Index constituents

Overview

index-constituents returns one row per member security, per index, per trade date, taken from the TPEx official constituent publication. The feed covers six TPEx indices and no TWSE index, and it records membership alone — there are no constituent weights in it. Each response is a snapshot rather than a change log, so a security leaving an index simply stops appearing instead of producing a removal row. Without a trade_date, each index returns its most recent snapshot.

Coverage

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": "index_constituents",
  "request_context": {
    "scope": "tw_index_membership_snapshots",
    "coverage_type": "per_date_snapshot",
    "filters": {
      "index_name": null,
      "ticker": null,
      "market": null,
      "trade_date": null,
      "latest_only": true,
      "limit": 50
    },
    "applied_defaults": {
      "latest_snapshot_per_index": true,
      "reason": "no trade_date given; returning each index's most recent membership snapshot rather than every historical snapshot combined"
    },
    "snapshot_dates_in_page": [
      "2026-08-04"
    ]
  },
  "quality": {
    "row_count": 50,
    "index_count": 1,
    "indices_present": [
      "<Chinese value - see the zh page>"
    ],
    "ticker_count": 50,
    "sensitive_fields_exposed": false
  },
  "lineage": {
    "source_families": [
      "TPEX_INDEX_CONSTI"
    ],
    "semantics": "Which tickers belonged to which index on a given trade_date. Membership only — no weights. Without a trade_date the response is each index's most recent snapshot."
  },
  "error": null,
  "data": [
    {
      "index_name": "<Chinese value - see the zh page>",
      "ticker": "1268",
      "name": "<Chinese value - see the zh page>",
      "trade_date": "2026-08-04",
      "market": "TPEx",
      "provider": "twse_official",
      "source_role": "official_tpex_index_constituents",
      "source_authority": "<Chinese value - see the zh page>",
      "source_family": "TPEX_INDEX_CONSTI"
    },
    {
      "index_name": "<Chinese value - see the zh page>",
      "ticker": "2755",
      "name": "<Chinese value - see the zh page>",
      "trade_date": "2026-08-04",
      "market": "TPEx",
      "provider": "twse_official",
      "source_role": "official_tpex_index_constituents",
      "source_authority": "<Chinese value - see the zh page>",
      "source_family": "TPEX_INDEX_CONSTI"
    }
  ],
  "data_count": 50,
  "known_gaps": [
    "per_date_membership_snapshot_not_a_change_log_a_removal_produces_no_row",
    "TPEx_indices_ONLY_six_of_them_no_TWSE_index_is_in_this_feed",
    "single_snapshot_2026_07_01_there_is_no_history_and_no_producer_advancing_it"
  ],
  "warnings": [
    "not_investment_advice"
  ],
  "envelope": {
    "dataset_id": "index_constituents",
    "scope": "tw_index_membership_snapshots",
    "row_count": 50
  }
}

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.

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.

TW Market Data. (n.d.). Index constituents [Data set]. TW Market Data. Retrieved 2026-09-05, from https://twmarketdata.com/en/docs/api/market-prices/index-constituents

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

Related 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.

• Limit-Up/Down Events

  Joins on market + ticker + trade_date

• Price adjustment factors

  Joins on market + ticker + trade_date

• Price Move Context Cards

  Joins on market + ticker + trade_date

• Price-limit (daily)

  Joins on market + ticker + trade_date

• Technical indicators

  Joins on market + ticker + trade_date

• TWSE daily prices

  Joins on ticker + trade_date

• Core valuation (daily)

  Joins on ticker + trade_date

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/index-constituents?ticker=1268&market=TPEx&limit=5" \
  -H "X-API-Key: sk_live_..."

Filtering

Python

import requests

resp = requests.get(
    "https://api.twmarketdata.com/v2/datasets/index-constituents",
    params={"ticker": "1268", "market": "TPEx", "limit": "5"},
    headers={"X-API-Key": "sk_live_..."},
)
resp.raise_for_status()
print(resp.json()["data"])

OpenAPI

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

Notes & limitations

• This endpoint filters by `index_name`, `ticker`, `market`, `trade_date` and `latest_only` — not by `symbol` or `index_code`, both of which are ignored rather than rejected.
• Six TPEx indices only — no TWSE index appears in this feed — and membership only: the rows carry no constituent weights.