What this category’s data looks like
The data for securities financing daily reports is sourced from public disclosure APIs of the Shanghai, Shenzhen, and Beijing Stock Exchanges, as well as China Securities Depository and Clearing Corporation. The update cycle runs from 16:00 to 18:00 following each trading day’s close to finalize that day’s data update. Each document includes the date, market sector headers, and detailed fields such as financing purchase amount, financing balance, short selling volume, short selling balance, and total margin trading and short selling balance. Field units include RMB ten thousand yuan, shares, lots, and others. Subfields vary slightly across different markets; for example, the Beijing Stock Exchange adds financing data related to its Selective Layer.
Constraints Imposed on Multi-turn Dialogue and Prompt Configuration
The update cycle, field differences, and unit requirements of securities financing daily reports create multiple constraints for multi-turn dialogue and prompt configuration. First, daily data only becomes available after the market closes, so multi-turn dialogue flows must require users to clearly specify the query trading date to avoid returning unupdated historical data. Second, field definitions vary across markets, so prompts must include preset market range verification logic, and trigger a confirmation prompt when a user does not specify a market. Third, the data includes both monetary and quantitative units, so prompts must explicitly require returned results to include standard units. Fourth, the data only contains publicly available historical trading information, so multi-turn dialogue must block generation of predictive content.
How to Configure Settings
| Configuration Item | Recommended Value | Rationale |
|---|---|---|
maxContext | 8000–12000 characters | Securities financing daily reports have large individual data sizes, and multi-turn dialogue requires sufficient historical context to associate users’ follow-up questions about specific fields |
rag_top_k | Top 3–5 entries | The core fields of financing daily reports are concentrated; excessive recall will lead to redundant context and reduced response speed |
prompt_template | Return the corresponding financing daily report fields based on the user-specified market and trading date, include standard units in results, and prohibit generating predictive content | Aligns with compliance and field display requirements for securities financing data |
conversation_history_max_length | 10 dialogue turns | Securities sector users typically ask follow-up questions focused on field breakdowns of a single daily report; excessive historical dialogue will consume context quota |
file_download_expire_time | 7 days | Historical financing daily report data only requires short-term retention for user review; an overly long validity period increases storage overhead |
timeout | 600 seconds | Sufficient API request time is required when batch fetching financing data across multiple markets |
The parameter values provided on this page are common recommended starting points for configuration. Actual values are affected by material format, data volume, and business rules. Specific issues require case-by-case analysis, and it is recommended to test on your own samples before finalizing settings.
Three Common Configuration Mistakes
- Symptom: Setting
file_download_expire_timeto 0 still fails to cancel the download validity period. Cause: Some versions of this parameter only support setting valid durations, and do not support directly disabling the validity period. The file download function must be disabled instead. - Symptom: Calling the historical dialogue interface returns empty fields. Cause: The
conversation_history_save_durationparameter is not configured, and the default retention period is too short, so conversation records from several months ago have been cleared. - Symptom: Each dialogue response takes more than 10 seconds. Cause: The number of recalled entries for
rag_top_kis not limited, or data preloading cache is not enabled, resulting in the need to re-fetch full financing daily report data for each dialogue.
How to Verify Configuration Correctness
- Initiate a test dialogue with multi-field follow-up questions, check that returned results include standard units and do not generate predictive content, to confirm the prompt configuration is effective.
- View the dialogue history list, retrieve a test conversation from several months ago, confirm it can be opened and continued normally, to verify the effectiveness of the dialogue saving configuration.
- Trigger a batch fetch request for financing daily report data, confirm that response time meets expectations, to verify the rationality of the timeout and recall configuration.
- Download the financing daily report file generated during testing, confirm that the download link’s validity period matches the configured value, to confirm the file download configuration is effective.
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.