Answer
What is DailyMarketReportOpt? Using the TAIFEX options daily quotes endpoint
DailyMarketReportOpt is the TAIFEX open-data endpoint for options daily quotes. No key, plain GET, JSON back. It returns every options contract for the most recent trading day only — there is no date parameter, so history has to be captured daily and stored yourself.
What the endpoint is
The TAIFEX open-data endpoint for options daily quotes: one row per contract and strike for that trading day. Measured on 2026-07-31 it returned 13,492 rows, all carrying the same Date, with TXO (TAIEX options) the largest block at about 7,048 rows and TEO, TGO, DVO, IJO and TFO making up the rest.
Fields returned
Eighteen: Date, Contract, ContractMonth(Week), StrikePrice, CallPut, Open, High, Low, Close, Volume, SettlementPrice, OpenInterest, BestBid, BestAsk, HistoricalHigh, HistoricalLow, TradingHalt, TradingSession. Price fields come back as "-" rather than 0 when a contract did not trade that day, so parsing them straight to a number is wrong. TradingSession separates the regular and after-hours sessions, which means the same contract appears twice on the same date.
How to call it
No key, plain GET. The path is case-sensitive: the all-lowercase /v1/dailymarketreportopt answers 302; the working spelling is /v1/DailyMarketReportOpt. curl -s "https://openapi.taifex.com.tw/v1/DailyMarketReportOpt" | head -c 400
Where it stops
It is a single-day snapshot: no date parameter, always the latest trading day, no history. Building a time series means scheduling a daily pull and storing it yourself, then handling the "-" placeholders, the two trading sessions, and month-vs-week codes sharing one ContractMonth(Week) field.
Related