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Market & Prices

Market breadth

Name: Market breadth
Creator: TW Market Data
License: https://twmarketdata.com/en/legal/licensing

Market breadth — derived breadth metrics per trading day: advance/decline counts and ratio, and new highs vs new lows.

← Market breadth overview

DerivedSource: TWSE·Plan: starter·Cost: 2 credits·GET /v2/datasets/market-breadth

Market breadth is a Taiwan market dataset sourced from TWSE, served by TW Market Data as GET /v2/datasets/market-breadth.

Overview

market-breadth is a derived dataset: it computes the breadth statistics — advancers, decliners, the advance/decline ratio and new-high vs new-low counts — from the official per-security daily prices. The lineage block points back to that official price data so the breadth reading is reproducible. Coverage is partial while the historical backfill is completed.

Field	Type	Description
`market`	string
`as_of_date`	string
`advancers`	number	Count of advancing securities (derived).
`decliners`	number	Count of declining securities (derived).
`unchanged`	number
`limit_up_count`	number
`limit_down_count`	number
`advance_decline_ratio`	number
`breadth_ratio`	number
`total_traded_value`	number
`total_volume`	number

Coverage

Rows	~6,141
Window	2010-01-04 – 2026-09-04
Grade	Derived
Measured	2026-09-04from 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/market-breadth",
  "request_id": "req_e2dea278d06e",
  "plan_id": "enterprise",
  "dataset": "market_breadth",
  "query": {
    "market": null,
    "as_of_date": "2026-08-05",
    "date_from": null,
    "date_to": null,
    "limit": 50,
    "offset": 0,
    "sort_by": "as_of_date",
    "sort_order": "desc"
  },
  "meta": {
    "rows_returned": 2,
    "mandatory_contract_fields_present": [
      "api_version",
      "data",
      "data_as_of"
    ],
    "plan": "enterprise",
    "row_limit": 100000,
    "is_limited": false
  },
  "envelope": {
    "api_version": "v2",
    "dataset": "market_breadth",
    "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": "market",
      "as_of_date": "2026-08-05",
      "family": "taiwan_macro",
      "field_group_type": "derived",
      "dataset_view": "market_breadth_v1",
      "supported_filter_fields": [
        "market",
        "as_of_date",
        "date_from"
      ],
      "supported_sort_by": [
        "as_of_date"
      ]
    },
    "data": [
      {
        "market": "TPEx",
        "as_of_date": "2026-08-05",
        "breadth_version": "v1",
        "advancers": 681,
        "decliners": 223,
        "unchanged": 82,
        "limit_up_count": 35,
        "limit_down_count": 0,
        "advance_decline_ratio": 3.053812,
        "breadth_ratio": 0.464503,
        "total_traded_value": 183152179740,
        "total_volume": 1185255000,
        "provider": "tpex_official",
        "source_role": "derived_market_breadth",
        "lineage": {
          "derived_from": "normalized_tpex_daily_prices",
          "breadth_version": "v1",
          "limit_count_method": "approx",
          "breadth_ratio_formula": "(advancers - decliners) / (advancers + decliners + unchanged)",
          "limit_count_threshold_pct": 0.095,
          "advance_decline_ratio_formula": "advancers / decliners"
        },
        "updated_at": "2026-08-05T11:07:31.224699"
      },
      {
        "market": "TWSE",
        "as_of_date": "2026-08-05",
        "breadth_version": "v1",
        "advancers": 901,
        "decliners": 342,
        "unchanged": 117,
        "limit_up_count": 45,
        "limit_down_count": 2,
        "advance_decline_ratio": 2.634503,
        "breadth_ratio": 0.411029,
        "total_traded_value": 1183558261223,
        "total_volume": 9762523934,
        "provider": "twse_official",
        "source_role": "derived_market_breadth",
        "lineage": {
          "derived_from": "normalized_twse_daily_prices",
          "breadth_version": "v1",
          "limit_count_method": "approx",
          "breadth_ratio_formula": "(advancers - decliners) / (advancers + decliners + unchanged)",
          "limit_count_threshold_pct": 0.095,
          "advance_decline_ratio_formula": "advancers / decliners"
        },
        "updated_at": "2026-08-05T11:07:31.224699"
      }
    ],
    "quality": {
      "freshness_state": "fresh",
      "freshness_as_of": "2026-08-05",
      "completeness_ratio": 1,
      "quality_status": "ready"
    },
    "lineage": {
      "source_role": "canonical",
      "selected_source": "twse_official",
      "fallback_chain": [
        "tpex_official",
        "data_gov_mirror"
      ],
      "policy_notes": [
        "official/public-first canonical",
        "market_breadth derived from market_overview snapshots with deterministic formulas",
        "unstable fields excluded from public contract (e.g., market_sentiment_score)"
      ]
    },
    "error": {
      "error_code": null,
      "error_message": null,
      "dataset": "market_breadth",
      "request_id": "read-api-653328cb1c66",
      "blocking_gate": null
    }
  }
}

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

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.

breadth_versionprovidersource_rolelineageupdated_at

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.). Market breadth [Data set]. TW Market Data. Retrieved 2026-09-05, from https://twmarketdata.com/en/docs/api/market-prices/market-breadth

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.

Index classification
Joins on as_of_date + market
Market value weight
Joins on as_of_date + market
Technical indicators
Joins on as_of_date + market
Valuation data
Joins on as_of_date + market
GHG Carbon Disclosure (Scope 1/2/3)
Joins on as_of_date + market

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/market-breadth?as_of_date=2026-08-05" \
  -H "X-API-Key: sk_live_..."

Filtering

Parameter	Required	Type	Description
`market`	No	string	Declared by the endpoint in envelope.request_context.supported_filter_fields.
`as_of_date`	No	string	Declared by the endpoint in envelope.request_context.supported_filter_fields.
`date_from`	No	string	Declared by the endpoint in envelope.request_context.supported_filter_fields.

Python

import requests

resp = requests.get(
    "https://api.twmarketdata.com/v2/datasets/market-breadth",
    params={"as_of_date": "2026-08-05"},
    headers={"X-API-Key": "sk_live_..."},
)
resp.raise_for_status()
print(resp.json()["envelope"]["data"])

OpenAPI

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

Notes & limitations

Derived and partially covered: breadth is computed from the official per-security prices and the historical window is still being backfilled, so it may be shorter than the price datasets it is built from.

Request & Response

Request

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

Response

{
  "api_version": "v2",
  "endpoint": "/v2/datasets/market-breadth",
  "request_id": "req_e2dea278d06e",
  "plan_id": "enterprise",
  "dataset": "market_breadth",
  "query": {
    "market": "<null>",
    "as_of_date": "<string>",
    "date_from": "<null>",
    "date_to": "<null>",
    "limit": "<number>",
    "offset": "<number>",
    "sort_by": "<string>",
    "sort_order": "<string>"
  },
  "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>",
      "supported_filter_fields": "<array>",
      "supported_sort_by": "<array>"
    },
    "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>"
    }
  }
}