# Block Trade

Block trade data (large off-exchange negotiated transactions), providing trade price, volume and value along with the buying and selling brokerage branches. Block-trade premium/discount, deal size and counterparty seats are commonly used to infer institutional repositioning, strategic-shareholder reduction or pickup, and hot-money activity. Updated each trading day; price is in CNY and value is typically in 10k-CNY units, and premium/discount can be computed against the day's closing price.

`GET /v2/market/block-trade`

## Parameters

| Name | Type | Required | Description |
| --- | --- | --- | --- |
| `symbol` | string | No | Stock code, e.g. 000001.SZ |
| `start_date` | string | No | Start date (YYYYMMDD) |
| `end_date` | string | No | End date (YYYYMMDD) |
| `trade_date` | string | No | Trading date YYYYMMDD (single day) |

## Response Fields

| Field | Type | Description |
| --- | --- | --- |
| `symbol` | string | Stock code |
| `trade_date` | string | Trading date |
| `price` | number | Trade price (CNY) |
| `vol` | number | Volume (10k shares) |
| `amount` | number | Amount (10k CNY) |
| `buyer` | string | Buyer broker |
| `seller` | string | Seller broker |

## API Example

cURL

```
curl -H "X-API-Key: YOUR_KEY" \
  "https://asharehub.com/v2/market/block-trade?symbol=000001.SZ"
```

Python SDK

```
from asharehub import AShareHub

client = AShareHub(api_key="YOUR_KEY")
df = client.block_trade(symbol="000001.SZ")
print(df.head())
```

## Sample Data

returns a pandas.DataFrame

| symbol | trade_date | price | vol | amount | buyer | seller |
| --- | --- | --- | --- | --- | --- | --- |
| 000001.SZ | 20260107 | 10.5 | 71.87 | 754.64 | 中国银河证券股份有限公司南京江东中路证… | 中信证券股份有限公司江苏分公司 |
| 000001.SZ | 20251113 | 11.12 | 29.86 | 332.04 | 华泰证券股份有限公司如皋福寿路证券营业部 | 国泰海通证券股份有限公司上海普陀区大渡… |
| 000001.SZ | 20250912 | 11.89 | 35 | 416.15 | 招商证券股份有限公司深圳西丽留仙大道证… | 平安证券股份有限公司广州番禺环城东路证… |