Product & data capabilities
What the software parses, what it computes, and what it cannot
Signest does not supply market data. It parses, stores and processes the data feed you connect it to, and turns it into structures you can query. This page states what the software can handle, how derived indicators are calculated, and which capabilities are ruled out by the granularity of a feed.
1. What the software parses and stores
Parsed from the feed you connect and written continuously into your own database. Signest provides no data of its own, and neither resells nor redistributes any feed: obtaining data you are entitled to use is yours to arrange.
| Data type | Granularity | Notes |
|---|---|---|
| Real-time snapshots | ~3 s per cycle | Last price, volume and turnover, 5-level order book, previous close, change percentage; covers all stocks and sector indices |
| Minute bars | 1 minute | 240 bars per instrument per trading day including volume and turnover, for stocks, sectors and market indices |
| Daily bars | 1 day | Unadjusted daily bars plus adjustment factors, so you can reconstruct forward- or back-adjusted series; ~243 trading days backfilled |
| Tick data | ~3 s aggregated | Includes trade direction (active buy / active sell / neutral / after-hours); ~13 million records market-wide per day |
| Pre-open auction | Full trajectory | Not just the auction result — the full price and volume path through the auction is retained (where the market runs one) |
| Instrument reference data | Latest state | Code tables, share capital, P/E and similar. By design only the latest state is kept; no historical versioning |
| Sector definitions | Latest state | 467 research industries, 145 industry classifications, 269 concepts, 158 styles, 32 regions, 48 statistical indices — 1,119 in total |
| Trading calendar | 1 day | Sourced from the exchange's published calendar |
2. Derived indicators
Everything beyond the raw feed is computed by the system itself, with published definitions, a single source of truth, and reconciliation against history.
Position, breadth, sentiment
- Intraday position: (current − day low) ÷ (day high − day low)
- Deviation from VWAP: level ÷ (cumulative turnover ÷ cumulative volume) − 1
- Turnover rhythm: last N minutes' turnover ÷ average minute turnover
- Breadth curve: minute series of advancing issues market-wide
- Sentiment: minute series of names at the upper price limit, plus differences and slopes
- Index divergence: relative performance of the market's main indices
Strength, flow, heat
- Intraday relative strength: sector minute return − market minute return
- Advancers, decliners and names at the upper price limit within each sector
- Sector volume ratio and share of market turnover
- Active net buying and its ratio to sector turnover
- Multi-day change in strength ranking; days since first entering the top N
Relative strength and state
- Three-level RS time series (stock − sector, sector − market) and their slopes
- Intraday position, price versus VWAP, volume ratio, turnover, volume impulse
- Active buy/sell net amount and average trade size
- N-day highs, volume multiples, gaps, amplitude
- Auction strength and post-09:20 trajectory
Price-limit and sealing state
- Daily market-wide price limits, computed with the rule in force on that trading day
- Ex-rights days handled via the exchange's ex-rights reference price
- Sealed / broken / reopened state and counts, sealing order value and its ratio to free float
- First and last sealing time, turnover while sealed, consecutive sealing count
- Sealing rate, next-day premium, promotion rate, longest consecutive sealing streak and its distribution
3. Data boundaries: what we cannot provide
These are not "not yet built" — they are ruled out by the granularity of the underlying data. We publish them so you know the limits before you subscribe.
| Not available | Why |
|---|---|
| Order-size flow classification (super-large / large / medium / small) | Tick data is a ~3-second aggregation rather than individual trades, so classifying by the value of a single record would mistake "three active seconds" for "a large player entering". We provide reliable active buy/sell net flow instead, plus a relative classification based on each stock's own average trade size percentiles. |
| Sub-3-second order book changes | The sampling interval is about 3 seconds, so a sealed board that breaks and reseals within that window can be missed. |
| Historical sector membership | Reference data is kept at its latest state only by design. Backtests using current membership carry look-ahead bias, and users need to know this. |
| Cross-border connect / margin-financing detail | Depends on the feed; most public sources do not carry it. |
| Trading signals, stock picks, return forecasts | Out of scope. Signest delivers data and indicators only, and produces no trading decisions. |
On latency and quality: what reaches your database is what your feed delivers. Delays, gaps and short interruptions originate with the source and the network, not with the parser, and Signest makes no guarantee about the real-time delivery, continuity, completeness or accuracy of data it did not produce. The software is not suitable for latency-sensitive automated order placement.
4. System requirements
| Component | Requirements |
|---|---|
| Server | Windows 10 / 11 or Windows Server, x86_64 — shipped as Signest_Server_Release_v2.0.0.exe; requires PostgreSQL 14 or later; 8 GB RAM and 200 GB free disk recommended (grows with history) |
| Desktop client | Windows 10 / 11, x86_64 — shipped as Signest_Client_Release_v3.0.0.exe |
| Data API | Served by your own server instance; returns JSON and can be called from any language |
| Network | Must be able to reach the data feed you have connected; the server should stay online during trading hours for continuous coverage |