stock_code string | date date32 | datetime timestamp[us] | open float64 | high float64 | low float64 | close float64 | volume float64 | amount float64 |
|---|---|---|---|---|---|---|---|---|
000001 | 2021-05-19 | 2021-05-19T10:05:00 | 24.11 | 24.13 | 24.04 | 24.08 | 1,756,990 | 42,322,259 |
000001 | 2021-05-25 | 2021-05-25T11:15:00 | 24.22 | 24.29 | 24.16 | 24.19 | 600,300 | 14,540,208 |
000001 | 2021-06-03 | 2021-06-03T09:40:00 | 23.81 | 23.96 | 23.81 | 23.93 | 1,045,000 | 24,961,135 |
000001 | 2021-06-16 | 2021-06-16T14:40:00 | 23.26 | 23.27 | 23.22 | 23.23 | 421,000 | 9,786,048 |
000001 | 2021-06-25 | 2021-06-25T11:30:00 | 23.4 | 23.45 | 23.34 | 23.45 | 1,026,989 | 24,058,800 |
000001 | 2021-07-08 | 2021-07-08T13:45:00 | 21.29 | 21.34 | 21.28 | 21.32 | 1,505,141 | 32,063,578.48 |
000001 | 2021-07-12 | 2021-07-12T13:15:00 | 21.16 | 21.24 | 21.15 | 21.17 | 1,159,100 | 24,554,252.28 |
000001 | 2021-07-19 | 2021-07-19T13:10:00 | 21.08 | 21.17 | 21.03 | 21.13 | 1,097,000 | 23,145,559 |
000001 | 2021-07-22 | 2021-07-22T13:40:00 | 20.35 | 20.37 | 20.3 | 20.32 | 2,150,264 | 43,726,670.4 |
000001 | 2021-08-18 | 2021-08-18T11:00:00 | 20.24 | 20.36 | 20.24 | 20.35 | 3,346,245 | 67,967,008 |
000001 | 2021-08-19 | 2021-08-19T09:35:00 | 20.48 | 20.62 | 20.32 | 20.4 | 4,675,050 | 95,629,318 |
000001 | 2021-08-30 | 2021-08-30T13:30:00 | 17.62 | 17.64 | 17.6 | 17.6 | 2,285,200 | 40,274,432 |
000001 | 2021-08-31 | 2021-08-31T13:30:00 | 17.67 | 17.69 | 17.65 | 17.65 | 1,003,700 | 17,735,584 |
000001 | 2021-09-10 | 2021-09-10T10:40:00 | 20.21 | 20.5 | 20.17 | 20.48 | 14,210,599 | 289,570,560 |
000001 | 2021-09-13 | 2021-09-13T10:05:00 | 20.16 | 20.24 | 20.1 | 20.19 | 2,045,120 | 41,193,264 |
000001 | 2021-09-17 | 2021-09-17T13:40:00 | 18.6 | 18.62 | 18.56 | 18.61 | 2,310,800 | 42,948,432 |
000001 | 2021-09-23 | 2021-09-23T14:20:00 | 17.67 | 17.67 | 17.65 | 17.67 | 2,817,500 | 49,758,416 |
000001 | 2021-10-08 | 2021-10-08T14:10:00 | 18.63 | 18.66 | 18.61 | 18.65 | 1,359,188 | 25,341,088 |
000001 | 2021-10-14 | 2021-10-14T13:05:00 | 18.98 | 19.09 | 18.97 | 19.07 | 2,576,463 | 48,975,216 |
000001 | 2021-10-19 | 2021-10-19T14:35:00 | 19.58 | 19.58 | 19.55 | 19.56 | 1,158,603 | 22,666,816 |
000001 | 2021-10-21 | 2021-10-21T10:30:00 | 19.45 | 19.52 | 19.43 | 19.51 | 2,291,536 | 44,650,112 |
000001 | 2021-10-25 | 2021-10-25T15:00:00 | 20.12 | 20.13 | 20.1 | 20.12 | 1,308,000 | 26,314,832 |
000001 | 2021-10-29 | 2021-10-29T13:30:00 | 19.6 | 19.62 | 19.57 | 19.59 | 458,800 | 8,992,336 |
000001 | 2021-11-02 | 2021-11-02T10:00:00 | 19.21 | 19.21 | 19.08 | 19.1 | 4,968,853 | 95,093,264 |
000001 | 2021-11-09 | 2021-11-09T10:15:00 | 17.35 | 17.37 | 17.33 | 17.37 | 1,606,560 | 27,870,368 |
000001 | 2021-11-26 | 2021-11-26T10:10:00 | 17.64 | 17.65 | 17.62 | 17.62 | 903,500 | 15,932,601 |
000001 | 2021-12-22 | 2021-12-22T13:40:00 | 17.4 | 17.41 | 17.39 | 17.4 | 1,046,502 | 18,210,672 |
