Structure · API tierv1.0
SAM PM Construct Data
Structure-dimension factor data feed derived from ChinaScope's foundational SAM. Daily refresh, S3 + signed-URL API.
01
Specifications
Delivery format and the operational guarantees behind it.
- Format
- Apache Parquet · Snappy compressed
- Refresh
- Daily · T+1 by 07:00 SGT
- SLA
- 99.5% · T+1 18:00 SGT fallback
- Universe
- A-shares · SH + SZ + KC + CYB
- Dimension
- Structure
02
The Data Itself
Live sample rows and every field's meaning, computed from the served data. The integrity strip arrives with this product's audit battery.
The dictionary is public below. Live sample rows need a sign-in — go to the Sandbox.
Every field, with its type and meaning · methodology construction-r-v1.0.
| Field | Type | Description |
|---|---|---|
| trade_date | date | Shanghai trading day |
| ts_code | string | A-share ticker |
| ne_composite_styled | double · cross-sectional z-score | composite product-momentum signal, z-scored x-sectionally = (biz_mom_styled − biz_resvol_styled)/2 (biz_mom_styled − biz_resvol_styled)/2; higher predicts higher 20-day forward return |
| biz_mom_styled | double · cross-sectional z-score | product-momentum component (z-scored) |
| biz_resvol_styled | double · cross-sectional z-score | product-residual-volatility component (z-scored) |
| source_basis | string | derivation basis (sam_product_mix)sam_product_mix |
| source_rpt_date | date | PIT: source filing report_date; usable at publish_date + 30d <= trade_date PIT: filing report_date; usable at publish_date + 30d <= trade_date |
| source_publish_date | date | when the governing filing became public (Date 3) |
| eff_date | date | date the filing became usable (Date 4 = source_publish_date + 30d) STRICT no-look-ahead audit: eff_date <= trade_date holds on every served row |
03
Frequently Asked Questions
- When is each day's data available?
- Data for trade day T is published by 07:00 Asia/Shanghai on T+1, contingent on ChinaScope's upstream delivery. If upstream runs late, fallback delivery is T+1 18:00 SGT.
- What happens if ChinaScope is delayed?
- The API's manifest endpoint exposes a field (green/yellow/red). When red, calls for the current day return 404 with an header and ETA. Buyers can poll the manifest until status flips green.
- How do I read the data?
- Via signed S3 URLs issued by api.numinor.io/construct-data/v1. Bearer-token authenticated; one API key per subscription, rotatable from your account page.
- Can I cancel anytime?
- Yes — Stripe Customer Portal access from your account page. Cancellations take effect at the end of the current billing period; no refunds for unused time per Tom's 2026-05-28 policy.