Collecting and Storing Chinese Market Limit-Up and Limit-Down Statistics

Summary

This tutorial outlines a workflow for collecting daily Chinese stock limit-up and limit-down pools, counting the stocks in each pool, and storing the resulting records on the BigQuant platform. It reads the latest Chinese trading date from a trading-days data source, requests limit-up and limit-down data from an external market-data endpoint, and formats fields such as prices, turnover, sealing times, and consecutive limit events. The daily counts can then be calculated from the returned dataframes.

The article also describes writing records to platform data sources with a date and stock code as a deduplication key, then scheduling the process as a recurring data task. It cautions that the counts may differ from another market-data provider and that the sample is presented for learning. The excerpt provides no validation of data quality or examples of how these statistics perform as trading signals; the stored data is an input for further analysis, not a demonstrated strategy.

Key ideas

• The workflow retrieves the latest Chinese trading date from a platform trading-days source.
• It fetches daily limit-up and limit-down stock pools and formats their fields for analysis.
• The number of stocks in each pool provides a daily market breadth statistic.
• Records can be stored with date and stock code keys to avoid duplicate entries.
• The collection process can be configured to run on a recurring schedule.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.