000001 | 2021-12-24 | 2021-12-24T09:40:00 | 17.27 | 17.28 | 17.25 | 17.26 | 2,206,600 | 38,093,227 |
000002 | 2021-05-24 | 2021-05-24T13:25:00 | 26.21 | 26.23 | 26.19 | 26.19 | 1,177,500 | 30,854,800 |
000002 | 2021-06-04 | 2021-06-04T10:30:00 | 26.43 | 26.44 | 26.37 | 26.38 | 2,363,500 | 62,419,088 |
000002 | 2021-06-18 | 2021-06-18T13:50:00 | 24.54 | 24.55 | 24.51 | 24.51 | 775,763 | 19,028,160 |
000002 | 2021-06-25 | 2021-06-25T14:05:00 | 24.52 | 24.52 | 24.5 | 24.51 | 660,100 | 16,180,992 |
000002 | 2021-07-22 | 2021-07-22T14:15:00 | 23.2 | 23.21 | 23.17 | 23.18 | 1,369,919 | 31,767,666.29 |
000002 | 2021-08-02 | 2021-08-02T11:15:00 | 21.07 | 21.08 | 21.03 | 21.04 | 1,595,953 | 33,610,546.59 |
000002 | 2021-08-10 | 2021-08-10T11:30:00 | 21.64 | 21.68 | 21.61 | 21.68 | 877,500 | 19,001,520 |
000002 | 2021-08-13 | 2021-08-13T13:05:00 | 22.68 | 22.76 | 22.68 | 22.72 | 745,200 | 16,930,288 |
000002 | 2021-08-19 | 2021-08-19T13:05:00 | 23.07 | 23.09 | 23 | 23.04 | 2,780,513 | 64,037,904 |
000002 | 2021-09-28 | 2021-09-28T11:05:00 | 21.3 | 21.34 | 21.22 | 21.34 | 2,435,160 | 51,794,128 |
000002 | 2021-09-30 | 2021-09-30T11:15:00 | 21.2 | 21.2 | 21.13 | 21.16 | 1,324,797 | 28,027,136 |
000002 | 2021-10-12 | 2021-10-12T11:25:00 | 22.56 | 22.59 | 22.51 | 22.51 | 2,308,100 | 52,033,888 |
000002 | 2021-10-21 | 2021-10-21T14:35:00 | 20.78 | 20.8 | 20.74 | 20.78 | 1,274,500 | 26,471,904 |
000002 | 2021-10-22 | 2021-10-22T14:20:00 | 21.37 | 21.39 | 21.35 | 21.36 | 756,682 | 16,168,752 |
000002 | 2021-10-27 | 2021-10-27T10:20:00 | 19.88 | 19.91 | 19.86 | 19.91 | 2,297,400 | 45,708,096 |
000002 | 2021-10-27 | 2021-10-27T14:00:00 | 19.7 | 19.72 | 19.67 | 19.7 | 747,500 | 14,719,808 |
000002 | 2021-10-28 | 2021-10-28T10:10:00 | 19.28 | 19.34 | 19.27 | 19.3 | 2,089,833 | 40,344,688 |
000002 | 2021-10-29 | 2021-10-29T13:35:00 | 18.14 | 18.16 | 18.12 | 18.13 | 2,832,205 | 51,358,512 |
000002 | 2021-11-01 | 2021-11-01T14:15:00 | 18.1 | 18.14 | 18.09 | 18.12 | 1,190,300 | 21,567,120 |
000002 | 2021-11-03 | 2021-11-03T14:20:00 | 18.05 | 18.05 | 18.03 | 18.03 | 1,119,300 | 20,188,768 |
000002 | 2021-11-03 | 2021-11-03T14:35:00 | 18.06 | 18.06 | 18.03 | 18.04 | 1,143,640 | 20,632,000 |
000002 | 2021-11-04 | 2021-11-04T10:25:00 | 17.89 | 17.91 | 17.84 | 17.9 | 1,591,776 | 28,451,696 |
000002 | 2021-11-04 | 2021-11-04T13:20:00 | 18.05 | 18.14 | 18.05 | 18.12 | 2,954,918 | 53,502,032 |
000002 | 2021-12-01 | 2021-12-01T10:10:00 | 18.46 | 18.57 | 18.43 | 18.56 | 2,544,341 | 47,059,264 |
000002 | 2021-12-03 | 2021-12-03T13:10:00 | 19.3 | 19.3 | 19.17 | 19.17 | 4,198,466 | 80,784,960 |
000002 | 2021-12-03 | 2021-12-03T13:35:00 | 19.14 | 19.18 | 19.12 | 19.17 | 1,567,500 | 30,023,296 |
000002 | 2021-12-08 | 2021-12-08T11:00:00 | 19.72 | 19.75 | 19.69 | 19.7 | 996,600 | 19,646,656 |
000002 | 2021-12-09 | 2021-12-09T11:00:00 | 20.27 | 20.29 | 20.24 | 20.29 | 3,759,300 | 76,208,992 |
