A-Share Minute-Level Historical Data
Dataset Description
This dataset contains minute-level trading data for Chinese A-share stocks from 2005 to 2023, covering 5267 stocks with complete historical trading records.
Data Format
Each CSV file corresponds to one stock and contains the following fields:
| Field | Description |
|---|---|
| open | Opening price |
| close | Closing price |
| high | Highest price |
| low | Lowest price |
| volume | Trading volume |
| money | Trading amount |
| avg | Average price |
| high_limit | Upper limit price |
| low_limit | Lower limit price |
| pre_close | Previous closing price |
| paused | Trading halt flag |
| factor | Adjustment factor |
Data Characteristics
- Time Range: 2005-2023
- Data Frequency: Minute-level
- Number of Stocks: 5267 A-share stocks
- Data Completeness: Includes trading halt and adjustment factor information