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.
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Institutional Holdings
Query institutional holdings for listed companies via the basic data service. This rebuilt version uses stock basic indicators rather than data_pool reports. It currently focuses on fund institutional holding aggregates, returning fields such assymbol, shares, percent_held, value, name, and derived holder metadata. Excludes insider trading, retail-holder statistics, and short-interest data.
FinanceStockChina MarketSample: year, codes, period
Query option chain (T-quote) data for a given underlying asset via the market data service. Returns all active option contracts with volume, open interest, and expiry info. Covers ETF, index, and commodity options. Use this tool to: get the option chain for an underlying asset, find option contracts by expiry.
Query Beta coefficient and historical volatility for stocks via the market data service. Beta measures a stock's sensitivity to a benchmark index (e.g. CSI 300). Volatility measures the dispersion of returns over a given period. Supports custom date range, frequency (daily/weekly/monthly), return type (simple/log), and benchmark index. Covers A-share stocks on SSE, SZSE, and BSE.
Retrieve fund turnover-ratio indicators in one call via the basic data service: daily/weekly/monthly/yearly turnover ratio, interval turnover ratio, weekly/monthly/yearly average turnover ratio, interval daily-average turnover ratio, debut-day turnover ratio, turnover ratio N days after listing, and report-period holding turnover ratio with its one-sided max.
Query southbound Hong Kong Stock Connect holdings for ETFs included in the Connect eligible universe (iFinD data-pool report p05341), with date-range and currency (bz) parameters. Returns holding shares, share-of-issued-fund ratio, day-over-day holding change, holding market value, and market-value change. This is holdings disclosure, not main or order-size money flow, ETF creation or redemption, or coverage of every Hong Kong ETF.
Query China macro real estate market indicators including residentialhome price index, housing starts, home sales area, inventory, mortgagerate, land transaction value, residential real estate investment, andprice-to-income ratio. Excludes property developer fundamentals, company-level real estate data, and security market data.
Industry-level share pledge statistics for A-share market. Returns pledge count, pledging company count, pledged shares, pledged market value, average pledge ratio, and count of companies with pledge ratio above 50% per industry. High pledge ratios signal potential forced liquidation risk.
Query date information in the market data service based on forward or backward calculation from a base date. Supports offset by trading days or calendar days, can specify offset amount and time period (daily/weekly/monthly/quarterly/yearly), returns a single offset date or date sequence. Suitable for calculating dates N trading days before or after a given date.
Query bond and issuer credit-rating data, including rating agency, rating grade, rating type, rating date, outlook, and historical rating snapshot fields where available. Excludes ESG scores, equity analyst recommendations, and bond price or yield data.
Query income statement data for securities from the financial statement database. Retrieve comprehensive income statement indicators including revenue, expenses, profit, and earnings per share. Supports quarterly (Q1/0331), semi-annual (H1/0630), Q3 (0930), and annual (Y/1231) reports with multiple report types (consolidated, parent company, adjusted).
Query insider trading records for executives, directors, and major shareholders. Returns normalized transaction rows including entity_name, shares, symbol, transaction_date, transaction_type, shares_after, and transaction_price. Excludes institutional holdings, block trades, and equity pledge data.
Query raw iFinD intraday and historical snapshots for an explicit time window. For stock best bid and ask request indicators bid1,ask1; optional bidSize1,askSize1 are raw sizes. Returns data[].thscode, data[].time and requested indicators without conversion. Historical snapshots do not represent the current order book. Empty data or missing bid1/ask1 means no available order-book quote; do not substitute the latest traded price. The THS_SS documentation and tested response do not explicitly declare timezone, price currency/unit or size multiplier; do not assume or convert them. Use short windows to limit returned fields and usage.
