AStock

You can retrieve K-line data using the Sina Finance JSONP API. The request URL requires a specific format for the path segment to handle caching or time validation, and query parameters to define the stock and timeframe.

URL Structure

The URL follows this pattern: https://quotes.sina.cn/cn/api/jsonp_v2.php/var%20_{stock_id}_{scale}_{timestamp}=/CN_MarketDataService.getKLineData?symbol={stock_id}&scale={scale}&ma={ma_param}&datalen={length}

Path Segment Components (_{stock_id}_{scale}_{timestamp}):

• stock_id: The stock identifier (e.g., sh600036).
• scale: The time interval in minutes.
• timestamp: A 13-digit Unix timestamp (milliseconds). This is used to avoid cache or potentially as a termination parameter.

Query Parameters

• symbol: The stock ID (e.g., sh600036).
• scale: The time interval. Supported values include:
  • Minute levels: 5, 15, 30, 60.
  • Daily K-line: 240.
  • Weekly K-line: 1200.
• ma: Set to no to exclude moving averages. If you remove the ma=no parameter, the API returns additional fields for 5, 10, and 30-period moving average prices (ma_price5, ma_price10, ma_price30) and volumes (ma_volume5, ma_volume10, ma_volume30).
• datalen: The number of data points to return.

Data Format

Each data item in the response contains:

• day: Timestamp/Date
• open: Opening price
• high: Highest price
• low: Lowest price
• close: Closing price
• volume: Trading volume (shares)

# Example: 60-minute K-line for sh600036
https://quotes.sina.cn/cn/api/jsonp_v2.php/var%20_sh600036_60_1577432551767=/CN_MarketDataService.getKLineData?symbol=sh600036&scale=60&ma=no&datalen=1023

# Example: Daily K-line (scale=240) with Moving Averages
https://quotes.sina.cn/cn/api/jsonp_v2.php/var%20_sh600036_240_1577432551767=/CN_MarketDataService.getKLineData?symbol=sh600036&scale=240&datalen=1023

Sina Finance provides APIs to retrieve adjustment factors for calculating adjusted prices. This is useful for identifying ex-dividend dates and calculating true returns.

Adjustment APIs

• Forward Adjustment (前复权): https://finance.sina.com.cn/realstock/company/{stock_id}/qfq.js
• Backward Adjustment (后复权): https://finance.sina.com.cn/realstock/company/{stock_id}/hfq.js

Data Format

The response is a series of JSON objects containing:

• d: The date of the adjustment.
• f: The adjustment factor.

Calculation Logic

To calculate the adjusted return using these factors, use the following logic:

Using Forward Adjustment (qfq): To compare a price at date $T_1$ with a price at date $T_2$ (where $T_2$ is the more recent date): $$\text{Return} = \frac{\text{Price}{T2} / f{T2}}{\text{Price}{T1} / f{T1}}$$

Using Backward Adjustment (hfq): $$\text{Return} = \frac{\text{Price}{T2} \times f{T2}}{\text{Price}{T1} \times f{T1}}$$

Note: The ratio of factors in hfq is the inverse of the ratio in qfq.

// Example response from qfq.js
[{"d":"2019-06-03", "f":"1.0000000000000000"}, {"d":"2007-01-18", "f":"1.3000000000000000"}]

You can retrieve real-time market data by querying the Sina Finance API endpoint. The endpoint supports single or multiple stock symbols separated by commas.

Endpoint URL Pattern: https://hq.sinajs.cn/list={symbol}

Example URLs:

• Single stock: https://hq.sinajs.cn/list=sh000001
• Multiple stocks: https://hq.sinajs.cn/list=sh000001,sh600036

Data Format: The response is a JavaScript variable assignment (e.g., var hq_str_sh000001="..."). The values are comma-separated strings. Note that some responses end with a trailing comma, while others do not.

Field Mapping (in order):

1. Stock Name
2. Opening Price
3. Previous Close
4. Current Price
5. High Price
6. Low Price
7. Bid 1 Price
8. Ask 1 Price
9. Volume (Lots for indices, Shares for individual stocks)
10. Turnover (Yuan)
11. Bid 1 Volume (Shares)
12. Bid 1 Price
13. Bid 2 Volume (Shares)
14. Bid 2 Price ... (continues through Bid 5)
15. Ask 1 Volume (Shares)
16. Ask 1 Price ... (continues through Ask 5)
17. Date (YYYY-MM-DD)
18. Time (HH:mm:ss)
19. Status (00: Normal, -2: Not listed, -3/03: Delisted)