9. DataTables — Listed-company technical indicators and market trends

9.1. A-share technical indicator data:

Stock indicators: stock_indicator

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

Stock technical indicators: P/E, P/B, P/S, dividend yield, turnover rate, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(9)	Security code	Y
1	trade_date	date	Trade date	Y
2	close	float	Closing price on the day	N
3	turnover_rate	float	Turnover rate (%)	N
4	turnover_rate_f	float	Turnover rate (free float shares)	N
5	volume_ratio	float	Volume ratio	N
6	pe	float	P/E ratio (total market cap/net profit; blank if loss-making)	N
7	pe_ttm	float	P/E ratio (TTM; blank if loss-making)	N
8	pb	float	P/B ratio (total market cap/net assets)	N
9	ps	float	P/S ratio	N
10	ps_ttm	float	P/S ratio (TTM)	N
11	dv_ratio	float	Dividend yield (%)	N
12	dv_ttm	float	Dividend yield (TTM) (%)	N
13	total_share	double	Total shares outstanding (10,000 shares)	N
14	float_share	double	Float shares outstanding (10,000 shares)	N
15	free_share	double	Free float shares (10,000)	N
16	total_mv	double	Total market cap (10,000 yuan)	N
17	circ_mv	double	Float market cap (10,000 yuan)	N

Stock indicators table 2: stock_indicator2

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

Stock technical indicators (table 2): P/E, P/B, P/S, dividend yield, turnover rate, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(9)	Security code	Y
1	trade_date	date	Trade date	Y
2	vol_ratio	float	Volume ratio	N
3	turn_over	float	Turnover rate	N
4	swing	double	Amplitude	N
5	selling	double	Inner market (active sell, lots)	N
6	buying	double	Outer market (active buy, lots)	N
7	total_share	double	Total shares outstanding (100 million shares)	N
8	float_share	double	Float shares outstanding (100 million shares)	N
9	pe	double	Dynamic P/E	N
10	float_mv	double	Float market cap	N
11	total_mv	double	Total market cap	N
12	avg_price	double	Average price	N
13	strength	double	Relative strength (%)	N
14	activity	double	Activity (%)	N
15	avg_turnover	double	Turnover per trade	N
16	attack	double	Attack wave (%)	N
17	interval_3	float	3-month return	N
18	interval_6	float	6-month return	N

HK stock indicators: hk_stock_indicator

Table use: not_implemented, asset type: HK, frequency: d

HK technical indicators: P/E, P/B, P/S, dividend yield, turnover rate, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	str	Stock code	Y
1	trade_date	str	Trade date	Y
2	close	float	Close price	N
3	open	float	Open price	N
4	high	float	High price	N
5	low	float	Low price	N
6	pre_close	float	Previous close	N
7	change	float	Change amount	N
8	pct_change	float	Change (%)	N
9	vol	None	Volume	N
10	amount	float	Turnover	N
11	vwap	float	Average price	N
12	adj_factor	float	Adjustment factor	N
13	turnover_ratio	float	Turnover rate	N
14	free_share	None	Float shares outstanding	N
15	total_share	None	Total shares outstanding	N
16	free_mv	float	Float market cap	N
17	total_mv	float	Total market cap	N
18	exchange	str	Exchange code	N

US stock indicators: us_stock_indicator

Table use: not_implemented, asset type: US, frequency: d

US stock technical indicators: P/E, P/B, P/S, dividend yield, turnover rate, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	str	Stock code	Y
1	trade_date	str	Trade date	Y
2	close	float	Close price	N
3	open	float	Open price	N
4	high	float	High price	N
5	low	float	Low price	N
6	pre_close	float	Previous close	N
7	change	float	Change amount	N
8	pct_change	float	Change (%)	N
9	vol	None	Volume	N
10	amount	float	Turnover	N
11	vwap	float	Average price	N
12	adj_factor	float	Adjustment factor	N
13	turnover_ratio	float	Turnover rate	N
14	free_share	None	Float shares outstanding	N
15	total_share	None	Total shares outstanding	N
16	free_mv	float	Float market cap	N
17	total_mv	float	Total market cap	N
18	exchange	str	Exchange code	N

