baostock

BaoStock

Overview

BaoStock is a free, open-source securities data platform for China A-shares. It provides historical quotes, financial indicators, macroeconomic data, and industry classification through a unified Python API, returning pandas DataFrames.

Key advantages: Free, stable, long history (since 1990), no rate limits or credits required.

Quick Start

Installation

pip install baostock

Basic Usage Pattern

import baostock as bs
import pandas as pd

# 1. Login (required)
lg = bs.login()

# 2. Query data
rs = bs.query_history_k_data_plus(
    "sh.600000",
    "date,code,open,high,low,close,volume,amount",
    start_date="2024-01-01",
    end_date="2024-12-31",
    frequency="d",
    adjustflag="3",
)

# 3. Collect results (pandas 2.0+ compatible)
rows = []
while (rs.error_code == "0") and rs.next():
    rows.append(rs.get_row_data())
df = pd.DataFrame(rows, columns=rs.fields)

# 4. Logout
bs.logout()

Stock Code Format

BaoStock uses exchange.code format (note the dot separator):

| Exchange | Prefix | Example | |----------|--------|---------| | Shanghai (SSE) | sh. | sh.600000 (SPDB) | | Shenzhen (SZSE) | sz. | sz.000001 (Ping An Bank) |

Parameter Conventions

• Date: YYYY-MM-DD (e.g., 2024-12-31)
• Stock code: sh.600000, sz.000001
• Return format: Iterate via rs.next() + rs.get_row_data(), assemble into DataFrame
• All return values are strings: Must manually pd.to_numeric() for numeric columns

Complete API Reference

I. Market Data

1. Historical K-line: query_history_k_data_plus()

The most important API — supports daily/weekly/monthly/minute bars with adjustment.

rs = bs.query_history_k_data_plus(
    code="sh.600000",       # Stock code
    fields="date,code,...", # Return fields (comma-separated)
    start_date="2024-01-01",# Start date, default 2015-01-01
    end_date="2024-12-31",  # End date, default latest trading day
    frequency="d",          # Frequency
    adjustflag="3",         # Adjustment type
)

frequency values:

| Value | Frequency | Notes | |-------|-----------|-------| | "d" | Daily | Default | | "w" | Weekly | | | "m" | Monthly | | | "5" | 5-minute | Index does not support minute bars | | "15" | 15-minute | | | "30" | 30-minute | | | "60" | 60-minute | |

adjustflag values:

| Value | Meaning | Method | |-------|---------|--------| | "3" | Unadjusted | Default | | "1" | Backward adjusted | Percentage change method | | "2" | Forward adjusted | Percentage change method |

Note: BaoStock uses the "percentage change adjustment method", which differs from other platforms (e.g., Tongdaxin).

Daily/Weekly/Monthly fields:

| Field | Description | Type | |-------|-------------|------| | date | Trading date | str | | code | Stock code | str | | open | Open price | str→float | | high | High price | str→float | | low | Low price | str→float | | close | Close price | str→float | | preclose | Previous close | str→float | | volume | Volume (shares) | str→float | | amount | Amount (CNY) | str→float | | adjustflag | Adjustment flag | str | | turn | Turnover rate (%) | str→float, empty string when suspended | | tradestatus | Trading status | str, "1"=normal, "0"=suspended | | pctChg | Price change (%) | str→float | | peTTM | PE ratio (TTM) | str→float | | pbMRQ | PB ratio (MRQ) | str→float | | psTTM | PS ratio (TTM) | str→float | | pcfNcfTTM | PCF ratio (TTM) | str→float | | isST | Is ST stock | str, "1"=yes, "0"=no |

Minute bar fields:

| Field | Description | |-------|-------------| | date | Date | | time | Time (format YYYYMMDDHHmmssSSS) | | code | Stock code | | open | Open price | | high | High price | | low | Low price | | close | Close price | | volume | Volume | | amount | Amount | | adjustflag | Adjustment flag |

Minute bars do not include index data or valuation metrics (peTTM, etc.).

