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Capital Flows
Block trade (daily)
Block trade (daily)
GET /v2/datasets/block-trade-dailyBlock trade (daily) is a Taiwan market dataset sourced from TWSE, served by TW Market Data as GET /v2/datasets/block-trade-daily.
Overview
Block trade (daily) — the backend metadata exposes no grain, so none is stated here.
| Field | Type | Description |
|---|---|---|
trade_date | string | |
market | string | |
trading_classification | string | |
trade_type | string | |
trade_volume | number | |
trade_volume_market_share_pct | number | |
trade_value | number | |
trade_value_market_share_pct | number |
Example response
A real response from this endpoint. Rows are returned under "data", and provenance is carried in the shape shown below — it is not identical across datasets, so read this page's rather than assuming another's.
{ "dataset_id": "block_trade_daily", "request_context": { "scope": "twse_block_trade_daily_summary_only", "coverage_type": "bounded_verified_daily_aggregation_set", "filters": { "trade_date": "2026-08-05", "date_from": null, "date_to": null, "market": null, "source_family": null, "limit": 50 }, "min_trade_date": "2026-08-05", "max_trade_date": "2026-08-05" }, "quality": { "row_count": 4, "market_count": 1, "sensitive_fields_exposed": false }, "lineage": { "source_providers": [ "twse_official" ], "source_roles": [ "block_trade_daily" ], "source_families": [ "official_twse_block_trade_monthly" ] }, "error": null, "data": [ { "trade_date": "2026-08-05", "market": "TWSE", "trading_classification": "Non-paired Trade", "trade_type": "Basket", "trade_volume": 0, "trade_volume_market_share_pct": 0, "trade_value": 0, "trade_value_market_share_pct": 0, "source_provider": "twse_official", "source_role": "block_trade_daily", "source_family": "official_twse_block_trade_monthly", "lineage": { "selected_table": "table0_daily_rows", "official_endpoint": "twse_rwd_block_bfiauu_d", "requested_month_token": "20260801" }, "data_gaps": [] }, { "trade_date": "2026-08-05", "market": "TWSE", "trading_classification": "Non-paired Trade", "trade_type": "Single Stock", "trade_volume": 0, "trade_volume_market_share_pct": 0, "trade_value": 0, "trade_value_market_share_pct": 0, "source_provider": "twse_official", "source_role": "block_trade_daily", "source_family": "official_twse_block_trade_monthly", "lineage": { "selected_table": "table0_daily_rows", "official_endpoint": "twse_rwd_block_bfiauu_d", "requested_month_token": "20260801" }, "data_gaps": [] } ], "data_count": 4, "known_gaps": [ "twse_only_scope", "summary_level_only", "no_tpex_coverage" ], "warnings": [ "not_investment_advice", "twse_only_scope" ], "envelope": { "dataset_id": "block_trade_daily", "scope": "twse_block_trade_daily_summary_only", "row_count": 4 }}Captured from the live API on 2026-07-20.
Provenance
These columns are returned alongside the data and record where the row came from. They are provenance, not the dataset's subject matter, so they are listed here rather than in the field table.
source_providersource_rolesource_familylineagedata_gapsRelated datasets
Datasets that join with this one. The key each pair aligns on is shown, so you can plan a multi-table query without guessing.
- Foreign holding
Joins on market + trade_date
- Institutional flow
Joins on market + trade_date
- Securities-Lending Utilization
Joins on market + trade_date
- Margin & short
Joins on market + trade_date
- Margin System Statistics
Joins on market + trade_date
- Total margin & short
Joins on market + trade_date
Getting started
- Put your key in the X-API-Key header.
- Add query parameters (symbol, date range, limit).
- Send the request and read the data array.
curl "https://api.twmarketdata.com/v2/datasets/block-trade-daily?symbol=2330" \ -H "X-API-Key: sk_live_..."Filtering
| Parameter | Required | Type | Description |
|---|---|---|---|
symbol | Yes | string | Ticker, e.g. 2330. |
start_date | No | string (YYYY-MM-DD) | Start of the query range. |
end_date | No | string (YYYY-MM-DD) | End of the query range. |
limit | No | integer | Maximum rows to return. |
Python
A first call:
import requests resp = requests.get( "https://api.twmarketdata.com/v2/datasets/block-trade-daily", params={"symbol": "2330"}, headers={"X-API-Key": "sk_live_..."},)resp.raise_for_status()print(resp.json()["data"])With a date-range filter:
import requests # The full verified example — the same call with every supported filter set.resp = requests.get( "https://api.twmarketdata.com/v2/datasets/block-trade-daily", params={"symbol": "2330"}, headers={"X-API-Key": "sk_live_..."},)resp.raise_for_status()for row in resp.json()["data"]: print(row)OpenAPI
This endpoint is GET /v2/datasets/block-trade-daily. The full machine-readable schema (parameters, security, response envelope) lives in the OpenAPI spec.
Notes & limitations
- The backend metadata exposes no grain or field list, so no field table is shown here and neither row counts nor a coverage window are guessed.