For the Shanghai Exchange and Shenzhen Exchange stocks, there is no data available for the interim financial statement data, even though those financial statements exist.

You are right that many of the Shanghai and Shenzen-traded companies only have annual data. However, I ran the screens:

Exchange Traded On = "Shenzhen Stock Exchange"
Total Revenue(I) > 0

and

Exchange Traded On = "Shanghai Stock Exchange"
Total Revenue(I) > 0

and I got about 200 total results that have interim revenue numbers reported across these two exchanges. I'm not sure why the coverage is lower than many other developing markets.