🇨🇳 China Block Trades Tracker — Institutional 大宗交易 avatar

🇨🇳 China Block Trades Tracker — Institutional 大宗交易

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from $5.00 / 1,000 results

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🇨🇳 China Block Trades Tracker — Institutional 大宗交易

🇨🇳 China Block Trades Tracker — Institutional 大宗交易

Daily A-share block trades (大宗交易) — institutional large-lot deals with price, premium/discount to market, volume, value, and buyer/seller seats. Filter by market or minimum deal size.

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from $5.00 / 1,000 results

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NexGenData

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🇨🇳 China Block Trades Tracker (大宗交易)

Track institutional block trades (大宗交易) on the China A-share market, sourced daily from Eastmoney. Block trades are large-lot, off-order-book deals between major holders and institutions — a window into smart-money positioning that ordinary tick data hides. This actor delivers each deal with its execution price, premium or discount to the close, volume, total value, and the named buyer and seller seats (including institutional seats such as 机构专用), so you can see who is moving size in Shanghai, Shenzhen, and Beijing.

What it extracts

Every record is one block-trade deal:

  • securityCode — A-share ticker (e.g. 600519)
  • securityName — listed company name
  • market — exchange (shanghai / shenzhen / beijing)
  • tradeDate — date the block trade settled
  • dealPrice — negotiated execution price per share
  • closePrice — market close on the trade date
  • premiumDiscountRatio — deal price vs. close, as a percentage
  • dealVolumeShares — number of shares in the block
  • dealAmountYuan — total deal value in CNY
  • buyer — buyer seat (e.g. 机构专用)
  • seller — seller seat
  • stockChangePct — the stock's price change on the day
  • dataSource — origin of the record (Eastmoney)

Features

  • Market filter — pull all exchanges or scope to Shanghai, Shenzhen, or Beijing.
  • Minimum deal-size filter — set minDealAmountYuan to surface only the largest institutional deals above a CNY threshold.
  • Premium / discount signal — every deal includes its price relative to the market close, separating accumulation at a premium from forced selling at a discount.
  • Named buyer / seller seats — see institutional seats (机构专用) and brokerage seats on both sides of each trade.
  • Result cap — bound output with maxResults for predictable, cost-controlled runs.

Input example

{
"market": "shanghai",
"minDealAmountYuan": 10000000,
"maxResults": 100
}

Output example

{
"securityCode": "600519",
"securityName": "贵州茅台",
"market": "shanghai",
"tradeDate": "2026-06-22",
"dealPrice": 1620.00,
"closePrice": 1685.50,
"premiumDiscountRatio": -3.89,
"dealVolumeShares": 30000,
"dealAmountYuan": 48600000,
"buyer": "机构专用",
"seller": "中信证券股份有限公司上海分公司",
"stockChangePct": 0.42,
"dataSource": "eastmoney.com"
}

Use cases

  • Institutional-flow tracking — monitor which A-shares institutions are accumulating or unloading through large off-book blocks.
  • Smart-money signals — use premium/discount and seat data to flag accumulation or distribution before it shows in price action.
  • China-equity research — enrich fundamental coverage with a daily record of who is trading size in your watchlist names.
  • Market surveillance — screen for unusual block activity, large discounts, or repeat institutional seats.

How to use

  1. Open the actor in Apify Console, set market, minDealAmountYuan, and maxResults, then click Start.
  2. Or call it via the Apify API / client (Python, JavaScript) and read results from the run's dataset.
  3. Or attach an Apify Schedule to run it daily after market close for a rolling history.

Results export as JSON, CSV, or Excel from the run dataset.

Pricing

Pay-per-event: $0.005 per run start plus $0.10 per block-trade record returned. You only pay for the deals you receive — use maxResults and minDealAmountYuan to keep runs scoped.

FAQ

How fresh is the data? Records reflect block trades published by Eastmoney for the trading day; run the actor after the China market close (or on a daily schedule) for the latest deals.

What does 机构专用 mean? It is the "institutional dedicated" seat label on A-share trade records. When it appears as buyer or seller, an institution — not an individual or named brokerage branch — was on that side of the block.

Where does the data come from? Directly from Eastmoney (eastmoney.com), reflected in each record's dataSource field.

Can I get only the biggest deals? Yes — set minDealAmountYuan to your CNY threshold and the actor returns only block trades at or above that total value.

What output formats are supported? Every run writes to an Apify dataset, exportable as JSON, CSV, or Excel, or readable via the API. ��������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������������

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