cn financial pro data provider, offering financial data for Chinese and international markets including stocks, securities, funds, bonds, futures, etc. Supports company announcements, intelligent stock screening, industry analysis, and more, helping users conduct comprehensive financial data analysis and investment decisions.
This provider-level handoff preserves only its public ID. No tool or business task is guessed; choose a current tool during rediscovery before setup can be treated as complete.
Query China macro labor-market indicators including labor force, labor-forceparticipation rate, urban surveyed unemployment rate, employment level, average wage, average weekly working hours, and total wages. Excludes companyjob postings, demographic statistics, GDP, inflation, and unrelated macro data.
Per-stock share pledge data for A-share market. Returns stock name, restricted/unrestricted pledged shares, total pledged shares, pledge ratio, close price, and pledge announcement date. High pledge ratios signal potential forced liquidation risk.
No tool description is available yet.
Query Connect ETF buy/sell total amount statistics from the data pool API(report p04939). Supports date range and time sequence period (sxzq).
Query intraday minute-bar MI (Momentum Index) for A-share securities via the market data service.A = close - close_N (raw momentum); B = MA(A, N) (smoothed).Default: N=12.line selects output: 'A' (raw momentum) or 'B' (MA-smoothed).codes: comma-separated security codes (e.g. '600000.SH,000001.SZ').interval: minute bar width — 1/3/5/10/15/30/60.starttime/endtime: 'YYYY-MM-DD HH: MM: SS' intraday range.
Query the constituent stock list of an ETF from the market data service. Returns detailed information about each constituent stock including stock code, name, share quantity, cash substitution flag, subscription/redemption premium ratios and fixedsubstitution amounts. Useful for analyzing ETF composition and tracking ETF holdings.
No tool description is available yet.
Query Greeks risk sensitivities (Delta, Gamma, Theta, Vega, Rho)and implied volatility (IV) for option contracts via the market data service. Accepts option contract codes in the market data service format (e.g. 10010295.SH).Returns one record per contract with all six metrics for the given date. Covers ETF options (SSE/SZSE), index options (CFFEX),and commodity options (SHFE/DCE/CZCE/INE/GFEX).Does not include: option chain T-shaped quotes (see option_chain),static contract reference data (see option_basics),real-time option prices.
Query currently suspended stocks on a given trading date via the market data service. Returns a list of all suspended stocks with suspension reason, start time, duration, pre-suspension price/change, and industry. Covers A-share stocks on SSE and SZSE.Does not include: exchange holiday calendar (see trade_dates tool),historical suspension/resumption records.
Query convertible bond specialty data, including conversion price, underlying stock code, maturity date, coupon rate, conversion premium, and call/put clause information. Excludes regular bond master data, convertible bond historical K-line quotation, underlying-stock fundamentals, and standalone credit-rating history.
Query intraday minute-bar MFI (Money Flow Index) for A-share securities via the market data service.MFI = 100 - 100 / (1 + positive_money_flow / negative_money_flow),a volume-weighted RSI. Default period N=14.Values range 0-100; >80 overbought, <20 oversold.codes: comma-separated security codes (e.g. '600000.SH,000001.SZ').interval: minute bar width — 1/3/5/10/15/30/60.starttime/endtime: 'YYYY-MM-DD HH: MM: SS' intraday range.
Query trading date information for specified exchanges in the market data service. Supports querying trading days or calendar days, and can query date sequences or date counts by periods such as daily, weekly, monthly, quarterly, or yearly. Applicable to multiple markets including SSE, SZSE, HKEX, and futures exchanges.
No tool description is available yet.
Query intraday minute-bar RSI (Relative Strength Index) for A-share securities via the market data service.RSI = 100 - 100 / (1 + RS), RS = average gain / average loss over N bars. Default period N=6. Values range 0-100; >70 overbought, <30 oversold.codes: comma-separated security codes (e.g. '600000.SH,000001.SZ').interval: minute bar width — 1/3/5/10/15/30/60.starttime/endtime: 'YYYY-MM-DD HH: MM: SS' intraday range.
Query spot foreign-exchange quotation fields for one or more FX pairs, including latest price, absolute change, previous close, percent change, open, high, low, yearly high/low, latest trading date, and source where available. Excludes forward rates, FX options, macro-only exchange-rate series, and policy-rate data.
No tool description is available yet.
Generic iFinD BasicData / THS_BD wrapper for point-in-time basic, fundamental, valuation, capital structure, fund, bond, futures, option, and index indicators. Use explicit indicator codes and indicator params.
Query Chinese government bond yields, Shibor interbank rates, and RMB exchange rates as daily time series via the economic database.rate_type='treasury': ChinaBond yields for 1/3/5/7/10/30Y tenors, US Treasury yields for 2/10/30Y, and auto-computed CN-US 10Y spread in basis points.rate_type='shibor': 8 Shibor tenors (O/N to 1Y) for interbank liquidity.rate_type='fx': single currency pair (e.g. USDCNY) daily spot + OHLC summary.sdate/edate optional, default last 3 months. Format: YYYY-MM-DD or YYYYMMDD.
Query aggregate ETF-market net subscription/redemption fund statistics from the data pool API (report p03427). Results are market/category totals for all ETFs, equity, broad-market, industry, strategy, style, theme, bond, commodity, cross-border and money-market ETFs. This tool does not accept or return an individual ETF code; use ths_ifind.money_flow.v1 with scope=etf for an individual ETF's secondary-market order flow. Supports date range, period (sxzq), and ETF type filter (jjlx).
No tool description is available yet.
