# 数据说明 / Data notes

数据快照日期 / Data snapshot: **2026-10-29**.

| Provider | day.txt 日期范围 / Calendar range | 行情代码与字段 / Symbols and fields |
|---|---|---|
| cn_data | 2000-01-04 — 2026-05-25 | 6,100 symbols; open/high/low/close/volume/amount/adjclose/change/factor/vwap |
| us_data | 2005-04-08 — 2026-05-22 | 533 stock symbols + SP500 benchmark; open/high/low/close/volume/factor/change |
| hk_data | 2005-04-08 — 2026-05-22 | 113 stock symbols + HKHSI benchmark; open/high/low/close/volume/factor/change |

## 中文

三套 Qlib provider 均完整保留快照中的文件。中证股票池定义位于 `cn_data/instruments/csi300.txt`、`csi500.txt`、`csi1000.txt`；美股和港股股票池定义见对应 `instruments/` 目录。股票池文件记录历史区间，历史代码总数与某一天的成分数量含义不同；日历范围表示 provider 日历的起止日期，各股票的实际覆盖见行情文件。

CSI300 历史代码 SHT00018 的行情覆盖缺口保留在原数据中。`hk_data/failed_yfinance_intervals.txt` 记录 7 个历史成分获取失败区间。港股大小写两套代码目录均保留原布局。provider 中还包含现有说明、day_future 日历和基准指数文件。

A 股分钟数据按 `2000-2024/<年份>/<频率>/<股票>.csv` 保存，包含 1、5、15、30、60 分钟五种频率，各 61,899 个文件。CSV 的字段、数值和复权约定沿用源文件，所有数据保持原始字节内容。

## English

All three Qlib providers retain every file in the snapshot. Historical CSI universe definitions are stored in `cn_data/instruments/csi300.txt`, `csi500.txt`, and `csi1000.txt`. US and Hong Kong universe definitions are under their respective `instruments/` directories. Universe files record historical membership intervals; the number of symbols across history differs from membership on a specific date. Calendar ranges describe provider calendars; each symbol's actual coverage is determined by its feature files.

The original coverage gap for historical CSI300 symbol SHT00018 is preserved. `hk_data/failed_yfinance_intervals.txt` records seven failed historical constituent intervals. Both uppercase and lowercase Hong Kong symbol directories retain the source layout. Provider documentation, day_future calendars, and benchmark files are also present.

A-share minute files follow `2000-2024/<year>/<frequency>/<stock>.csv`, with 61,899 files at each of the 1-, 5-, 15-, 30-, and 60-minute frequencies. CSV fields, values, adjustment conventions, and original file bytes are preserved.