000002 | 2021-12-15 | 2021-12-15T11:20:00 | 19.61 | 19.68 | 19.6 | 19.68 | 1,230,600 | 24,177,120 |
000002 | 2021-12-17 | 2021-12-17T10:00:00 | 19.68 | 19.77 | 19.68 | 19.7 | 1,318,785 | 26,019,836 |
000002 | 2021-12-20 | 2021-12-20T10:20:00 | 19.92 | 19.95 | 19.86 | 19.89 | 3,983,700 | 79,292,384 |
000002 | 2021-12-22 | 2021-12-22T14:25:00 | 19.9 | 19.91 | 19.86 | 19.9 | 916,301 | 18,227,344 |
000002 | 2021-12-22 | 2021-12-22T14:55:00 | 19.86 | 19.89 | 19.84 | 19.88 | 1,723,800 | 34,234,688 |
000002 | 2021-12-28 | 2021-12-28T13:50:00 | 19.67 | 19.68 | 19.66 | 19.67 | 526,800 | 10,360,496 |
000004 | 2021-05-26 | 2021-05-26T13:20:00 | 16.14 | 16.14 | 16.07 | 16.07 | 43,400 | 698,811 |
000004 | 2021-06-21 | 2021-06-21T11:30:00 | 20.2 | 20.22 | 20.17 | 20.17 | 35,400 | 715,029 |
000004 | 2021-07-06 | 2021-07-06T11:25:00 | 19.34 | 19.35 | 19.22 | 19.32 | 175,200 | 3,373,336.84 |
000004 | 2021-07-09 | 2021-07-09T10:45:00 | 18.78 | 18.78 | 18.71 | 18.73 | 73,800 | 1,383,731 |
000004 | 2021-07-15 | 2021-07-15T10:10:00 | 22.36 | 22.6 | 22.31 | 22.4 | 396,300 | 8,914,120 |
000004 | 2021-07-29 | 2021-07-29T13:30:00 | 21.7 | 21.7 | 21.58 | 21.64 | 46,600 | 1,007,745 |
000004 | 2021-07-30 | 2021-07-30T10:40:00 | 22.12 | 22.34 | 22.12 | 22.19 | 159,734 | 3,550,227.86 |
000004 | 2021-08-03 | 2021-08-03T13:45:00 | 24.42 | 24.42 | 23.83 | 24 | 616,000 | 14,895,240.49 |
000004 | 2021-08-03 | 2021-08-03T14:40:00 | 23.75 | 24.09 | 23.71 | 23.71 | 285,101 | 6,826,560 |
000004 | 2021-08-09 | 2021-08-09T10:30:00 | 22.3 | 22.47 | 22.3 | 22.45 | 80,200 | 1,795,645 |
000004 | 2021-08-20 | 2021-08-20T10:20:00 | 20.59 | 20.65 | 20.59 | 20.65 | 45,900 | 946,334 |
000004 | 2021-08-20 | 2021-08-20T14:20:00 | 19.75 | 19.86 | 19.75 | 19.86 | 37,300 | 738,466 |
000004 | 2021-08-23 | 2021-08-23T13:15:00 | 20.28 | 20.32 | 20.28 | 20.28 | 41,400 | 840,151 |
000004 | 2021-08-26 | 2021-08-26T14:35:00 | 19.41 | 19.41 | 19.32 | 19.34 | 69,900 | 1,354,380 |
000004 | 2021-08-27 | 2021-08-27T10:40:00 | 19.05 | 19.14 | 19.05 | 19.09 | 36,200 | 691,154 |
000004 | 2021-09-02 | 2021-09-02T13:50:00 | 18.68 | 18.7 | 18.66 | 18.67 | 31,700 | 592,076 |
000004 | 2021-09-23 | 2021-09-23T13:35:00 | 19.94 | 19.94 | 19.91 | 19.92 | 37,000 | 737,320 |
000004 | 2021-10-15 | 2021-10-15T10:15:00 | 20.25 | 20.46 | 20.25 | 20.3 | 341,949 | 6,970,711 |
000004 | 2021-10-18 | 2021-10-18T14:55:00 | 19.2 | 19.21 | 19.18 | 19.18 | 118,700 | 2,278,427 |
000004 | 2021-10-25 | 2021-10-25T11:20:00 | 18.79 | 18.82 | 18.75 | 18.75 | 17,700 | 332,538 |
000004 | 2021-10-28 | 2021-10-28T14:35:00 | 16.56 | 16.57 | 16.53 | 16.55 | 40,400 | 668,626 |
000004 | 2021-11-11 | 2021-11-11T13:25:00 | 17.49 | 17.5 | 17.48 | 17.5 | 20,500 | 358,709 |
000004 | 2021-11-15 | 2021-11-15T09:45:00 | 18.34 | 19.16 | 18.34 | 19.16 | 1,967,793 | 37,473,890 |
