open-stock-data

Daily-updated stock symbols and OHLCV bars for CN, HK, and US markets, powered by GitHub Actions.

Markets & Exchanges

Market	Exchanges	Symbols Source	Bars Source
CN	SSE, SZSE, BSE	Official exchange APIs	BaoStock (SSE/SZSE) + AKShare (BSE)
HK	HKEX	Official HKEX list	AKShare
US	NASDAQ, NYSE, AMEX	NASDAQ Screener API	AKShare

Data Structure

Symbols (Git-tracked CSV files)

symbols/
  SSE.csv      # Shanghai Stock Exchange
  SZSE.csv     # Shenzhen Stock Exchange
  BSE.csv      # Beijing Stock Exchange
  HKEX.csv     # Hong Kong Exchange
  NASDAQ.csv   # NASDAQ
  NYSE.csv     # New York Stock Exchange
  AMEX.csv     # American Stock Exchange

Each CSV has columns: code, region, name, exchange, type

Bars (Published via GitHub Releases)

Release Tag	Asset	Description
data-cn-bars	cn_bars.parquet	CN A-share daily bars
data-hk-bars	hk_bars.parquet	HK equity daily bars
data-us-bars	us_bars.parquet	US equity daily bars

Parquet schema: date, code, open, high, low, close, volume, amount, turnover

All prices are unadjusted (raw). Users can compute adjusted prices as needed.

Setup

# Install uv (if not already installed)
curl -LsSf https://astral.sh/uv/install.sh | sh

# Install dependencies
uv sync

# Install dev dependencies
uv sync --group dev

Backfill

For initial historical data loading:

# Backfill CN bars (local only)
uv run python -m scripts.backfill --market cn --start-year 2020 --end-year 2024 --local-only

# Backfill and upload to GitHub Releases
export GITHUB_REPOSITORY=owner/repo
export GITHUB_TOKEN=ghp_xxx
uv run python -m scripts.backfill --market cn --start-year 2020

# Backfill HK / US
uv run python -m scripts.backfill --market hk --start-year 2022 --local-only
uv run python -m scripts.backfill --market us --start-year 2023 --local-only

GitHub Actions

Workflow	Schedule	Description
update-symbols	UTC 17:00 Mon-Fri	Fetch symbols from all exchanges
update-bars-cn	UTC 09:00 Mon-Fri	Fetch CN daily bars after market close
update-bars-hk	UTC 09:00 Mon-Fri	Fetch HK daily bars after market close
update-bars-us	UTC 22:00 Mon-Fri	Fetch US daily bars after market close
ci	On push/PR	Lint (ruff) + test (pytest)

All workflows support workflow_dispatch for manual triggering.

Development

This project follows TDD (Test-Driven Development):

1. Define interface (function signatures + type hints + docstrings)
2. Write tests
3. Implement functionality

Before every commit:

# Lint
uv run ruff check .

# Test
uv run pytest

Both must pass before committing.

License

MIT