9.2. A-share suspension/resumption and block trades:

Suspension/resumption: stock_suspend

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

Suspension/resumption table with date, time range, and type.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(10)	Security code	Y
1	trade_date	date	Suspension/resumption date	Y
2	suspend_timing	varchar(40)	Intraday suspension time range	N
3	suspend_type	varchar(2)	Suspension/resumption type: S = suspension, R = resumption	N

Block trade: block_trade

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

Block trade table with date, price, volume, amount, buyer/seller brokerage.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(14)	Security code	Y
1	trade_date	date	Trading calendar	Y
2	price	float	Trade price	N
3	vol	float	Volume (10,000 shares)	N
4	amount	float	Trade amount	N
5	buyer	text	Buyer brokerage	N
6	seller	text	Seller brokerage	N

Shareholder trades: stock_holder_trade

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

Shareholder trade table with trade date/price/volume/amount, shareholder name/type, change type, quantity, float share, post-change holdings, average price, total holdings, increase/decrease period, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(14)	Security code	Y
1	ann_date	date	Announcement date	Y
2	holder_name	text	Shareholder name	N
3	holder_type	varchar(2)	Shareholder type G executive P individual C company	N
4	in_de	varchar(4)	Type IN increase DE decrease	N
5	change_vol	float	Change quantity	N
6	change_ratio	float	Share of float (%)	N
7	after_share	float	Post-change holdings	N
8	after_ratio	float	Post-change share of float (%)	N
9	avg_price	float	Average price	N
10	total_share	float	Total shareholding	N
11	begin_date	date	Increase/decrease start date	N
12	close_date	date	Increase/decrease end date	N

9.3. Stock constituents and price adjustment factors:

Stock adjustment factor: stock_adj_factor

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

Stock adjustment factors compute forward/backward adjusted prices and volumes for comparable historical analysis.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(24)	Security code	Y
1	trade_date	date	Trade date	Y
2	adj_factor	double	Adjustment factor	N

Fund adjustment factor: fund_adj_factor

Table use: adj, asset type: FD, frequency: d

Fund adjustment factors compute forward/backward adjusted prices and volumes for comparable historical analysis.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(24)	Security code	Y
1	trade_date	date	Trade date	Y
2	adj_factor	double	Adjustment factor	N

Index constituents: index_weight

Table use: comp, asset type: IDX, frequency: d

Index constituents with code and weight.

	columns	dtypes	remarks	is_prime_key
0	index_code	varchar(24)	Index code	Y
1	trade_date	date	Trade date	Y
2	con_code	varchar(20)	Constituent code	Y
3	weight	float	Weight (%)	N

THS industry index constituent weights: ths_index_weight

Table use: comp, asset type: THS, frequency: d

THS industry index constituents with code and weight.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(10)	Index code	Y
1	con_code	varchar(10)	Stock code	Y
2	con_name	varchar(80)	Stock name	N
3	weight	float	Weight	N
4	in_date	varchar(10)	Inclusion date	N
5	out_date	varchar(10)	Exclusion date	N
6	is_new	varchar(2)	Is latest Y yes N no	N

SW industry classification detail: sw_industry_detail

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

more descriptions here:

	columns	dtypes	remarks	is_prime_key
0	l1_code	varchar(14)	Level-1 industry code	Y
1	l2_code	varchar(14)	Level-2 industry code	Y
2	l3_code	varchar(14)	Level-3 industry code	Y
3	ts_code	varchar(14)	Constituent stock code	Y
4	l1_name	varchar(24)	Level-1 industry name	N
5	l2_name	varchar(24)	Level-2 industry name	N
6	l3_name	varchar(24)	Level-3 industry name	N
7	name	varchar(24)	Constituent stock name	N
8	in_date	date	Inclusion date	N
9	out_date	date	Exclusion date	N
10	is_new	varchar(2)	Is latest Y yes N no	N

