Hi, Iam planning to visit Shenzhen on 2 January 2015, is VOA request available in that day ?

Currently, there is no information showing that an event will be held in Shenzhen, so the VOA may still be available possible there.
However, in order to make sure, you are suggested to apply in advance to make sure you can enter Shenzhen smoothly. The policy is changeable and you can try to apply in advance, but it is not assured that you can get it in the end.