7. DataTables — Basics tables

Below are all built-in predefined tables: trading calendar, stock/index/fund/futures/option basics, THS index basics, SW industry classification, etc.

7.1. Trading calendar:

China trading calendar: trade_calendar

Table use: cal, asset type: none, frequency: none

Covers SSE/SZSE and major futures exchanges.

Exchange code reference:

• SSE SSE — Shanghai Stock Exchange

• SZSE SZSE — Shenzhen Stock Exchange

• CFFEX CFFEX — China Financial Futures Exchange

• SHFE SHFE — Shanghai Futures Exchange

• CZCE CZCE — Zhengzhou Commodity Exchange

• DCE DCE — Dalian Commodity Exchange

• INE INE — Shanghai International Energy Exchange

	columns	dtypes	remarks	is_prime_key
0	cal_date	date	Date (format YYYYMMDD)	Y
1	exchange	varchar(9)	Exchange	Y
2	is_open	tinyint	Is trading day	N
3	pretrade_date	date	Previous trading day	N

US trading calendar: us_trade_calendar

Table use: cal, asset type: none, frequency: none

US trading calendar table.

	columns	dtypes	remarks	is_prime_key
0	cal_date	date	Date	Y
1	is_open	tinyint	Is trading day	N
2	pretrade_date	date	Previous trading day	N

HK trading calendar: hk_trade_calendar

Table use: cal, asset type: none, frequency: none

HKEX trading calendar table.

	columns	dtypes	remarks	is_prime_key
0	cal_date	date	Date	Y
1	is_open	tinyint	Is trading day	N
2	pretrade_date	date	Previous trading day	N

7.2. Stock basics table:

Basics tables cover stocks, indices, funds, futures, options, etc.

Stock basics: stock_basic

Table use: basics, asset type: E, frequency: none

Stock basics with code, name, listing/delisting dates, industry, region.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(9)	Security code	Y
1	symbol	varchar(6)	Stock code	N
2	name	varchar(20)	Stock name	N
3	area	varchar(10)	Region	N
4	industry	varchar(10)	Industry	N
5	fullname	varchar(50)	Stock full name	N
6	enname	varchar(120)	English full name	N
7	cnspell	varchar(40)	Pinyin abbreviation	N
8	market	varchar(6)	Market type	N
9	exchange	varchar(6)	Exchange code	N
10	curr_type	varchar(6)	Trading currency	N
11	list_status	varchar(4)	Listing status	N
12	list_date	date	Listing date	N
13	delist_date	date	Delisting date	N
14	is_hs	varchar(2)	Is Stock Connect eligible	N

Stock name changes: stock_names

Table use: events, asset type: E, frequency: none

Stock name change table with code, start/end dates, security name, announcement date, reason.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(9)	Security code	Y
1	start_date	date	Start date	Y
2	name	varchar(8)	Security name	N
3	end_date	date	End date	N
4	ann_date	date	Announcement date	N
5	change_reason	text	Reason for change	N

Listed-company basic information: stock_company

Table use: basics, asset type: E, frequency: none

Listed-company basics table with company code/name, legal rep, GM, board secretary, registered capital/date, province/city, introduction, website, email, office address, headcount, main business/products, business scope, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(10)	Stock code	Y
1	exchange	varchar(10)	Exchange code	N
2	chairman	varchar(48)	Legal representative	N
3	manager	varchar(48)	General manager	N
4	secretary	varchar(48)	Board secretary	N
5	reg_capital	float	Registered capital	N
6	setup_date	date	Registration date	N
7	province	varchar(20)	Province	N
8	city	varchar(20)	City	N
9	introduction	text	Company introduction	N
10	website	varchar(75)	Company website	N
11	email	text	Email	N
12	office	text	Office address	N
13	employees	int	Number of employees	N
14	main_business	text	Main business and products	N
15	business_scope	text	Business scope	N

Listed-company management: stk_managers

Table use: events, asset type: E, frequency: d

Management table with executive name, gender, education, resume, and tenure.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(10)	TS stock code	Y
1	ann_date	date	Announcement date	Y
2	name	varchar(48)	Name	Y
3	gender	varchar(10)	Gender	N
4	lev	varchar(48)	Position category	N
5	title	varchar(48)	Position	N
6	edu	varchar(30)	Education	N
7	national	varchar(30)	Nationality	N
8	birthday	varchar(10)	Birth date (year-month)	N
9	begin_date	varchar(10)	Appointment date	N
10	end_date	varchar(10)	Departure date	N
11	resume	text	Personal resume	N

