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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 toclose(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 < loworhigh < max(open,close)orlow > 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'])
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