BaoStock (证券宝 — 免费A股数据平台)

BaoStock is a free, open-source securities data platform for Chinese A-shares. No registration or API key needed. Returns pandas.DataFrame.

Install

pip install baostock --upgrade

Verify:

python3 -c "import baostock as bs; lg = bs.login(); print(lg.error_msg); bs.logout()"

Should print login success!.

Usage pattern

Every session must call bs.login() before queries and bs.logout() when done:

import baostock as bs
import pandas as pd

lg = bs.login()

# ... queries here ...

bs.logout()

Result sets use .get_data() to get a DataFrame:

rs = bs.query_all_stock()
df = rs.get_data()

Core APIs

1. query_all_stock — List all securities

Get all stock/index codes for a given trading date.

rs = bs.query_all_stock(day="2024-01-02")
df = rs.get_data()
# columns: code, tradeStatus, code_name

• day — Date string YYYY-MM-DD (default: today). Non-trading days return empty DataFrame.

2. query_history_k_data_plus — K-line data

Get historical K-line data (OHLCV + indicators).

rs = bs.query_history_k_data_plus(
    "sh.601398",
    "date,code,open,high,low,close,volume,amount,pctChg",
    start_date="2024-01-01",
    end_date="2024-06-30",
    frequency="d",
    adjustflag="3"
)
df = rs.get_data()

Parameters:

• code — Stock code, format sh.600000 or sz.000001
• fields — Comma-separated field names (see below)
• start_date / end_date — YYYY-MM-DD
• frequency — d (daily), w (weekly), m (monthly), 5/15/30/60 (minute bars). Index has no minute data.
• adjustflag — 1 (forward adj), 2 (backward adj), 3 (no adj, default)

Available fields (daily):

date, code, open, high, low, close, preclose, volume, amount, adjustflag, turn (turnover rate), tradestatus, pctChg (change %), peTTM, pbMRQ, psTTM, pcfNcfTTM, isST

Minute bar fields:

date, time, code, open, high, low, close, volume, amount, adjustflag

3. query_trade_dates — Trading calendar

rs = bs.query_trade_dates(start_date="2024-01-01", end_date="2024-12-31")
df = rs.get_data()
# columns: calendar_date, is_trading_day

4. query_stock_industry — Industry classification

rs = bs.query_stock_industry()
df = rs.get_data()
# columns: updateDate, code, code_name, industry, industryClassification

5. query_stock_basic — Stock basic info

rs = bs.query_stock_basic(code="sh.601398")
df = rs.get_data()
# columns: code, code_name, ipoDate, outDate, type, status

• type — 1 stock, 2 index, 3 other
• status — 1 listed, 0 delisted

6. query_dividend_data — Dividend info

rs = bs.query_dividend_data(code="sh.601398", year="2023", yearType="report")
df = rs.get_data()

• yearType — report (报告期) or operate (实施期)

7. Financial data (quarterly)

Profitability

rs = bs.query_profit_data(code="sh.601398", year=2023, quarter=4)
df = rs.get_data()
# ROE, net profit margin, gross margin, etc.

Operating capacity

rs = bs.query_operation_data(code="sh.601398", year=2023, quarter=4)
df = rs.get_data()
# Inventory turnover, AR turnover, etc.

Growth indicators

rs = bs.query_growth_data(code="sh.601398", year=2023, quarter=4)
df = rs.get_data()
# YoY revenue growth, net profit growth, etc.

Balance sheet

rs = bs.query_balance_data(code="sh.601398", year=2023, quarter=4)
df = rs.get_data()
# Current ratio, quick ratio, etc.

Cash flow

rs = bs.query_cash_flow_data(code="sh.601398", year=2023, quarter=4)
df = rs.get_data()

Dupont analysis

rs = bs.query_dupont_data(code="sh.601398", year=2023, quarter=4)
df = rs.get_data()
# ROE decomposition: profit margin × asset turnover × equity multiplier

8. Index data

Index constituents

# 沪深300 constituents
rs = bs.query_hs300_stocks()
df = rs.get_data()

# 上证50
rs = bs.query_sz50_stocks()
df = rs.get_data()

# 中证500
rs = bs.query_zz500_stocks()
df = rs.get_data()

Complete example: Download daily K-line to CSV

import baostock as bs
import pandas as pd

bs.login()

rs = bs.query_history_k_data_plus(
    "sh.600519",
    "date,code,open,high,low,close,volume,amount,pctChg,peTTM",
    start_date="2024-01-01",
    end_date="2024-12-31",
    frequency="d",
    adjustflag="2"
)
df = rs.get_data()
df.to_csv("kweichow_moutai_2024.csv", index=False)
print(df.head())

bs.logout()

Stock code format

• Shanghai: sh.600000, sh.601398
• Shenzhen: sz.000001, sz.300750
• Beijing: bj.430047
• Index: sh.000001 (上证指数), sh.000300 (沪深300)

Tips

• No registration or API key needed — just bs.login().
• Session may timeout after inactivity — call bs.login() again.
• Not thread-safe — use multiprocessing for parallel downloads, not threading.
• Data coverage: A-shares from 1990 to present.
• Financial data available quarterly with ~2 month delay after reporting period.
• Docs: http://baostock.com/baostock/index.php/Python_API%E6%96%87%E6%A1%A3