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phields
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a-share-l2-trades

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train · 11.7B rows

ticker string	time_s int32	tran_id int64	price_x10000 int64	volume int64	sale_order_volume int64	buy_order_volume int64	side string	sale_order_id int64	sale_order_price_x10000 int64	buy_order_id int64	buy_order_price_x10000 int64
000065	35,232	10,423,017	150,100	4,400	6,100	5,800	S	10,423,014	150,000	10,422,818	150,100
000065	35,232	10,423,096	150,200	400	10,000	4,000	B	10,417,167	150,200	10,423,095	150,200
000065	35,232	10,423,097	150,200	3,600	5,500	4,000	B	10,418,223	150,200	10,423,095	150,200
000065	35,232	10,424,595	150,200	100	5,500	100	B	10,418,223	150,200	10,424,594	150,200
000065	35,232	10,424,614	150,200	600	5,500	600	B	10,418,223	150,200	10,424,613	150,200
000065	35,232	10,425,032	150,100	700	700	5,800	S	10,425,031	149,800	10,422,818	150,100
000065	35,232	10,425,833	150,100	500	500	5,800	S	10,425,832	150,000	10,422,818	150,100
000065	35,232	10,426,425	150,100	200	3,600	5,800	S	10,426,424	150,000	10,422,818	150,100
000065	35,232	10,426,426	150,100	1,300	3,600	1,300	S	10,426,424	150,000	10,424,240	150,100
000065	35,232	10,426,427	150,100	2,100	3,600	13,700	S	10,426,424	150,000	10,424,577	150,100
000065	35,232	10,426,508	150,200	200	5,500	200	B	10,418,223	150,200	10,426,507	150,200
000065	35,233	10,427,927	150,100	800	800	13,700	S	10,427,926	150,000	10,424,577	150,100
000065	35,233	10,429,874	150,100	8,000	8,000	13,700	S	10,429,873	149,800	10,424,577	150,100
000065	35,233	10,430,729	150,200	300	5,500	300	B	10,418,223	150,200	10,430,728	150,200
000065	35,233	10,430,930	150,200	100	5,500	100	B	10,418,223	150,200	10,430,929	150,200
000065	35,233	10,431,162	150,200	500	5,500	500	B	10,418,223	150,200	10,431,161	0
000065	35,233	10,431,189	150,200	100	5,500	5,200	B	10,418,223	150,200	10,431,188	150,200
000065	35,233	10,431,190	150,200	5,000	5,000	5,200	B	10,418,446	150,200	10,431,188	150,200
000065	35,233	10,431,191	150,200	100	100	5,200	B	10,427,158	150,200	10,431,188	150,200
000065	35,233	10,431,255	150,200	100	100	100	B	10,431,208	150,200	10,431,254	150,200
000065	35,234	10,433,885	150,200	500	20,000	500	S	10,433,884	150,000	10,432,276	150,200
000065	35,234	10,433,886	150,200	300	20,000	300	S	10,433,884	150,000	10,432,351	150,200
000065	35,234	10,433,887	150,100	2,800	20,000	13,700	S	10,433,884	150,000	10,424,577	150,100
000065	35,234	10,433,888	150,100	400	20,000	400	S	10,433,884	150,000	10,426,649	150,100
000065	35,234	10,433,889	150,100	400	20,000	400	S	10,433,884	150,000	10,426,678	150,100
000065	35,234	10,433,890	150,100	100	20,000	100	S	10,433,884	150,000	10,426,834	150,100
000065	35,234	10,433,891	150,100	800	20,000	800	S	10,433,884	150,000	10,428,044	150,100
000065	35,234	10,433,892	150,100	6,400	20,000	6,400	S	10,433,884	150,000	10,430,350	150,100
000065	35,234	10,433,893	150,100	100	20,000	100	S	10,433,884	150,000	10,433,088	150,100
000065	35,234	10,433,894	150,000	800	20,000	800	S	10,433,884	150,000	10,420,596	150,000
000065	35,234	10,433,895	150,000	500	20,000	500	S	10,433,884	150,000	10,420,847	150,000
000065	35,234	10,433,896	150,000	3,800	20,000	3,800	S	10,433,884	150,000	10,423,942	150,000
000065	35,234	10,433,897	150,000	500	20,000	500	S	10,433,884	150,000	10,425,489	150,000
000065	35,234	10,433,898	150,000	100	20,000	100	S	10,433,884	150,000	10,427,826	150,000
000065	35,234	10,433,899	150,000	2,500	20,000	8,700	S	10,433,884	150,000	10,433,457	150,000
000065	35,234	10,433,975	150,000	400	400	8,700	S	10,433,974	149,800	10,433,457	150,000
000065	35,234	10,434,207	150,000	100	100	8,700	S	10,434,206	150,000	10,433,457	150,000
000065	35,234	10,435,077	150,200	800	2,300	800	B	10,434,974	150,200	10,435,076	150,300
000065	35,234	10,436,150	150,100	300	5,000	300	S	10,436,149	149,700	10,434,358	150,100
000065	35,234	10,436,151	150,100	100	5,000	100	S	10,436,149	149,700	10,435,240	150,100
000065	35,234	10,436,152	150,100	100	5,000	100	S	10,436,149	149,700	10,435,749	150,100
000065	35,234	10,436,153	150,000	4,500	5,000	8,700	S	10,436,149	149,700	10,433,457	150,000
000065	35,234	10,436,207	150,200	1,500	2,300	2,300	B	10,434,974	150,200	10,436,206	150,600
000065	35,234	10,436,208	150,300	800	3,300	2,300	B	10,156,874	150,300	10,436,206	150,600
000065	35,234	10,436,345	150,300	500	3,300	500	B	10,156,874	150,300	10,436,344	150,900
000065	35,234	10,436,368	150,300	200	3,300	2,800	B	10,156,874	150,300	10,436,367	151,600
000065	35,234	10,436,369	150,300	400	400	2,800	B	10,175,692	150,300	10,436,367	151,600
000065	35,234	10,436,370	150,300	700	700	2,800	B	10,187,741	150,300	10,436,367	151,600
