> ## Documentation Index
> Fetch the complete documentation index at: https://docs-corpus.apart.io/llms.txt
> Use this file to discover all available pages before exploring further.

# China API

> Daily A-share prices, exchange-qualified identifiers, and the suspension and adjustment semantics that govern them.

China endpoints live under `/china` and require the `china:read` scope. They cover Shanghai and
Shenzhen A-share daily prices.

| Identifier | Example | Use |
| - | - | - |
| Exchange-qualified code | `sh.600519` | The only accepted instrument key |
| Exchange | `SSE`, `SZSE` | Listing venue |
| Board | `main`, `star`, `chinext` | Determines the daily price-limit band |

> [!WARNING]
>
> A bare six-digit code is **not** a valid identifier and is rejected with `422`. Codes are reused
> across the mainland exchanges: `000001` is both Ping An Bank on Shenzhen and the SSE Composite
> Index on Shanghai. Always send the exchange qualifier. This differs from US CIK and Indian ISIN,
> which are unique on their own.

## Prices are unadjusted

China bars are returned **unadjusted** (不复权) and every response states
`"adjustment": "unadjusted"`.

Chinese market data conventionally defaults to 前复权 (forward adjustment), which rebases history
to the current price — every new corporate action retroactively restates every earlier bar. Corpus
does not store prices that way, because it would make a point-in-time read impossible. Adjustment
factors are held separately and a re-adjustment is recorded as a new knowledge-time revision, not
a rewrite. See [Point-in-time data](https://docs-corpus.apart.io/guides/point-in-time-data.md).

If you need a total-return series, apply corporate-action adjustment yourself. Note that rights
issues (配股) are common in China and are not a simple split factor.

## Suspensions are rows, not gaps

A-share trading halts are frequent and can last from days to months, and are often voluntary ahead
of an announcement. Corpus records a halted session explicitly rather than omitting it:

* `trading_status` is `trading` or `suspended`.
* On a `suspended` session **every price field is null** and `volume` is `0`.
* Suspended sessions are **excluded by default**. Pass `include_suspended=true` to retrieve them.

The upstream feed forward-fills the last traded price on halted days. Corpus discards those
prices, because a halt is not a flat trading day: carrying them would let a backtest compute a 0%
return across a multi-month suspension. Never interpolate across a suspended session.

## Price limits are board-specific

Daily limits differ by board: ±10% on the Shanghai and Shenzhen main boards (including ST and
`*ST` names since the 2025 widening from ±5%) and ±20% on the STAR Market and ChiNext. STAR
listings have no limit for their first five sessions.

A move of exactly ±10.00% on a main-board name is a legitimate limit hit, not an outlier. Calibrate
any outlier detection per board — the `board` field is returned on every security for this reason.

## Delisted instruments are included

`GET /china/securities` returns delisted names by default, each with its `delisting_date`, so the
universe is not restricted to currently-listed companies. Pass `listed_only=true` to restrict to
names still listed at `as_of`. Identity is point-in-time: a delisted instrument resolves for dates
inside its listed window.

Delisted retention reflects what the upstream source retains (337 names) and is not asserted to be
a complete historical record of every A-share delisting. See [Coverage](https://docs-corpus.apart.io/coverage.md).

## Rights and redistribution

China price data is acquired from a third-party redistributor without a redistribution licence from
the exchanges. Under the Corpus rights taxonomy it is classified `scraped_prohibited`, which makes
it **internal-only**: it is excluded from every resale surface, and `china:read` is a distinct
grant that a US or India key does not inherit.

Access to this dataset does not grant redistribution rights. The authoritative feeds are licensed
to non-Mainland entities through China Investment Information Services for Shanghai and Shenzhen
Securities Information Co. for Shenzhen. See [Data Provenance](https://docs-corpus.apart.io/data-provenance.md).


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