About this skill

Problem

Short-horizon A-share monitoring is often fragmented: real-time prices, minute-level volume, and limit-up states are scattered across pages, making it hard to spot early-session accumulation, closing-session moves, or likely position-building and distribution windows. This skill wraps Sina Finance endpoints into a consistent analysis flow so engineers can reason from one structured data source.

How It Works

It targets A-share tickers on the Shanghai, Shenzhen, and Beijing exchanges. A six-digit code is enough; the system infers the market from the first digit: 6 for Shanghai, 0 or 3 for Shenzhen, and 8 or 4 for Beijing. Key outputs include:

Real-time quotes via hq.sinajs.cn, with roughly 3-second latency.
Minute K-lines via CN_MarketDataService.getKLineData, with roughly one-minute latency and up to 250 rows.
Volume segmentation across the first 30 minutes, mid-morning, mid-afternoon, and last 30 minutes.
Signal flags such as early-session volume above 30% for accumulation, above 40% for stronger intervention, and late-session volume above 15% or 25% for different alert levels; limit-up/limit-down states are checked for sealed-order pressure.
Top 10 high-volume minutes to locate likely position-building, distribution, news moments, limit-up sealing, or reopening.

Boundaries

The skill is limited to A-shares and does not cover HK, US, or fund products. Outside trading hours it returns closing data, and minute-level depth is about one trading day. The output is market statistics and signal annotation, not investment advice.

Screenshots

Use Cases

Review an A-share stock after close by comparing early and late-session volume shares for accumulation or distribution signals.
Monitor a held A-share intraday by pulling real-time quotes and top-10 high-volume minutes to locate limit-up sealing or reopening.
Screen Shanghai, Shenzhen, or Beijing stocks using six-digit codes and batch-fetch minute-level K-line data.
Build a backtest around one trading day of minute data, about 250 rows, to analyze volume distribution.

Best For

A-share short-term quant analysts who need minute-level volume and limit-up timing for post-market review.
Programmers managing stock portfolios who want to script real-time quote and volume-signal outputs.
Independent researchers tracking Shanghai, Shenzhen, or Beijing quotes who need one consistent data interface.
Strategy engineers who use early- and late-session volume shares to flag abnormal trading signals.