Day trip to Shenzhen from Hong Kong

Hello, I am a Spanish passport holder. I understand that from this year, we can enter in mainland China up to 15 days without visa (just a passport stamp on arrival). Please, let me know that this rule is the same when travelling on high speed train from Hong Kong to Shenzhen. And also would like to know whether the inmigration point is at Hong Kong Kowloon train station or already at Shenzhen's one.
Thank you