Building an AI agent? Start with /llms.txt for the full site index.
Derivatives & Convertibles
TAIFEX institutional trading — daily net positions of the three major institutional investor groups in listed futures and options.
← TAIFEX institutional flow overview
GET /v2/datasets/taifex-institutional-flowTAIFEX institutional flow is a Taiwan market dataset sourced from TAIFEX, served by TW Market Data as GET /v2/datasets/taifex-institutional-flow.
taifex-institutional-flow returns one row per contract per trading day with the foreign, investment-trust and dealer net positions from the official TAIFEX institutional-trading report. Rows carry their source role so a figure is traceable to the exchange report rather than taken on trust.
Measured database state — present in the table, NOT yet served. These are not purchasable coverage figures: the endpoint is not open, so nothing below can be queried today.
| Rows | 50,946 |
| Window | 2023-07-03 – 2026-09-04 |
| Grade | Verified |
| Measured | 2026-09-04from the dataset registry |
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.
TW Market Data. (n.d.). TAIFEX institutional flow [Data set]. TW Market Data. Retrieved 2026-09-05, from https://twmarketdata.com/en/docs/api/derivatives/taifex-institutional-flow
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
curl "https://api.twmarketdata.com/v2/datasets/taifex-institutional-flow" \
-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/taifex-institutional-flow",
params={},
headers={"X-API-Key": "sk_live_..."},
)
resp.raise_for_status()
print(resp.json())This endpoint is GET /v2/datasets/taifex-institutional-flow. The full machine-readable schema (parameters, security, response envelope) lives in the OpenAPI spec.