Protocol analysis, watchlist and portfolio export, and OpenFinance-style quote APIs for the mdr.stocks.hkg Android app and adjacent HK/China equity data sources.
The Hong Kong Stock Market app (package ID mdr.stocks.hkg) aggregates live quotes and indices from SEHK, Shanghai Stock Exchange and Shenzhen Stock Exchange, together with a user-maintained portfolio, ETF quotes, daily/weekly/monthly/yearly charts, and curated stock news. Every one of those surfaces — quotes, watchlists, chart series, ETF metadata, and news feeds — is structured data that can be extracted, normalized, and delivered as an API.
Each module below maps a specific surface in the Hong Kong Stock Market app to a concrete endpoint we can deliver as runnable source code or hosted pay-per-call API. Every module cites the data it emits and at least one practical use case so you can scope integration quickly.
Pulls the tabbed quote screen for stocks and indices. Returns last price, bid/ask (where available), change, change %, turnover, lot size, and trading status for any HKEX/SSE/SZSE ticker. Use case: feeding a self-built watchlist widget on an intranet portal without paying for a full HKEX Orion Market Data licence.
Focused endpoint for HSI, HSCEI, HSTECH, SSE Composite, SZSE Component and sectoral indices surfaced in the app. Returns level, previous close, daily range, and percentage change. Use case: index-change notifications for wealth-management newsletters and Slack/Teams bots.
Mirrors the “add / remove” behaviour of the customizable list plus portfolio performance. Endpoints: GET /watchlist, POST /watchlist/items, GET /portfolio/performance. Use case: sync a retail investor’s watchlist into a CRM or robo-advisor onboarding flow.
Returns OHLCV arrays for day, week, month, and year windows, matching the full-screen charts in the app. Use case: powering a Python / R notebook for pair-trade backtests between dual-listed Hong Kong and Mainland names.
Exchange-traded fund ticker list, quote snapshot, and latest NAV proxy. Use case: feeding a thematic ETF monitor into a family-office dashboard alongside OpenFinance bank balance data.
Pulls the “Support for News related to stocks” surface, returning headline, timestamp, related ticker(s), and source URL. Use case: sentiment analysis pipelines that tag news against portfolio holdings.
Below is the OpenData inventory we can extract from the Hong Kong Stock Market Android app (and complementary public datafeeds where appropriate). Each row shows the source screen inside the app, granularity, and the typical downstream use. In 2024 HKEX published v1.14 of the Orion Market Data Platform (OMD-C) Developers Guide, and in September 2025 it released v2.0 of the OMD-C Mainland Market Data Hub binary spec — our wrappers are designed to interop with that licensed infrastructure where clients hold direct entitlements, and to degrade gracefully to delayed public quotes where they do not.
| Data type | Source (app screen / feature) | Granularity | Typical downstream use |
|---|---|---|---|
| Equity quote snapshot | “Stocks” tab, symbol detail | Per ticker, per call | Watchlist widgets, risk dashboards, broker comparison tools |
| Index level & change | “Indices” tab (HSI, HSCEI, SSE, SZSE) | Per index, near-real-time | Market-open briefings, benchmark reporting, newsletters |
| User watchlist | Customizable list (add/remove) | Per user, list-level | CRM enrichment, onboarding in robo-advisors, cross-device sync |
| Portfolio performance | Portfolio tracking screen | Per user, per holding, time-windowed | Accounting export, tax reporting (HK salaries tax is simple, but capital activity still matters for audit) |
| Historical OHLCV | Full-screen daily/weekly/monthly/yearly charts | Day / week / month / year candles | Backtesting, factor research, technical-analysis SaaS |
| ETF ticker & quote | ETF quote section | Per ETF | Thematic fund trackers, model-portfolio rebalancers |
| Stock news items | News feed per symbol | Headline + timestamp + ticker | NLP sentiment, event studies, alerting bots |
Context: a boutique family office in Singapore covers Greater China equities and wants a single programmatic source for HKEX + SSE + SZSE. Data used: quote snapshot API, index tracker API, historical chart-series API. OpenFinance mapping: mirrors the OpenBanking “account information service” pattern — the end user authorizes read-only access to the app’s data surface, and we deliver a token-gated REST API that plugs directly into the firm’s internal research stack.
Context: a Hong Kong robo-advisor wants new clients to import their existing watchlist on sign-up rather than retyping tickers. Data used: portfolio & watchlist sync endpoints. OpenFinance mapping: consent-based data portability — the user opts in, we exchange app credentials for a short-lived token, pull the watchlist, and hand it to the advisor’s onboarding API in a normalized JSON shape compatible with FIX symbology.
Context: an SFC-licensed Type 9 asset manager needs evidence that staff watchlists are covered by the firm’s personal account dealing policy. Data used: watchlist export + timestamped delta log. OpenFinance mapping: aligned with SFC’s “Data Standards for Order Life Cycles” expectations — our wrapper emits append-only, timestamped records suitable for WINGS-style submission or internal e-discovery.
Context: a quant consultancy wants a uniform daily/weekly/monthly candle series across HK main board and A-shares. Data used: historical chart-series API, with adjustments for splits and dividends from a public reference. OpenFinance mapping: data-as-a-service endpoint, billed per call, so the consultancy pays only for the universe and window they actually read.
Context: a corporate treasury team running an HKD/CNH cash book wants alerts when HSI constituents publish price-sensitive news. Data used: news ingestion endpoint + index tracker API as a cross-check. OpenFinance mapping: webhook-driven event stream that plugs into Microsoft Teams or PagerDuty; aligns with the OpenData idea of “push-based entitlements” rather than constant polling.
