Taiwan Block Trades API — 鉅額交易 (TWSE + TPEx)

Get structured JSON access to every block trade printed on the Taiwan Stock Exchange and the Taipei Exchange — price, share count, consideration, paired vs continuous, and the full constituent list behind each basket trade. TWSE history back to 2005-04-04; TPEx for the current year.

A block trade is how a stake actually changes hands in Taiwan. A parent selling down, a life insurer rebalancing, a fund unwinding a position, an arbitrage desk crossing an ETF basket — none of it goes through the open order book, so none of it shows up in the daily quote. It prints in a separate report that this Actor turns into clean rows, then checks arithmetically against each exchange's own separately published statistics before emitting anything.

Why this data matters

• A single print can be a fifth of a day's turnover. On 2026-08-13 the TWSE block-trade tape carried 47 trades worth NT$10.7 billion, of which one 台積電 (2330) cross alone was 2,780,000 shares at NT$2,435.00 — NT$6.77 billion. That trade never touched the order book.
• Basket trades come with their constituents. TWSE files a 股票組合 trade as a single line with the securities hidden behind a drill-down. This Actor follows it. The basket printed on 2026-08-11 was 15 securities, 3,489,397 shares, NT$4.88 billion — 台積電, 台達電, 聯發科, 緯穎, 大立光 and eleven more, each with its own price and size. That is an index-arbitrage or ETF-creation footprint you cannot see any other way.
• Paired vs continuous tells you what kind of trade it was. 配對交易 is a pre-negotiated cross between two counterparties who already agreed the price — read it as a stake transfer. 逐筆交易 was matched on the block-trade order book against whoever was there.
• Twenty years of it. TWSE has published this report since 2005-04-04, through three different column layouts, all of which this Actor reads.
• Every number is checked, not just parsed. Consideration must equal price × shares on each row; each day must reconcile with the report's own total; each basket must reconcile with its constituents; and the whole thing is compared against a separate official statistics publication on each exchange.

Output

One record per block trade. Basket trades carry their constituents nested.

{
  "date": "2026-08-13",
  "market": "TWSE",
  "record_type": "SINGLE_TRADE",
  "stock_code": "2330",
  "stock_name": "台積電",
  "trade_type": "PAIRED",
  "trade_type_zh": "配對交易",
  "trade_form": "SINGLE_SECURITY",
  "settlement_period": null,
  "price": 2435.0,
  "high_price": 2435.0,
  "low_price": 2435.0,
  "vwap_price": 2435.0,
  "shares": 2780000,
  "value": 6769300000,
  "trade_count": 1,
  "trading_time": null,
  "sequence_no": null,
  "reference_no": null,
  "component_count": null,
  "components": null,
  "value_matches_price_x_shares": true,
  "source": "TWSE_BFIAUU"
}

Field	Meaning
date	資料日期 — the trading day, YYYY-MM-DD
market	TWSE (listed 上市) or TPEX (OTC 上櫃)
record_type	SINGLE_TRADE (one executed trade), BASKET_TRADE (a TWSE 股票組合, constituents in components) or DAILY_AGGREGATE (TPEx's per-security daily line — see below)
stock_code / stock_name	證券代號 / 證券名稱. Null on a basket, which spans several securities
trade_type / trade_type_zh	PAIRED (配對交易) or CONTINUOUS (逐筆交易); null before 2009, when TWSE did not print the distinction
trade_form	SINGLE_SECURITY (單一型) or STOCK_BASKET (組合型)
settlement_period	交割期別 — T+2日交割 or T日交割. TWSE printed it only from 2009 to 2011; TPEx prints it on every row
price	成交價, NTD per share. Null where there is no single price
high_price / low_price / vwap_price	The day's range and 加權平均價 for that security and trade type. All three equal price on an individual trade
shares	成交股數 — shares, not the 1,000-share 張 that Taiwanese brokers quote
value	成交金額 in whole New Taiwan dollars
trade_count	成交筆數 — 1 on an individual or basket trade
trading_time	成交時間, HH:MM:SS. TPEx publishes it on individual trades; TWSE does not publish it at all
sequence_no / reference_no	序號 and the buy-side order reference TWSE files a basket under
component_count / components	股票種數 and the securities inside a basket, each with its own price, shares and consideration
value_matches_price_x_shares	This Actor's own arithmetic check on the row
source	TWSE_BFIAUU, TPEX_OPENAPI_TICKS or TPEX_OPENAPI_DAILY