9.4. Fund and index technical indicator data:

Index key indicators: index_indicator

Table use: data, asset type: IDX, frequency: d

Index key indicators: P/E, P/B, P/S, dividend yield, turnover rate, etc.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(9)	Security code	Y
1	trade_date	date	Trade date	Y
2	total_mv	double	Total market cap on the day (yuan)	N
3	float_mv	double	Float market cap on the day (yuan)	N
4	total_share	double	Total shares outstanding on the day (shares)	N
5	float_share	double	Float shares on the day (shares)	N
6	free_share	double	Free float shares on the day (shares)	N
7	turnover_rate	float	Turnover rate	N
8	turnover_rate_f	float	Turnover rate (based on free float)	N
9	pe	float	P/E ratio	N
10	pe_ttm	float	P/E TTM	N
11	pb	float	P/B ratio	N

9.5. Market technical trend data:

Stock money flow: money_flow

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

Stock money-flow table with small/medium/large/extra-large order flow data.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(10)	Security code	Y
1	trade_date	date	Trade date	Y
2	buy_sm_vol	int	Small-order buy volume (lots)	N
3	buy_sm_amount	float	Small-order buy amount (10,000 yuan)	N
4	sell_sm_vol	int	Small-order sell volume (lots)	N
5	sell_sm_amount	float	Small-order sell amount (10,000 yuan)	N
6	buy_md_vol	int	Medium-order buy volume (lots)	N
7	buy_md_amount	float	Medium-order buy amount (10,000 yuan)	N
8	sell_md_vol	int	Medium-order sell volume (lots)	N
9	sell_md_amount	float	Medium-order sell amount (10,000 yuan)	N
10	buy_lg_vol	int	Large-order buy volume (lots)	N
11	buy_lg_amount	float	Large-order buy amount (10,000 yuan)	N
12	sell_lg_vol	int	Large-order sell volume (lots)	N
13	sell_lg_amount	float	Large-order sell amount (10,000 yuan)	N
14	buy_elg_vol	int	Extra-large-order buy volume (lots)	N
15	buy_elg_amount	float	Extra-large-order buy amount (10,000 yuan)	N
16	sell_elg_vol	int	Extra-large-order sell volume (lots)	N
17	sell_elg_amount	float	Extra-large-order sell amount (10,000 yuan)	N
18	net_mf_vol	int	Net inflow volume (lots)	N
19	net_mf_amount	float	Net inflow amount (10,000 yuan)	N

Limit up/down prices: stock_limit

Table use: data, asset type: E,FD, frequency: d

Limit up/down price table.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(10)	TS stock code	Y
1	trade_date	date	Trade date	Y
2	pre_close	float	Previous close	N
3	up_limit	float	Limit-up price	N
4	down_limit	float	Limit-down price	N

Stock Connect money flow: hs_money_flow

Table use: reference, asset type: none, frequency: d

Stock Connect money flow for Shanghai and Shenzhen links.

	columns	dtypes	remarks	is_prime_key
0	trade_date	date	Trade date	Y
1	ggt_ss	float	Stock Connect (Shanghai)	N
2	ggt_sz	float	Stock Connect (Shenzhen)	N
3	hgt	float	Stock Connect (Shanghai) (CNY million)	N
4	sgt	float	Stock Connect (Shenzhen) (CNY million)	N
5	north_money	float	Northbound capital (CNY million)	N
6	south_money	float	Southbound capital (CNY million)	N

Stock Connect top 10 trades: hs_top10_stock

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

Stock Connect top-10 table with code, name, turnover, net turnover.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(10)	Security code	Y
1	trade_date	date	Trade date	Y
2	name	varchar(10)	Stock name	N
3	close	float	Close price	N
4	change	float	Change amount	N
5	rank	int	Capital flow rank	N
6	market_type	varchar(3)	Market type (1 Shanghai 3 Shenzhen)	N
7	amount	float	Trade amount (yuan)	N
8	net_amount	float	Net trade amount (yuan)	N
9	buy	float	Buy amount (yuan)	N
10	sell	float	Sell amount (yuan)	N

