China A-Share Full-Market Level-2 Order Book and Tick Archive (2017–2026)
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.
- Type: Dataset
- Imported from Hugging Face
- Popularity: 181 likes on Hugging Face
- License: other
- Source: https://huggingface.co/datasets/venvoo/china-a-share-l2-level2-limit-order-book…
- Tags: finance, trading, stock-market, china, a-share, level-2, limit-order-book, tick-data, high-frequency, market-microstructure
- Updated: 2026-10-01
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