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venvoo/china-a-share-l2-level2-limit-order-book-tick-data
China A-Share Level-2 Archive 2017–2026 · Quotes, orders and trades · Parquet A historical archive of Chinese exchange Level-2 data, supplied through a vendor export. It includes ten-level quote snapshots, individual order messages and trade-stream records. The files cover A-share stocks and non-stock instruments such as ETFs and bonds. “Full-market” describes the export's scope, not a guarantee that every instrument or message is present. 中国证券市场 Level-2…
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