HK Stock Connect top 10: hk_top10_stock

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

HK Stock Connect top-10 with code, name, turnover, net turnover.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(10)	Security code	Y
1	trade_date	date	Trade date	Y
2	name	varchar(10)	Stock name	N
3	close	float	Close price	N
4	p_change	float	Change (%)	N
5	rank	varchar(10)	Capital flow rank	N
6	market_type	varchar(4)	Market type 2: Stock Connect (Shanghai) 4: Stock Connect (Shenzhen)	N
7	amount	float	Cumulative trade amount (yuan)	N
8	net_amount	float	Net buy amount (yuan)	N
9	sh_amount	float	Shanghai turnover (yuan)	N
10	sh_net_amount	float	Shanghai net buy amount (yuan)	N
11	sh_buy	float	Shanghai buy amount (yuan)	N
12	sh_sell	float	Shanghai sell amount	N
13	sz_amount	float	Shenzhen turnover (yuan)	N
14	sz_net_amount	float	Shenzhen net buy amount (yuan)	N
15	sz_buy	float	Shenzhen buy amount (yuan)	N
16	sz_sell	float	Shenzhen sell amount (yuan)	N

Top list trade detail: top_list

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

Top list detail with security code, date, name, close, change (%), turnover rate, total turnover, top-list buy/sell/turnover/net buy and shares, float market cap, listing reason.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(14)	Security code	Y
1	trade_date	date	Trade date	Y
2	name	varchar(10)	Name	N
3	close	float	Close price	N
4	pct_change	float	Change (%)	N
5	turnover_rate	float	Turnover rate	N
6	amount	float	Total turnover	N
7	l_sell	float	Top list sell amount	N
8	l_buy	float	Top list buy amount	N
9	l_amount	float	Top list turnover	N
10	net_amount	float	Top list net buy amount	N
11	net_rate	float	Top list net buy share (%)	N
12	amount_rate	float	Top list turnover share (%)	N
13	float_values	float	Float market cap on the day	N
14	reason	text	Reason for listing	N

Top list institutional detail: top_inst

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

Top list institutional detail with security code, date, institution name, buy/sell/net amounts and shares of turnover, listing reason.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(14)	Security code	Y
1	trade_date	date	Trade date	Y
2	exalter	text	Brokerage name	N
3	side	varchar(2)	Trade type 0: top 5 by buy amount, 1: top 5 by sell amount	N
4	buy	float	Buy amount (yuan)	N
5	buy_rate	float	Buy as % of total turnover	N
6	sell	float	Sell amount (yuan)	N
7	sell_rate	float	Sell as % of total turnover	N
8	net_buy	float	Net turnover (yuan)	N
9	reason	text	Reason for listing	N

Margin trading summary: margin

Table use: reference, asset type: none, frequency: d

Margin summary by trade date and exchange with balance, buy, repay, lending sell volume, etc.

	columns	dtypes	remarks	is_prime_key
0	trade_date	date	Trade date	Y
1	exchange_id	varchar(6)	Exchange code (SSE Shanghai, SZSE Shenzhen, BSE Beijing)	Y
2	rzye	float	Margin balance (yuan)	N
3	rzmre	float	Margin buy amount (yuan)	N
4	rzche	float	Margin repayment amount (yuan)	N
5	rqye	float	Securities lending balance (yuan)	N
6	rqmcl	float	Securities lending sell volume (shares/units/lots)	N
7	rzrqye	float	Total margin balance (yuan)	N
8	rqyl	float	Securities lending volume (shares/units/lots)	N

Margin trading detail: margin_detail

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

Margin detail with security code, date, margin balance/buy/repay, securities lending balance/sell volume, total margin balance, lending volume.

	columns	dtypes	remarks	is_prime_key
0	ts_code	varchar(14)	Security code	Y
1	trade_date	date	Trade date	Y
2	rzye	float	Margin balance (yuan)	N
3	rqye	float	Securities lending balance (yuan)	N
4	rzmre	float	Margin buy amount (yuan)	N
5	rqyl	float	Securities lending volume (shares)	N
6	rzche	float	Margin repayment amount (yuan)	N
7	rqchl	float	Securities lending repaid volume (shares)	N
8	rqmcl	float	Securities lending sell volume (shares/units/lots)	N
9	rzrqye	float	Total margin balance (yuan)	N