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finskills-cn-stocks

Retrieve and interpret China A-share and exchange-traded fund data through the Finskills REST API, including quotes, batch quotes, adjusted daily or intraday history, security search and profiles, financials, dividends, options, holders, recommendations, and earnings. Use when a user asks about mainland Chinese stocks or ETFs by six-digit code, Chinese company name, Shanghai/Shenzhen suffix, A-share price history, 前复权/后复权, or comparative A-share research.

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FinSkills China A-Shares

Use https://finskills.net as the only public API base URL. Never call the private upstream service directly.

Execute a request

  1. Obtain a Finskills API key from the user or the FINSKILLS_API_KEY environment variable. Direct users without a key to https://finskills.net/register.
  2. Normalize the requested security code. Accept bare six-digit codes such as 600519, or qualified codes such as 600519.SH and 000001.SZ. Preserve an explicit suffix.
  3. Select the smallest endpoint that answers the question. Read references/api.md for parameters and response fields.
  4. Send X-API-Key: <key> over HTTPS. Never print, echo, log, or repeat the key.
  5. Report the normalized symbol, exchange, currency, observation timestamp, interval, source, and cache state when available.

Use the bundled client for repeatable calls:

export FINSKILLS_API_KEY='fh_live_...'
python3 scripts/cn_stocks.py quote 600519
python3 scripts/cn_stocks.py history 600519 --interval 1d --adjustment qfq --limit 100
python3 scripts/cn_stocks.py quotes 600519 000001 300750

Choose the endpoint

| Intent | Command / endpoint | |---|---| | Latest price for one security | quote → /v1/stocks/quote/{symbol} | | Compare several latest prices | quotes → /v1/stocks/quotes?symbols=... | | OHLCV history or returns | history → /v1/stocks/history/{symbol} | | Resolve a name or code | search → /v1/stocks/search?q=... | | Identity and listing profile | profile → /v1/stocks/profile/{symbol} | | Fundamentals or event datasets | financials, dividends, options, holders, recommendations, earnings |

For comparisons, call independent endpoints concurrently where possible, then align observations by timestamp before calculating changes or returns.

Apply A-share conventions

  • Treat 600xxx and 601xxx codes as typically Shanghai, and 000xxx and 300xxx as typically Shenzhen, but trust the API's normalized symbol and exchange fields over inference.
  • Use qfq (前复权) for return and chart analysis unless the user requests raw (none) or 后复权 (hfq) prices.
  • Use 1d for long-range analysis; use 30m or 60m only for intraday questions.
  • Interpret all timestamps in Asia/Shanghai when the response declares that timezone.
  • Treat amount as turnover value and volume as traded quantity; do not interchange them.
  • Do not invent missing fundamentals. Some dataset endpoints may validly return count: 0 and data: [].

Present results

  • Distinguish latest available close from a live intraday quote by checking timestamp, interval, and source.
  • State that prices are in CNY unless the response says otherwise.
  • For calculated performance, name the adjustment mode and date range.
  • Present factual analysis, not personalized investment advice.
  • When an upstream endpoint fails or returns no rows, state that limitation and suggest a narrower date range, another adjustment mode, or a later retry.

See references/api.md for the complete focused API reference and response examples.