Hong Kong Index Support Guide¶

QuantDB now provides comprehensive support for Hong Kong stock indexes, including the major Hang Seng family indexes.

🏷️ Supported Indexes¶

Major Hong Kong Indexes¶

HSI - Hang Seng Index
HSCEI - Hang Seng China Enterprises Index
HSTECH - Hang Seng TECH Index

🔤 Symbol Conventions¶

QuantDB follows international conventions for Hong Kong index symbols while supporting common aliases:

Standard Symbols¶

# Recommended standard symbols
"HSI"      # Hang Seng Index
"HSCEI"    # Hang Seng China Enterprises Index
"HSTECH"   # Hang Seng TECH Index

Supported Aliases¶

# All these variations work for HSI:
"HSI", "hsi", "^HSI", "HK.HSI"
"HANG SENG", "HANG SENG INDEX", "HANGSENG", "HANGSENG INDEX"

# All these variations work for HSCEI:
"HSCEI", "^HSCEI", "HANG SENG CHINA ENTERPRISES"
"HS CHINA ENTERPRISES", "H SHARES"

# All these variations work for HSTECH:
"HSTECH", "^HSTECH", "HANG SENG TECH", "HANGSENG TECH"

📊 Usage Examples¶

Historical Data¶

import qdb

# Get HSI historical data (last 30 days)
hsi_data = qdb.get_index_data('HSI', '20240101', '20240131', 'daily')
print(f"Retrieved {len(hsi_data)} rows of HSI data")
print(hsi_data.head())

# Using aliases also works
hsi_data = qdb.get_index_data('^HSI', '20240101', '20240131', 'daily')
hsi_data = qdb.get_index_data('HANG SENG', '20240101', '20240131', 'daily')

# Get HSCEI data
hscei_data = qdb.get_index_data('HSCEI', '20240101', '20240131', 'daily')

# Get HSTECH data
hstech_data = qdb.get_index_data('HSTECH', '20240101', '20240131', 'daily')

Realtime Data¶

# Get realtime HSI quote
hsi_quote = qdb.get_index_realtime('HSI')
print(f"HSI Current Price: {hsi_quote['price']}")
print(f"Change: {hsi_quote['change']} ({hsi_quote['pct_change']}%)")

# Get realtime quotes for all major HK indexes
for symbol in ['HSI', 'HSCEI', 'HSTECH']:
    quote = qdb.get_index_realtime(symbol)
    print(f"{symbol}: {quote['price']} ({quote['pct_change']:+.2f}%)")

Index List¶

# Get all Hong Kong indexes (using internal category code)
hk_indexes = qdb.get_index_list(category='香港指数')
print(f"Found {len(hk_indexes)} Hong Kong indexes")

# Display major indexes
major_indexes = ['HSI', 'HSCEI', 'HSTECH']
for idx in hk_indexes:
    if idx['symbol'] in major_indexes:
        print(f"{idx['symbol']}: {idx['name']} - {idx['price']}")

📈 Data Structure¶

Historical Data Columns¶

# Returned DataFrame columns:
['date', 'open', 'high', 'low', 'close', 'volume', 'name']

# Example data:
#        date     open     high      low    close    volume        name
# 0  2024-01-01  16400.0  16600.0  16350.0  16500.0  1000000    Hang Seng Index
# 1  2024-01-02  16500.0  16700.0  16450.0  16600.0  1100000    Hang Seng Index

Realtime Data Structure¶

# Returned dictionary keys:
{
    'symbol': 'HSI',
    'name': 'Hang Seng Index',
    'price': 24906.811,
    'change': 100.0,
    'pct_change': 0.40,
    'prev_close': 24806.811,
    'open': 24850.0,
    'high': 24950.0,
    'low': 24800.0
}

🔄 API Endpoints¶

REST API Usage¶

# Historical data
GET /api/v1/index/historical/HSI?start_date=20240101&end_date=20240131&period=daily

# Realtime data
GET /api/v1/index/realtime/HSI

# Index categories (includes Hong Kong indexes)
GET /api/v1/index/categories

# Hong Kong index list (using internal category code)
GET /api/v1/index/list?category=%E9%A6%99%E6%B8%AF%E6%8C%87%E6%95%B0

⚡ Performance & Caching¶

Smart Caching: Hong Kong index data is cached with the same intelligent strategy as A-share indexes
Data Source: 100% powered by AKShare's Hong Kong index APIs
Update Frequency: Realtime data refreshed on each call; historical data cached appropriately
Backward Compatibility: Zero impact on existing A-share index functionality

🌐 International Standards¶

QuantDB's Hong Kong index support follows international financial data conventions:

Symbol Format: Standard international codes (HSI, HSCEI, HSTECH)
Alias Support: Common variations used by international platforms
Data Structure: Consistent with global financial data standards
API Design: RESTful endpoints following international best practices

🧪 Testing & Validation¶

All Hong Kong index functionality has been thoroughly tested:

✅ Symbol normalization with 100% accuracy
✅ Historical data retrieval with real market data
✅ Realtime data with live price feeds
✅ Index list with complete category support
✅ Backward compatibility with A-share indexes

📞 Support¶

For questions about Hong Kong index support: - Check the main FAQ - Review API Reference - Visit our Community Discussions

Hong Kong index support is available in QuantDB v2.3.0+ and maintains full backward compatibility with existing functionality.