Taiwan Stock Exchange#

The Taiwan Stock Exchange is the main stock exchange in Taiwan where public Taiwanese companies are listed.

  • Country: Taiwan [TW]

  • Mkt Hours: 08:00-17:00

  • Time Zone: Asia/Taipei

  • Start Date: 20140901

  • Real Time Available: No

  • Bars Available: Yes

  • Book Depth Available: Yes


Details are provided below


Includes the following coverage:

TWSE - Coverage#

Security Type

# of Symbols

% of Total

Depository Receipt

6

0.02%

ETF

229

0.65%

ETN

15

0.04%

Equity

1100

3.13%

Government Bond

148

0.42%

Preferred Stock

28

0.08%

REIT

6

0.02%

Structured Product

33594

95.64%

Total

35126

100%

Consists of 3 Databases



TWSE#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • IND - Indicative pricing, e.g. indicative auction prices and imbalance

  • MKT - Market phase / instrument status information

  • PRL - Market depth data, aggregated by price point (MBP)

  • PRL_ODD_LOT - Odd lot orderbook data, for exchanges that have a separate book for odd lots

  • QTE - Best bid / offer quotes

  • QTE_ODD_LOT - BBO quotes from the Odd Lot book, for exchanges that have a separate order book for odd lots

  • TRD - Trades




TWSE_BARS#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • MKT - Market phase / instrument status information

  • QTE_1M - 1-minute quote bars

  • TRD_1D - Daily trade bars

  • TRD_1M - 1-minute trade bars

  • VWAP_1H - 1-hour VWAP bars




TWSE_DAILY#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • STAT - Static data, e.g. ISIN, description, security type