q1232990/StockChina-Minute-Parquet

China Stock Market 1-Minute Bar Dataset (Parquet)

This dataset provides high-frequency 1-minute historical candlestick and trading data for Chinese A-Share stocks (SSE / SZSE: .XSHE, .XSHG).

Attribution & Source Credit

This dataset is an optimized Parquet conversion of the original CSV dataset created by jobs-git:

• Original Dataset: jobs-git/StockChina-Minute
• Original uncompressed CSV size: ~121.5 GB across 1,450 stock symbols.

Optimizations in this Version

1. Format: Apache Parquet with high-efficiency column encodings.
2. Compression: Zstandard Level 18 with specialized Parquet encoders:
   • datetime: timestamp[ms] with DELTA_BINARY_PACKED
   • volume: UInt32 with DELTA_BINARY_PACKED
   • money: UInt64 (integer turnover in RMB) with DELTA_BINARY_PACKED
   • paused: Boolean with RLE (Run-Length Encoding)
   • Prices (open, close, high, low, avg, high_limit, low_limit, pre_close, factor): Float32
3. Storage Efficiency: ~12.3x compression ratio (reduces 121.5 GB to ~9.9 GB total storage).
4. Fast Columnar Access: Supports vectorized queries and partition-level filtering.

Schema

Column	Type	Description
datetime	timestamp[ms]	Minute timestamp (YYYY-MM-DD HH:MM:SS)
open	float32	Minute opening price
close	float32	Minute closing price
high	float32	Minute high price
low	float32	Minute low price
volume	uint32	Minute trading volume (shares)
money	uint64	Minute turnover / amount (RMB)
avg	float32	Minute volume-weighted average price (VWAP)
high_limit	float32	Daily price upper limit
low_limit	float32	Daily price lower limit
pre_close	float32	Previous day closing price
paused	bool	Trading suspension status flag
factor	float32	Price adjustment factor

Quick Usage

Polars

import polars as pl

# Direct URL / Hugging Face streaming
url = "hf://datasets/q1232990/StockChina-Minute-Parquet/000001.XSHE.parquet"
df = pl.read_parquet(url)
print(df.head())

PyArrow

import pyarrow.parquet as pq
from huggingface_hub import hf_hub_download

file_path = hf_hub_download(repo_id="q1232990/StockChina-Minute-Parquet", filename="000001.XSHE.parquet", repo_type="dataset")
table = pq.read_table(file_path)
print(table.schema)

DuckDB

SELECT * FROM 'hf://datasets/q1232990/StockChina-Minute-Parquet/000001.XSHE.parquet' LIMIT 10;