Answered By: Jiaxin Low Last Updated: May 26, 2016 Views: 459
In Datastream Excel add in, set data category as Constituent lists.
Do a Name Search for A share.
Select FCHSZA for Shenzhen exchange and FCHSHA for Shanghai list of A shares.
Next set datatype and dates accordingly before submitting the time series.
You can also use WIND Financial Terminal (at Level 3 of Li Ka Shing Library) to generate a list of A shares in the Chinese markets.