| # 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 |
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|
| ### 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 |
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|
| ```python |
| import pandas as pd |
| |
| # Load any unified dataset |
| df = pd.read_parquet("cn_unified.parquet") |
| df['date'] = pd.to_datetime(df['date']) |
| ``` |
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|
