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Derivatives & Convertibles

Futures market (daily)

Name: Futures market (daily)
Creator: TW Market Data
License: https://twmarketdata.com/en/legal/licensing

TAIFEX futures, daily. The entity is a CONTRACT, not a stock: query by contract code (symbol=TX), never by a stock ticker.

← Futures market (daily) overview

VerifiedSource: TAIFEX·Plan: max·Cost: 2 credits·GET /v2/datasets/derivatives-market

Futures market (daily) is a Taiwan market dataset sourced from TAIFEX, served by TW Market Data as GET /v2/datasets/derivatives-market.

Overview

One row per contract per day. `contract_code` IS the `symbol` you query with — TX for the TAIEX futures, and so on; passing a stock ticker returns nothing because no such contract exists. `derivative_type=options` legitimately returns 0 rows: this dataset carries futures, and an empty result there is an honest answer, not a fault.

Field	Type	Description
`contract_code`	string
`symbol`	string
`as_of_date`	string
`derivative_type`	string
`contract_type`	string
`open_interest`	null	Open interest.
`volume`	number
`settlement_price`	null	Daily settlement price.
`open`	number
`high`	number
`low`	number
`close`	number
`market`	string

Coverage

Rows	~6,001,093
Window	1998-07-21 – 2026-09-04
Grade	Verified
Measured	2026-09-01from the dataset registry

Example response

A real response from this endpoint. Rows are returned under "envelope.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.

{
  "api_version": "v2",
  "endpoint": "/v2/datasets/derivatives-market",
  "request_id": "req_178597f48cb0",
  "plan_id": "enterprise",
  "dataset": "derivatives_market",
  "query": {
    "symbol": "TX",
    "contract_code": null,
    "as_of_date": null,
    "start_date": null,
    "end_date": null,
    "market": null,
    "derivative_type": null,
    "contract_type": null,
    "limit": 50,
    "legacy_aliases_used": {
      "date_from": false,
      "date_to": false,
      "contract": false,
      "dataset_name": false,
      "offset": false,
      "sort_by": false,
      "sort_order": false
    }
  },
  "meta": {
    "rows_returned": 50,
    "mandatory_contract_fields_present": [
      "api_version",
      "data",
      "data_as_of"
    ],
    "plan": "enterprise",
    "row_limit": 100000,
    "is_limited": false
  },
  "envelope": {
    "api_version": "v2",
    "dataset": "derivatives_market",
    "dataset_version": "v2.0.0-preview",
    "release_version": "v2.2026-08-05.preview",
    "release_date": "2026-08-05",
    "data_as_of": "2026-08-05",
    "request_context": {
      "ticker": "TX",
      "as_of_date": "2026-08-05",
      "family": "derivatives_daily",
      "field_group_type": "derived",
      "dataset_view": "taifex_futures_daily_v1",
      "scope": "futures_only"
    },
    "data": [
      {
        "contract_code": "TX",
        "symbol": "TX",
        "as_of_date": "2026-08-05",
        "derivative_type": "futures",
        "contract_type": "202706",
        "open_interest": null,
        "volume": 1,
        "settlement_price": null,
        "open": 46230,
        "high": 46230,
        "low": 46230,
        "close": 46230,
        "market": "TAIFEX",
        "source_name": "taifex_official",
        "source_url": null
      },
      {
        "contract_code": "TX",
        "symbol": "TX",
        "as_of_date": "2026-08-05",
        "derivative_type": "futures",
        "contract_type": "202706",
        "open_interest": 61,
        "volume": 7,
        "settlement_price": 46220,
        "open": 46479,
        "high": 46612,
        "low": 46479,
        "close": 46612,
        "market": "TAIFEX",
        "source_name": "taifex_official",
        "source_url": null
      }
    ],
    "quality": {
      "freshness_state": "fresh",
      "freshness_as_of": "2026-08-05",
      "completeness_ratio": 1,
      "quality_status": "ready"
    },
    "lineage": {
      "source_role": "canonical",
      "selected_source": "derivatives_market",
      "fallback_chain": [],
      "policy_notes": [
        "<Chinese value - see the zh page>",
        "FUTURES ONLY: options are not served here (the daily-options table is unpopulated); an options/derivative_type filter returns no rows rather than faked data",
        "contract == symbol == contract_code; market is TAIFEX"
      ]
    },
    "error": {
      "error_code": null,
      "error_message": null,
      "dataset": "derivatives_market",
      "request_id": "read-api-2d9aeb737486",
      "blocking_gate": null
    }
  }
}

Captured from the live API on 2026-07-20.

Chinese data values are shown as a marker here so this page stays in English; the /zh page shows them verbatim.

