What the data for this category looks like
Securities financing daily report data is sourced from the official market interfaces of the Shanghai and Shenzhen Stock Exchanges and the China Securities Depository and Clearing Corporation settlement system. It is updated at fixed times each trading day. The data uses a structured format, including core fields such as individual stock code, individual stock name, financing purchase amount, financing balance, securities lending sales volume, securities lending remaining volume, and securities lending balance. Units are yuan, shares, and others respectively. Fields are tightly bound to corresponding trading links, with no redundant non-trading fields. All fields are real transaction data settled on the same trading day, and do not include estimated or statistical content.
What constraints these characteristics impose on HTTP interfaces and external systems
Because data is sourced from official trading interfaces, calls require valid securities firm filing permissions. Calls must also follow the interface's signature verification and current limiting rules. The fixed-time update feature requires external systems to trigger data pulling only after data is generated, to avoid requesting empty data. Structured fields tightly bound to trading rules require that HTTP interface request and return parameters strictly match official definitions. Otherwise, downstream system parsing will fail. Financial data is sensitive information, so interface transmission must comply with security and compliance requirements. HTTPS encrypted transmission must be used.
Configuration Settings
| Configuration Item | Recommended Value | Rationale |
|---|---|---|
API_REQUEST_TIMEOUT | 600 seconds | Securities financing daily report data volume is large, batch pulling requires sufficient timeout time to avoid connection interruptions mid-transfer |
API_RATE_LIMIT | 10 requests per minute | Matches the current limiting threshold of the exchange's official interface, to prevent triggering 429 Too Many Requests errors |
DATA_PULL_SCHEDULE | Trading day 17:00 | Adapts to the regular data update period of the exchange, reserves time for data verification and synchronization in advance |
FIELD_VALIDATION_RULE | Strictly match exchange field definitions | Securities data field formats are fixed. Fields that do not comply with rules will cause downstream system parsing failures |
BATCH_PULL_SIZE | 500 items per request | Balances single request size and interface response speed, avoiding timeouts or current limiting caused by overly large data |
HTTPS_ENCRYPTION | Mandatory enable | Complies with financial data security and compliance requirements, preventing sensitive transaction data from being leaked during transmission |
The parameter values given on this page are common recommended starting points for configuration. Actual values are affected by material form, data volume and business rules. Specific issues require specific analysis, and it is recommended to test on your own samples before finalizing.
Three Common Mistakes
- Calling the configured HTTP interface path returns 404 Not Found. The cause is that the path does not match the correct endpoint of the exchange's official interface, or the required version parameter is not included.
- Passing custom input parameters results in no expected return from the interface. The cause is that the parameter order and format required by the exchange interface are not followed, for example, incorrectly passing the unit parameter of the amount field in a non-compliant format.
- Scheduled pulling tasks return no data. The cause is that the task trigger time is earlier than the exchange's data update period, pulling empty data that has not yet been generated.
How to Confirm the Configuration is Complete
- Initiate a single test request, check that the returned HTTP status code is 200 OK, and the returned fields include preset core fields such as financing purchase amount and individual stock code.
- View the scheduled task log, confirm that the pulling action is triggered after the trading day update period, and there are no error logs such as 429 or 403.
- After connecting to the downstream system, check that the field format received by the downstream system is consistent with the exchange's official documentation, with no missing or abnormal fields.
- Verify the permission scope of the API key, confirm that the access permission for financing daily report data has been enabled, to avoid call failures due to insufficient permissions.
Question material comes from public community discussions. Configuration values are common starting points and should be measured against your own samples. Verified on 2026-09-14.