China and PetroChina.
Key features of the data:
- Subject to rigorous verification to ensure all figures are accurate. Audit process includes sophisticated automated analysis and human oversight by domain experts.
- 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 data.
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' offering of unadjusted and adjusted stock prices for Chinese public companies.
The quickest way to find data in the DY4 database is via search. Click the Data tab on the left of this page and then type your query into the search box marked "search this database".
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 DY4 datasets' Quandl codes follow this format:
ticker is the ticker code of the company.
|Bank of China
|China Pacific Insurance
You can find a list of all available tickers here.
Each dataset has 16 columns of data:
||Previous day's closing price
||The price of the first trade for the current trading day
||The highest traded price for the current trading day
||The lowest traded price for the current trading day
||The last price at which a stock was traded
||Adjusted previous day's closing price
||Adjusted previous day's closing price
||Volume of traded shares
||Value of traded shares in CNY
||Stock deal amount during the trading day
||Market value of non-restricted tradable A shares in CNY
||Market value of total shares in CNY
||Index to indicate the frequency of stock's trading frequency. (Turnover Volume / Non-Restricted Tradable A shares)
||Reason for Adjustment
Adj_Reason column can take 15 different values. The table below shows the mapping between the numberical codes in the datasets and the adjustment reasons.
||Cash dividend; stock dividend
||Capitalizing of capital reserves
||Cash dividend; capitalizing of capital reserves
||Stock dividend; capitalizing of capital reserves
||Cash dividend; stock dividend; capitalizing of capital reserves
||Cash dividend; rights issue
||Stock dividend; rights issue
||Cash dividend; stock dividend; rights issue
||Capitalizing of capital reserves; rights issue
||Cash dividend; capitalizing of capital reserves; rights issue
||Stock dividend; capitalizing of capital reserves; rights issue
||Cash dividend; stock dividend; capitalizing of capital reserves; rights issue
This database is backward-adjusted. This means today's adjusted prices will always equal the closing price traded in the market. Adjustments only apply to historical data; the further back in time you go, the greater the cumulative adjustments are likely to be, as corporate actions accumulate. All historical data are adjusted for dividends and allotments.
Adjustment Factor = f1/P1
f1: adjusted closing price on previous day
P1: unadjusted closing price on previous day
The adjusted closing price is calculated using this formula:
f1 = P1 - D + (X*S)/(1+S)
D: cash dividend per share
X: allotment price per share
S: allotment ratio or stock dividend per share
The cumulative adjustment factor can be calculated by multiplying the consecutive adjustment factors for all days prior to the date on which the adjustment is to be calculated. The corresponding adjusted price can then be calculated by multiplying the unadjusted price by the cumulative adjustment factor.
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/DY4/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/DY4/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 unadjusted close price for the last 5 days for Bank of China in JSON:
|This truncates the results to include only the first 5 rows of data
|This ensures the result includes the most recent days
|This tells the server to only return the fifth column (unadjusted close)
API and Library Helpers
To quickly generate API calls or library calls, you can visit any data page (DY4/601988 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: