About the social security from Dongguan to Shenzhen problems

I was working in Dongguan, now working in Shenzhen, I asked the Shenzhen side of the Social Security Bureau, there is no official document down to say that the Guangdong Province within the social security can be transferred (if it is the Shenzhen account can be transferred), the Social Security Bureau side of the proposal to stop insurance in Dongguan side, in Shenzhen side of the re-buy, and so on the document down to Dongguan after the transfer of Shenzhen and Shenzhen in the link up on the good.