ETF daily trading data records the daily transactions of ETFs, providing critical value for analyzing ETF price trends and market activity. The CnOpenData ETF Daily Trading Data System comprehensively compiles complete daily trading trajectories of all ETFs in the market, covering core price and volume indicators for each ETF during trading days. This facilitates in-depth analysis of ETF liquidity characteristics, price discovery mechanisms, and market sentiment fluctuations.
Data Features:
- Multi-dimensional Price Information Integration: The database concurrently includes opening price, highest price, lowest price, closing price, and previous closing price, fully delineating the price fluctuation trajectory of an ETF within a single trading day.
- Volume-Price Linkage Data Presentation: Trading volume and turnover are closely integrated with price data, forming complete volume-price linkage information. Trading volume and turnover reflect market enthusiasm and capital flows toward the ETF, mutually corroborating with price movements.
- Long-term Data Coverage: Encompassing over 10 years of historical data, it meets the demand for long-term ETF trend analysis. Whether studying ETF performance across different market cycles or analyzing return and risk characteristics in long-term investments, sufficient samples can be derived from this extended data sequence.
CnOpenData ETF Daily Trading Data exhibits characteristics such as long time span, high precision, and comprehensive dimensionality, providing core empirical evidence for quantitative strategy development, product performance evaluation, and market microstructure research.
Time Period
As of June 30, 2025
Data Scale
1.17 million records
Field Description
Sample Data
Data Update Frequency
On-demand updating