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Derivatives & Convertibles
TAIFEX options daily market data — daily settlement, volume and open interest for listed options series.
GET /v2/datasets/options-daily-taifexOptions (daily) is a Taiwan market dataset sourced from TAIFEX, served by TW Market Data as GET /v2/datasets/options-daily-taifex.
options-daily-taifex returns one row per options series per trading day from the official TAIFEX feed, keyed by contract, strike and call/put right. Each row carries its source role so a value can be traced back to the exchange publication rather than taken on trust.
| Field | Type | Description |
|---|---|---|
trade_date | string | |
contract_symbol | string | |
option_type | string | |
strike_price | number | Strike price of the series. |
expiry_month | string | |
open | null | |
high | null | |
low | null | |
close | null | |
volume | null | |
open_interest | null | Open interest. |
settlement_price | number | Daily settlement price. |
| Rows | 21,434,720 |
| Window | 2001-12-24 – 2026-09-04 |
| Grade | Verified |
| Measured | 2026-09-04from the dataset registry |
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": "options_daily_taifex",
"request_context": {
"scope": "options_daily_taifex_latest_daily_file_only",
"coverage_type": "latest_daily_file_only",
"filters": {
"trade_date": "2026-08-05",
"date_from": null,
"date_to": null,
"contract_symbol": null,
"option_type": null,
"expiry_month": null,
"source_family": null,
"limit": 50
},
"min_trade_date": "2026-08-05",
"max_trade_date": "2026-08-05"
},
"quality": {
"row_count": 50,
"contract_count": 1,
"sensitive_fields_exposed": false
},
"lineage": {
"source_providers": [
"taifex_official"
],
"source_roles": [
"options_daily_quote_settlement_open_interest"
],
"source_families": [
"taifex_options_daily_download"
]
},
"error": null,
"data": [
{
"trade_date": "2026-08-05",
"contract_symbol": "CAO",
"option_type": "call",
"strike_price": 120,
"expiry_month": "202608",
"open": null,
"high": null,
"low": null,
"close": null,
"volume": null,
"open_interest": null,
"settlement_price": 57,
"source_provider": "taifex_official",
"source_role": "options_daily_quote_settlement_open_interest",
"source_family": "taifex_options_daily_download",
"lineage": {
"row_index": 84,
"source_hash": "taifex_opt:2026-08",
"payload_date": "20260805",
"request_date": "2026-08-05",
"endpoint_name": "optDataDown",
"source_authority": "TAIFEX optDataDown (date-range CSV)"
},
"data_gaps": [],
"not_investment_advice": true
},
{
"trade_date": "2026-08-05",
"contract_symbol": "CAO",
"option_type": "call",
"strike_price": 120,
"expiry_month": "202608W1",
"open": null,
"high": null,
"low": null,
"close": null,
"volume": null,
"open_interest": null,
"settlement_price": null,
"source_provider": "taifex_official",
"source_role": "options_daily_quote_settlement_open_interest",
"source_family": "taifex_options_daily_download",
"lineage": {
"row_index": 0,
"source_hash": "taifex_opt:2026-08",
"payload_date": "20260805",
"request_date": "2026-08-05",
"endpoint_name": "optDataDown",
"source_authority": "TAIFEX optDataDown (date-range CSV)"
},
"data_gaps": [],
"not_investment_advice": true
}
],
"data_count": 50,
"known_gaps": [
"latest_daily_file_only",
"single_trading_date_baseline",
"no_historical_options_coverage_claim"
],
"warnings": [
"not_investment_advice"
],
"not_investment_advice": true,
"envelope": {
"dataset_id": "options_daily_taifex",
"scope": "options_daily_taifex_latest_daily_file_only",
"row_count": 50
}
}Captured from the live API on 2026-07-20.
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_gapsnot_investment_advicePart 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.
TW Market Data. (n.d.). Options (daily) [Data set]. TW Market Data. Retrieved 2026-09-05, from https://twmarketdata.com/en/docs/api/derivatives/options-daily-taifex
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.
Joins on trade_date
Joins on trade_date
Joins on trade_date
Joins on trade_date
Joins on trade_date
curl "https://api.twmarketdata.com/v2/datasets/options-daily-taifex?trade_date=2026-08-05" \
-H "X-API-Key: sk_live_..."| 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. |
import requests
resp = requests.get(
"https://api.twmarketdata.com/v2/datasets/options-daily-taifex",
params={"trade_date": "2026-08-05"},
headers={"X-API-Key": "sk_live_..."},
)
resp.raise_for_status()
print(resp.json()["data"])This endpoint is GET /v2/datasets/options-daily-taifex. The full machine-readable schema (parameters, security, response envelope) lives in the OpenAPI spec.