Please refer to the list of eligible stocks (including margin trading stocks and guaranteed short selling stocks)
https://www.hkex.com.hk/Mutual-Market/Stock-Connect/Eligible-Stocks/A-share-Lookup-Tools?sc_lang=en

Shanghai A-shares (Shanghai-Hong Kong Stock Connect) and Shenzhen A-shares (Shenzhen-Hong Kong Stock Connect) will follow the trading hours of the Shanghai Stock Exchange and the Shenzhen Stock Exchange. Starting from five minutes before the morning session and afternoon seesion of the Mainland market, the Stock Exchange will accept Northbound orders from Exchange Participants. Southbound transactions will be conducted in accordance with the trading hours of the Stock Exchange.
 

09:20-09:25、14:57-15:00，SSE/SZSE will not accept order cancellation，09:10-09:15、09:25-09:30、12:55-13:00，Orders and order cancellations can be accepted by SEHK but will not be processed by SSE/SZSE until SSE’s and SZSE's markets open. Orders that are not executed during the opening call auction session will be automatically carried forward to the continuous auction session. Oustanding Orders from Continuous Auction Session will be automatically carried forward to Closing Call Auction Session.

Daily Quota Balance = Daily Quota － Buy Order ＋ Sell Turnover ＋ Adjustments* 

The Daily Quota is reset every day. Unused Daily Quota is NOT carried over to the following trading day’s Daily Quota.

Once the Northbound Daily Quota Balance drops to zero or the Daily Quota is exceeded during a continuous auction session, no further buy orders will be accepted for the remainder of the day. HKEx will resume the Northbound buying service on the following trading day. 

*Daily Quota Balance will be increased in the following cases: a) Buy Order is canceled; b) Buy Order is rejected by the other exchange; or c) Buy Order is executed with a better price.

Investors can trade A shares (Stock Connect) only if both the markets in Hong Kong and Mainland China are open for trading and banking services are available in both markets on the corresponding money settlement days (T+1). Below is an example illustrating the holiday arrangement of northbound trading of SSE and SZSE stocks:
 

Note: Day 2 is a business day for both Hong Kong and Mainland China. However, it is a public holiday in Hong Kong on the corresponding money settlement day (Day 3), so A shares (Stock Connect) will not be opened for trading on Day 2.

The above fees and taxes are collected in RMB and may be subject to changes after SFC's approval.

According to the Law of the PRC on Securities, when an investor holds or controls up to 5% of the issued A shares of a listed company, the investor is required to report in writing to the China Securities Regulatory Commission (CSRC) and the relevant exchange, and inform the listed company within three working days. The investor is not allowed to continue purchasing or selling shares of the listed company during the three days.

For such investor, every time a change in his / her shareholding reaches 5%, he /she is required to make disclosure (in the same manner as mentioned above) within three working days. From the day the disclosure obligation arises to two working days after the disclosure is made, the investor is not allowed to trade shares of the listed company.

If a change in shareholding of the investor is less than 5% but results in the shares held or controlled by him / her falling below 5% of the listed company, the investor is required to disclose the information within three working days.