What this type of data looks like
Data for securities financing daily reports is sourced from official public stock exchange disclosure platforms and public central securities depository datasets. Updates are released 1 to 2 hours after market close each trading day, covering full market margin trading data for the current day. Documents use a structured table format, organized by trading date and security. Standard fields include trading date, security code, security abbreviation, margin purchase amount, margin balance, short sale volume, short sale balance, total margin trading balance, and others. Units are Renminbi yuan (or ten thousand yuan), shares (or lots), and Renminbi yuan respectively.
Constraints during model access and configuration
Since the data consists of fixed-structured content updated daily, configure scheduled pull tasks to align with the data update rhythm, preventing delayed or duplicate pulls. Since fields include clear financial units and fixed-format security codes, configure field validation and mapping rules to ensure model input fields and units match, filtering invalid data. Since full market individual stock data volume is substantial, configure batch processing and context parameters for model input to avoid data truncation or request timeouts. Since data is sourced from public platforms, configure request rate limits to avoid triggering anti-crawling mechanisms that cause pull failures.
How to set configurations
| Configuration Item | Recommended Value | Rationale |
|---|---|---|
scheduleCron | 0 15 20 * * ? (triggers daily at 20:15) | Securities financing daily reports typically update 1-2 hours after market close on trading days. This timing ensures the latest complete daily data is pulled |
maxInputTokens | 8192 | Structured financing daily report data for a single batch requires approximately 4000-6000 tokens, with sufficient reserved space to avoid truncation |
fieldExtractThreshold | 0.85 | The field format of securities financing daily reports is fixed. Setting a higher threshold filters low-confidence field extraction results |
requestTimeout | 600 seconds | Full market financing daily report data volume is large. A longer timeout period prevents interruptions before processing completes |
retryCount | 2 | Public data platforms may experience temporary fluctuations. Limited retries reduce the impact of single request failures |
baseUri | Set based on actual testing | Must match the service address of the connected model, ensuring request formats comply with model requirements |
The parameter values provided 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 targeted analysis. It is recommended to test on your own samples before finalizing settings.
Three Common Misconfigurations
- Symptom: The model returns an empty response or no valid content fields. Cause: No mapping rules matching the securities financing daily report fields are configured, so the model cannot recognize core fields in structured data.
- Symptom: The model incorrectly identifies units for margin balance and margin purchase amount, outputting results that mix up monetary amounts and share counts. Cause: No field unit validation rules are configured, and no binding validation is performed between numeric types and their corresponding units.
- Symptom: After private deployment, calling the model with a general official account KEY returns a 403 status code. Cause: The general account KEY is not authorized for access from the private deployment environment, or the BASE_URI does not point to the private deployed model service address.
How to Confirm Configurations Are Correct
- Manually trigger a scheduled pull task, check the data import logs, confirm that the pulled financing daily report data has complete fields and expected formats.
- Upload a single test sample of financing daily report data, trigger the field validation and model invocation process, check that extracted fields accurately match standard names and units.
- View the model invocation monitoring dashboard, confirm that request success rate and response duration meet configured expectations, with no frequent timeouts or error logs.
- Trigger scheduled tasks for three consecutive trading days, confirm that daily data pull and processing processes complete normally, with no duplicate or missing data.
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.