GSDATA: Stata module to download high frequency data for a list of stock in ShangHai or ShenZhen markets

Zhiyong Li ()
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Zhiyong Li: University of International Business and Economics, Beijing

Statistical Software Components from Boston College Department of Economics

Abstract: gsdata downloads high frequency data for a list of stock in ShangHai or ShenZhen from Net Ease (a web site providing financial information in China, www.163.com). gsdata currently queries Net Ease's API for stock transaction data in a day, but you should notice that our codes can only download trading data in recent two weeks. Examples may be out of date, you can try recent trading days to use the codes.

Language: Stata
Requires: Stata version 13.1
Keywords: stock quotes; data management; Shanghai; Shenzhen (search for similar items in EconPapers)
Date: 2016-09-03, Revised 2016-09-12
Note: This module should be installed from within Stata by typing "ssc install gsdata". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/g/gsdata.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/g/gsdata.sthlp help file (text/plain)

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