数据来源:datastream
数据时间:1992年1月2日--2010年6月4日
数据频率:每天
数据类型:上证A股857只个股的历史股价P,datastream中定义如下,
Price (Adjusted – Default) (P)
Datatype (P) represents the official closing price. This is the default datatype for all equities.
The ‘current’ price on Datastream’s equity programs is the latest price available to us from the appropriate market in primary units of currency (except in the case of the UK where price is given in pence). It is the previous day’s closing price from the default exchange except where more recent or real-time prices are available, as listed in the Data sources & updating procedures section of this help system.
The ‘current’ prices taken at the close of market are stored each day. These stored prices are adjusted for subsequent capital actions, and this adjusted figure then becomes the default price offered on all Research programs. The actual historical prices can be accessed using the unadjusted price datatype (UP).
注意:普通的收盘价是UP(unadjusted price),我这个是P(Adjusted price)。
为Excel 2007格式,因为excel03有列限制。
自己刚下好的,分享给大家。
附件列表