A friend asked me to develop a data product around Shanghai Stock Exchange data for him.
I don't think either of us realized that
Is there anywhere that would at least let me have some of the data to play with, before making a major investment?
It turns out that you actually can get this data from Yahoo! Finance, but you just need to know the numeric representation of the Chinese ticker symbols of interest.
prices # A tibble: 141,040 x 8 symbol date open high low close volume adjusted <chr> <date> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl> 1 600000.ss 2018-09-03 10.3 10.3 10.2 10.2 14309539 10.2 2 600000.ss 2018-09-04 10.2 10.4 10.2 10.4 16353060 10.4 3 600000.ss 2018-09-05 10.3 10.4 10.1 10.1 22729232 10.1 4 600000.ss 2018-09-06 10.1 10.2 10.1 10.1 10546916 10.1 5 600000.ss 2018-09-07 10.2 10.2 10.1 10.2 8995716 10.2 6 600000.ss 2018-09-10 10.2 10.2 10.1 10.2 11822813 10.2 7 600000.ss 2018-09-11 10.2 10.3 9.98 10.0 19689042 10.0 8 600000.ss 2018-09-12 9.99 10.1 9.95 10.0 16506103 10.0 9 600000.ss 2018-09-13 10.2 10.3 10.1 10.3 29417198 10.3 10 600000.ss 2018-09-14 10.4 10.4 10.2 10.3 16450780 10.3
It also requires you to know the exchange in China as that info is not provided (so, for instance, you have to know that the Shanghai stock codes begin with a 6, so if you see one with a 0 or a 2 in the first character that's actually the Shenzhen exchange not Shanghai). In the example above I appended ".ss" to reflect that.
