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2015-2021 Chinese stock markets historical day-level information

Citation Author(s):
Zeyi Fan
Submitted by:
Viki Fan
Last updated:
DOI:
10.21227/yqvr-rj23
Data Format:
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Keywords:
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Abstract

The datasets include historical daily market information in the Chinese A-share stock markets, such as closing prices, opening prices, highest prices, lowest prices, trading volumes in terms of value, and trading volumes in terms of quantity, from 2015 to 2021.

Instructions:

Instructions for Using This Dataset

  1. Dataset Overview
    This dataset encompasses historical daily market information from the Chinese A - share stock markets, covering the period from 2015 to 2021. It details key aspects of stock trading during this specific timeframe.
  2. Column Descriptions
    • datetime: Denotes the trading date, formatted as "YYYY - MM - DD", serving as a timestamp for the data.
    • instrument: Represents the stock code. Codes ending with ".SZ" are listed on the Shenzhen Stock Exchange, while those ending with ".SH" are listed on the Shanghai Stock Exchange. It uniquely identifies each stock within the dataset.
    • open: Signifies the opening price of a stock on a given trading day, which is the price at the start of trading activities.
    • high: Indicates the highest price that a stock has reached during a trading day, reflecting the peak price level.
    • low: Represents the lowest price that a stock has fallen to during a trading day, showing the bottom - most price point.
    • close: Stands for the closing price of a stock on a trading day. It is the price at the end of the trading session and is crucial for analyzing price trends.
    • volume: Refers to the trading volume of a stock on a particular day, that is, the total quantity of stocks transacted. It helps gauge the market's trading activity. In addition, the dataset also includes trading volumes in terms of value, which represents the total monetary value of the stocks traded on a given day.