The Adjusted Stock Price Data of Chinese Listed Companies is a collaborative database between CnOpenData and Wind Financial Terminal (通联数据), containing 14 tables:
- Forward Adjusted Factor Table: Provides forward adjustment factors for historical price calibration of Shanghai, Shenzhen, and Beijing stocks, including ex-dividend date, dividend distribution details, current adjustment factor, cumulative adjustment factor, and effective date range. These factors are used for historical price adjustments (non-predictive) and are calculated on ex-dividend dates. Records exist only for ex-dividend dates involving dividend distributions, rights offerings, or share reform events.
- Backward Adjusted Factor Table: Provides backward adjustment factors for historical price calibration (based on listing price) of Shanghai, Shenzhen, and Beijing stocks, including ex-dividend date, dividend distribution details, current adjustment factor, cumulative adjustment factor, and effective date range. These factors are used for historical price adjustments (non-predictive) and are calculated on ex-dividend dates. Records exist only for ex-dividend dates involving dividend distributions, rights offerings, or share reform events.
- Volume Adjustment Factor Table: Provides trading volume adjustment factors for historical calibration of Shanghai, Shenzhen, and Beijing stocks, including single and cumulative forward/backward volume adjustment factors. These factors are used for historical price adjustments (non-predictive) and are calculated on ex-dividend dates. Records exist only for ex-dividend dates involving dividend distributions, rights offerings, or share reform events.
- Forward Adjusted Daily Price Table
- Forward Adjusted Daily Price (Cash Dividend) Table: Provides forward-adjusted daily closing prices for Shanghai and Shenzhen stocks calculated using the cash dividend method, including adjusted previous close price (昨收价), open price (开盘价), high price (最高价), low price (最低价), and close price (收盘价). Historical data adjustments occur on ex-dividend dates, updated before 9:00.
- Backward Adjusted Daily Price Table
- Forward Adjusted Weekly Price Table: Provides forward-adjusted weekly prices for Shanghai, Shenzhen, and Beijing stocks, calculated based on daily forward-adjusted prices. Includes adjusted previous close price, open price, high price, low price, close price, trading volume (成交量), and turnover (成交金额). Historical data adjustments occur on ex-dividend dates, updated before 9:00 (including STAR Market).
- Backward Adjusted Weekly Price Table: Provides backward-adjusted weekly prices for Shanghai, Shenzhen, and Beijing stocks, calculated based on daily backward-adjusted prices. Includes adjusted previous close price, open price, high price, low price, close price, trading volume, and turnover (including STAR Market).
- Forward Adjusted Monthly Price Table: Provides forward-adjusted monthly prices for Shanghai, Shenzhen, and Beijing stocks, calculated based on daily forward-adjusted prices. Includes adjusted previous close price, open price, high price, low price, close price, trading volume, and turnover. Historical data adjustments occur on ex-dividend dates, updated before 9:00 (including STAR Market).
- Backward Adjusted Monthly Price Table: Provides backward-adjusted monthly prices for Shanghai, Shenzhen, and Beijing stocks, calculated based on daily backward-adjusted prices. Includes adjusted previous close price, open price, high price, low price, close price, trading volume, and turnover (including STAR Market).
- Forward Adjusted Quarterly Price Table: Provides forward-adjusted quarterly prices for Shanghai, Shenzhen, and Beijing stocks, calculated based on daily forward-adjusted prices. Includes adjusted previous close price, open price, high price, low price, close price, trading volume, and turnover. Historical data adjustments occur on ex-dividend dates, updated before 9:30 (including STAR Market).
- Backward Adjusted Quarterly Price Table: Provides backward-adjusted quarterly prices for Shanghai, Shenzhen, and Beijing stocks, calculated based on daily backward-adjusted prices. Includes adjusted previous close price, open price, high price, low price, close price, trading volume, and turnover (including STAR Market).
- Forward Adjusted Annual Price Table: Provides forward-adjusted annual prices for Shanghai, Shenzhen, and Beijing stocks, calculated based on daily forward-adjusted prices. Includes adjusted previous close price, open price, high price, low price, close price, trading volume, and turnover. Historical data adjustments occur on ex-dividend dates, updated before 9:30 (including STAR Market).
- Backward Adjusted Annual Price Table: Provides backward-adjusted annual prices for Shanghai, Shenzhen, and Beijing stocks, calculated based on daily backward-adjusted prices. Includes adjusted previous close price, open price, high price, low price, close price, trading volume, and turnover (including STAR Market).
Time Coverage
As of October 2023
Field Demonstration
Sample Data
Forward Adjusted Factor Table
Backward Adjusted Factor Table
Volume Adjustment Factor Table
Forward Adjusted Daily Price Table
Forward Adjusted Daily Price (Cash Dividend) Table
Backward Adjusted Daily Price Table
Forward Adjusted Weekly Price Table
Backward Adjusted Weekly Price Table
Forward Adjusted Monthly Price Table
Backward Adjusted Monthly Price Table
Forward Adjusted Quarterly Price Table
Backward Adjusted Quarterly Price Table
Forward Adjusted Annual Price Table
Backward Adjusted Annual Price Table
Data Update Frequency
Annual updates. For special requirements, please contact separately.