cn financial pro data provider, offering financial data for Chinese and international markets including stocks, securities, funds, bonds, futures, etc. Supports company announcements, intelligent stock screening, industry analysis, and more, helping users conduct comprehensive financial data analysis and investment decisions.
This provider-level handoff preserves only its public ID. No tool or business task is guessed; choose a current tool during rediscovery before setup can be treated as complete.
Query balance sheet, income statement, or cash flow statement data for securities from the financial statement database using a single entry point.
Query NAV snapshots and static profiles for China public mutual funds. - query_type='nav': Retrieve fund NAV on a specific date, including unit NAV, cumulative NAV, NAV growth rate, and subscription/redemption status. Requires codes (.OF format) and date. - query_type='info': Retrieve static fund profile including fund type, inception date, current manager, custodian, management/custody fee rates, and performance benchmark. Requires codes (.OF format) only; date is ignored. Fund codes must use the .OF suffix, e.g. '110011.OF,000001.OF'.
Query historical and real-time quotation data for securities in the market data service, supporting price, trading volume, turnover ratio, and other indicators for various financial products including stocks, funds, bonds, and futures.
Retrieve multi-granularity secondary-market order-flow data for China-listed securities. scope=stock: individual stock fund flow over a date range — close price, change pct, full-day/open/close main net inflow amounts and amount ratios, super-large/large/medium/small active buy amounts, DDE net vol, 5/10/20-day DDE, turnover (17 indicators, date_sequence endpoint). scope=etf: individual exchange-traded fund flow by ETF code over a date range, using the same 17 secondary-market indicators; this is trading/order flow, not ETF creation/redemption flow. Some open/close or ratio indicators may be null for an ETF when iFinD does not publish that field; callers must use the returned values. scope=sector: sector index fund flow on a single date — sector name/category/type, change pct, main net inflow, super-large/large active buy amounts, rise/fall/total stock counts (11 indicators, basic_data_service endpoint). scope=market: market index fund flow over a date range — main net inflow, super-large/large/medium/small active buy amounts, total turnover, inflow rate (7 indicators, date_sequence endpoint).
No tool description is available yet.
No tool description is available yet.
Convert security codes or security names to standard security code format. Supports querying by security code or security name, security type and market, and exact or fuzzy matching. Code queries also resolve verified stock/fund names from iFinD BasicData when available.
Query security announcements in the market data service, supporting filtering and searching by security code, date range, and keywords. Users can input security codes (e.g., '920000.BJ'), announcement keywords (e.g., 'annual report'), and date ranges (e.g., '2024-10-25' to '2025-10-25') to quickly obtain detailed information about relevant announcements, including announcement date, security code, security name, release time, announcement title, announcement link, and unique identifier.
Screen A-share stocks, Hong Kong stocks, funds, and other supported universes with natural-language conditions. Set searchtype='HK_stock' for Hong Kong equities; depending on the query and upstream coverage, results may include main-fund-flow snapshots, specified-date values, interval aggregates, and rankings. It can also return the latest intraday RSI, KDJ, MACD, or BOLL value for a requested Hong Kong stock and minute interval. Intraday indicator column names are dynamic and may embed the indicator, interval, and observation time, so callers must parse the field metadata instead of assuming a fixed schema. The upstream screener may broaden or ignore a code or name condition, so callers must strictly verify returned security codes. For Hong Kong main-fund-flow rows, the tool adds currency metadata derived from the returned HKEX trading counter: ordinary counters use HKD, five-digit 8-prefixed RMB counters use CNY, and five-digit 9-prefixed USD counters use USD. Monetary values remain in the corresponding counter currency unit and are not converted.
Query historical quotation data for stocks, funds, bonds, and futures. For Shanghai, Shenzhen, and Beijing market securities, daily queries automatically include today's settled bar after 18:30 Beijing time on an A-share trading day; before settlement or on non-trading days they safely fall back to the latest settled trading day. Metadata reports requested/effective dates, same-day availability, and fallback reasons. The same-day settlement policy applies only to daily requests whose codes all belong to those A-share markets; other markets, mixed-market requests, and longer intervals retain their existing date boundary.
Retrieve the latest (or a specific date) company basics indicators from the market data service. Includes company name, THS industry, Shenwan industry name/code/index code, THS concept index name/code, comparable/peer companies, concept tags, codes, established date, registration info, main business, and major products.
Query balance sheet data for securities from the financial statement database. Retrieve comprehensive balance sheet indicators including assets, liabilities, and equity data. Supports quarterly (Q1/0331), semi-annual (H1/0630), Q3 (0930), and annual (Y/1231) reports with multiple report types (consolidated, parent company, adjusted).
Query cash flow statement data for securities from the financial statement database. Retrieve comprehensive cash flow indicators including operating activities, investing activities, and financing activities. Supports quarterly (Q1/0331), semi-annual (H1/0630), Q3 (0930), and annual (Y/1231) reports with multiple report types (consolidated, parent company, adjusted).
No tool description is available yet.
Query split-and-dividend adjusted historical price time-series via the market data service. Returns adjusted OHLC, change, volume, turnover ratio, and the adjustment factor for each trading day. Supports forward/backward dividend adjustment and forward/backward cash-dividend adjustment. Suitable for long-horizon backtesting where raw prices would be distorted by corporate actions. Does not include: intraday bars (see hf_basic_quotation), real-time tick (see real_time_quotation), VaR/CVaR risk metrics.
Query the market data service concept sector data with three modes: mode='daily' — single-day index performance (open/high/low/close, change%, turnover);mode='period' — multi-period returns (5/10/20/30/60-day change% and turnover);mode='popularity' — concept popularity/heat metrics (browse, search, watchlist heat).Sorted by change_pct desc (daily), change_pct_5d desc (period),or total_heat_10k desc (popularity).codes is optional; omit to return all concept sectors.
No tool description is available yet.
No tool description is available yet.
No tool description is available yet.
No tool description is available yet.
