Exporting DAI Query Results for Spreadsheet Analysis

Summary

This forum post presents a DAI query for filtering Chinese A-share records and asks how to save a large result table as an XLS spreadsheet for separate analysis. Its SQL selects dates, instruments, and derived indicators for price-limit events, including prior-price gaps, intraday gains, and next-day returns. It filters out newer listings, risk-warning stocks, suspended securities, and certain market categories, then keeps rows meeting a composite condition and orders them by date and instrument.

The example shows how to retrieve a DataFrame through the DAI Python interface, but it does not explain how to export that DataFrame to a spreadsheet. The indicators and thresholds illustrate one user’s event-selection analysis; the post supplies no evaluation of the approach, performance evidence, or guidance about spreadsheet size limits. It is therefore useful mainly as an example of query-based stock screening, while the specific export question remains unanswered in the provided text.

Key ideas

• The query filters Chinese A-share data using price-limit, gap, intraday-return, and next-day-return conditions.
• It excludes securities based on listing age, risk-warning status, suspension, and other eligibility fields.
• The result is returned as a DataFrame and sorted by date and instrument.
• The post asks how to export large query results but provides no export instructions.

Tags

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