About TW Market Data
TW Market Data (TWMD) is a data provider focused on Taiwan's capital markets. We turn the whole market's official disclosure into a single, standardised, verifiable structured data layer — a dependable input for quantitative research, institutional buy-side teams and AI agent systems.
Coverage
TWMD currently offers 85 datasets, spanning the principal categories of Taiwan market data:
- Market prices: listed and OTC historical prices, total-return indices, industry indices, market overview and breadth;
- Flows and trading: institutional net buys, foreign ownership, margin and short balances, securities lending and borrow availability, TDCC ownership distribution, day trading and block trades;
- Fundamentals: monthly revenue, income statement, balance sheet, cash flow, financial ratios and forecasts;
- Derivatives: daily futures and options quotes, institutional open interest, large-trader positions, implied volatility and the put/call ratio;
- Events and disclosure: material announcements, dividends and ex-rights, attention and disposition measures, trading suspensions and the delisting lifecycle;
- Reference and macro: security and issuer master files, index constituents, valuation data and macroeconomic indicators.
Where the data comes from
Everything is taken first-hand from official disclosure — the Taiwan Stock Exchange, the Taipei Exchange, the Taiwan Futures Exchange, the Taiwan Depository & Clearing Corporation and the Market Observation Post System, together with open government and international macroeconomic sources. We do not scrape third-party sites and we use no insider or expert-network material. TWMD's data contains no personal data and no material non-public information; holdings distributions such as TDCC's are presented as aggregated bands and never identify an individual holder. The source and licence of every dataset is recorded in a public source register.
The engineering we are responsible for
Taiwan's raw market data is public; TWMD's value is the engineering in between. We handle source standardisation, time alignment across datasets, point-in-time marking and cryptographic verification of data integrity — turning scattered official data in mutually incompatible formats into a consistent layer that research and backtesting can use directly.
Verifiability. We publish Ed25519-signed Merkle checkpoints for historical data, exposed through four public endpoints (checkpoints, recipe, inclusion and public-key). Any third party can use our published standard-library verification tool to recompute independently and check the signature, proving the data has not been altered since publication. That verification covers the integrity and origin of the data, not the semantic correctness of the figures; the set of datasets it covers keeps growing and can be queried live.
Point-in-time correctness. Every row of the financial data carries a knowledge date marking the earliest point in history at which that figure could have been known. We base it on the statutory filing deadline and set it conservatively, so a backtest filtered on it does not draw on information that had not yet been published.
How it is delivered
TWMD delivers over two interfaces: a REST API and MCP. The MCP interface is designed natively for AI agents — an agent can query datasets, specify a historical point in time and obtain independently verifiable integrity evidence, with no additional integration work.
How we operate
We state only capabilities that have been verified as true. Certifications we have not obtained are shown honestly on a roadmap, and we display no badge we have not earned; gaps in coverage we disclose ourselves. That position runs through every interface of the product.
Who this is for
TWMD serves quantitative research teams, institutional buy-side firms and AI agent systems that need a dependable Taiwan market data input. We provide data and statistics, not investment advice and not trading signals; investment decisions and the risks they carry rest with the user.