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Full-stack data toolkit for China A-shares — 10 layers · 47 endpoints · 15 sources · zero-auth
Architecture · Quick Start · Endpoints · Changelog
Full-stack data toolkit for China A-Share market — 10-layer architecture · 47 endpoints (44 primary + 3 official backups) · 15 data sources · zero third-party data wrapper dependencies A self-contained Skill file that consolidates raw A-share data from 15 sources into a ready-to-use toolkit for AI coding assistants. No need to memorize mootdx candlestick parameters, Eastmoney PDF Referer headers, or iwencai X-Claw authentication — it's all handled. And when a primary source bans you, there's a backup-source quick reference to fall back on. > Compatible with [Claude Code](https://github.com/anthropics/claude-code) · [Codex](https://github.com/openai/codex) · [OpenClaw](https://github.com/anthropics/openclaw) > > The Skill file is structured Markdown + embedded Python. Any AI coding assistant with context injection can use it. --- ## Architecture ``` China A-Share Full-Stack Data · 10-Layer Architecture · V3.6.1 │ (Priority: prefer mootdx/Tencent — never IP-banned; Eastmoney only for exclusive data, with built-in throttling) ├── Market Data mootdx + Tencent + Baidu K-line Candlesticks (w/ MA5/10/20) + Order Book + PE/PB + Index/ETF ├── Research Eastmoney + THS + iwencai Stock reports / Industry reports / PDF / Consensus EPS / NL search ├── Signals THS + Eastmoney Hot stocks + Sector attribution + Northbound flow │ + Sector membership + Fund flow(push2) + Dragon Tiger + Lockup + Industry + Board fund flow ├── Capital Flow Eastmoney datacenter + push2 Margin trading + Block trades + Holder count + Dividends + Fund flow(min+120d) ├── News Eastmoney + Cailianpress Stock news / CLS flash (✅revived in V3.4) / Global finance (mutual backup) ├── Fundamentals mootdx + Eastmoney + Sina 37-field quarterly + F10 9 categories + Financial statements ├── Filings cninfo + mootdx Full filings across SSE / SZSE / BSE ├── Limit-Up Eastmoney push2ex + THS ZT/ZB/DT/prev-ZT pools / limit reasons / consecutive-board ladder │ + Watch list pool + Intraday price-anomaly pool ★V3.6 ├── Options Sina hq.sinajs ETF option T-quotes / Greeks / implied volatility ★V3.3 └── Sentiment cninfo IRM + THS + Eastmoney Investor Q&A / hot lists / popularity rank / concept hits ★V3.3 ``` > ★V3.4 On top of the 10 layers there is now a **Backup Sources & Fallback Strategy** appendix: SSE/SZSE official + Sina + HKEX — official backup functions (dragon-tiger / fund flow / filings) + a per-layer fallback table for when a primary source bans you (see the corresponding SKILL.md section). --- ## Quick Start **3 steps, 2 minutes.** ```bash # 1. Create skill directory mkdir -p ~/.claude/skills/a-stock-data # 2. Download SKILL.md curl -o ~/.claude/skills/a-stock-data/SKILL.md \ https://raw.githubusercontent.com/simonlin1212/a-stock-data/main/SKILL.md # 3. Install dependencies (V3.0: akshare no longer needed) pip install mootdx requests pandas stockstats ``` Launch Claude Code and say "Check the valuation of 688017" — the skill activates automatically. > **Codex / OpenClaw users:** Paste the contents of SKILL.md into your system prompt or project context file. The embedded Python code is ready to execute. --- ## 47 Endpoints > **Counting convention:** the tables below have 48 rows but count as 47 endpoints — "Eastmoney Industry Reports" shares **the same endpoint** as "Eastmoney reportapi" (only the `qType` parameter differs) and "THS Northbound (historical)" is a local self-built cache (not a separate endpoint), so neither is counted; the single "EM Intraday Anomaly Pool" row covers **two** endpoints (`list` / `count`), adding one back. 48 − 1 − 1 + 1 = 47. ### Market Data (real-time, no IP ban) | Endpoint | Data | |----------|------| | mootdx Market Data | Candlesticks (multi-period) + Level-2 order book + tick-by-tick + 46-field quote | | Tencent Finance | PE(TTM) / PB / Market Cap / Float Cap / Turnover / Price Limits / Index / ETF | | **Baidu K-line** | Daily K-line + MA5/MA10/MA20 moving averages included (V3.0 new) | ### Research Reports | Endpoint | Data | |----------|------| | Eastmoney reportapi | Single-stock report list + ratings + 3-year EPS forecasts | | Eastmoney Industry Reports | Industry report list (qType=1, same endpoint) + industry name/code + rating (V3.2.3) | | Eastmoney PDF | Full research report PDF, stock & industry (Referer auth handled) | | THS Consensus EPS | Institutional consensus EPS (direct basic.10jqka.com.cn) | | iwencai NL Search | Natural language cross-topic report search | ### Signals | Endpoint | Data | |----------|------| | THS Hot Stocks | Today's strong stocks + sector attribution tags (editorial annotations) | | THS Northbound (real-time) | Shanghai Connect minute-level flow (Shenzhen