Foreign social security transferred to Shanghai?

Yes, according to the Notice of the General Office of the State Council on Forwarding the Interim Measures of Ministry of Human Resources and Social Security and the Ministry of Finance on the Transfer and Continuation of the Basic Old-age Insurance for Employees in Urban Enterprises, Guo Ban Fa [2009] No.66:

Article 3 If the insured person is employed by floating across provinces, the social insurance agency of the original insured place (hereinafter referred to as the social insurance agency) will issue the insurance payment voucher, and the basic old-age insurance relationship will be transferred to the new insured place. If the insured reaches the conditions for receiving the basic old-age insurance benefits, the payment period of insurance premiums will be calculated together, and the amount of personal account storage (including principal and interest, the same below) will be calculated cumulatively; Before reaching the age of receiving treatment, the basic old-age insurance relationship shall not be terminated, and the procedures for surrender shall be handled; Settle abroad and settle in Hongkong, Macao and Taiwan Province Province, according to the relevant provisions of the state.

According to the Notice of Shanghai Human Resources and Social Security Bureau on Several Issues Concerning the Implementation of the Interim Measures for the Transfer and Continuation of the Basic Endowment Insurance for Employees in Urban Enterprises, Shanghai People's Society (2010) No.68:

Four, other provinces and cities to move into the city's workers, according to the provisions of the basic old-age insurance for urban workers in this city, the establishment of basic old-age insurance personal accounts. Individual endowment insurance accounts in other provinces and cities can be transferred according to the provisions of the Notice of the General Office of the State Council on Forwarding the Interim Measures for the Transfer and Continuation of Basic Endowment Insurance for Urban Enterprise Employees in Ministry of Human Resources and Social Security. The original employment in other provinces and cities, according to local regulations did not implement the basic old-age insurance payment time, in accordance with state regulations can calculate the continuous length of service (working years), can be regarded as the payment period.