kangkangchen/a-share-l2-600809

该私有数据集包含标准化后的A股Level-2行情、订单和交易表，针对单只股票（代码：600809.SH）。数据覆盖时间范围为2025年5月1日至2025年12月31日，价格字段保留原始整数并添加标准化浮点字段（价格=原始价格/10000），数量以股为单位。时间字段包括原始交易所整数格式（HHMMSSmmm）、标准化显示字符串和毫秒时间戳。数据以CSV文件存储，支持多种编码（如utf-8-sig、gb18030）。表格分为三级：十档报价快照（data/level2_quotes）、逐笔订单事件（data/level2_orders）和逐笔交易及取消事件（data/level2_trades）。数据集支持按月或按季增量上传，文件按表、年、月、股票代码和交易日期分区。字段规范化包括报价价格级别（含原始和标准化字段）、订单/交易方向（含原始代码和可读描述）、订单类型（如A=普通、D=取消）等。数据集无主力订单的真实标签，仅用于私有研究和决策支持，不构成投资建议。

This private dataset contains normalized A-share Level-2 quote, order, and trade tables for one stock (code: 600809.SH). Coverage includes the time range from 20250501 to 20251231, with price fields keeping the original raw integer and adding normalized float fields (price = price_raw / 10000), quantities in shares, and intraday time fields in raw integer format (HHMMSSmmm), normalized display string, and milliseconds since midnight. Data is stored in CSV files with automatic encoding fallback (e.g., utf-8-sig, gb18030). Tables include ten-level quote snapshots (data/level2_quotes), tick-by-tick order events (data/level2_orders), and tick-by-tick trades and cancellation events (data/level2_trades). The dataset supports incremental uploads month-by-month or quarter-by-quarter, with files partitioned by table, year, month, stock code, and trade date. Normalized fields include quote price levels (with raw and float fields), order/trade direction (with raw codes and readable descriptions), and order types (e.g., A=normal, D=cancel). There are no ground-truth labels for main force orders; the dataset is for private research and decision support only, not investment advice.