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上证与中证系列指数数据发布渠道简介 DISTRIBUTION CHANNEL OF SSE/CSI INDICES 中证指数公司 CSI 2012-5. 中证与上证系列指数管理与销售情况 CSI and SSE Index Management and Sales. 2006 年起，中证指数公司受托管理全部上证系列指数 In 2006, CSI was authorized to run all SSE indices. 2008 年起，中证指数公司委托 CIIS 代理海外指数数据销售
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In 2006, CSI was authorized to run all SSE indices.
In 2008, CSI authorized CIIS as the agent for oversea sales
of index data.
Index basic information (Name, Codes in different channels, Base date, Base period)
Index constituents and adjustment information
Index close quotation
P/E ratio, P/B ratio, P/D ratio, Industry Classification and other public information.
All of the above is formatted data. Therefore, information vendors could use program for data analysis and storage without any manual process.
Real time quotation
In 2012, SSE published the “Indexing Management Methods”, and
stated that indices will be distributed by SSE quotation files
(show2003/level2) and indexpress.
Since April 2012, indexpress is transmitted via the SSE satellite
system. In the future, some indices will only be disseminated by
Incremental Indices：Since May 2012, some indices is only
distributed by indexpress.
Existing Indices: Since June 2012, some indices will be deleted
from SSE quotation files (show2003/level2), and be distributed
Update frequency：5S（in SHOW2003/LEVEL2）
Indices amount: some indices calculated by SSE
Update frequency: 15S
Indices amount：all indices calculated by CSI + all indices in SSE quotation + IOPV
CSI FTP server. (located in SH and HK, supports both special line and internet access)
Install the CSI communication software to access. (The server is located in SH and HK, supports both special line and internet access)
Obtain from LEVEL2 system. (Only support A share trading date)
In the future, obtain from the new HKG data system. (In discussion)
Recommended to access the static data service platform, to reduce manual work
1. 最优方案 Best solution
Use the index basic information to judge whether one index is calculated by SSE or CSI, and then use SSE quotation files or indexpress accordingly to obtain the fastest quotation. (e.g. Use SSE quotation files to obtain CSI300, and use indexpress to obtain CSI Cross-Straits 500)
2、最便捷方案 Most convenient solution
Obtain all indices quotation from indexpress. (However, the update frequency for all indices is 15s.)