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Facts & statistics

Market facts

Long-run statistics for Taiwan equities, each with its sample period and as_of

Seasonality

Monthly return distributions and hit rates, with sample sizes

Institutional flow

Seasonality in the breadth of institutional net buying

Limit events

How often limit moves happen, and how concentrated they are

Delisting

Delisting counts and survival spans — the basis for avoiding survivorship bias

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A timeline of trading-rule changes — the premise for reading historical data

Data & exploration

Dataset catalogue

Every dataset, its coverage, and how often it updates

Playground

Call the API from the browser, without a key

Market today

Today's market at a glance

Stock analysis

The entry point for looking at one instrument

Market heat map

The whole market in one picture — area is market cap, colour is revenue growth

Market calendar

Statutory disclosure deadlines — the day a figure may legally first be known

Platform capabilities

Product overview

What TWMD provides, and who it is built for

Verifiable proof

Signed checkpoints and per-row inclusion proofs

Data quality

Reconciliation, gap handling, and quality status

Methodology

How the figures are computed, and on what basis

Auditable execution

Tie a trading decision back to the data it saw

Connect your broker

Bring TWMD into an existing order and research workflow

Developers

Documentation

API reference, dataset pages, and integration guides

Quick start

Authentication and your first request

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Separate paths for quant research, data engineering, and app development

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The published MCP tool list and its signed manifest

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Have your system told when data updates

Learn

Blog

Long-form writing on data, method, and market structure

Answers

Specific answers to specific questions, with sources

Topics

Industry chains and thematic relationships

Help centre

Account, billing, and usage questions

Glossary

Definitions for Taiwan-market and data terms

Compare & status

Why TWMD

A point-by-point comparison with FinMind and TEJ

Migrate from FinMind

Field mapping and migration steps

Migrate from FinLab

Field mapping and migration steps

Migrate from TEJ

Field mapping and migration steps

Status

Service availability and incident history

Security & trust

Trust centre

What we claim, and the limits on each claim

Security

Architecture, access control, and incident handling

Security facts

The items you can verify from outside

Security evidence

SBOM, ASVS mapping and threat model — including the three controls we do not meet.

Self-assessment

Item-by-item answers for a procurement questionnaire

Compliance & standards

Compliance mapping

Evidence primitives mapped onto FSB, IOSCO, and SR 26-2

Standards & interop

Term-by-term mapping onto published standards, and where it does not map

Provenance & C2PA

A machine-readable origin graph, fetchable without a key

Licensing

How the data may be used and redistributed

Adoption

Evaluate

Seven checks you can run yourself, without an account

Talk to sales

Enterprise plans, quotas, and contract detail

Pricing
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TW Market Data

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

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© 2026 TW Market Data

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

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Documentation

DASHBOARD

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FOR AI AGENTS

MCP ServerSkillsllms.txtTool manifestOpenAPI SpecAgent workflow examples

OVERVIEW

OverviewQuick startAuthenticationSource policyData gradesData lineageMarket coverage

DATA APIS

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.

Docs

Following the money

Building a verifiable view of Taiwan capital flow from institutional trading and margin/short data.

Who this is for

Researchers and developers tracking foreign institutions, investment trusts, dealers and credit-trading activity.

If you want capital flow inside a strategy or an agent research process, the minimal query flow on this page is the place to start.

Prerequisites

Python 3.9+, requests, an X-API-Key, and a symbol such as 2330.

Authentication

import requests

BASE_URL = "https://api.twmarketdata.com"
HEADERS = {
"X-API-Key": "your_api_key_here",
}

def get_dataset(path, params):
response = requests.get(
f"{BASE_URL}{path}",
headers=HEADERS,
params=params,
)
response.raise_for_status()
return response.json()

Querying institutional trading

Institutional net buy/sell shows where money is moving and how holdings are shifting. Quantities are in shares; the API documentation and the response itself govern the exact fields.

flow = get_dataset(
"/v2/datasets/institutional-flow",
{
"symbol": "2330",
"limit": 10,
},
)

Querying margin and short balances

Margin and short balances add the leverage and credit-sentiment dimension, and are best read alongside institutional flow rather than on their own.

margin = get_dataset(
"/v2/datasets/margin-short",
{
"symbol": "2330",
"limit": 10,
},
)

Querying company announcements

announcements = get_dataset(
"/v2/datasets/issuer-announcements",
{
"symbol": "2330",
"limit": 5,
},
)

Querying the event calendar

events = get_dataset(
"/v2/datasets/events",
{
"symbol": "2330",
"limit": 5,
},
)

structured_events = get_dataset(
"/v2/datasets/structured-events",
{
"symbol": "2330",
"limit": 5,
},
)

Combining flow with events

result = {
"institutional_flow": flow.get("rows", []),
"margin_short": margin.get("rows", []),
"announcements": announcements.get("rows", []),
"events": events.get("rows", []),
"structured_events": structured_events.get("rows", []),
}

print(result)

A note on coverage

Coverage of the institutional-flow dataset is still being filled in. Keep data_gaps and missing-value handling inside the workflow, and do not read a gap as a zero.

  • Dataset pages: /datasets/institutional-flow, /datasets
  • API docs: /docs/api/capital-flow/institutional-flow, /docs/api/capital-flow/margin-short

Next steps

Once flow and events are combined, the natural extensions are:

  • /docs/api/market-prices/twse-daily-price
  • /docs/api/market-prices/technical-indicators
  • /docs/workflows/market-status
  • /datasets/institutional-flow

On this page

  • Who this is for
  • Prerequisites
  • Authentication
  • Querying institutional trading
  • Querying margin and short balances
  • Querying company announcements
  • Querying the event calendar
  • Combining flow with events
  • A note on coverage
  • Next steps