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TW Market Data

Taiwan market-data infrastructure, built for AI agents and quantitative workflows.

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TW Market Data (TWMD) provides historical data and statistics, not investment advice; investment decisions and their risks are your own.

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FOR AI AGENTS

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OVERVIEW

OverviewQuick startAuthenticationSource policyData gradesData lineageMarket coverage

DATA APIS

Market indicesTPEx daily pricesTWSE daily pricesPrice adjustment factorsPrice-limit (daily)Limit-Up/Down EventsIndustry index (daily)Return index (daily)Index constituentsMarket breadthCore valuation (daily)Valuation dataTechnical indicatorsPrice Move Context CardsMarket value weightIndex classificationMarket overview snapshots

GUIDES

How to get the 3 financial statementsHow to read institutional flowsHow to check market statusHow to wire a strategy / AI agent

SDKS

Release statusPython SDKJavaScript / TypeScript SDK

Building an AI agent? Start with /llms.txt for the full site index.

Market & Prices

Market overview snapshots

Market overview snapshots — board-level aggregates per trading day: index level, total turnover and the up/down/unchanged counts.

← Market overview snapshots overview

ReferenceSource: TWSE·Plan: developer·Cost: 2 credits·GET /v2/datasets/market-overview-snapshots

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

Overview

market-overview-snapshots returns one aggregate row per board per trading day summarizing the whole market — the index level, total turnover and the count of advancing, declining and unchanged securities. It is a reference overview surface; each row carries its source role so the figures trace back to the official publication. Coverage is partial while the historical backfill is completed.

FieldTypeDescription
market_codestring
as_of_datestring
index_levelnumber
index_changenumber
index_change_pctnumber
advancersnumberCount of advancing securities.
declinersnumberCount of declining securities.
unchangednumber
turnover_valuenumber
volume_sharesnumber
transaction_countnull
listed_countnull
traded_countnull
market_scopestring
currencystring
is_placeholderboolean

Coverage

Rows~4,174
Window2009-01-05 – 2026-09-04
GradeReference
Measured2026-09-04from the dataset registry

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.

{
"api_version": "v2",
"dataset": "market_overview_snapshots",
"dataset_version": "v2.0.0-preview",
"release_version": "v2.2026-08-03.preview",
"release_date": "2026-08-03",
"data_as_of": "2026-08-03",
"request_context": {
"ticker": "TWSE",
"as_of_date": "2026-08-03",
"family": "taiwan_macro",
"field_group_type": "canonical",
"dataset_view": "market_overview_snapshots_v1",
"scope": "market_overview_snapshots_only",
"coverage_type": "seeded_anchor_snapshot_set",
"supported_sort_by": [
"as_of_date"
],
"supported_filter_fields": [
"market",
"as_of_date",
"date_from"
],
"market_filter": "TWSE",
"date_range": {
"date_from": null,
"date_to": null
}
},
"data": [
{
"market_code": "TWSE",
"as_of_date": "2026-08-03",
"index_level": 43386.41,
"index_change": 266.66,
"index_change_pct": 0.62,
"advancers": 794,
"decliners": 472,
"unchanged": 101,
"turnover_value": 874370836763,
"volume_shares": 8862026246,
"transaction_count": null,
"listed_count": null,
"traded_count": null,
"provider": "twse_official",
"source_role": "official_market_overview",
"lineage": {
"emitter": "build_market_overview_snapshot_candidates",
"derivation": "index_data_items(TWSE_TAIEX) LEFT JOIN market_breadth_items(TWSE) on as_of_date",
"source_date": "2026-08-03"
},
"data_gaps": [
"missing_transaction_count_from_approved_inputs",
"missing_listed_count_from_approved_inputs"
],
"not_investment_advice": true,
"market_scope": "TWSE",
"currency": "TWD",
"is_placeholder": false
}
],
"quality": {
"freshness_state": "fresh",
"freshness_as_of": "2026-08-03",
"completeness_ratio": 1,
"quality_status": "ready"
},
"lineage": {
"source_role": "canonical",
"selected_source": "market_overview_snapshots",
"fallback_chain": [],
"policy_notes": [
"official/public-first canonical",
"market_overview_snapshots is the seeded anchor surface for index and breadth derivations",
"not_investment_advice"
]
},
"error": {
"error_code": null,
"error_message": null,
"dataset": "market_overview_snapshots",
"request_id": "read-api-20260803",
"blocking_gate": null
},
"dataset_id": "market_overview_snapshots",
"data_count": 1,
"known_gaps": [
"missing_listed_count_from_approved_inputs",
"missing_transaction_count_from_approved_inputs"
],
"warnings": [
"not_investment_advice"
]
}

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.

providersource_rolelineagedata_gapsnot_investment_advice

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

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.

  • Index classification

    Joins on as_of_date

  • Market breadth

    Joins on as_of_date

  • Market value weight

    Joins on as_of_date

  • Technical indicators

    Joins on as_of_date

  • Valuation data

    Joins on as_of_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/market-overview-snapshots?as_of_date=2026-08-03" \
-H "X-API-Key: sk_live_..."

Filtering

ParameterRequiredTypeDescription
marketNostringDeclared by the endpoint in envelope.request_context.supported_filter_fields.
as_of_dateNostringDeclared by the endpoint in envelope.request_context.supported_filter_fields.
date_fromNostringDeclared by the endpoint in envelope.request_context.supported_filter_fields.

Python

import requests

resp = requests.get(
"https://api.twmarketdata.com/v2/datasets/market-overview-snapshots",
params={"as_of_date": "2026-08-03"},
headers={"X-API-Key": "sk_live_..."},
)
resp.raise_for_status()
print(resp.json()["data"])

OpenAPI

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

Notes & limitations

  • Partial coverage: this overview surface is being backfilled, so the historical window may be shorter than the per-stock price datasets. Treat it as a market-level summary, not a per-security feed.

Request & Response

Request
curl "https://api.twmarketdata.com/v2/datasets/market-overview-snapshots" \
-H "X-API-Key: $TWMD_API_KEY"
Response
{
"api_version": "v2",
"dataset": "market_overview_snapshots",
"dataset_version": "v2.0.0-preview",
"release_version": "v2.2026-08-03.preview",
"release_date": "2026-08-03",
"data_as_of": "2026-08-03",
"data": [
{
"market_code": "<string>",
"as_of_date": "<string>",
"index_level": "<number>",
"index_change": "<number>",
"index_change_pct": "<number>",
"advancers": "<number>",
"decliners": "<number>",
"unchanged": "<number>",
"turnover_value": "<number>",
"volume_shares": "<number>",
"transaction_count": "<null>",
"listed_count": "<null>",
"traded_count": "<null>",
"provider": "<string>",
"source_role": "<string>",
"lineage": {
"emitter": "<string>",
"derivation": "<string>",
"source_date": "<string>"
},
"data_gaps": "<array>",
"not_investment_advice": "<boolean>",
"market_scope": "<string>",
"currency": "<string>",
"is_placeholder": "<boolean>"
}
],
"quality": {
"freshness_state": "<string>",
"freshness_as_of": "<string>",
"completeness_ratio": "<number>",
"quality_status": "<string>"
},
"error": {
"error_code": "<null>",
"error_message": "<null>",
"dataset": "<string>",
"request_id": "<string>",
"blocking_gate": "<null>"
},
"dataset_id": "market_overview_snapshots",
"data_count": 1,
"known_gaps": [
"<string>"
],
"warnings": [
"<string>"
]
}
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