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Bid and Ask Record - Main Board & GEM (Monthly File)
Product Description:
Monthly 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.

- The Bid and ask records are recorded at 30 second intervals.

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

The last issue: December 2007.
First Issue Date: 01-May-1996
Issue Basis: Monthly
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 - April 2003 to December 2007
     File Specification - 23 October 2000 to March 2003
     File Specification - May 1996 to 20 October 2000
     Sample File
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