Dataset
StarterFutures Daily Context
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.
What this data is
Each row is one trading day of futures context, carrying futures_close / spot_close / basis / basis_pct / open_interest / oi_delta / days_to_settlement / settlement_flag (futures close, spot close, basis, basis %, open interest, OI change, days-to-settlement, and settlement flag). Sourced from the TAIFEX, graded derived (computed from official data). Keyed on the data as-of date and point-in-time safe; The backend /v2/datasets meta exposes only grade / tier / point-in-time and no coverage window, so none is stated here.
Use cases
- Read positioning and roll cost via basis / basis_pct.
- Watch position build-up and settlement effects via OI change.
- Factor days-to-settlement into expiry-window strategies.
Why it matters for stock analysis
Basis and OI live across multiple TAIFEX reports; this dataset consolidates futures context one row per day, point-in-time safe.
Coverage / Freshness / Source Policy
Daily futures close, spot, basis, and open-interest context; one row per trading day of futures context, fields futures_close / spot_close / basis / basis_pct / open_interest / oi_delta; sourced from the TAIFEX (graded derived (computed from official data)). Keyed on the data as-of date and point-in-time safe; (The backend /v2/datasets meta provides no coverage window, so none is stated.)
Updated as the backend refreshes; cadence follows the source's release schedule.
Sourced from the TAIFEX (graded derived (computed from official data)); not investment advice.
Developer entry points
- API docs: /docs/api/derivatives/futures-daily-context
- OpenAPI: /openapi.json