A-Stock-Data — Full-Stack Data Toolkit for China A-Share Markets

Introduction

A-Stock-Data is an open-source Python toolkit that provides comprehensive data access for the China A-share stock market. With 43 endpoints across 15 data sources, it covers real-time quotes, research reports, capital flows, chip distribution, company announcements, ETF options, and market sentiment — all with built-in fallback sources for reliability.

What A-Stock-Data Does

• Fetches real-time and historical price data for all A-share listed stocks
• Retrieves institutional research reports and analyst ratings
• Tracks capital flows including northbound (QFII) and block trade data
• Provides chip distribution and shareholder concentration analysis
• Aggregates company announcements, financial statements, and board activity

Architecture Overview

The toolkit uses a 10-layer architecture with data source adapters at the bottom, a normalization layer that standardizes output across sources, a caching layer for rate-limit management, and a clean Python API at the top. Each endpoint has up to 3 fallback data sources that activate automatically on failure. Data is returned as pandas DataFrames for easy integration with analysis workflows.

Self-Hosting & Configuration

• Install from PyPI with pip install a-stock-data
• No API keys required for basic market data from public sources
• Configure premium data sources (e.g., Wind, Choice) in config.yaml if available
• Built-in request rate limiting respects source quotas automatically
• Works as a library in scripts or as an MCP server for agent integration

Key Features

• 43 endpoints covering quotes, fundamentals, technicals, sentiment, and alternatives
• 15 integrated data sources with automatic failover and degradation
• Pandas DataFrame output for seamless integration with data science workflows
• Built-in rate limiting and caching for responsible data access
• MCP server mode for direct use by AI agents in research workflows

Comparison with Similar Tools

• Tushare — popular A-share data library but requires registration and has strict rate limits; A-Stock-Data offers more fallback sources
• AkShare — broad financial data library; A-Stock-Data focuses deeper on A-share with more endpoints per category
• baostock — free A-share data with limited real-time support; A-Stock-Data adds real-time quotes and sentiment data
• Wind/Choice API — commercial terminals with comprehensive data; A-Stock-Data provides a free open-source alternative
• yfinance — designed for US markets; A-Stock-Data is purpose-built for China A-shares

FAQ

Q: Is an API key required? A: No, basic endpoints use publicly available data sources. Premium sources can be optionally configured.

Q: How real-time is the data? A: Real-time quotes have a typical delay of 1-3 seconds depending on the source, matching most free data APIs.

Q: Can I use this for backtesting? A: Yes, historical data endpoints provide daily, weekly, and minute-level OHLCV data suitable for backtesting frameworks.

Q: Does it support Hong Kong or US stocks? A: The primary focus is China A-shares (Shanghai and Shenzhen exchanges). Some endpoints include Hong Kong Connect data.

Sources

• https://github.com/simonlin1212/a-stock-data