venvoo/china-a-share-l2-level2-limit-order-book-tick-data

China A-Share Level-2 Archive 2017–2026 · Quotes, orders and trades · Parquet A historical archive of Chinese exchange Level-2 data, supplied through a vendor export. It includes ten-level quote snapshots, individual order messages and trade-stream records. The files cover A-share stocks and non-stock instruments such as ETFs and bonds. “Full-market” describes the export's scope, not a guarantee that every instrument or message is present. 中国证券市场 Level-2… See the full description on the dataset page: https://huggingface.co/datasets/venvoo/china-a-share-l2-level2-limit-order-book-tick-data.