README.md

JinJing Shared Data - Unified OHLCV Datasets

Version: 2.0.0 | Updated: 2026-04-13

Dataset Overview

File	Market	Rows	Period	Notes
cn_unified.parquet	CN (A-shares)	8,502,401	2018-2026	Full coverage, 4987 stocks
cn_2010_2017_lite.parquet	CN (A-shares)	19,440	2010-2017	LIMITED: only 10 stocks
us_unified.parquet	US	905,803	2010-2026	US stocks
hk_unified.parquet	HK	499,076	2010-2026	OHLC/zero-vol filtered
delisted_unified.parquet	Delisted	1,207,970	Various	Delisted stocks

Schema (All Files)

date, symbol, open, high, low, close, adj_close, volume, market

⚠️ Data Quality Notes

adj_close Risk (US/HK)

• US/HK adj_close: For recent data, adj_close ≈ close (dividend/adjustment factors may be stale or unavailable)
• If you need accurate adjusted close, recalculate using dividend data from a financial API
• CN adj_close: Set equal to close (no adjustment applied)

CN 2010-2017 Lite Data

• Only 10 Shanghai stocks (sh.600000-sh.600015 range)
• Not representative of full market - use for historical research only
• Full A-share coverage starts 2018

HK Data

• OHLC consistency filter applied: removed rows where high < low or high < max(open,close) or low > min(open,close)
• Zero-volume rows removed (were 9.6% of raw data)

Fixes Applied (v2.0.0)

Severity	Issue	Rows Affected	Fix
P0	CN 2010-2017 only 10 stocks (misleading)	19,440	Separated to cn_2010_2017_lite.parquet
P1	HK OHLC inconsistency	5,073	OHLC filter applied
P1	HK zero-volume rows	53,552	Zero-vol filter applied
P1	Schema column order not unified	All 4 datasets	Normalized to date,symbol,open,high,low,close,adj_close,volume,market
P1	DELISTED spurious amount column	552,070	Column dropped
P2	CN 3 rows open=0	3	Rows removed

Usage

import pandas as pd

# Load any unified dataset
df = pd.read_parquet("cn_unified.parquet")
df['date'] = pd.to_datetime(df['date'])