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Taiwan monthly revenue data — the monthly fundamental the US doesn't have

Taiwan-listed companies are required to report monthly revenue, generally by the 10th of the following month — a monthly-frequency fundamental signal that most markets, including the US, do not publish. TW Market Data provides this monthly revenue series back to January 2010, with the statutory filing timeline captured, so you can build point-in-time features without look-ahead bias.

Why it matters

Monthly revenue is an early, high-frequency read on a company's momentum, arriving weeks before quarterly financials. For factor research and nowcasting it is a genuinely differentiated Taiwan dataset.

Point-in-time handling

Where an exact announcement timestamp is unavailable, the statutory filing deadline is used as the knowledge date and labeled as such, so backtests stay point-in-time-safe.

常見問題

1Why is Taiwan monthly revenue special?
Taiwan mandates monthly revenue disclosure (generally by the 10th of the following month), giving a monthly-frequency growth signal that markets like the US — which report fundamentals quarterly — do not provide.
2Is it point-in-time safe?
Where an exact announcement timestamp is unavailable, the statutory filing deadline is used as the knowledge date and labeled, so backtests avoid look-ahead bias.
3How far back does Taiwan monthly revenue data go?
The series starts at 2010-01 and covers 2,096 companies. How much of that history a given plan can query is set by the plan tier.
4Where does the data come from?
The companies' own monthly revenue filings on MOPS, Taiwan's Market Observation Post System. It is a first-party official source, and every response carries its lineage.
5Can I get the same data free from the official API?
Yes — the listed-market filings are published as open data through the TWSE OpenAPI endpoint t187ap05_L. It returns the latest reporting period as a snapshot rather than a queryable history, so building a multi-year series means polling and storing it yourself.

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