We reverse-engineer the app’s client-server protocol (TLS pinning bypass under authorized test environments, request signing, session refresh) and expose a clean REST/JSON surface on top. Below are three representative snippets you will receive in the delivered source (Python / Node.js / Go available).
// GET /api/v1/hkstocks/quote
GET /api/v1/hkstocks/quote?symbol=0700.HK
Authorization: Bearer <ACCESS_TOKEN>
200 OK
{
"symbol": "0700.HK",
"name": "Tencent Holdings",
"last": 312.40,
"change": 2.60,
"change_pct": 0.84,
"turnover": 4123456789,
"lot_size": 100,
"exchange": "SEHK",
"ts": "2025-10-14T06:02:11Z"
}
// GET /api/v1/hkstocks/candles
GET /api/v1/hkstocks/candles
?symbol=000001.SZ&interval=1w&limit=52
Authorization: Bearer <ACCESS_TOKEN>
200 OK
{
"symbol": "000001.SZ",
"interval": "1w",
"candles": [
{ "t":"2025-09-29","o":12.30,"h":12.85,"l":12.10,"c":12.72,"v":318299100 },
{ "t":"2025-10-06","o":12.70,"h":13.10,"l":12.55,"c":12.98,"v":289144000 }
]
}
// POST /api/v1/hkstocks/watchlist/sync
POST /api/v1/hkstocks/watchlist/sync
Authorization: Bearer <ACCESS_TOKEN>
Content-Type: application/json
{
"user_ref": "robo-7f31",
"items": [
{ "symbol":"0005.HK","action":"add" },
{ "symbol":"600519.SS","action":"add" },
{ "symbol":"0939.HK","action":"remove" }
],
"webhook": "https://your.app/hooks/hkstocks"
}
// Error handling
4xx body: { "error":"INVALID_SYMBOL",
"detail":"9999.HK not listed on SEHK",
"request_id":"req_01HS..." }
Integration work is scoped to respect Hong Kong’s Personal Data (Privacy) Ordinance (PDPO, Cap. 486) under the PCPD, the Hong Kong Securities and Futures Commission (SFC) expectations for data submission (including the Data Standards for Order Life Cycles framework that governs In-Scope Brokers), and HKEX market data licensing for any downstream redistribution of live quotes from the Orion Market Data Platform (OMD-C). For Mainland A-share data sourced via Stock Connect, we follow the Mainland Market Data Hub (MMDH) entitlement rules. For EU-facing clients, our pipelines are designed to be GDPR-compatible: minimal personal data, documented lawful basis, and data-minimization by default.
Practical controls we ship with every delivery include: explicit user consent capture for portfolio and watchlist extraction, encryption in transit and at rest, short-lived access tokens, redaction of identifiers in log streams, and a retention policy template aligned with typical SFC record-keeping guidance.
A typical deployment looks like this, end to end:
The Hong Kong Stock Market app is a lightweight, retail-facing Android tool for self-directed investors who follow HKEX, SSE, and SZSE in one place. Its typical user is a Hong Kong, Mainland China, or overseas Chinese-speaking investor who already holds brokerage accounts elsewhere and wants a low-friction, no-account tracker for HSI, HSCEI, small/mid caps, sectoral benchmarks, and dual-listed ETFs. Device focus is mobile, and the absence of a published developer API is exactly why integration partners — wealth platforms, B2B research desks, and compliance-tech vendors — ask us to build a supervised, consent-based wrapper instead of scraping inside their own runtime.
Click any thumbnail to enlarge. These screens correspond to the data surfaces referenced above (quote tabs, index tabs, portfolio, full-screen charts, news feed).
Teams that work with the Hong Kong Stock Market app usually also evaluate or hold accounts in adjacent tools. We treat these apps as part of the same OpenData / OpenFinance ecosystem, so a unified integration layer can merge watchlists, trade history, and quote feeds across them without forcing users to choose one platform.
1) Source code delivery from $300. We hand over the runnable API source, documentation, and test harness; you pay only after delivery and only if you are satisfied.
2) Pay-per-call API billing. Use our hosted endpoints directly; no upfront fee, and you pay only for calls actually made. Ideal if you want to prototype against HSI/SSE/SZSE data before committing to a full codebase purchase.
Account-less quote ingestion, watchlist and portfolio export, chart-series backtesting, ETF thematic dashboards, news-driven alerts, SFC-aligned audit trails, and cross-broker merging with Futubull / Webull / Tiger Brokers through a single wrapper.
We are an independent interface-integration studio focused on fintech, OpenData, and OpenFinance. Our team has shipped production systems for brokerages, family offices, and B2B research desks, and we are fluent in protocol analysis, TLS inspection under authorized conditions, and API productization. For Hong Kong equity work specifically, we combine familiarity with HKEX OMD-C documentation, SFC data-submission practice, and retail-app structures like mdr.stocks.hkg.
Provide the target app (Hong Kong Stock Market / mdr.stocks.hkg) and the specific data you need — quotes, portfolio, candles, news, or a combination — and we will respond with scope, timeline, and a fixed quote.
What do you need from me to start?
mdr.stocks.hkg), a specific list of data you care about, and any existing HKEX or vendor entitlements you already hold.How long does a first drop usually take?
How do you handle compliance?
Do I need a separate market-data licence?
Hong Kong Stock Market is a stock tracking tool for Hong Kong and Chinese equity markets. It lets users track stocks and indices from the Stock Exchange of Hong Kong (SEHK), the Shanghai Stock Exchange, and the Shenzhen Stock Exchange from a single app.
This page describes a technical integration positioning around the app — it is not affiliated with, endorsed by, or a substitute for the original application. All trademarks belong to their respective owners.