Guides & answers
Direct answers to the questions people actually ask about Taiwan market data.
25 pages
- Best Taiwan stock market data APIWhere Taiwan stock data comes from, what the free official TWSE and TPEx feeds give you, and when a verified API is worth paying for — 5.2M daily price rows from 2004, 311 stopped-trading tickers retained, five tickers free with no API key.
- How to get TWSE data programmatically (Python / API)Pull TWSE (Taiwan Stock Exchange) daily prices from Python in one request: the endpoint, the X-API-Key header, and a runnable example. History runs back to 2004, and five tickers work with no API key at all.
- Taiwan monthly revenue data — the monthly fundamental the US doesn't haveTaiwan-listed companies file revenue every month through MOPS — a monthly-frequency fundamental most markets lack. 333,036 rows across 2,096 companies from 2010, with YoY and MoM, over a single REST call.
- Survivorship-bias-free Taiwan equity dataWhy dropped delisted names inflate a Taiwan backtest, and how to build a point-in-time universe: 311 stopped-trading tickers keep their full price history back to 2004, 264 of them with an official delisting date.
- Taiwan institutional investor (three major investors) daily flow data explainedWhat Taiwan's three major institutional investors (foreign, investment trust, dealer) daily net buy/sell data is, when TWSE publishes it, and how to pull it per stock over one REST call — daily and per stock, not quarterly like 13F.
- Taiwan Stock Price Limit History: The 7%→10% Rule Change and Why It Matters for BacktestingOn 1 June 2015 Taiwan widened its daily stock price limit from ±7% to ±10%. Here is what changed, and why any backtest that spans that date has a structural break to handle.
- Taiwan's Three Institutional Investors (三大法人) Explained for Quant DevelopersForeign investors, investment trusts and dealers — the 三大法人. What each group is, when the TWSE T86 report publishes, and how to read the daily net buy/sell with a real API example.
- Taiwan Stock Market Rule-Change Timeline: Price Limits, Matching, Odd-Lot, Tick Size and SettlementA dated, source-cited timeline of the Taiwan stock market rule changes that a long backtest crosses — the ±7%→±10% price limit, continuous matching, intraday odd-lot, tick-size tiers and T+2 settlement.
- Introducing Price-Move Context Cards for Taiwan StocksA price-move context card turns a big single-day move in a Taiwan stock into structured context: how big, whether it hit the era's price limit, how much was excess over the market, and whether an official event explains it.
- What are the limitations of the TWSE API, and how do you use the official OpenAPI?The official TWSE OpenAPI is free, keyless and authoritative. Before you build on it: most endpoints return the latest snapshot, dates are ROC-calendar strings, and TWSE and TPEx name the same fields differently. With runnable curl.
- What is tpex_mainboard_daily_close_quotes, and how do you use it?The full field reference for TPEx mainboard daily close quotes, with runnable curl and Python. The official endpoint serves one trading day — this page adds a date-ranged alternative.
- How do you use the t187ap05_L monthly revenue endpoint on the TWSE OpenAPI?Fields, usage and limits of the TWSE OpenAPI t187ap05_L listed-company monthly revenue endpoint, including YoY/MoM fields, ROC date conversion and how to accumulate history. With curl and Python.
- What are t187ap03_L and mopsfin_t187ap03_O?Field-by-field comparison, usage and limits of the listed (t187ap03_L) and OTC (mopsfin_t187ap03_O) Taiwan company profile open-data endpoints.
- How do you fetch Taiwan institutional investor flows? The TWSE T86 endpointPulling daily per-stock net buying by foreign investors, investment trusts and dealers from the TWSE T86 endpoint: it accepts a date, how to read its 19 fields, and why summing them yourself double-counts.
- What is DailyMarketReportOpt? Using the TAIFEX options daily quotes endpointHow the TAIFEX options daily market report endpoint works: its 18 fields, the single-day snapshot limit, and how to accumulate history. With measured row counts and a runnable curl.
- What is the TWSE OpenAPI? A guide to the common endpointsHow to call the TWSE and TPEx open-data APIs, which endpoints matter, and the ROC-calendar and snapshot limits they all share — plus a date-ranged alternative under one schema.
- What is STOCK_DAY_ALL, and how do you use it?Every field STOCK_DAY_ALL returns and how to parse it: ROC-calendar dates, all-string values, whole-market OHLCV in one call. One day only — plus a date-ranged read you can try without a key.
- How do I avoid look-ahead and survivorship bias when backtesting Taiwan stocks?Two errors that quietly inflate a backtest, and a concrete fix for each: align fundamentals on when they could first be known, and keep the 311 tickers that stopped trading in your universe. Runnable Python included.
- How should I choose a Taiwan stock data source for Python?No rankings. Six questions that decide which properties you need, five checks you can run against any source, and an honest list of where we do not fit.
- Forward or backward adjusted prices — which should a backtest use?Forward adjustment rewrites history every time a dividend lands, so the same backtest changes next month. Backward adjustment does not. Includes runnable code that builds a back-adjusted series from the official factors.
- What are the pitfalls in Taiwan institutional investor flow data?The buy and sell legs can be null, summing across the listed and OTC markets double counts, and the day's figures can be revised. Each shown against the real response fields.
- How do I tell whether Taiwan market data is missing something?Is a missing day a market holiday or missing data? Three different signals depending on the endpoint, with runnable checks for each.
- TWSE OpenAPI only returns today. How do I get history?The official open endpoint serves a snapshot of the latest trading day, and a date parameter does not change that. Two routes: accumulate your own, or query history that already exists.
- How do I clean Taiwan open data — ROC dates and string numbers?Dates arrive in the ROC calendar, every value arrives as a string, and field names come in two vocabularies. Runnable conversions for each, and why stripping commas everywhere is the wrong reflex.
- What should I do when a Taiwan stock data API rate-limits or blocks me?Tell throttling apart from a broken request, then cut request volume with caching and range queries before you touch retry logic. Runnable retry and cache examples included.