2. Index K-line

Uses the same query_history_k_data_plus() API with index codes:

| Index | Code | |-------|------| | SSE Composite | sh.000001 | | SZSE Component | sz.399001 | | CSI 300 | sh.000300 | | CSI 500 | sh.000905 | | ChiNext Index | sz.399006 |

Index does not support minute bars, only daily/weekly/monthly.

3. All Securities on Date: query_all_stock()

rs = bs.query_all_stock(day="2024-12-31")
# Returns: code, tradeStatus columns

II. Basic Information

4. Stock Basic Info: query_stock_basic()

rs = bs.query_stock_basic(code="sh.600000")  # Single stock
rs = bs.query_stock_basic()                   # All stocks

Returns: code, code_name, ipoDate, outDate, type (1=stock, 2=index, 3=other, 4=convertible bond, 5=ETF), status (1=listed, 0=delisted)

5. Industry Classification: query_stock_industry()

rs = bs.query_stock_industry(date="2024-12-31")  # Specific date
rs = bs.query_stock_industry()                     # Latest

Returns: updateDate, code, code_name, industry, industryClassification

Uses CSRC industry classification standard.

6. SSE 50 Constituents: query_sz50_stocks()

rs = bs.query_sz50_stocks(date="2024-12-31")

Returns: updateDate, code, code_name

7. CSI 300 Constituents: query_hs300_stocks()

rs = bs.query_hs300_stocks(date="2024-12-31")

8. CSI 500 Constituents: query_zz500_stocks()

rs = bs.query_zz500_stocks(date="2024-12-31")

III. Dividends & Adjustment

9. Dividend Information: query_dividend_data()

rs = bs.query_dividend_data(
    code="sh.600000",
    year="2024",
    yearType="report",  # "report"=announcement year, "operate"=ex-dividend year
)

Returns:

| Field | Description | |-------|-------------| | dividPreNoticeDate | Pre-notice date | | dividAgmPumDate | AGM announcement date | | dividPlanAnnounceDate | Plan announcement date | | dividPlanDate | Implementation announcement date | | dividRegistDate | Record date | | dividOperateDate | Ex-dividend date | | dividPayDate | Payment date | | dividStockMarketDate | Stock listing date | | dividCashPsBeforeTax | Cash dividend per share (before tax) | | dividCashPsAfterTax | Cash dividend per share (after tax) | | dividStocksPs | Stock dividend per share | | dividCashStock | Dividend & transfer info | | dividReserveToStockPs | Reserve to stock per share |

10. Adjustment Factor: query_adjust_factor()

rs = bs.query_adjust_factor(
    code="sh.600000",
    start_date="2015-01-01",
    end_date="2024-12-31",
)

Returns: code, dividOperateDate, foreAdjustFactor, backAdjustFactor, adjustFactor

IV. Quarterly Financial Data

All quarterly APIs share the same parameters:

rs = bs.query_xxx_data(code="sh.600000", year=2024, quarter=2)

• code: Stock code
• year: Fiscal year (int)
• quarter: Quarter (1/2/3/4)

11. Profitability: query_profit_data()

Returns:

| Field | Description | |-------|-------------| | code | Stock code | | pubDate | Publication date | | statDate | Statistics end date | | roeAvg | ROE (average, %) | | npMargin | Net profit margin (%) | | gpMargin | Gross profit margin (%) | | netProfit | Net profit (CNY) | | epsTTM | Earnings per share | | MBRevenue | Main business revenue (CNY) | | totalShare | Total shares | | liqaShare | Tradable shares |

12. Operating Efficiency: query_operation_data()

Returns: NRTurnRatio (receivables turnover), NRTurnDays, INVTurnRatio (inventory turnover), INVTurnDays, CATurnRatio (current asset turnover), AssetTurnRatio (total asset turnover)

13. Growth: query_growth_data()

Returns: YOYEquity (equity YoY), YOYAsset (asset YoY), YOYNI (net income YoY), YOYEPSBasic (basic EPS YoY), YOYPNI (net income attributable to pare