help gsdata --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- Title gsdata --Downloads high frequency data for a list of stock in ShangHai or ShenZhen from Net Ease (a web site providing financial information in China, www.163.com). Syntax gsdata ,y(year) m(month) d(day) Description gsdata currently queries Net Ease's API for stock transaction data in a day, but you should notice that our codes can only download trading data in recent two weeks. Examples may be out of date,you can try recent trading days to use the codes. Examples . gsdata 000001,y(2016) m(09) d(01) . use 000001.dta,clear Authors Zhiyong Li University of International Business and Economics Beijing,China lizhiyong618@foxmail.com Acknowledgement Professor Christopher F. Kit Baum (College of Boston) also contributed to the codes, his patience and profession impressed me.