Taiwan Futures Daily (TAIFEX 期貨日行情) API

Get structured JSON access to every TAIFEX futures contract's daily bar, back to 1998-07-21 — the first TAIEX futures session ever traded. Open, high, low, close, change, volume, settlement price, open interest and the last best bid/ask, in both the daytime and overnight sessions, for all 384 contracts the exchange currently lists.

TX (TAIEX futures) is the headline contract — Taiwan's most heavily traded derivative — but the same download covers the mini and micro versions, the sector indices, gold, Brent, the offshore index futures on the S&P 500, Nasdaq-100, Dow, TOPIX and FTSE 100, the FX futures, and every single-stock future.

Why this data matters

• Twenty-eight years of history, on the deepest archive TAIFEX serves. The download genuinely reaches 1998-07-21: that session comes back with five TX rows, and the day before it comes back empty. Ranges before it are rejected up front rather than returning an empty run. This archive is far deeper than the exchange's institutional-position downloads, which are capped at a rolling three-year window — do not assume one TAIFEX endpoint's history from another's.
• Every row recovers the reference price the exchange measured its change against. The exchange prints a change but never says what it measured against, and on an ex-dividend day the answer is not the previous settlement price. Measured across the whole market for 2026-08-10 → 2026-09-08 (51,861 rows): close − previous settlement equals the printed change on 15,794 of 15,910 rows — and every one of the 116 exceptions is a single-stock future on an ex-dividend date. So the Actor recovers the basis the exchange actually used (reference_price) and publishes the gap as reference_adjustment. The proof that the recovery is right rather than merely arithmetic: the printed 漲跌% reproduces from the recovered basis for all 15,910 rows, where the unadjusted basis reproduces only 15,816.
• Those adjustments match the stock exchange's own dividend table. Spot-checked against TWSE's 除權息計算結果 for 2026-08-11: 元大台灣價值高息 (00940 / SUF) 0.05 and 第一金 (2892 / DPF) 1.30 match the published 權值+息值 exactly; 合庫金 (5880 / LOF) 1.417074 and 群益證 (6005 / JXF) 4.268612 appear here as 1.40 and 4.25 — the same figure floored to the futures tick. Two exchanges, one number.
• The large-trader open interest report, reconciled against the quotes. LARGE_TRADER_OI records give you the top five and top ten traders' long and short open interest per contract, split between all traders and specific institutions, with each side's share of the market worked out. The exchange compiles it from position files rather than from the trade tape, which makes it an independent measurement — and on 2026-09-08 its market open interest reproduced exactly from the downloaded quotes for 343 of 346 contract groups. The three that don't are named and explained below, not papered over.
• Cross-validated value by value against an independently built feed. With crossCheck on, the parsed download is compared against the exchange's open-data mirror of the same session. On 2026-09-08: 2,270 contracts on both sides, 29,510 values compared, zero disagreements.
• Nobody serves this in English, or for free. The source is a Big5-encoded CSV behind a form that fails silently in three different ways if you get the parameters wrong.

Output

One record per contract, per expiry, per session. A real TX (TAIEX futures) September bar, as published:

{
  "record_type": "QUOTE",
  "date": "2026-09-08",
  "contract_code": "TX",
  "contract_name": "臺股期貨",
  "contract_name_en": "TAIEX Futures",
  "expiry_code": "202609",
  "expiry_month": "2026-09",
  "expiry_kind": "MONTHLY",
  "expiry_week": null,
  "is_calendar_spread": false,
  "trading_session": "REGULAR",
  "open": 47480.0,
  "high": 47593.0,
  "low": 46934.0,
  "close": 46980.0,
  "change": -482.0,
  "change_pct": -1.02,
  "volume": 44455,
  "settlement_price": 46955.0,
  "open_interest": 102168,
  "best_bid": 46977.0,
  "best_ask": 46980.0,
  "historical_high": 49651.0,
  "historical_low": 24962.0,
  "previous_settlement_price": 47462.0,
  "reference_price": 47462.0,
  "reference_adjustment": 0.0,
  "change_matches_previous_settlement": true,
  "large_trader_group": "TX",
  "trading_halt": false,
  "source_report": "TAIFEX futDataDown"
}

Both printed figures reconcile against the basis: 46980 − 47462 = −482, and −482 / 47462 × 100 = −1.0155…, which rounds to the −1.02 the exchange printed.

