AShare
Datasets
All datasets matching “AShare”a-share-l2-trades
China A-share Level 2 Trades
Canonical Level 2 trade records for China A-shares, stored as one fact table.
Coverage
Date range: 2026-04-01 to 2026-09-24
Trading days: 119
Rows: 18730990496
Parquet files: 842
Compressed local size: 149.49 GiB
Layout
data/l2_trades/
trade_date=YYYY-MM-DD/
code_prefix=00/
part-00000.parquet
code_prefix is ticker[:2]. For example, 000001 -> 00, 300750 -> 30, 600519 -> 60, and 688981 -> 68.
Files are… See the full description on the dataset page: https://huggingface.co/datasets/phields/a-share-l2-trades.a-share-prices
Dataset Card for a-share-prices
Dataset Summary
This is a daily candlestick dataset of A-share 主板 market, covering the period Since January 1, 2005.
It is primarily intended for historical market data research and does not guarantee the frequency of updates for new data.
You can see the latest updated date in the file .last_update_date.
It consists in two files all-prices.csv and calendar.csv.
all-prices.csv is the primary data file(Attention: the prices are 不复权价).… See the full description on the dataset page: https://huggingface.co/datasets/ellendan/a-share-prices.a-share-l2-market-depth
China A-share Level 2 Market Depth
Canonical order-event and ten-level snapshot data for China A-shares. Canonical
trade records remain in the separate phields/a-share-l2-trades dataset.
Coverage
Date range: 2026-07-24 to 2026-07-24
Trading days: 1
Table
Rows
Parquet files
Compressed size
l2_orders
249,705,486
10
2.14 GiB
l2_snapshots
20,279,887
4
0.91 GiB
Layout… See the full description on the dataset page: https://huggingface.co/datasets/phields/a-share-l2-market-depth.traderharness-ashare-5y
TraderHarness A-share 5-year dataset
Point-in-time market data for evaluating and training autonomous LLM trading agents with
TraderHarness.
Contents
Full-market daily OHLCV
284,219,844 canonical 5-minute bars partitioned by year
Announcement titles, policy news, fundamentals, valuation, dividends, and CSI 300
Entity templates used by TraderHarness's deterministic runtime company mask
SHA-256 release manifest for verified, atomic installation
Install the… See the full description on the dataset page: https://huggingface.co/datasets/ANTICH/traderharness-ashare-5y.AShareTickData
Mirro-Ex Shanghai/Shenzhen L1 and L2 Market Data
中文
数据集简介
本数据集包含上海、深圳 A 股市场的 L2 逐笔数据和对应的 L1 五档行情快照，可用于市场回放、订单簿重建、L1/L2 对齐验
证和高频数据研究。
数据按交易日期和证券代码组织，证券代码使用统一格式：
.XSHG 表示上海证券交易所
.XSHE 表示深圳证券交易所
数据内容
本数据集包含两类数据：
L2 逐笔数据
包括逐笔委托和逐笔成交数据。
可用于按消息序号或时间顺序重建订单簿。
逐笔委托记录订单提交、撤单等事件。
逐笔成交记录成交价格、成交数量、买卖方订单编号和成交类型等信息。
L1 五档行情快照
包含买一到买五、卖一到卖五的价格和数量。
每行代表一个行情快照。
可作为订单簿重建结果的参考基准，用于一致性分析和误差检查。
覆盖范围
当前数据覆盖 2026-05-06 至 2026-05-29… See the full description on the dataset page: https://huggingface.co/datasets/cooronxon/AShareTickData.ashare_1min