IPO new issues: new_share

Table use: basics, asset type: E, frequency: d

The IPO new-issue table lists basic information for all new listings: stock code, subscription code, name, online issue date, listing date, total issue size, online issue size, issue price, P/E ratio, individual subscription cap, funds raised, winning rate, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	TS stock code	Y
1	sub_code	varchar(20)	Subscription code	N
2	name	varchar(50)	Name	N
3	ipo_date	date	Online issue date	N
4	issue_date	date	Listing date	N
5	amount	float	Total issue size (10,000 shares)	N
6	market_amount	float	Online issue size (10,000 shares)	N
7	price	float	Issue price	N
8	pe	float	P/E ratio	N
9	limit_amount	float	Individual subscription cap (10,000 shares)	N
10	funds	float	Funds raised (100 million yuan)	N
11	ballot	float	Winning rate	N

7.3. Index basics table

Index basics: index_basic

Table use: basics, asset type: IDX, frequency: none

Index basics with code, name, publish/delisting dates.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(24)	Security code	Y
1	name	varchar(80)	Short name	N
2	fullname	varchar(80)	Index full name	N
3	market	varchar(8)	Market	N
4	publisher	varchar(30)	Publisher	N
5	index_type	varchar(30)	Index style	N
6	category	varchar(6)	Index category	N
7	base_date	date	Base period	N
8	base_point	float	Basis points	N
9	list_date	date	Publish date	N
10	weight_rule	text	Weighting method	N
11	desc	text	Description	N
12	exp_date	date	End date	N

THS index basics: ths_index_basic

Table use: basics, asset type: THS, frequency: none

THS index basics with code, name, constituent count, exchange, listing date, N concept / S specialty flags, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(14)	Code	Y
1	name	text	Name	N
2	count	int	Number of constituents	N
3	exchange	varchar(4)	Exchange	N
4	list_date	date	Listing date	N
5	type	varchar(4)	N concept index S specialty index	N

SW industry classification: sw_industry_basic

Table use: basics, asset type: IDX, frequency: none

SW industry index basics with code, industry name, parent code, level, industry code, index published flag, SW classification.

	columns	dtypes	remarks	is_prime_key
0	index_code	varchar(14)	Index code	Y
1	industry_name	varchar(40)	Industry name	N
2	parent_code	varchar(6)	Parent code	N
3	level	varchar(6)	Industry name	N
4	industry_code	varchar(10)	Industry code	N
5	is_pub	varchar(4)	Index published (Y/N)	N
6	src	varchar(8)	Industry classification (SW Shenwan)	N

7.4. Fund basics table

Fund basics: fund_basic

Table use: basics, asset type: FD, frequency: none

Fund basics with code, name, manager, custodian, investment type, dates, fees, duration, par value, min investment, expected return, benchmark, status, style, type, trustee, subscription/redemption dates, on/off exchange flag, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(24)	Security code	Y
1	name	varchar(48)	Short name	N
2	management	varchar(20)	Manager	N
3	custodian	varchar(20)	Custodian	N
4	fund_type	varchar(8)	Investment type	N
5	found_date	date	Establishment date	N
6	due_date	date	Maturity date	N
7	list_date	date	Listing time	N
8	issue_date	date	Issue date	N
9	delist_date	date	Delisting date	N
10	issue_amount	float	Issue size (100 million units)	N
11	m_fee	float	Management fee	N
12	c_fee	float	Custody fee	N
13	duration_year	float	Duration	N
14	p_value	float	Par value	N
15	min_amount	float	Minimum investment (10,000 yuan)	N
16	exp_return	float	Expected return	N
17	benchmark	text	Performance benchmark	N
18	status	varchar(2)	Status D delisted I issuing L listed	N
19	invest_type	varchar(10)	Investment style	N
20	type	varchar(10)	Fund type	N
21	trustee	varchar(10)	Trustee	N
22	purc_startdate	date	Daily subscription start date	N
23	redm_startdate	date	Daily redemption start date	N
24	market	varchar(2)	E on-exchange O off-exchange	N