000065	35,234	10,436,371	150,300	1,500	6,000	2,800	B	10,211,699	150,300	10,436,367	151,600
000065	35,235	10,437,073	150,300	400	6,000	400	B	10,211,699	150,300	10,437,072	153,000
000065	35,235	10,437,085	150,200	2,100	8,000	2,100	S	10,437,084	150,200	10,436,290	150,200
000065	35,235	10,437,086	150,200	1,100	8,000	1,100	S	10,437,084	150,200	10,436,900	150,200
000065	35,235	10,437,173	150,200	200	8,000	200	B	10,437,084	150,200	10,437,172	150,200
000065	35,235	10,437,444	150,200	1,400	8,000	1,400	B	10,437,084	150,200	10,437,443	150,200
000065	35,235	10,437,611	150,200	2,900	8,000	2,900	B	10,437,084	150,200	10,437,610	150,200
000065	35,235	10,437,613	150,200	100	8,000	100	B	10,437,084	150,200	10,437,612	150,600
000065	35,235	10,438,638	150,100	800	800	1,600	S	10,438,637	149,800	10,437,593	150,100
000065	35,235	10,438,978	150,200	200	8,000	1,700	B	10,437,084	150,200	10,438,977	150,200
000065	35,235	10,438,979	150,200	100	100	1,700	B	10,438,551	150,200	10,438,977	150,200
000065	35,235	10,439,827	150,200	1,400	1,400	1,700	S	10,439,826	150,000	10,438,977	150,200
000065	35,235	10,440,301	150,200	200	5,700	200	S	10,440,300	150,200	10,439,628	150,200
000065	35,235	10,440,489	150,200	400	5,700	400	B	10,440,300	150,200	10,440,488	150,200
000065	35,235	10,441,252	150,100	800	2,900	1,600	S	10,441,251	150,000	10,437,593	150,100
000065	35,235	10,441,253	150,000	1,200	2,900	8,700	S	10,441,251	150,000	10,433,457	150,000
000065	35,235	10,441,254	150,000	100	2,900	100	S	10,441,251	150,000	10,434,359	150,000
000065	35,235	10,441,255	150,000	300	2,900	300	S	10,441,251	150,000	10,435,625	150,000
000065	35,235	10,441,256	150,000	500	2,900	5,200	S	10,441,251	150,000	10,435,960	150,000
000065	35,235	10,441,262	150,200	100	5,700	100	B	10,440,300	150,200	10,441,261	150,200
000065	35,235	10,441,320	150,200	200	5,700	200	B	10,440,300	150,200	10,441,319	150,200
000065	35,235	10,441,455	150,200	4,800	5,700	7,900	B	10,440,300	150,200	10,441,454	150,200
000065	35,235	10,441,499	150,200	1,500	1,500	7,900	S	10,441,498	150,000	10,441,454	150,200
000065	35,236	10,442,416	150,200	300	300	7,900	S	10,442,415	150,200	10,441,454	150,200
000065	35,236	10,444,944	150,200	300	300	7,900	S	10,444,943	150,200	10,441,454	150,200
000065	35,236	10,444,962	150,300	2,600	6,000	2,600	B	10,211,699	150,300	10,444,961	150,300
000065	35,236	10,444,964	150,300	800	6,000	800	B	10,211,699	150,300	10,444,963	150,300
000065	35,236	10,445,796	150,200	400	400	7,900	S	10,445,795	150,000	10,441,454	150,200
000065	35,236	10,445,848	150,300	100	6,000	100	B	10,211,699	150,300	10,445,847	153,000
000065	35,236	10,446,190	150,300	600	6,000	6,300	B	10,211,699	150,300	10,446,189	150,300
000065	35,236	10,446,191	150,300	600	600	6,300	B	10,234,578	150,300	10,446,189	150,300
000065	35,236	10,446,192	150,300	5,100	34,300	6,300	B	10,267,296	150,300	10,446,189	150,300
000065	35,236	10,446,202	150,200	200	200	7,900	S	10,446,201	149,900	10,441,454	150,200
000065	35,236	10,447,185	150,300	1,300	34,300	1,300	B	10,267,296	150,300	10,447,184	150,400
000065	35,237	10,449,806	150,200	200	200	7,900	S	10,449,805	150,000	10,441,454	150,200
000065	35,237	10,449,838	150,300	2,900	34,300	2,900	B	10,267,296	150,300	10,449,837	150,300
000065	35,237	10,450,084	150,300	800	34,300	800	B	10,267,296	150,300	10,450,083	150,300
000065	35,237	10,450,086	150,300	600	34,300	600	B	10,267,296	150,300	10,450,085	150,300
000065	35,237	10,450,088	150,300	2,900	34,300	2,900	B	10,267,296	150,300	10,450,087	150,300
000065	35,238	10,453,390	150,200	200	5,000	7,900	S	10,453,389	150,200	10,441,454	150,200
000065	35,238	10,453,391	150,200	4,800	5,000	6,800	S	10,453,389	150,200	10,441,489	150,200
000065	35,238	10,453,485	150,300	300	34,300	300	B	10,267,296	150,300	10,453,484	150,300
000065	35,238	10,453,488	150,300	400	34,300	400	B	10,267,296	150,300	10,453,487	150,300
000065	35,238	10,453,641	150,200	200	200	6,800	S	10,453,640	150,000	10,441,489	150,200
000065	35,238	10,454,450	150,300	200	34,300	200	B	10,267,296	150,300	10,454,449	153,000
000065	35,238	10,454,653	150,200	100	100	6,800	S	10,454,652	150,000	10,441,489	150,200
000065	35,238	10,454,933	150,200	500	500	6,800	S	10,454,932	149,600	10,441,489	150,200
000065	35,238	10,454,954	150,300	1,300	34,300	1,300	B	10,267,296	150,300	10,454,953	153,000
000065	35,238	10,455,133	150,300	100	34,300	100	B	10,267,296	150,300	10,455,132	150,300
000065	35,238	10,456,467	150,300	800	34,300	800	B	10,267,296	150,300	10,456,466	150,300
000065	35,238	10,456,750	150,300	100	34,300	100	B	10,267,296	150,300	10,456,749	150,300
000065	35,238	10,458,167	150,200	200	200	6,800	S	10,458,166	150,200	10,441,489	150,200