000004 | 2021-11-22 | 2021-11-22T15:00:00 | 18.85 | 18.91 | 18.84 | 18.88 | 192,242 | 3,629,350 |
000004 | 2021-12-08 | 2021-12-08T10:50:00 | 18.34 | 18.35 | 18.32 | 18.32 | 18,500 | 339,279 |
000004 | 2021-12-16 | 2021-12-16T10:10:00 | 18.94 | 18.94 | 18.91 | 18.91 | 13,900 | 263,077 |
000004 | 2021-12-21 | 2021-12-21T11:15:00 | 19.04 | 19.07 | 19.04 | 19.06 | 7,200 | 137,208 |
000006 | 2021-05-17 | 2021-05-17T09:40:00 | 5.44 | 5.45 | 5.4 | 5.4 | 1,349,788 | 7,301,019 |
000006 | 2021-05-31 | 2021-05-31T10:05:00 | 5.26 | 5.28 | 5.26 | 5.27 | 263,989 | 1,390,924 |
000006 | 2021-05-31 | 2021-05-31T14:35:00 | 5.26 | 5.27 | 5.26 | 5.27 | 127,800 | 672,339 |
000006 | 2021-06-16 | 2021-06-16T10:35:00 | 5.17 | 5.17 | 5.16 | 5.17 | 32,400 | 167,228 |
000006 | 2021-06-17 | 2021-06-17T10:45:00 | 5.19 | 5.2 | 5.19 | 5.2 | 114,400 | 593,806 |
000006 | 2021-06-17 | 2021-06-17T14:40:00 | 5.18 | 5.18 | 5.17 | 5.17 | 101,800 | 526,467 |
000006 | 2021-06-29 | 2021-06-29T14:40:00 | 5.03 | 5.04 | 5.03 | 5.03 | 125,900 | 633,712 |
000006 | 2021-07-07 | 2021-07-07T13:55:00 | 4.83 | 4.84 | 4.83 | 4.84 | 111,600 | 539,290 |
000006 | 2021-08-05 | 2021-08-05T09:45:00 | 4.51 | 4.58 | 4.51 | 4.57 | 1,142,600 | 5,193,766 |
000006 | 2021-08-17 | 2021-08-17T14:30:00 | 4.58 | 4.59 | 4.58 | 4.59 | 91,400 | 418,717 |
000006 | 2021-09-16 | 2021-09-16T10:40:00 | 4.7 | 4.7 | 4.68 | 4.69 | 273,100 | 1,279,494 |
TraderHarness A-share 5-year dataset
Point-in-time market data for evaluating and training autonomous LLM trading agents with TraderHarness.
Contents
- Full-market daily OHLCV
- 284,219,844 canonical 5-minute bars partitioned by year
- Announcement titles, policy news, fundamentals, valuation, dividends, and CSI 300
- Entity templates used by TraderHarness's deterministic runtime company mask
- SHA-256 release manifest for verified, atomic installation
Install the complete release:
pip install "traderharness[data]"
traderharness data download --full
Derived and redacted fields
Public news content contains entity-templated headlines or explicit redaction notices only. Licensed CLS full text is not redistributed. Announcement data contains titles rather than source documents. Runtime pseudo-identities are generated by TraderHarness and are not stored as a single fixed mapping in this release.
Intended use
Historical research, agent evaluation, trajectory generation, and reproducible backtesting. This dataset does not provide investment advice and is not intended for live order routing.
Licensing and provenance
Compiled from the maintainers' personal research archive and freely available public internet sources. For research use only. No warranty. Upstream data rights remain with their owners and may differ by field, provider, and jurisdiction. Review the project data documentation and upstream terms before redistribution or commercial use.
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