Fund manager: fund_manager

Table use: events, asset type: FD, frequency: none

Fund manager details: name, gender, birth date, resume.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(24)	Security code	Y
1	ann_date	date	Announcement date	Y
2	name	varchar(20)	Fund manager name	Y
3	gender	varchar(2)	Gender	N
4	birth_year	varchar(12)	Birth year	N
5	edu	varchar(30)	Education	N
6	nationality	varchar(4)	Nationality	N
7	begin_date	date	Start date of tenure	N
8	end_date	date	Departure date	N
9	resume	text	Resume	N

Fund shares: fund_share

Table use: data, asset type: FD, frequency: none

Fund share table contains

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(24)	Security code	Y
1	trade_date	date	Change date, format YYYYMMDD	Y
2	fd_share	float	Fund shares (10,000 units)	N

7.5. Futures and option basics

Futures basics: future_basic

Table use: basics, asset type: FT, frequency: none

Futures basics with contract code, trading ID/market, short name, product code, multiplier, units, quote unit, min tick, delivery method, listing/last trading dates, delivery month/last delivery day, trading hours, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(24)	Security code	Y
1	symbol	varchar(12)	Trading identifier	N
2	exchange	varchar(8)	Trading market	N
3	name	varchar(40)	Chinese short name	N
4	fut_code	varchar(12)	Contract product code	N
5	multiplier	float	Contract multiplier	N
6	trade_unit	varchar(4)	Trading measurement unit	N
7	per_unit	float	Trading unit (per lot)	N
8	quote_unit	varchar(80)	Quote unit	N
9	quote_unit_desc	varchar(80)	Minimum quote unit description	N
10	d_mode_desc	varchar(20)	Delivery method description	N
11	list_date	date	Listing date	N
12	delist_date	date	Last trading date	N
13	d_month	varchar(6)	Delivery month	N
14	last_ddate	date	Last delivery date	N
15	trade_time_desc	varchar(80)	Trading hours description	N

Option basics: opt_basic

Table use: basics, asset type: OPT, frequency: none

Option basics with security code, market, contract name/unit, standard code, contract/option type, exercise method/price, settlement month, expiry, listing reference price, trading/exercise/delivery dates, quote unit, min tick, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(24)	Security code	Y
1	exchange	varchar(6)	Trading market	N
2	name	varchar(50)	Contract name	N
3	per_unit	varchar(10)	Contract unit	N
4	opt_code	varchar(12)	Standard contract code	N
5	opt_type	varchar(6)	Contract type	N
6	call_put	varchar(6)	Option type	N
7	exercise_type	varchar(6)	Exercise method	N
8	exercise_price	float	Strike price	N
9	s_month	varchar(8)	Settlement month	N
10	maturity_date	date	Maturity date	N
11	list_price	float	Listing reference price	N
12	list_date	date	Trading start date	N
13	delist_date	date	Last trading date	N
14	last_edate	date	Last exercise date	N
15	last_ddate	date	Last delivery date	N
16	quote_unit	varchar(12)	Quote unit	N
17	min_price_chg	varchar(6)	Minimum price tick	N

7.6. US and HK stock basics

US stock basics: us_stock_basic

Table use: not_implemented, asset type: US, frequency: none

US stock name, listing date, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	US stock code	Y
1	name	varchar(40)	Chinese name	N
2	enname	varchar(80)	English name	N
3	classify	varchar(6)	Classification: ADR/GDR/EQT	N
4	list_date	datetime	Listing date	N
5	delist_date	datetime	Delisting date	N

HK stock basics: hk_stock_basic

Table use: not_implemented, asset type: HK, frequency: none

HK stock code, name, company name, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(20)	Stock code	Y
1	name	varchar(40)	Stock short name	N
2	fullname	text	Company full name	N
3	enname	varchar(80)	English name	N
4	cn_spell	varchar(20)	Pinyin	N
5	market	varchar(6)	Market category	N
6	list_status	varchar(6)	Listing status	N
7	list_date	datetime	Listing date	N
8	delist_date	datetime	Delisting date	N
9	trade_unit	float	Trading unit	N
10	isin	varchar(16)	ISIN code	N
11	curr_type	varchar(6)	Currency code	N