Finance-delivery-database-factor-4.47-mysql

INTRODUCTION

FactorDB v4.47 Mysql is the mysql data format version of the factor DB 4.47

This database was organized by Yaodong Wang when he worked in CSLT@Tsinghua University

as an intern. This version was released in 2017.01.16.

The total data amount is from the starting of China A market

to 2016.12.

Data Sets

The present database involves 16 data sets, listed as follows:

1. 4_28_ASHAREODPRICES (中国A股日行情)

2. 4_29_ASHARECALENDAR (中国A股交易日历)

3. 4_30_ASHARETRADINGSUSPENSION (中国A股停复牌信息)

4. 4_31_ASHAREWEEKLYYIELD (中国A股周收益率)

5. 4_32_ASHAREMONTHLYYIELD (中国A股月收益率)

6. 4.33 ASHAREEODDERIVATIVEINDICATOR (中国 A 股日行情估值指标)

7. 4.36 ASHAREMARGINTRADE (中国 A 股融资融券交易明细)

8. 4.37 ASHAREMARGINTRADESUM (中国 A 股融资融券交易汇总)

9. 4.45 ASHAREMONEYFLOW (中国 A 股资金流向数据)

10. 4.47 ASHAREL2INDICATORS (中国 A 股LEVEL2指标)

11. 4.51 ASHAREBALANCESHEET (中国 A 股资产负债表)

12. 4.52 ASHAREINCOME (中国 A 股利润表)

13. 4.53 ASHARECASHFLOW (中国 A 股现金流量表)

14. 4.54 ASHAREFINANCIALINDICATOR (中国 A 股财务指标)

15. shsz_m1 (中国A股1分钟行情)

16 sp500_day (标普500天行情)

HOW TO USE

to visualize the architecture of our mysql database. You also can connect the

mysql database with the following account :

username: usemysql

passwd: 123456

LINCENCE

All the copy right are reserved by Wind. Any usage of this dataset

should refer to Wind's licence files.

CONTACT

Yang Wang: wangyang@cslt.riit.tsinghua.edu.cn

Dong Wang: wangdong99@mails.tsinghua.edu.cn

导航菜单