CNINTRADAY: Stata module to Download intraday stock quotations for a list of stock codes in a given date from SinaFinance

Chuntao Li () and Yuan Xue ()
Additional contact information
Yuan Xue: Zhongnan Univ. of Econ. & Law

Statistical Software Components from Boston College Department of Economics

Abstract: cnintraday automatically downloads intraday trading quotations for every 3 seconds for a list of stock codes in a given date from SinaFinance (http://finance.sina.com.cn/), conditional on whether there are transactions. The information you get includes trading time, trading price, price change, trading volume, trading amount in RMB and trade direction.

Language: Stata
Requires: Stata version 12
Keywords: China; stock; intraday quotes (search for similar items in EconPapers)
Date: 2016-10-27, Revised 2019-02-03
Note: This module should be installed from within Stata by typing "ssc install cnintraday". 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/c/cnintraday.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/c/cnintraday.sthlp help file (text/plain)

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