help hktrade

Title

hktrade -- Downloads historical stock transaction and warrants records for Hong Kong listed companies from Eastmoney.com. You can specify the frequency of transaction data through option fqt().

Syntax

hktrade codelist,
[options]

fqt(frequency) Specify transaction frequency. d or D stands for day, w or W stands for week, m or M stands for month

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

Description

hktrade is used to download historical transaction and warrants records records for a list of Hong Kong public firms from Hong Kong Stock Exchange. The generated transaction data includes 10 trading indicators such as opening price, closing price, rise and fall, trading volume, etc.

code In Hong Kong, stocks and warrants are coded in five digits, not tickers as in the United States. Examples of codes and the names are as follows:

Stock Codes and Stock Names:

00001 CK Hutchison Holdings Ltd.

00002 CLP Holdings Ltd.

80737 Shenzhen Investment Holdings Bay Area Development Company Limited.

25737 The warrant code(Changhe Societe Generale Siyi Purchase A) associated with CK Hutchison Holdings Ltd.

Note: The leading zeros in each code can be omitted.

path specifies the folder where the output .dta files are to be saved. The folder can be either existed or a new folder. If the folder specified does not exist, hktrade will create it automatically.

fqt specifies transaction frequency, default is d. d or D stands for day, w or W stands for week, m or M stands for month.

Examples

`"hktrade 1,fqt(M)"'

The Hong Kong stock code has a length of 5. If you enter an insufficient length, it will be recognized as the leftmost digit of the stock code(eg input 1 equals 00001), and then hkar will extract a list of all the transaction records for code you entered.

`"hktrade 00001,fqt(d)"'

It will extract a list of all the transaction records for code you entered.

`"hktrade 1 99"'

It will extract various lists of all the transaction records for code you entered.

`"hktrade 80737,fqt(W) path(D:/temp)"'

It will extract a list of all the transaction details for codes you entered, with output files saving to folder D:/temp/.

`"hktrade 25737,fqt(d)"'

It will obtain the daily-level transaction information of a warrant you entered.

Authors

Chuntao LI

China Stata Club(爬虫俱乐部)

Wuhan, China

chtl@zuel.edu.cn

Xiuping Mao

China Stata Club(爬虫俱乐部)

Wuhan, China

xiuping_mao@126.com

Tianyao Luo

China Stata Club(爬虫俱乐部)

Business School, Xinjiang University, China

cnl1426@163.com