Five things about this report that will bite you

1. The two exchanges do not publish at the same granularity. TWSE serves every individual trade for any day back to 2005. TPEx serves individual trades for the current day only; every other day of the current year comes as one row per security per trade type, which is why those rows say DAILY_AGGREGATE rather than pretending to be trades. Nothing before this January is available from TPEx at all.
2. TWSE's 2005–2008 column headings are wrong. That layout labels its last two columns 成交量 and 成交股數, but they actually hold the share count and the consideration — price × column 4 == column 5 on every row confirms it. Read literally you would file a NT$56,902,000 trade as 56,902,000 shares. This Actor reads the layout by its identity, not its labels.
3. TWSE's basket totals exclude nothing, but TPEx's daily rows include the baskets. TWSE counts 單一證券 and 股票組合 separately — add them yourself for a market total. TPEx's daily feed is titled 單一證券 yet its monthly reconciliation only closes once the 組合型 line is added in, i.e. it lists basket constituents as ordinary per-security rows. Both behaviours are verified against each exchange's monthly statistics on every run.
4. A few TPEx names have no security code. The daily feed prints a name and no code. Names are resolved against the OTC equity list, which leaves convertible bonds and bond ETFs (台灣大四, 大聯大E1, 中信ESG投資級債) with a null stock_code rather than a wrong one.
5. Most days have no block trades at all, and that is not an error. 逐筆交易 in particular is rare — 24 trades in the whole of 2026 to date on TPEx. A day with an empty report returns no rows; a date the exchange refuses (a future date, or anything before 2005-04-04) is reported rather than silently substituted with the nearest day.

Data source & reliability

• Straight from TWSE 鉅額交易日成交資訊 (BFIAUU, both 單一證券 and 股票組合 with the constituent drill-down) and TPEx's block-trade open-data feeds — the exchanges' own publications, no third-party intermediaries
• Every row must satisfy value == price × shares to the rounding the exchange publishes at, and every day must reconcile with the report's own 總計 line
• Every basket must reconcile with its constituents on share count, consideration and security count — exact, not approximate
• Cross-checked against a second official publication. TWSE's parsed volumes are compared with BFIAUU_d, the exchange's separately compiled daily statistics: 36 figures over the 9 days it covers reproduce exactly. On TPEx, the current day's individual trades are aggregated and compared with the daily feed, and the daily feed is summed by month and compared with the monthly statistics — all eight months of 2026 reconcile to the transaction, the share and the dollar
• Coverage starts 2005-04-04 on TWSE; earlier dates are refused by the exchange and the Actor clamps to that floor rather than emitting empty runs
• Three different TWSE column layouts (2005–2008, 2009–2011, 2012 onwards) are all read by column name, so a fourth will fail loudly instead of silently misfiling numbers

Use cases

• Stake-transfer detection — screen for paired crosses above a threshold to catch a parent, a founder or a strategic holder moving a block before it appears in a filing
• Index-arbitrage and ETF flow — basket trades with their constituents are the visible footprint of creation/redemption and index rebalancing
• Execution benchmarking — compare a block print against that day's VWAP to see the discount or premium a size seller actually paid
• Liquidity research — measure what share of a stock's turnover never touches the order book, day by day, over twenty years
• Event studies — pull the days around an earnings shock or a placement and see who was crossing size into it

Taiwan Market Data Suite

This Actor is part of a suite of 19 Taiwan market data APIs by chamarix — official sources only, cross-validated against independent official endpoints, clean JSON out. Code samples for the whole suite: GitHub.

Market data:

• twse-institutional-trades — Daily institutional buy/sell (foreign, investment trust, dealer) per stock — TWSE listed
• tpex-institutional-trades — Daily institutional buy/sell per stock — TPEx OTC market
• taiwan-monthly-revenue — Monthly revenue of 1,900+ listed & OTC companies, MoM/YoY
• taiwan-financial-statements — Quarterly income statement, balance sheet & cash flow back to 2013
• taiwan-dividend-calendar — Ex-dividend / ex-rights dates, reference prices & payouts back to 2003
• taiwan-shareholder-meetings — Shareholder meeting dates, book closure periods, board elections & e-voting since 2005
• taiwan-emerging-stock-quotes — Emerging Stock Board (興櫃) quotes, pre-IPO company register & listing-application status
• taiwan-margin-trading — Daily margin trading & short sale balances per stock
• taiwan-sbl-short-sale-balance — Securities-lending short sale balances per stock
• taiwan-day-trading-stats — Day-trading volume, value & ratio per stock since 2014
• tdcc-shareholding-dispersion — Weekly TDCC shareholding dispersion (retail vs whale structure)
• taiwan-foreign-shareholding — Foreign ownership percentage & remaining quota per stock
• taifex-institutional-derivatives — Institutional futures & options positions (TAIFEX), incl. put/call ratio
• taiwan-stock-alerts — Watch-list, disposition & short-sale suspension alerts
• taiwan-insider-share-transfers — Insider share-transfer filings (directors, officers, 10% holders) since 2002
• taiwan-director-shareholdings — Monthly director/officer shareholdings & share-pledge ratio since 1999

Government & civic data:

• taiwan-legislator-monitor — Legislative Yuan bills, legislators & meetings
• taiwan-tender-monitor — Government e-procurement tenders (open calls, awards, failures)