What the data for this category looks like
Securities financing daily report data comes from margin trading data publicly disclosed by Shanghai and Shenzhen stock exchanges after daily market close. Updates run once each trading day, around 17:00. Reports are only released on workdays. Each daily report is structured tabular data. It includes fields such as trading date, securities code, securities abbreviation, financing purchase amount, financing balance, securities lending sold volume, securities lending remaining volume, and total margin trading balance. Some fields include attached units, such as yuan, ten thousand yuan, shares, and ten thousand shares. The reports cover margin trading statistics for all individual stocks and industry sectors across the entire market.
What constraints do these characteristics impose on deployment and upgrade?
The daily update schedule for securities financing reports requires scheduled tasks to trigger only on workdays during deployment. This prevents invalid synchronization or parsing operations from running on non-trading days. The structured data includes many fields with attached units. Do not modify preset field mapping rules arbitrarily during upgrades. Unplanned changes will cause data parsing mismatches or missing fields. Securities data has compliance requirements. Integrate official data source verification interfaces during deployment. Retain this verification logic during upgrades to ensure legal data sources. Each daily report covers multi-dimensional statistical data. Configure a reasonable batch write threshold during deployment. Do not lower this threshold arbitrarily during upgrades. This will otherwise cause database write timeouts.
How to set the configurations
| Configuration Item | Recommended Value | Rationale |
|---|---|---|
SCHEDULE_TRIGGER_DAYS | ["1","2","3","4","5"] | Matches the release schedule of securities financing daily reports, which only update on workdays, to avoid triggering invalid tasks on non-trading days |
UPLOAD_FILE_MAX_SIZE | 1000 MB | The standard file size for full-market securities financing daily reports typically does not exceed 800 MB. Reserving reasonable headroom prevents upload blocking |
PARSE_FILE_TIMEOUT_SECONDS | 600 seconds | Parsing fields for full-market data requires traversing multi-dimensional statistical items. The default timeout duration is insufficient to complete full parsing |
WORKER_MEMORY_LIMIT | 4 GB | Single worker node memory usage is high when batch parsing multiple financing daily report files. This setting prevents out-of-memory termination |
UPLOAD_PRE_SIGNED_URL_EXPIRE | 300 seconds | Ensures the pre-signed URL for file uploads remains valid during the data submission cycle, preventing generation failures |
DATA_SOURCE_VALIDATION_ENABLE | true | Verifies that data comes from official stock exchange interfaces, complying with compliance requirements for securities data |
The parameter values provided on this page are common starting points for configuration. Actual values are affected by material format, data volume, and business rules. Specific issues require individual analysis. It is recommended to test on your own samples before finalizing settings.
Three common mistakes
- Issue: After upgrading to version 4.14.0, an error
Failed to create post presigned urlis displayed when uploading financing daily report files. Cause: TheUPLOAD_PRE_SIGNED_URL_EXPIREconfiguration value was not updated synchronously, or cross-origin rules for the object storage were modified incorrectly, leading to pre-signed URL generation failures. - Issue: After migrating servers for non-Docker deployments, scheduled synchronization tasks fail to trigger normally. Cause: The scheduled task configuration file from the original deployment was not copied to the new server, or system-level scheduled task scheduling permissions were not configured.
- Issue: In version 4.13.2, an error
worker terminated due to reaching memory limitis displayed when creating a knowledge base. Cause: TheWORKER_MEMORY_LIMITconfiguration value was not adjusted. Single worker node memory is insufficient to load full-market financing daily report parsing tasks.
How to confirm configurations are correct
- Trigger a manual scheduled synchronization task, and check that the task log has no prompts for field parsing exceptions or database write failures. Confirm that the
DATA_PARSE_FIELD_MAPPINGconfiguration matches the official data source fields. - Upload a test securities financing daily report file, check that the upload progress completes normally with no pre-signed URL related errors, and that parsed data fields are complete and correctly formatted.
- View historical data already written to the database, confirm that core fields such as trading date and securities code have no missing values or mismatches, and that units match official disclosure standards.
- Run a batch parsing test task, confirm that no out-of-memory errors are triggered on worker nodes, and that task completion rates meet expectations.
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.