And the large-trader report for the same contract and session:

{
  "record_type": "LARGE_TRADER_OI",
  "date": "2026-09-08",
  "large_trader_group": "TX",
  "contract_name": "臺股期貨(TX+MTX/4)",
  "settlement_month_code": "202609",
  "expiry_month": "2026-09",
  "large_trader_scope": "SETTLEMENT_MONTH",
  "trader_type": "ALL_TRADERS",
  "top5_buy_oi": 72587,
  "top5_sell_oi": 51655,
  "top10_buy_oi": 79392,
  "top10_sell_oi": 71323,
  "market_open_interest": 110572,
  "top5_buy_share_pct": 65.6468,
  "top5_sell_share_pct": 46.7162,
  "top10_buy_share_pct": 71.8012,
  "top10_sell_share_pct": 64.5037,
  "includes_mini_contracts": true,
  "large_trader_bounds_ok": true,
  "source_report": "TAIFEX OpenInterestOfLargeTradersFutures"
}

Input

Field	What it does
contracts	Contract codes: TX, MTX, TMF, TE, TF, XIF, GDF, single-stock codes such as CDF (TSMC), or ALL. Empty means TX.
startDate / endDate	YYYY-MM-DD. Empty means the latest session.
tradingSession	ALL, REGULAR (daytime) or AFTER_HOURS (overnight).
includeCalendarSpreads	Include the month-against-month spread rows. Off by default.
onlyTraded	Drop contracts that did not trade.
minOpenInterest	Keep only contracts carrying at least this many open positions.
includeLargeTraderOI	Add the large-trader open interest records. Latest session only.
crossCheck	Compare against the exchange's open-data mirror.

The exchange serves at most 31 days per download, so a range is split into monthly requests: 24 per run for named contracts, 3 when ALL is asked for (a whole-market session is ~2,400 rows). A contract listed later than your start date simply returns nothing for the years before it existed.

Things this dataset is honest about

TAIEX futures are TX here, not the TXF on the exchange's product pages. Ask this download for TXF and it answers HTTP 200 with a header and no rows — a run that silently produces nothing rather than failing. TX is the code that works, and it is the code the 1998 archive uses too.

Calendar spreads are a different instrument, and they are off by default. The exchange quotes each contract's month-against-month spreads as rows of their own — 436 of 2,415 rows on 2026-09-08. A spread is an order type rather than a position: its close is a price difference (and its best bid can be negative), and the exchange prints no settlement price, no open interest and no change for one. Summing volume or open interest across a download that mixes them in would double-count, so includeCalendarSpreads defaults to off. Every run still checks all 436 of them leave those three columns blank, whether or not they get published.

The 價差對單式委託成交量 column is not additive with volume. It appears on spread rows only — blank on all 1,979 outright rows of that session — and counts the part of a spread's activity matched against outright orders. It is published as spread_vs_single_volume and left out of volume, as the exchange has it.

The two sessions share a trading date. TAIFEX runs a daytime session (一般) and an overnight one (盤後) and prints a row for each under the same date. Only the daytime rows carry a settlement price and open interest; the overnight rows print a dash for both. A primary key that leaves trading_session out will overwrite half your data.

Run before the daytime session publishes and you get yesterday, plus last night. The overnight session trades ahead of the day it is filed under, so at 10am the newest date in the download holds overnight rows only. Asked for "the latest session" the Actor publishes the most recent complete session together with the overnight rows filed after it, and says so in the log.

The large-trader report folds three contracts' mini siblings in, and does not reconcile for them. Its own product label for TX reads 臺股期貨(TX+MTX/4): the mini and micro contracts are converted into full-size units and included, which is why MTX, TMF, ZEF and ZFF never appear in it on their own. Because the conversion happens per position before the market total is struck, the published total cannot be rebuilt from the quote file's aggregates — on 2026-09-08 the report gives TX 118,585 against 108,323 outright contracts here, TE 490 against 410, TF 504 against 418. Those three carry includes_mini_contracts: true and market_oi_matches_quotes: null rather than a fabricated conversion. The other 343 groups reconcile exactly and say so.

