At present, A shares are not suitable for high-frequency trading. High-frequency trading benefits from small price changes through repeated trading. At present, under the T+ 1 system, A shares can only be sold the next day after buying. Therefore, you can't buy and sell in the A-share market, and you can't do high-frequency trading.

But if you want to do high-frequency trading, you can do it through stock index futures and commodity futures markets. The futures market is a T+0 system with good liquidity and high-frequency trading volume.