Is there a ferry from Shenzhen to Zhongshan?

Sorry to tell you no ferry is available. You are suggested to take a long-distance bus from Yinhu Bus Station, which is available from 6:40 to 14:00 and takes CNY80.
Or you can take a bullet train from Shenzhen North to ZS at 18:46, which takes about1h 30 minutes and CNY149.5 for a first class seat, CNY114.5 for a second one.

Hi can you tell me how much we need to pay for bulit train I mean from shenzhen to ZS.

But joy has mentioned the fare. CNY149.5 for a first class seat and CNY114.5 for a second class one.

People's answers about First Class Seats are commendable, but I have yet been able to purchase FC tickets yet. I have tried many times (online) and they are ALWAYS sold out.