alphat03/Tick-by-Tick-Orders-China

Tick-by-Tick Orders and Trades — China A-Shares (2025) Full-depth Level-2 message data for every listed stock, fund and ETF on the Shanghai (.SH) and Shenzhen (.SZ) exchanges, 2025. This repository holds one calendar year. The remaining years live in sibling repositories, one per year: Year Repository 2023 alphat01/Tick-by-Tick-Orders-China 2024 alphat02/Tick-by-Tick-Orders-China 2025 alphat03/Tick-by-Tick-Orders-China 2026 alphat04/Tick-by-Tick-Orders-China… See the full description on the dataset page: https://huggingface.co/datasets/alphat03/Tick-by-Tick-Orders-China.