skills.rest
lvzzzx
lvzzzxCOMMUNITY
Explore all skills by this author →
GitHub

quant360

Reference Quant360 Chinese stock Level 2/3 data formats for SSE and SZSE exchanges.

Updated Aug 27, 2026
Search Tags:#market data#sse#chinese stocks#level 2#quant360#szse#data format
One-click install
npx skills add https://github.com/lvzzzx/pointline --skill quant360
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: quant360
Source: https://github.com/lvzzzx/pointline/tree/main/.claude/skills/quant360
Command: npx skills add https://github.com/lvzzzx/pointline --skill quant360

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes references (resource) components.

What problem does it solve?

This Skill provides a comprehensive reference for understanding and working with Chinese A-share Level 2/3 market data formats from Quant360, including exchange-specific rules and data structures.

Core Features & Use Cases

  • Data Format Parsing: Understand the structure of Quant360's order, tick, and L2 snapshot CSV files.
  • Exchange Differences: Differentiate between SSE and SZSE data schemas and trading rules.
  • Use Case: When you encounter Quant360 data files for Chinese stocks, use this Skill to quickly reference the correct CSV column meanings, timestamp formats, and how to determine aggressor side from order references.

Quick Start

Explain the difference between SSE and SZSE order book data formats.

Frequently Asked Questions about quant360

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I parse Chinese stock Level 2 data formats for SSE and SZSE exchanges?▼

To parse Chinese stock Level 2 data formats, reference the CSV column meanings, file naming conventions, and timestamp formats provided for SSE and SZSE order, tick, and snapshot streams. This enables accurate extraction of A-share market microstructure data.

What is the difference between SSE and SZSE order book data formats?▼

The difference between SSE and SZSE order book data formats lies in their specific data schemas, trading rules, and timestamp formats. The reference details these exchange-specific variations to correctly distinguish between Shanghai and Shenzhen market data files.

How do I determine the aggressor side from Chinese stock trade data?▼

To determine the aggressor side from Chinese stock trade data, apply the specific logic detailed in the reference using order references within the tick/trade streams. This identifies whether the buyer or seller initiated the transaction.

What is included in Quant360 Chinese A-share Level 2 snapshot data?▼

Quant360 Chinese A-share Level 2 snapshot data includes specific CSV schemas containing market depth, order book states, and exchange-specific timestamp formats. It provides a comprehensive view of the market microstructure at snapshot intervals.

Does this reference cover trading rules for Chinese stock market data?▼

Yes, the reference covers exchange-specific trading rules for SSE and SZSE Chinese A-share market data. It explains how these rules affect data structures, file naming conventions, and the interpretation of order and tick streams.

Related Skills

Explore More Data & Analytics Skills→
YFOOOOYFOOOO
1

financial-data-fetch

Fetch historical OHLCV data for A-share and ETF markets.

Community
Intermediate
644408071-design644408071-design
1

market-microstructure

Analyze tick-level and Level-2 data for trading costs, liquidity, and price impact.

Community
Advanced
Agentic-AssetsAgentic-Assets

pandas-pro

Apply vectorized pandas operations to clean, transform, and aggregate large DataFrames.

Official
Advanced
ShunmeiChoShunmeiCho
2

cryptofeed

Stream real-time cryptocurrency market data from 40+ exchanges via WebSockets.

Community
Intermediate