Datasets

Taiwan stock datasets, built for APIs and research workflows

TW Market Data organizes Taiwan-stock prices, the three financial statements, monthly revenue, and institutional net buy/sell into traceable, re-runnable, workflow-ready API products, with source lineage on every response and disclosed data_gaps preserved. The current public positioning is a TWSE-first verified baseline; TPEx historical depth and full-market claims are not yet available.

How stock analysis uses this data

Price data

Assess market pricing, volatility, trends, and backtest conditions.

Fundamental data

Track revenue, profitability, financial health, and growth changes.

Positioning data

Observe how institutions, margin credit, and fund flows affect price.

Event data

Fill in company events and risk signals that financials and prices cannot reflect in real time.

Dataset catalogue

Every sellable dataset. The name opens the field reference and its captured example response.

Market & Prices

Centred on TWSE-listed data: daily prices and the base series derived analysis is built on.

  • Index classificationfree

    TWSE

  • Market indicesfree

    TWSE

  • Return index (daily)pro

    Daily total-return index levels — per row: trade date, market, index id, index name, return-index value, and source tags; sourced from the TWSE.

  • TPEx daily pricesfree

    TPEx

  • TWSE daily pricesfree

    Foundational price data: daily open/high/low/close, volume, and turnover for TWSE-listed stocks.

  • Index constituentsfree

    TWSE

  • Market breadthstarter

    TWSE market breadth (private beta) daily data, including advancer/decliner, limit-up/limit-down, and market-total fields.

  • Market overview snapshotsdeveloper

    Daily market-wide index and advance/decline snapshots — per row: market code, as-of date, index level, index change, change %, advancers, decliners, and unchanged; sourced from the TWSE.

  • Price adjustment factorsstarter

    TWSE

  • Price-limit (daily)max

    Daily limit-up / limit-down and reference prices per stock — per row: trade date, ticker, market, limit-up price, limit-down price, and reference price; sourced from the TWSE.

  • Core valuation (daily)pro

    Daily core valuation (market cap, p/s, book value per share) — per row: ticker, date, close, shares outstanding, market cap, trailing-12m revenue, P/S, and book value per share; sourced from the TWSE / TPEx.

  • Valuation datafree

    TWSE / TPEx / MOPS

  • Technical indicatorsmax

    Daily MA / RSI / MACD technical indicators per stock, derived from daily prices, with the adjusted/unadjusted basis labeled.

  • Price Move Context Cardsstarter

    The context around a stock's large-move day — per row: stock change, market change, relative-to-market, magnitude bucket, hit track, limit-move flag/method, and related events; sourced from the TWSE.

  • Limit-Up/Down Eventsstarter

    TWSE

  • Industry index (daily)starter

    TWSE

  • Market value weightpro

    TWSE

Financials & Growth

Monthly revenue, income statement, balance sheet, and the shape of a company's operations.

  • Dividend policypro

    MOPS

  • Monthly revenuefree

    A structured dataset of companies' monthly reported operating revenue.

  • Balance sheetpro

    A quarterly dataset of companies' asset, liability, and shareholders' equity structure.

  • Cash-flow statementpro

    A quarterly dataset of companies' operating, investing, and financing cash flows.

  • Income statementpro

    A standardized dataset of quarterly income-statement fields.

  • Financial metricspro

    Quarterly ROE/ROA, gross/operating margin, and debt ratio per listed company, derived from the three statements.

Capital Flows

Institutional flow, margin and short balances, and securities lending — who is holding what.

Companies & Events

Company profiles, disclosures, events, and corporate actions.

Market Structure & Reference

Macroeconomics

  • Interest-rate snapshotstarter

    CBC

  • Global macroenterprise

    Global rate, fx, and price macro series — per row: series id/name, observation date, value, unit, frequency, source group, and release role; sourced from official international sources (e.g. FRED).

  • World Bank macrodeveloper

    World bank annual macro indicators by country — per row: country ISO/name, indicator code/name, year, value, source group, and license; sourced from the World Bank.

  • Export Orders (by commodity)starter

    Official monthly export orders by product statistic — per-item values and units, sourced from the Department of Statistics, Ministry of Economic Affairs.

  • Manufacturing Production-Value Indexstarter

    Official monthly the manufacturing production-value index statistic — per-item values and units, sourced from the Department of Statistics, Ministry of Economic Affairs.

  • Customs Tradestarter

    Official monthly customs import/export trade statistic — per-item values and units, sourced from the Customs Administration, Ministry of Finance.

  • Government bond yield curvemax

    TPEx

Derivatives & Convertibles

  • Convertible-bond referencefree

    Convertible-bond reference master — per row: bond code, market, bond name, issuer, bond type, issue date, maturity date, and coupon rate; sourced from the Taipei Exchange (TPEx).

  • Convertible Bond Overviewmax

    Daily TPEx convertible-bond terms: conversion / reference price, underlying, outstanding, coupon.

  • Convertible Bond Institutional Flowmax

    Daily foreign / trust / dealer net buys and the total for TPEx convertible bonds.

  • Convertible Bond Custody (Monthly)max

    TDCC monthly convertible-bond custody balance / change / account count.

  • TAIEX ATM Implied Volatilitymax

    Daily TAIEX at-the-money implied volatility, reverse-engineered via Black-Scholes from official option prices + spot (not the official VIX).

  • Options settlement pricemax

    Daily per-contract taiex option settlement prices — per row: trade date, contract symbol, call/put, strike price, expiry month, and settlement price; sourced from the TAIFEX.

  • Options Daily Deltamax

    Daily Delta (hedge ratio) per option contract / call-put / expiry / strike.

  • Futures market (daily)max

    TAIFEX

  • Options (daily)max

    Daily per-contract taiex option quotes — per row: trade date, contract symbol, call/put, strike price, expiry month, and open/high/low; sourced from the TAIFEX.

  • Options Put/Call Ratiomax

    Daily options volume and open-interest put/call ratios (a sentiment indicator).

  • Futures Daily Contextstarter

    Daily futures close, spot, basis, and open-interest context — per row: futures close, spot close, basis, basis %, open interest, OI change, days-to-settlement, and settlement flag; sourced from the TAIFEX.

  • TAIFEX final settlement pricemax

    TAIFEX

Funds & Corporate Intelligence

  • Fund / ETF metadatafree

    The fund and etf static master — per row: fund code, market, name, issuer, listing date, fund type, underlying index, and currency; sourced from fund / ETF issuers.

  • Tax & business registrationstarter

    Company tax and business-registration master data — per row: company ID, business registration number, tax ID, company name, registered address, status, representative, and incorporation date; sourced from the Ministry of Economic Affairs (MOEA).

  • ETF holdingsdeveloper

    Etf constituent holdings and weights — per row: ETF code/name, issuer, market, as-of date, holding ticker/name, and weight; sourced from ETF issuers.

  • Subsidiary & investment holdingsdeveloper

    MOPS