Taiwan institutional investor (three major investors) daily flow data explained
Taiwan publishes the daily net buy/sell of its three major institutional investors — foreign investors, investment trusts, and dealers — for each stock on every trading day. TW Market Data delivers this as a clean daily series, in contrast to US 13F filings, which are quarterly and arrive with a 45-day delay.
Fields and interpretation
- foreign_net_buy, investment_trust_net_buy, dealer_net_buy and the total net buy/sell, per stock per trading day.
- Because it is daily and per-stock rather than quarterly and delayed, it supports far more responsive research than 13F-style data.
Coverage
TWSE-listed detail is the verified baseline; TPEx per-stock coverage is disclosed on the dataset page. Every response carries source lineage and preserves disclosed data gaps.
Common questions
1Who are Taiwan's three major institutional investors?
Foreign investors, investment trusts, and dealers — collectively the three major institutional investors. TW Market Data provides their daily net buy/sell per stock.
2How is this different from US 13F data?
13F filings are quarterly and lag by about 45 days. Taiwan's institutional flow is published daily and per-stock, enabling far more responsive analysis.
3What is the difference between the three groups?
Foreign investors are offshore institutions trading the Taiwan market; investment trusts are domestic fund managers; dealers are securities firms trading their own book. They behave differently, so the three legs are more informative read separately than as a single total.
4How granular is the data?
One row per stock per trading day, carrying each group's net buy or sell and the combined total. The dataset page states the coverage window and any disclosed gaps.
5Can I use it for backtesting?
Yes — it is a daily series, so it aligns directly with a daily price series. Disclosed gaps are preserved rather than filled with inferred values, so a missing day stays visibly missing instead of quietly becoming a zero.
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