> For the complete documentation index, see [llms.txt](https://docs.infoway.io/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://docs.infoway.io/en-docs/readme/china-a-shares-data-api.md). # China A-Shares Data API ### Overview The **Infoway China A-Share Real-Time Market Data API** provides comprehensive access to China’s equity markets, covering more than **5,000 listed securities** across the **Shanghai Stock Exchange (SSE)** and **Shenzhen Stock Exchange (SZSE)**. It enables developers and institutional users to monitor live market movements, analyze trading activity, and make timely investment decisions with low-latency data delivery. ### 1. Retrieving the A-Share Stock List Infoway maintains an updated list of approximately **5,000 A-share securities**.\ You can obtain the list in two ways: **Option 1 — Download from the Web Portal** Log in to your Infoway account and download the latest stock excel list file from the **Downloads** section at the right side of the dashboard. **Option 2 — Query via API** You can also retrieve the list programmatically through the **HTTP Symbol List API**.\ Refer to the [**GET /symbol-list**](/en-docs/rest-api/get-basic-info/get-symbol-list.md) documentation for usage details. {% hint style="info" %} The stock list is updated periodically to include **newly listed companies** and remove **delisted securities**. To ensure your application always reflects the latest market data, it is recommended to refresh the list regularly. {% endhint %} ### 2. Query Methods Infoway offers **two primary data-access methods**, optimized for different use cases: | Method | Ideal Use Case | Description | | ----------------------- | --------------------------------- | ------------------------------------------------------------------------------------------------------------------- | | **HTTP API** | Scheduled or batch data queries | Flexible pull-based access to company fundamentals, historical quotes, real-time candlesticks, and order book data. | | **WebSocket Streaming** | Low-latency, real-time monitoring | Push-based streaming for the fastest access to live market updates. | {% hint style="info" %} Both HTTP and WebSocket interfaces are subject to rate limits. See the [*Rate Limit Policy*](/en-docs/getting-started/api-limitation.md) section for detailed constraints. {% endhint %} ### 3. Market Data Schemas The Infoway A-Share Real-Time Market Data API supports multiple categories of data feeds. #### 3.1 Real-Time Candlestick (OHLCV) Data Provides live candlestick data for A-share securities, including open, high, low, close prices, trading volume, and turnover value.\ This allows users to visualize price movements and analyze short-term market trends. You can access this data via: * **HTTP Request:** see [*GET /candlestick*](/en-docs/rest-api/market-data/post-candlestick-real-historical.md) * **WebSocket Subscription:** see [*WebSocket /candlestick*](/en-docs/websocket/websocket-subscribe-method/candlestick-subscription.md) topic **Example Response** ```json { "s": "002594.SZ", "respList": [ { "t": "1751958000", "h": "326.880", "o": "326.880", "l": "326.880", "c": "326.880", "v": "1410", "vw": "460900.80", "pc": "0.00%", "pca": "0.000" } ] } ``` #### 3.2 Latest Trade Retrieve the latest trade for any listed A-share company, including price, volume, and trade direction. Access methods: * **HTTP API:** [*GET /trades*](/en-docs/rest-api/market-data/get-latest-trade.md) * **WebSocket:** [*Subscribe to /trades*](/en-docs/websocket/websocket-subscribe-method/latest-trade-subscription.md) **Example Response** ```json { "s": "002594.SZ", "t": 1751958000999, "p": "326.88", "v": "1410", "vw": "460900.80", "td": 1 } ``` #### 3.3 Level-2 Order Book (Top-5 Depth) Provides real-time **five-level bid/ask depth**, showing market liquidity and order book structure. Access methods: * **HTTP API:** [*GET /market-depth*](/en-docs/rest-api/market-data/get-market-depth.md) * **WebSocket:** [*Subscribe to /Depth*](/en-docs/websocket/websocket-subscribe-method/depth-subscription.md) **Example Response** ```json { "s": "002594.SZ", "t": 1751958003335, "a": [ [ "326.89", "326.90", "326.91", "326.92", "326.93" ], [ "8", "30", "10", "1", "22" ] ], "b": [ [ "326.88", "326.87", "326.86", "326.85", "326.84" ], [ "1452", "77", "188", "37", "21" ] ] } ``` #### 3.4 A-Share Company Fundamentals Retrieve fundamental information for listed companies, including corporate names, share structure, exchange details, and key financial indicators. ([GET / symbol-fundamentals](/en-docs/rest-api/get-basic-info/get-symbol-fundamentals.md)) **Example Response** ```json { "symbol": "002594.SZ", "market": "CN", "name_cn": "比亚迪", "name_en": "BYD", "name_hk": "比亞迪", "exchange": "SZSE", "currency": "CNY", "lot_size": 100, "total_shares": 5494665855, "circulating_shares": 1811265855, "hk_shares": 0, "eps": "7.326077155969296", "eps_ttm": "8.1607397398326417", "bps": "39.7406007503253353", "dividend_yield": "1.6401803563357903", "stock_derivatives": "", "board": "SZMainConnect" } ``` #### 3.5 Trading Days & Market Hours Retrieve trading session schedules and trading calendar information for the A-Share market.\ This ensures your system is synchronized with market open/close times and holiday periods. **Query Methods** * [**GET /trading-hours**](/en-docs/rest-api/get-basic-info/get-market-trading-hours.md) — Returns daily trading sessions and their start/end times * [**GET /trading-days**](/en-docs/rest-api/get-basic-info/get-market-trading-days.md) — Returns valid trading days and half-days **Example: Trading Hours** ```json { "market": "CN", "remark": "A 股市场", "trade_schedules": [ { "begin_time": "09:30:00", "end_time": "11:30:00", "type": "NormalTrade" }, { "begin_time": "13:00:00", "end_time": "14:57:00", "type": "NormalTrade" } ] } ``` **Example: Trading Days** ```json { "trade_days": [ "20250102", "20250103", "20250106", "20250107", "20250108", "20250109", "20250110", "20250113", "20250114", "20250115" ], "half_trade_days": [] } ```