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Bid and Ask Record - Main Board & GEM (Daily File)
Product Description:
Daily file provides intra-day bid and ask information recorded on the HKEX's Main Board and GEM stocks.

Data contents : stock code, stock name, current bid, current ask, nominal price and buy/sell queue lengths, etc. Please refer to the File Specifications provided via the links below.

Stock coverage : all stocks tradable on the Main Board and GEM including ordinary and preference shares, equity warrants and derivatives warrants, etc.

It is important to note the following features of the data product:

- Bid and Ask Record provides changes only. That means, data value available if only it is different from the one previously provided.

- Bid and Ask Record for a month are separated into daily files due to the data volume. However, the size of the daily file can be so huge that it cannot be processed by desktop PC software. It is recommended to use more powerful database software, such as SQL, to process the records.

- Bid and ask records are for every change.

- The timestamp of the bid and ask records is up to 0.001 second.

The last issue: March 2014.
First Issue Date: 01-Jan-2008
Issue Basis: Daily
Subscription Basis: Monthly
Unit Price: HK$ 500 / Month
Discount Offers: Academics 50% off;
Bulk discount 15% off
Delivery Method:
Web Download On-line Download

     File Specification
     File Specification - January 2008 to 4 December 2011
     Sample File
 
Subscription Details
From:    (dd/mm/yyyy) No. of months subscribed:    
No. of copies:    
Delivery Method:
  On-line Download

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