🇨🇳 China Dragon-Tiger List (龙虎榜) — Stocks, Seats & Flow avatar

🇨🇳 China Dragon-Tiger List (龙虎榜) — Stocks, Seats & Flow

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from $10.00 / 1,000 results

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🇨🇳 China Dragon-Tiger List (龙虎榜) — Stocks, Seats & Flow

🇨🇳 China Dragon-Tiger List (龙虎榜) — Stocks, Seats & Flow

Daily China A-share Dragon-Tiger List (龙虎榜) — top abnormally-active stocks, why they listed, billboard buy/sell/net flow, and subsequent 1/5/10-day performance.

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from $10.00 / 1,000 results

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NexGenData

NexGenData

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🇨🇳 China Dragon-Tiger List (龙虎榜) — Active Stocks, Trading-Desk Seats & Flow

The Dragon-Tiger List (龙虎榜) is the daily roster of China A-shares with abnormal trading — and the desks behind it. This actor pulls each day's list from Eastmoney: which stocks made the board, why they listed, the billboard buy/sell/net amounts, the top buyer and seller trading-desk seats (营业部 — including institutional "机构专用" and famous hot-money desks), and each stock's subsequent 1-/5-/10-day performance.

What it extracts

For each Dragon-Tiger entry: security code & name, market, trade date, close price, daily % change, turnover rate, reason listed (e.g. "4 institutions bought, 9% hit rate"), billboard deal / buy / sell / net amounts, the top buyer seats and seller seats (desk names with their buy/sell/net amounts), free-float market cap, and the next 1-/5-/10-day returns.

Features

  • Daily 龙虎榜 across Shanghai, Shenzhen, and Beijing boards
  • Named trading-desk seats — see exactly which institutions / hot-money desks bought and sold, with amounts
  • Why listed + billboard buy/sell/net flow
  • Follow-through — subsequent 1/5/10-day performance per stock
  • Filter by market or a specific trade date; toggle seats off for faster runs; structured JSON output

Input example

{ "market": "all", "tradeDate": "2026-06-22", "fetchSeats": true, "maxResults": 100 }

Output example

{
"securityCode": "603261",
"securityName": "…",
"tradeDate": "2026-06-22",
"changePct": 4.29,
"reasonListed": "有价格涨跌幅限制的日价格振幅达到15%的前五只证券",
"billboardNetAmount": 12500000,
"buySeats": [
{"seat": "瑞银证券有限责任公司上海花园石桥路证券营业部", "buyAmount": 7939738, "net": 7939738},
{"seat": "国泰海通证券股份有限公司总部", "buyAmount": 3885730, "net": 3885730}
],
"sellSeats": [
{"seat": "国信证券股份有限公司北京分公司", "sellAmount": 5475332, "net": -5475332}
],
"perf5dPct": null,
"dataSource": "eastmoney.com (live)"
}

Use cases

  • Hot-money / institutional desk tracking — follow which specific 营业部 are active and accumulating
  • Momentum & sentiment — the daily list of the most abnormally-traded A-shares
  • China-equity research — pair seats + "why listed" with follow-through performance
  • Dashboards & alerts — schedule it daily after market close

How to use

Run from the Apify Console, call via the Apify API/SDKs, or schedule it daily after close. Output is a standard dataset (export to JSON/CSV/Excel).

Pricing

Pay-per-event: a small per-run start fee plus a per-entry fee for each record returned.

FAQ

What are the "seats"? The securities-firm branch desks (营业部) that bought/sold — including institutional ("机构专用") and well-known hot-money desks, each with their buy/sell/net amounts. Can I skip the seats? Yes — set fetchSeats to false for faster, summary-only runs. Why are perf fields sometimes null? Subsequent-performance fields populate only after the days have elapsed. How fresh is it? Pulled live from Eastmoney each run. Output format? Structured JSON dataset items.

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