Stock Data Query

Two data sources are supported. Tencent Finance HTTP API is used by default:

1. Tencent Finance HTTP API (Default) — Lightweight, no installation, no proxy required
2. adata SDK (Optional) — More comprehensive data, requires installation and possibly a proxy

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1. Tencent Finance HTTP API (Default)

1.1 China A-Share Real-Time Quotes

Endpoint:

http://qt.gtimg.cn/q=<stock_code>

Stock Code Format:

| Market | Code Prefix | Example | |--------|-------------|---------| | Shanghai Main Board | sh600xxx | sh600519 (Moutai) | | STAR Market | sh688xxx | sh688111 | | Shenzhen Main Board | sz000xxx | sz000001 (Ping An Bank) | | ChiNext (GEM) | sz300xxx | sz300033 | | ETF | sz159xxx | sz159919 |

Index Codes:

| Index | Code | |-------|------| | SSE Composite (Shanghai) | sh000001 | | SZSE Component (Shenzhen) | sz399001 | | ChiNext Index | sz399006 | | STAR 50 | sz399987 | | CSI 300 | sh000300 |

Examples:

# Single stock
curl -s "http://qt.gtimg.cn/q=sh600519"

# Multiple stocks
curl -s "http://qt.gtimg.cn/q=sh600519,sh000001,sz399001"

Response Fields:

v_sh600519="1~贵州茅台~600519~1460.00~1466.21~1466.99~14146~6374~7772~..."
          ~  Name    ~ Code  ~  Open  ~  High  ~   Low  ~ Volume

| Index | Field | |-------|-------| | 0 | Market code | | 1 | Stock name | | 2 | Stock code | | 3 | Current price | | 4 | Open price | | 5 | Low price | | 6 | High price | | 30 | Price change | | 31 | Change % |

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1.2 Hong Kong Stock Real-Time Quotes

Endpoint:

http://qt.gtimg.cn/q=hk<stock_code>

Examples:

# Tencent Holdings
curl -s "http://qt.gtimg.cn/q=hk00700"

# Alibaba
curl -s "http://qt.gtimg.cn/q=hk09988"

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1.3 US Stock Real-Time Quotes

Endpoint:

http://qt.gtimg.cn/q=us<ticker>

Examples:

# Apple
curl -s "http://qt.gtimg.cn/q=usAAPL"

# Tesla
curl -s "http://qt.gtimg.cn/q=usTSLA"

# NVIDIA
curl -s "http://qt.gtimg.cn/q=usNVDA"

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1.4 K-Line Historical Data

Endpoint:

https://web.ifzq.gtimg.cn/appstock/app/fqkline/get

Parameters: | Parameter | Description | |-----------|-------------| | _var | Variable name, e.g. kline_dayqfq | | param | stock_code, kline_type, start_date, end_date, count, adjust_type |

K-Line Types: day / week / month

Adjustment Types: qfqa (forward-adjusted) / qfq (backward-adjusted) / empty (unadjusted)

Examples:

# Moutai daily K-line (last 10 days, forward-adjusted)
curl -s "https://web.ifzq.gtimg.cn/appstock/app/fqkline/get?_var=kline_dayqfq&param=sh600519,day,,,10,qfqa"

# Ping An Bank weekly K-line (last 5 weeks)
curl -s "https://web.ifzq.gtimg.cn/appstock/app/fqkline/get?_var=kline_weekqfq&param=sz000001,week,,,5,qfqa"

# ChiNext Index monthly K-line (last 3 months)
curl -s "https://web.ifzq.gtimg.cn/appstock/app/fqkline/get?_var=kline_monthqfq&param=sz399006,month,,,3,qfqa"

Response Format:

{"day": [["2026-02-27", "1466.99", "1461.19", "1476.21", "1456.01", "13534"], ...]}
                Date       Open      Close      High       Low      Volume

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1.5 Order Book Analysis

Endpoint:

http://qt.gtimg.cn/q=s_pk<stock_code>

Example:

curl -s "http://qt.gtimg.cn/q=s_pksh600519"

Returns: Buy/sell volume ratios (internal vs external trades)

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2. adata SDK (Optional)

adata is an open-source A-share quantitative data library providing more comprehensive data. Requires installation and possibly a proxy.

Installation

pip install adata

Proxy Setup (if needed)

import adata
adata.proxy(is_proxy=True, ip='your-proxy-ip:port')

Feature List

| Feature | Description | |---------|-------------| | Stock Basic Info | All A-share codes, share capital, SW industry classification | | K-Line Data | Daily/Weekly/Monthly, forward/backward adjustment | | Real-Time Quotes | Batch real-time pricing | | Level-2 Order Book | Bid/ask depth data | | Capital Flow | Individual stock capital flow analysis | | Concept Sectors | Thematic sector data | | Index Data | Major index quotes | | ETF | ETF quotes |

Usage Examples

import adata

# Get all A-share stock codes
df = adata.stock.info.all_code()

# Get K-line data
df = adata.stock.market.get_market(
    stock_code='000001',
    k_type=1,           # 1=daily, 2=weekly, 3=monthly
    start_date='2024-01-01',
    adjust_type=1        # 0=unadjusted, 1=forward, 2=backward
)

# Real-time quotes
df = adata.stock.market.list_market_current(
    code_list=['000001', '600519']
)

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3. Use Case Guide

| Scenario | Recommended Source | |----------|--------------------| | Quick single stock price check | Tencent Finance API | | K-line historical data | Tencent Finance API | | Batch quote queries | Tencent Finance API | | Capital flow data | adata SDK | | Full financial statements | adata SDK | | Concept/sector analysis | adata SDK | | Level-2 order book | Tencent Finance API or adata SDK |

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4. Important Notes

1. Encoding: Tencent Finance API returns GBK-encoded text — decode accordingly
2. Change %: Use the API's built-in field (index 31) — do not calculate manually
3. Data Delay: Real-time data may have up to 15-minute delay
4. Request Rate: Avoid high-frequency requests — use batch queries when possible
5. Error Handling: Invalid stock codes return v_pv_none_match="1"