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_namesource_url

Licence and attribution

Part of the data in this service is obtained from the Government Open Data Platform (data.gov.tw) and used under the Open Government Data License, version 1.0. Providing agencies: Taiwan Stock Exchange, Taipei Exchange, Taiwan Futures Exchange, Taiwan Depository & Clearing Corporation, National Development Council, Central Bank of the Republic of China (Taiwan), Department of Statistics of the Ministry of Economic Affairs, and Customs Administration of the Ministry of Finance. The value-added processing, derived calculations and presentation in this service are the responsibility of TWMD and are not associated with the providing agencies.

Cite this dataset

TW Market Data. (n.d.). Futures market (daily) [Data set]. TW Market Data. Retrieved 2026-09-05, from https://twmarketdata.com/en/docs/api/derivatives/derivatives-market

The version is the dataset's own as_of, not the date this page was built. Where we have no as_of the field is left out rather than filled in. Check a signature

Datasets that join with this one. The key each pair aligns on is shown, so you can plan a multi-table query without guessing.

GHG Carbon Disclosure (Scope 1/2/3)
Joins on as_of_date + market + ticker
Financial metrics
Joins on as_of_date + market + ticker
Institutional flow
Joins on as_of_date + market + ticker
Issuer classification
Joins on as_of_date + market + ticker
Margin & short
Joins on as_of_date + market + ticker

Getting started

Put your key in the X-API-Key header.
Add query parameters (symbol, date range, limit).
Send the request and read the envelope.data array.

curl "https://api.twmarketdata.com/v2/datasets/derivatives-market?dataset_name=taifex_txf_front" \
  -H "X-API-Key: sk_live_..."

Filtering

Parameter	Required	Type	Description
`dataset_name`	No	string	Sub-dataset name, e.g. taifex_txf_front.

Python

import requests

resp = requests.get(
    "https://api.twmarketdata.com/v2/datasets/derivatives-market",
    params={"dataset_name": "taifex_txf_front"},
    headers={"X-API-Key": "sk_live_..."},
)
resp.raise_for_status()
print(resp.json()["envelope"]["data"])

OpenAPI

This endpoint is GET /v2/datasets/derivatives-market. The full machine-readable schema (parameters, security, response envelope) lives in the OpenAPI spec.

Notes & limitations

This page is published so the endpoint is documented. Its live numbers are deliberately left blank until they are measured from an entitled key — no placeholder values are shown.

Request & Response

Request

curl "https://api.twmarketdata.com/v2/datasets/derivatives-market" \
  -H "X-API-Key: $TWMD_API_KEY"

Response

{
  "api_version": "v2",
  "endpoint": "/v2/datasets/derivatives-market",
  "request_id": "req_178597f48cb0",
  "plan_id": "enterprise",
  "dataset": "derivatives_market",
  "query": {
    "symbol": "<string>",
    "contract_code": "<null>",
    "as_of_date": "<null>",
    "start_date": "<null>",
    "end_date": "<null>",
    "market": "<null>",
    "derivative_type": "<null>",
    "contract_type": "<null>",
    "limit": "<number>",
    "legacy_aliases_used": {
      "date_from": "<boolean>",
      "date_to": "<boolean>",
      "contract": "<boolean>",
      "dataset_name": "<boolean>",
      "offset": "<boolean>",
      "sort_by": "<boolean>",
      "sort_order": "<boolean>"
    }
  },
  "meta": {
    "rows_returned": "<number>",
    "mandatory_contract_fields_present": "<array>",
    "plan": "<string>",
    "row_limit": "<number>",
    "is_limited": "<boolean>"
  },
  "envelope": {
    "api_version": "<string>",
    "dataset": "<string>",
    "dataset_version": "<string>",
    "release_version": "<string>",
    "release_date": "<string>",
    "data_as_of": "<string>",
    "request_context": {
      "ticker": "<string>",
      "as_of_date": "<string>",
      "family": "<string>",
      "field_group_type": "<string>",
      "dataset_view": "<string>",
      "scope": "<string>"
    },
    "data": "<array>",
    "quality": {
      "freshness_state": "<string>",
      "freshness_as_of": "<string>",
      "completeness_ratio": "<number>",
      "quality_status": "<string>"
    },
    "lineage": {
      "source_role": "<string>",
      "selected_source": "<string>",
      "fallback_chain": "<array>",
      "policy_notes": "<array>"
    },
    "error": {
      "error_code": "<null>",
      "error_message": "<null>",
      "dataset": "<string>",
      "request_id": "<string>",
      "blocking_gate": "<null>"
    }
  }
}