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Macroeconomics

Government bond yield curve

Government bond yield curve

VerifiedSource: TPEx·Plan: max·Cost: 2 credits·GET /v2/datasets/bond-yield-curve

Government bond yield curve is a Taiwan market dataset sourced from TPEx, served by TW Market Data as GET /v2/datasets/bond-yield-curve.

Overview

Government bond yield curve — grain: tenor / trade_date.

FieldTypeDescription
trade_datestring
curve_typestring
tenor_labelstring
maturity_yearsnumber
yield_ratenumber
as_ofstring
index_versionstring

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": "bond_yield_curve",  "request_context": {    "scope": "tw_government_bond_yield_curve",    "coverage_type": "daily",    "filters": {      "trade_date": "2026-08-04",      "date_from": null,      "date_to": null,      "curve_type": null,      "tenor_label": null,      "limit": 50    },    "min_trade_date": "2026-08-04",    "max_trade_date": "2026-08-04"  },  "quality": {    "row_count": 5,    "tenors_present": [      "10Y",      "20Y",      "2Y"    ],    "trade_days_in_page": 1,    "sensitive_fields_exposed": false  },  "lineage": {    "source_families": [      "TPEX_GOVBOND_DAILY_02"    ],    "semantics": "Taiwan government bond yields by tenor per trading day. One row per (trade_date, tenor); order a single date by maturity_years to read it as a curve."  },  "error": null,  "data": [    {      "trade_date": "2026-08-04",      "curve_type": "govbond",      "tenor_label": "2Y",      "maturity_years": 2,      "yield_rate": 1.6613,      "as_of": "2026-08-04",      "index_version": "tpex_govbond_curve:068ec5e779db",      "source_provider": "tpex_official",      "source_role": "official_tpex_govbond_curve",      "source_family": "TPEX_GOVBOND_DAILY_02",      "source_authority": "<Chinese value - see the zh page>",      "lineage": {        "echo_ok": true,        "emitter": "build_bond_yield_curve_candidates",        "bond_code": "A15203",        "residual_years": 1.952,        "source_data_date": "2026-08-04"      }    },    {      "trade_date": "2026-08-04",      "curve_type": "govbond",      "tenor_label": "5Y",      "maturity_years": 5,      "yield_rate": 1.83,      "as_of": "2026-08-04",      "index_version": "tpex_govbond_curve:068ec5e779db",      "source_provider": "tpex_official",      "source_role": "official_tpex_govbond_curve",      "source_family": "TPEX_GOVBOND_DAILY_02",      "source_authority": "<Chinese value - see the zh page>",      "lineage": {        "echo_ok": true,        "emitter": "build_bond_yield_curve_candidates",        "bond_code": "A15108",        "residual_years": 5,        "source_data_date": "2026-08-04"      }    }  ],  "data_count": 5,  "known_gaps": [    "no_scheduled_producer_history_is_real_but_the_series_does_not_advance_on_its_own",    "daily_cadence_by_nature_so_a_stale_max_trade_date_means_a_gap_not_a_quiet_market",    "tpex_govbond_source_only_no_corporate_or_swap_curve"  ],  "warnings": [    "not_investment_advice"  ],  "envelope": {    "dataset_id": "bond_yield_curve",    "scope": "tw_government_bond_yield_curve",    "row_count": 5  }}

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_providersource_rolesource_familysource_authoritylineage

Getting started

  1. Put your key in the X-API-Key header.
  2. Add query parameters (symbol, date range, limit).
  3. Send the request and read the data array.
curl "https://api.twmarketdata.com/v2/datasets/bond-yield-curve?symbol=2330" \  -H "X-API-Key: sk_live_..."

Filtering

ParameterRequiredTypeDescription
symbolYesstringTicker, e.g. 2330.
start_dateNostring (YYYY-MM-DD)Start of the query range.
end_dateNostring (YYYY-MM-DD)End of the query range.
limitNointegerMaximum rows to return.

Python

A first call:

import requests resp = requests.get(    "https://api.twmarketdata.com/v2/datasets/bond-yield-curve",    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/bond-yield-curve",    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/bond-yield-curve. The full machine-readable schema (parameters, security, response envelope) lives in the OpenAPI spec.

Notes & limitations

  • The backend metadata exposes no coverage window, so none is shown. A 10Y-2Y inversion is often read as a recession signal; this page makes no predictive claim about it.