Shanghai Futures Exchange#

The Shanghai Futures Exchange is one of China’s four futures exchanges, trading futures contracts across asset classes like metals, energy, chemicals and more.

  • Country: China [CN]

  • Mkt Hours: 08:00-17:00

  • Time Zone: Asia/Hong_Kong

  • Start Date: 20151012

  • Real Time Available: No

  • Bars Available: Yes

  • Book Depth Available: No


Details are provided below


Includes the following coverage:

SHFE - Coverage#

Security Type

# of Symbols

% of Total

Future

238

3.4%

Futures Spread

40

0.57%

Option

6730

96.03%

Total

7008

100%

Consists of 3 Databases



SHFE#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • QTE - Best bid / offer quotes

  • STAT - Static data, e.g. ISIN, description, security type

  • TRD - Trades




SHFE_BARS#

Database includes the following Tables:

  • QTE_1M - 1-minute quote bars

  • TRD_1D - Daily trade bars

  • TRD_1M - 1-minute trade bars

  • VWAP_1H - 1-hour VWAP bars




SHFE_DAILY#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • STAT - Static data, e.g. ISIN, description, security type