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China A-share Level 2 Trades

Canonical Level 2 trade records for China A-shares, stored as one fact table.

Coverage

Date range: 2026-04-01 to 2026-07-15
Trading days: 68
Rows: 11184056940
Parquet files: 490
Compressed local size: 91.49 GiB

Layout

data/l2_trades/
  trade_date=YYYY-MM-DD/
    code_prefix=00/
      part-00000.parquet

code_prefix is ticker[:2]. For example, 000001 -> 00, 300750 -> 30, 600519 -> 60, and 688981 -> 68.

Files are sorted by ticker, time_s, and tran_id. Row groups are written with row_group_size=2000000 rows and zstd compression.

Columns

ticker: string
time_s: int32
tran_id: int64
price_x10000: int64
volume: int64
sale_order_volume: int64
buy_order_volume: int64
side: string
sale_order_id: int64
sale_order_price_x10000: int64
buy_order_id: int64
buy_order_price_x10000: int64

trade_date and code_prefix are Hive partition columns from the path.

Metadata

metadata/daily_manifest.parquet
metadata/ticker_calendar.parquet
metadata/schema.json

ticker_calendar.parquet contains trade_date, ticker, code_prefix, row_count, min_time_s, and max_time_s.

Notes

The source data is Level 2 market data. Users are responsible for confirming that their use complies with the applicable data vendor, exchange, and redistribution terms.

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