---
license: other
pretty_name: China A-share Level 2 Trades
tags:
- finance
- market-data
- parquet
---

# China A-share Level 2 Trades

Canonical Level 2 trade records for China A-shares, stored as one fact table.

## Coverage

- Date range: 2026-04-01 to 2026-08-07
- Trading days: 85
- Rows: 13933261910
- Parquet files: 614
- Compressed local size: 111.20 GiB

## Layout

```text
data/l2_trades/
  trade_date=YYYY-MM-DD/
    code_prefix=00/
      part-00000.parquet
```

`code_prefix` is `ticker[:2]`. For example, `000001 -> 00`, `300750 -> 30`, `600519 -> 60`, and `688981 -> 68`.

Files are sorted by `ticker`, `time_s`, and `tran_id`. Row groups are written with
`row_group_size=2000000` rows and zstd compression.

## Columns

- `ticker`: string
- `time_s`: int32
- `tran_id`: int64
- `price_x10000`: int64
- `volume`: int64
- `sale_order_volume`: int64
- `buy_order_volume`: int64
- `side`: string
- `sale_order_id`: int64
- `sale_order_price_x10000`: int64
- `buy_order_id`: int64
- `buy_order_price_x10000`: int64

`trade_date` and `code_prefix` are Hive partition columns from the path.

## Metadata

```text
metadata/daily_manifest.parquet
metadata/ticker_calendar.parquet
metadata/schema.json
```

`ticker_calendar.parquet` contains `trade_date`, `ticker`, `code_prefix`, `row_count`, `min_time_s`, and `max_time_s`.

## Notes

The source data is Level 2 market data. Users are responsible for confirming that their use complies with the
applicable data vendor, exchange, and redistribution terms.