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Guosen Securities Stock Market Data

Professional Updated 2026.08.30

Paste the following prompt into your AI chat to install this skill:

Please follow https://skillhub.cn/install/skillhub.md and install @guosen-securities/guosen-stock-market.

About this skill

Problem

A common issue in market-data agents is not simply “getting a price,” but translating natural-language queries into reliable API parameters. Users may ask for “CATL’s quote today,” “power-sector ranking,” or “ETFs holding BYD,” while the backend requires security codes, market codes, periods, sort direction, and result limits. This skill wraps such requests around Guosen Securities market-data interfaces, with a focus on real-time quotes, historical K-lines, fund flows, gain/loss rankings, limit-up/limit-down analysis, and ETF/concept linkage.

How It Works

The skill maps queries to Guosen Securities endpoints, such as GET /gsnews/market/agentbot/queryHQInfo/1.0 for a single security’s real-time quote, queryCombHQ for multiple securities, queryPastHQInfo for the last N trading days, queryFundFlow for fund flows, queryMultiHQ for ranked results, and queryRelatedCombHQ for related sectors. Calls require GS_API_KEY, and market scope is controlled by setCode for Shenzhen, Shanghai, BSE, HK, and US markets.

Queries must name a concrete object, such as a security name, code, index, or sector concept; vague requests like “some popular stock” are not valid. The skill also enforces entity limits: real-time queries can include up to 10 securities per call, while historical and fund-flow queries are typically handled one security at a time; larger requests are split into multiple calls and merged. Timeliness matters: real-time quotes return latest prices during trading hours and previous close outside trading hours; historical data defaults to the last 20 trading days; northbound/southbound data is usually available about 30 minutes after market close.

Boundaries

This skill fits structured market Q&A, interface parameter checks, and lightweight market analysis, but it is not a replacement for a full research system or real-time trading infrastructure. Fund-flow queries only support the Shanghai and Shenzhen markets, and some features depend on market codes, trading sessions, and backend fields. Results are for reference only and should not be treated as investment advice; if the API fails, the response should say data retrieval failed rather than substituting web search or other sources.

Use Cases

  • Query real-time A-share quotes by code for broadcast notes.
  • Check CATL's 20-day K-line after close and note changes.
  • Rank power-sector stocks by real-time gain/loss.
  • Use BYD fund-flow data to write an after-hours recap.

Best For

  • Equity research assistants who need quick A-share quotes and sector rankings.
  • Quant engineers building quote pipelines who must batch-fetch market data by code.
  • Financial editors writing recaps who need fund-flow and limit-up lists.
  • Developers wiring agent tools who need to validate market-API parameters.