A query for the volume and value shares of continuous auction trading across the full market and its Chinese exchanges. Continuous auction trading is the normal period when buy and sell orders are matched throughout the session.
A query for Shenzhen Stock Exchange convertible-bond declaration snapshots. Convertible bonds are bonds that may be exchanged for shares under set conditions.
A query for Shenzhen Stock Exchange convertible-bond directed trades. These are trades reported as directed transactions rather than ordinary market trades.
A market-data lookup for matching trades in Shenzhen-listed convertible bonds. Matching trades are orders paired through the exchange’s normal trading process.
A market-data lookup for negotiated trades in Shenzhen-listed convertible bonds. Convertible bonds are bonds that may be exchanged for company shares under set terms.
A market-data lookup for intraday price data for a financial instrument. Intraday data records price changes during the trading session rather than only its final close.
A market-data lookup for a snapshot of current market prices and related figures. A market snapshot is a point-in-time view rather than a full price history.
A market-data lookup for the previous closing prices of financial instruments. The previous close is the last recorded price from the prior trading session.
A market-data lookup for overall market money flows from Eastmoney, a Chinese financial information service. It returns broad stock-market flow data through an API.
A market-data lookup for futures positions from Eastmoney, a Chinese financial information service. Futures are contracts whose value follows an underlying asset, and positions are the contracts currently held.
A market-data lookup for sector-level money flows from Eastmoney, a Chinese financial information service. It returns flow figures for stock-market sectors through an API.
A market-data lookup for money flows in individual stocks from Eastmoney, a Chinese financial information service. It returns stock flow data through an API.
A query for an ETF's adjustment factors, which help account for events such as distributions or other price adjustments when comparing historical prices.
A batch query for historical minute-by-minute price data for up to 20 exchange-traded funds (ETFs), which are funds traded like shares. It covers a time range of up to three days.
A query for historical minute-by-minute market data for one ETF, with optional time and pagination settings. An ETF is a fund traded on a stock exchange.
A query for the current trading day's live daily price data for ETFs. Daily K-line data summarises trading information for a day, such as opening, high, low, and closing prices.
A query for daily exchange-level totals for margin trading and securities borrowing in the Shanghai, Shenzhen, and Beijing markets. Margin trading uses borrowed money, while securities borrowing involves borrowing shares to sell.
A record of changes in shareholdings by company executives and other senior officers, including purchases, sales, dates, prices, and resulting holdings.
A paginated lookup of the relationship between funds and their managers, including appointment and departure dates and whether a manager is still in the role. It can search by fund or by manager name.
At most 3 mods per repository are shown here, and a mod shipped inside a plugin is left to that plugin's page — the rest are on their repository pages: