Why my return is nil but if i press the url in chrome/safari, i can get data?

This HTTP server sends a

Content-Type = application/x-javascript; charset=GBK

header field in the response, therefore you get the correct encoding from the textEncodingName property of the NSURLResponse. This can be
converted to a NSStringEncoding.

This is just a translation of the solution presented in https://stackoverflow.com/a/19885463/1187415 to Swift, plus some
simple error checking:

let session = NSURLSession.sharedSession()
let request = NSURLRequest(URL: NSURL(string: "http://hq.sinajs.cn/list=sz000609")!)
let task = session.dataTaskWithRequest(request, completionHandler: {
    (data, response, error) -> Void in   

    var usedEncoding = NSUTF8StringEncoding // Some fallback value
    if let encodingName = response.textEncodingName {
        let encoding = CFStringConvertEncodingToNSStringEncoding(CFStringConvertIANACharSetNameToEncoding(encodingName))
        if encoding != UInt(kCFStringEncodingInvalidId) {
            usedEncoding = encoding
        }
    }
    if let myString = NSString(data: data, encoding: usedEncoding) {
        println("this is my string: \(myString)")
    } else {
        println("failed to decode data")
    }
})
task.resume()

Output:

this is my string: var hq_str_sz000609="绵世股份, ....

Minor changes are necessary for Swift 2:

let session = NSURLSession.sharedSession()
let request = NSURLRequest(URL: NSURL(string: "http://hq.sinajs.cn/list=sz000609")!)
let task = session.dataTaskWithRequest(request, completionHandler: {
    (data, response, error) -> Void in   

    var usedEncoding = NSUTF8StringEncoding // Some fallback value
    if let encodingName = response?.textEncodingName {
        let encoding = CFStringConvertEncodingToNSStringEncoding(CFStringConvertIANACharSetNameToEncoding(encodingName))
        if encoding != UInt(kCFStringEncodingInvalidId) {
            usedEncoding = encoding
        }
    }
    if let myString = String(data: data!, encoding: usedEncoding) {
        print("this is my string: \(myString)")
    } else {
        print("failed to decode data")
    }
})
task.resume()

Update for Swift 3:

let session = URLSession.shared
let request = URLRequest(url: URL(string: "http://hq.sinajs.cn/list=sz000609")!)
let task = session.dataTask(with: request, completionHandler: {
    (data, response, error) -> Void in

    guard let data = data else { return }

    var usedEncoding = String.Encoding.utf8 // Some fallback value
    if let encodingName = response?.textEncodingName {
        let encoding = CFStringConvertEncodingToNSStringEncoding(CFStringConvertIANACharSetNameToEncoding(encodingName as CFString))
        if encoding != UInt(kCFStringEncodingInvalidId) {
            usedEncoding = String.Encoding(rawValue: encoding)
        }
    }
    if let myString = String(data: data, encoding: usedEncoding) {
        print("this is my string: \(myString)")
    } else {
        print("failed to decode data")
    }
})
task.resume()