RESSET High frequency Database system contains high-frequency data, treasury bond futures high frequency data, the Shanghai and Shenzhen Stock Exchange tick data, the Shanghai and Shenzhen exchanges sharing data, commodity futures tick data, commodity futures sharing data, stock index futures tick data, stock index futures sharing data, bond and fund high frequency data, index high frequency data, warrants and repossess high frequency data, stocks high frequency data. Data are from the Shanghai Stock Exchange, Shenzhen Stock Exchange, the Shanghai Commodity Futures Exchange, Zhengzhou Commodity Futures exchange, Dalian Commodity Futures Exchange and other authoritative institutions. Shanghai and Shenzhen Stock Exchange data are divided into tick data and sharing data, commodity futures tick data, commodity futures sharing data, stock index futures tick data, stock index futures sharing data. Transaction documents also include tick and 5 points minutes, 10 minutes, 15 minutes, 20 minutes, 30 minutes, 40 minutes, 60 minutes time-frequency sharing data.

Under the background of quantitative investment, various participants in market show the demands of deep, range, quality, timeliness and specialization in applied fields of high frequency data. According to the urgent requirements, RESSET releases series of high frequency products and a whole comprehensive solution plan based on the inquiry and application of high frequency. The introduction of high frequency will provide strong support for the construction and test of financial models and the algorithmic trading research.