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

Author

Listed:
  • Zhiyong Li

    (University of International Business and Economics, Beijing)

Programming Language

Stata

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 Examples may be out of date, you can try recent trading days to use the codes.

Suggested Citation

  • Zhiyong Li, 2016. "GSDATA: Stata module to download high frequency data for a list of stock in ShangHai or ShenZhen markets," Statistical Software Components S458233, Boston College Department of Economics, revised 12 Sep 2016.
  • Handle: RePEc:boc:bocode:s458233
    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.
    as

    Download full text from publisher

    File URL: http://fmwww.bc.edu/repec/bocode/g/gsdata.ado
    File Function: program code
    Download Restriction: no

    File URL: http://fmwww.bc.edu/repec/bocode/g/gsdata.sthlp
    File Function: help file
    Download Restriction: no
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