2026-09-08	Large-trader report	Summed from the quotes	Reconciles
343 contract groups	—	—	exactly
TX 臺股期貨	118,585	108,323	folds in MTX and TMF
TE 電子期貨	490	410	folds in ZEF
TF 金融期貨	504	418	folds in ZFF

Single-stock futures report under a two-letter family. The large-trader report files CDF and CD1 alike under CD, while the index and commodity contracts keep their three-letter code. large_trader_group gives you that mapping on every quote row; the quote rows themselves stay exactly as the exchange published them.

The large-trader report covers the latest session only, and not every expiry. It publishes the nearest settlement month and an all-months total (plus a weekly-contracts line where those exist), which large_trader_scope labels. A historical run gets quotes and no large-trader records. Note also that ALL_TRADERS and SPECIFIC_INSTITUTIONS are nested, not disjoint — the institutional figures are a subset.

The open-data mirror drops untraded spreads. On 2026-09-08 it carried 2,270 of the download's 2,415 rows; all 145 it lacked were calendar spreads with zero volume. That gap is reported separately from a disagreement, of which there were none across 29,510 compared values.

A dash is not a zero. The exchange prints a row for every listed expiry whether or not anyone traded it, with a dash where the prices would be. Those become null, not 0.0 — writing a zero close into an untraded far-month contract would invent a price that never existed. The mirror spells the same absence NULL, and that is read as null too.

Every column is read by name. The 19-column layout has been stable across every era sampled — 2005, 2010, 2015, 2020, 2025 and 2026 all publish the same header — but a column that moves will not silently shift into the wrong field, and a column that disappears fails the run instead of quietly producing garbage.

Taiwan Market Data Suite

This Actor is part of a suite of 29 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:

• taiwan-stock-daily-quotes — Daily OHLCV, VWAP, P/E, price-to-book & dividend yield for every listed/OTC stock since 2004
• taiwan-index-history — Daily TAIEX & TPEx index history since 1990 with market turnover, the total-return index & all 273 TWSE indices
• 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-esg-disclosures — 21 ESG topics for 1,950+ companies — Scope 1/2/3 emissions, energy, water, waste, pay, board & climate risk
• taiwan-dividend-calendar — Ex-dividend / ex-rights dates, reference prices & payouts back to 2003
• 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
• taiwan-futures-daily — Daily bars, settlement price & open interest for all 384 TAIFEX futures contracts since 1998, with the large-trader report
• taifex-institutional-derivatives — Institutional futures & options positions (TAIFEX), incl. put/call ratio
• taifex-options-chain — Full options chain by strike & expiry, both sessions, with the exchange's own Delta, since 2001
• taiwan-warrants-daily — Daily quotes, strike, expiry & moneyness for every listed/OTC warrant since 2004
• taiwan-government-bonds — Central government bond benchmark yields, the full yield curve & issuance master, with staleness stated
• 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
• taiwan-block-trades — Every block trade (鉅額交易) with price, size & basket constituents since 2005
• taiwan-shareholder-meetings — Shareholder meeting dates, book closure periods & e-voting since 2005
• taiwan-emerging-stock-quotes — Emerging (興櫃) board quotes, pre-IPO register & history since 2003
• taiwan-etf-regular-investment — Monthly regular savings plan (定期定額) rankings for stocks & ETFs since 2020
• taiwan-treasury-stock-buybacks — Every treasury-stock buyback (庫藏股) filing, plan vs execution, since 2000

Property market:

• taiwan-real-estate-transactions — Actual registered sale, presale & lease prices (實價登錄) for all 22 cities since 2012

Government & civic data:

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

Data source

Taiwan Futures Exchange 期貨每日交易行情下載 (futDataDown) and its 商品代碼查詢 product list, plus the 期貨每日交易行情 (DailyMarketReportFut) and 期貨大額交易人未沖銷部位 (OpenInterestOfLargeTradersFutures) open-data feeds used for independent verification. Public data, no login required.