Dataset
MaxTAIFEX Institutional Flow
The three institutional groups' futures/options open interest — per row: trade date, product type, market type, contract, expiry month, investor type, long OI, and short OI; sourced from the TAIFEX.
What this data is
Each row is one product's positioning for one investor type on one day, carrying trade_date / product_type / market_type / product_contract / expiry_month / investor_type / long_open_interest / short_open_interest (trade date, product type, market type, contract, expiry month, investor type, long OI, and short OI). Sourced from the TAIFEX, graded official, verified. The backend /v2/datasets meta exposes only grade / tier / point-in-time and no coverage window, so none is stated here.
Use cases
- Track institutional long/short OI in TAIEX futures/options.
- Read institutional direction and rolls via net OI.
- Analyze the term structure of positioning by expiry month.
Why it matters for stock analysis
Institutional futures positioning is a key directional signal; this dataset serves long/short OI by day and product from the official source, no report-by-report parsing.
Coverage / Freshness / Source Policy
The three institutional groups' futures/options open interest; one row per product's positioning for investor type on day, fields trade_date / product_type / market_type / product_contract / expiry_month / investor_type; sourced from the TAIFEX (graded official, verified). (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 official, verified); not investment advice.
Developer entry points
- API docs: /docs/api/derivatives/taifex-institutional-flow
- OpenAPI: /openapi.json