Connect unreliable since upstream disclosure tightening — see HKEX backup for authoritative data) | | THS Northbound (historical) | Local self-cached daily history | | Eastmoney Sector Membership | All sectors a stock belongs to (industry/concept/region mixed) + BK code + daily change + leading stock (V3.2.2, replaced Baidu PAE, one request) | | **Eastmoney Fund Flow** | Main / Large / Medium / Small / Super-large order minute-level net inflow (V3.1, replaced Baidu PAE) | | Dragon Tiger Board | Appearance records + Top 5 buy/sell brokerages + institutional activity | | Daily Dragon Tiger (Full Market) | All stocks on daily board + net buy ranking + appearance reasons | | Lockup Expiry Calendar | Historical releases + 90-day upcoming expiry alerts | | **Industry Ranking** | Eastmoney industry change/up/down counts (V3.0, replaced THS 401) | | **Board Fund Flow** | Industry/concept/region × today/5d/10d main net inflow & ratio + super-large/large/medium/small tiers + leading stock (V3.5, same endpoint as Industry Ranking) | ### Capital Flow / Ownership (V3.0 New) | Endpoint | Data | |----------|------| | **Margin Trading** | Daily margin balance / buy / repay + short selling balance | | **Block Trades** | Deal price/volume + buyer/seller brokerages + premium rate | | **Shareholder Count** | Quarterly holder count + QoQ change + avg shares per holder | | **Dividend History** | Per-share cash dividend / bonus shares / transfer shares | | **120-Day Fund Flow** | Main / large / medium / small order daily net inflow | ### News | Endpoint | Data | |----------|------| | Stock News | Eastmoney per-stock news (direct search-api-web) | | CLS Flash | Market-wide real-time flash (v1 API + local signature, zero key, ✅revived in V3.4.0, mutual backup with Global News) | | Global News | Eastmoney global finance news (direct np-weblist, 7×24) | ### Fundamentals + Filings | Endpoint | Data | |----------|------| | Quarterly Snapshot | 37 fields (EPS / ROE / Net Profit / Revenue...) | | F10 Company Data | 9 categories (truncation optimization, -70% tokens) | | Eastmoney Stock Info | Industry / total shares / float / market cap / listing date (direct push2) | | Sina Financial Statements | Balance sheet / Income statement / Cash flow (direct quotes.sina.cn) | | cninfo Filings | Full filings across all exchanges | ### Limit-Up / Limit-Down (V3.3 new) | Endpoint | Data | |----------|------| | EM Limit-Up Pool | Consecutive boards / N-day-M-board / seal fund / break count / seal time / industry | | EM Break-Board Pool | Opened after limit-up + amplitude / speed | | EM Limit-Down Pool | Seal fund / consecutive limit-down / open count / board turnover | | EM Prev-Day Limit-Up Pool | Yesterday's limit-up performance today (promotion rate / profit effect) | | THS Limit-Up Insight | Limit reason themes / seal success rate / board type / seal amount | | EM Watch List Pool | Exchange risk-warning / watch list + validity window (new in V3.6) | | EM Intraday Anomaly Pool | Severe price-anomaly detail + per-stock aggregated counts + all 12 anomaly rules decoded (new in V3.6) | ### ETF Options (V3.3 new) | Endpoint | Data | |----------|------| | Option Contract List | 50ETF / 300ETF / STAR50 ETF / 500ETF call & put contracts by month | | T-Quote | Bid/ask 5 levels / open interest / strike / last / volume | | Greeks + IV | Delta / Gamma / Theta / Vega / implied vol / theoretical value (exchange-computed, no local BSM) | ### Sentiment & Interaction (V3.3 new) | Endpoint | Data | |----------|------| | Investor Q&A (IRM) | Investor questions + official company replies (unique source: how a company responds to rumors/news) | | THS Hot List | Popularity / concept tags / rank change | | EM Popularity Rank | Rank + rank change + name/price | | EM Stock Concept Hits | Which concepts the market is grouping this stock under + heat | ### Backup Sources (V3.4 new · fallback when a primary source bans you) | Endpoint | Data | |----------|------| | Official Dragon-Tiger Backup | SSE + SZSE official APIs, zero-auth, authoritative first-party, incl. brokerage seats (when Eastmoney is banned) | | Fund Flow Backup | Sina daily 4-tier order net flow (super-large / large / medium / small + net inflow) | | Filings Backup | SZSE official for Shenzhen tickers, Eastmoney for Shanghai, both with direct PDF links (when cninfo is banned) | > Plus a **per-layer primary → independent-backup table** (exchange official / THS F10 / HKEX / cninfo webapi / Jin10 — all on different rate-limit planes) and a "confirmed dead" list — see the "Backup Sources & Fallback Strategy" section in SKILL.md. ### Authentication All data sources except iwencai are **completely free, no API key needed**. Only iwencai semantic search requires an API key ([apply here](https://www.iwencai.com/skillhub)). --- ## Usage Examples Just tell your AI assistant: | Scenario | Prompt | |----------|--------| | Valuation | "Estimate 688017 — give me PE / PEG / payback period" | | Sector Attribution | "Which stocks are strong today and what sectors are driving them" | | Research Reports | "Latest reports on humanoid robot supply chain, especially ball screws and reducers" | | Northbound Flow | "How's northbound capital flow looking today" | | Concept Blocks | "What concept sectors does 688017 belong to" | | Fund Flow | "Is institutional money flowing into or out of 000858 today" | | Dragon Tiger Board | "Has 002475 appeared on the dragon tiger board recently, which brokerages are buying" | | Daily Dragon Tiger | "Which stocks had the highest net buy on today's dragon tiger board" | | Lockup Expiry | "Any lockup expiries coming up in the next 3 months for this stock" | | Industry Rotation | "Which industries are up the most today, where is money flowing" | | Margin Trading | "What's the recent trend in margin balance for 600519" | | Block Trades | "Any recent block trades for this stock, premium or discount" | | Shareholder Count | "Is 000858 shareholder count increasing or decreasing" | | Dividends | "How much has Moutai paid in dividends over the years" | | ETF Quote | "What's the price of 510050 (SSE 50 ETF) and today's change" | | Limit-Up Sentiment | "How many stocks hit limit-up today, highest consecutive boards, break rate" | | Limit-Up Themes | "What themes drove today's limit-ups, which are multi-day boards" | | Watch List Pool | "Which stocks are on the exchange watch list right now, and until when" | | Intraday Anomalies | "Which stocks had severe price anomalies today, and which rule did they trigger" | | Anomaly × Watch List | "Of today's anomaly stocks, which are already on the watch list" | | ETF Options | "What's the implied vol and Delta of the at-the-money 50ETF option" | | Investor Q&A | "What are investors asking BYD recently and how did the company respond" | | Market Heat | "Which stocks are hottest today and what concepts are they grouped under" | | News & Filings | "Pull recent news and filings for 300476" | | Market Flash | "Any big market news right now on the CLS flash feed" | | Batch Compare | "Compare valuations of these 5 semiconductor stocks" | ### 4 Built-in Research Workflows | Workflow | What it does | Time | |----------|-------------|------| | Single Stock Valuation | Live price → Consensus EPS → Forward PE / PEG / PE payback years | 30 sec | | Batch Comparison | Side-by-side valuation ranking | 1 min | | Thematic Research | iwencai multi-keyword NL search + Eastmoney PDF cross-reference | 2 min | | New Target Research | Coverage → Valuation → Concepts → Fund flow → Dragon tiger → Lockup → Margin | 1 min | --- ## Data Source Priority (V3.2 re-ranked by IP-ban risk) > **Principle: anything available from mootdx or Tencent (quotes / K-line / live price / market cap / financials) must use them first (never IP-banned). Eastmoney is only for its exclusive data, all routed through the throttled `em_get()`.** | Priority | Source | Protocol | IP Ban Risk | Use | |----------|--------|----------|-------------|-----| | **1 (top)** | mootdx (TDX) | TCP 7709 | **Never banned** | K-line / order book / ticks / financials / F10 | | **2 (top)** | Tencent Finance | HTTP | **Never banned** | Live price / PE / PB / market cap / turnover / index / ETF | | 3 | THS Hot Stocks / Northbound | HTTP | Very low (zero auth) | Hot stocks / themes / northbound flow | | 4 | Baidu Finance | HTTP | Very low | K-line (w/ MA5/10/20) | | 5 | Sina Finance | HTTP | Low | Financial statements | | 6 | cninfo | HTTP | Low | Filings | | 7 | THS Consensus EPS | HTTP | Low (UA required) | Consensus EPS | | 8 | iwencai | OpenAPI | Low (key required) | NL semantic search | | **last (exclusive only)** | **Eastmoney** datacenter/push2/reportapi/search/np-weblist | HTTP | **Medium — has rate-limit risk** | Dragon-tiger / lockup / margin / block trade / shareholders / dividends / fund flow / reports / news (all via `em_get()`) | > **Architecture:** Except mootdx (TCP binary protocol), all sources use direct HTTP API calls, zero third-party data wrapper dependencies. **Eastmoney APIs are rate-limited; all calls go through `em_get()` for serial throttling. For batch jobs, increase `EM_MIN_INTERVAL`.** > > **Fallback (V3.4 new):** When any primary source is banned or broken, check the "Backup Sources & Fallback Strategy" section in SKILL.md — every data category has an independent backup on a **different domain and rate-limit plane** (SSE/SZSE official / Sina / THS / HKEX), unaffected when Eastmoney bans you. --- ## Changelog See [CHANGELOG.md](./CHANGELOG.md). --- ## Disclaimer This project provides data access tools only and does not constitute investment advice. Investing involves risk. --- ## Support If this tool saved you time, a coffee is appreciated ☕
