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RESSET High frequency Database system contains Level2 high-frequency data, treasury bond futures high frequency data, the Shanghai and Shenzhen Stock Exchange tick data, the Shanghai and Shenzhen exchanges sharing data, commodity futures tick data, commodity futures sharing data, stock index futures tick data, stock index futures sharing data, bond and fund high frequency data, index high frequency data, warrants and repossess high frequency data, stocks high frequency data. Data are from the Shanghai Stock Exchange, Shenzhen Stock Exchange, the Shanghai Commodity Futures Exchange, Zhengzhou Commodity Futures exchange, Dalian Commodity Futures Exchange and other authoritative institutions. Shanghai and Shenzhen Stock Exchange data are divided into tick data and sharing data, commodity futures tick data, commodity futures sharing data, stock index futures tick data, stock index futures sharing data. Transaction documents also include tick and 5 points minutes, 10 minutes, 15 minutes, 20 minutes, 30 minutes, 40 minutes, 60 minutes time-frequency sharing data.

Under the background of quantitative investment, various participants in market show the demands of deep, range, quality, timeliness and specialization in applied fields of high frequency data. According to the urgent requirements, RESSET releases series of high frequency products and a whole comprehensive solution plan based on the inquiry and application of high frequency. The introduction of high frequency will provide strong support for the construction and test of financial models and the algorithmic trading research.

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Stock index futures, treasury bond futures Level1 high frequency

Cover 1 stall commission market of every futures and every contracts from Chinese financial futures exchanges, including tick data and 1 minute, 5 minutes, 10 minutes, 15 minutes, 20 minutes, 30 minutes, 40 minutes , 60 minutes intervals of high frequency sharing data. Include the former settlement price, the opening price, closing price, highest price, lowest price, the latest price, price change, volume, accumulative volume, sum, accumulative sum, positions, former positions, first bidding price, first bidding volume, first selling price, first selling volume.

Each contract is saved as a dataset each year. Tick data are classified by tick interval. Dataset name contains securities category, year, and code identification. SAS parallel computing platforms are supported, thus data extraction is convenient.

Commodity futures Level1 high frequency

Cover 1 stall commission market of every futures and every contracts from Chinese top 3 commodity futures exchanges, including tick data and 1 minute, 5 minutes, 10 minutes, 15 minutes, 20 minutes, 30 minutes, 40 minutes , 60 minutes intervals of high frequency sharing data. Include the former settlement price, the opening price, closing price, highest price, lowest price, the latest price, price change, volume, total volume, turnover, total turnover, positions, former positions, first bidding price, first bidding volume, first selling price, first selling volume

Each contract is saved as a dataset each year. Tick data are classified by tick interval. Dataset name contains securities category, year, and code identification. SAS parallel computing platforms are supported, thus data extraction is convenient.

Overseas market Level2 high frequency

This database records the common treaded options in US, options from London Metal Exchange, bullions, foreign exchange and some other high frequency data.Those data includes market time, market prefix and contract code, contract name, the previous trading day settlement price, quantity, position (open positions), futures settlement price, before closing price, opening price, high price, low price, the new price, the total turnover, the total turnover of the day, the purchase price of 1, buy number 1, number 1 selling price 1, etc.