Res database can be used.

The Ruisi high-frequency database includes data from major securities and futures exchanges such as Shanghai and Shenzhen. Transaction files include individual transactions and 5 minutes, 10 minutes, 15 minutes, 20 minutes, 30 minutes, 40 minutes Minute and time-sharing data with 60-minute frequency.

It was launched to meet the urgent needs of various market participants for high-frequency data in the era of quantitative investment. It is a product based on high-frequency data access and application.