help cntrade

Title

cntrade -- Downloads historical Market Quotations for a list of stock codes or index codes from Net Ease (a web site providing financial information in China, http://money.163.com/).

Syntax

cntrade codelist , [options]

Description

codelist is a list of stock codes or index codes to be downloaded from Net. They are separated by spaces. For each code, there will be one stata format data file as an output containing all the trading information for that stock.
The code will be the file name, with .dta as the extension. In China, stocks are identified by a six digit numbers, not tickers as in the United States. Examples of codes and the names are as following:

Stock Codes and Stock Names:

000001 Pingan Bank

000002 Vank Real Estate Co. Ltd.

600000 Pudong Development Bank

600005 Wuhan Steel Co. Ltd.

900901 INESA Electron Co.,Ltd.

Index Codes and Index Names:

000001 The Shanghai Composite Index.

000300 CSI 300 Index.

399001 Shenzhen Component Index.

The leading zeros in each code can be omitted.

path specifies the folder where the output .dta files are to be saved.

The folders can be either existed or a new folder.

If the folder specified does not exist, cntrade will create it automatically.

Options for cntrade

path(foldername): specify a folder where output .dta files will be saved in.

stock: specify that the list of codes are stock codes, which is the default choice.

index: specify that the list of codes are index codes.

Examples

`"cntrade 600000"'

`"cntrade 2, stock"'

`"cntrade 600000, path(c:/temp/)"'

`"cntrade 2, path(c:/temp/)"'

`"cntrade 600000 000001 600810"'

`"cntrade 600000 000001 600810, path(c:/temp/)"'

`"cntrade 1, index"'

`"cntrade 1 300, index"'

Authors

Xuan Zhang

China Stata Club(爬虫俱乐部)

Wuhan, China

zhangx@zuel.edu.cn

Chuntao Li

China Stata Club(爬虫俱乐部)

Wuhan, China

chtl@zuel.edu.cn

Yuan Xue

China Stata Club(爬虫俱乐部)

Wuhan, China

xueyuan19920310@163.com

Yiming Zhou

China Stata Club(爬虫俱乐部)

Wuhan, China

Also see

Article: Stata Journal, volume 14, number 2: dm0074