Taiwan Short Sale Volume (融券借券賣出成交量值) API

How much of every Taiwan stock was actually sold short today — as structured JSON, for both exchanges, back to 2008.

Taiwan publishes two separate short-selling systems and this report covers both as turnover, not as an outstanding balance:

• 融券 (margin short sale) — the retail side, borrowed through the margin financing system
• 借券賣出 (borrowed-stock short sale) — the securities borrowing and lending system used by foreign institutions, hedge funds and market makers

Every row carries lots, shares, New Taiwan dollars and the implied price of each, plus the security's own high, low and close for that session.

Flow, not balance — and why you want both

This is the sister report to taiwan-sbl-short-sale-balance, and the difference is the whole point:

	This Actor	taiwan-sbl-short-sale-balance
Question	How much was sold short today?	How much is still short?
Quantity	A day's turnover	An end-of-day position
Source report	當日融券賣出與借券賣出成交量值	TWT93U 融券借券餘額
Unit	Lots (1,000 shares)	Shares
Also gives you	Turnover in NT$, so a price falls out	Next-day quota, suspension flags

A balance that did not move can hide a day of heavy shorting met by equally heavy covering. Only the turnover series shows the activity. And because this report publishes the dollars alongside the shares, it is the one short-side dataset from which you can read what price the shorts got — see below.

Note the unit difference carefully: the same-looking quantity columns are counted in lots here and in shares there. Both are published that way by the exchange; this Actor emits both _lots and _shares on every row so you never have to remember which report you are on.

Why this data matters

• Short flow as a share of turnover. On 2026-09-22, NT$34.4bn of TWSE turnover was short sales against NT$1,078.8bn traded — 3.19% of the day. On the OTC board it was NT$10.1bn of NT$269.0bn, 3.74%. That ratio, per stock and per day, is the cleanest short-pressure signal Taiwan publishes for free.
• The institutional side dwarfs the retail one, and by a different factor on each board. The same session: borrowed-stock sales ran 7.7× margin short sales by value on TWSE and 10.7× on TPEx. Reading only the 融券 figure — as most screeners do — means seeing about an eighth of the selling on the main board.
• The shorts' own execution price. Turnover ÷ shares is the volume-weighted price at which that day's short sales were done. Compare it to the close and you know whether the day's shorts are already in profit — which is exactly the input a squeeze thesis needs, and it exists in no other free Taiwan feed.
• Concentration. Only 515 of the 1,010 OTC securities were shorted at all on 2026-09-22. Filter with minTotalShortValue and the day collapses to the names that matter.
• Eighteen years of it. Daily, per security, both boards, since the autumn of 2008.

Output

One record per security per session. A real row:

{
  "date": "2026-09-22",
  "market": "twse",
  "stock_code": "2330",
  "stock_name": "台積電",
  "margin_short_lots": 1,
  "margin_short_shares": 1000,
  "margin_short_value": 2490000,
  "margin_short_avg_price": 2490.0,
  "sbl_short_lots": 106,
  "sbl_short_shares": 106000,
  "sbl_short_value": 264055000,
  "sbl_short_avg_price": 2491.08,
  "total_short_lots": 107,
  "total_short_shares": 107000,
  "total_short_value": 266545000,
  "total_short_avg_price": 2491.07,
  "day_high": 2510.0,
  "day_low": 2460.0,
  "day_close": 2460.0,
  "price_within_day_range": true,
  "quality_flags": []
}

TSMC on 2026-09-22: one lot shorted on margin, 106 out of borrowed stock, NT$266.5m in all, done at an average of NT$2,491.07 — against a 2,460–2,510 range and a 2,460 close. The day's shorts finished the session roughly NT$31 a share in front.

Units, stated once

Field	Unit
*_lots	Lots of 1,000 shares, as the exchange publishes them
*_shares	The same figure × 1,000, for joining against share-denominated reports
*_value	Whole New Taiwan dollars, as published
*_avg_price	NT$ per share — value ÷ shares
day_high / day_low / day_close	NT$ per share

The lot unit is not taken on trust. TSMC's 106 borrowed lots against NT$264,055,000 imply NT$2,491 a share, which lands inside that session's 2,460–2,510 range; read as shares it would imply NT$2.49m a share. That check is not a one-off — it runs on every row of every day (see Verification).

What you can ask for

Input	Effect
startDate / endDate	Empty for the latest session with data. Archive floors 2008-09-26 (TWSE) and 2008-10-01 (TPEx)
market	both, twse or tpex
stockCodes	Keep only these securities, e.g. 2330, 6488
minTotalShortValue	Drop rows below this turnover. 1 keeps only names actually shorted
verifyAgainstQuotes	Also fetch the day's closing prices to check every implied price and fill day_high/day_low/day_close. On by default
maxDays	Safety cap, default 30 weekdays. 0 lifts it

Cost is one request per market-day, two with the quote cross-check on. Weekends are skipped without a request.

Leaving both dates empty walks back from today to the most recent session that actually published, so a Monday-morning or holiday run returns the last trading day rather than an empty dataset.

Verification

Two independent checks run on every fetch, and neither is a switch you can turn off to make a run pass.

1. The rows must add up to the exchange's own total. TWSE ends its table with a 合計 row carrying all four column totals. Every figure involved is an integer the exchange published, so this is exact arithmetic with nothing to round: if the rows do not sum to the printed totals in all four columns, a column was read out of position — the one failure mode a table with two identically-named column pairs invites — and the run fails rather than publishing the day. Verified exact across all 1,332 TWSE rows on 2026-09-22, and again on the first day of the archive in 2008.

2. The implied price must land inside the day's own range. Turnover ÷ shares has to sit between that security's high and low for the session. The two reports describe the same trades but are compiled separately, so agreement is real evidence that the lot and dollar columns are the pair they are taken for. Measured before release: 874 of 874 checks inside the range on TWSE and 515 of 515 on TPEx for 2026-09-22, and 459 of 459 and 182 of 182 on the same two boards for 2020-01-02. Nothing outside the range has ever been observed.

This one is recorded per row (price_within_day_range, quality_flags) rather than failing the run, because a legitimate row can have nothing to check against: a security absent from the price report, or one that printed ---- because it did not trade. Those are flagged NO_QUOTE_FOR_DAY and NO_PRICE_RANGE_FOR_DAY — 21 of TPEx's 1,010 securities on 2026-09-22 were in the second case.

An empty answer is not quietly published as calm. A run whose requests failed outright fails the Actor. A run where every weekday came back empty fails too — unless the range is short enough to be a real holiday. That threshold was measured, not guessed: the exchange's own session list for the months carrying Lunar New Year, Mid-Autumn and National Day across 2015–2026 contains one closure of eight consecutive weekdays, 2023-01-18 to 2023-01-27, so the limit sits at ten.

TPEx stopped publishing for nearly three years

The OTC board published this report daily from 2008-10-01 to 2009-07-30, then stopped, and did not resume until 2012-05-30. Every trading day in between answers with a perfectly well-formed, completely empty table — which is exactly how a gap like this gets mistaken for a bug in your own code, or worse, for a market where nobody shorted anything for three years.

Both edges were found by probing month by month and then day by day. The Actor does not request those days at all: it reports them as a known publication gap and carries on. TWSE covers the whole period without interruption, so a backfill across it should use market: "twse" and expect the OTC half to be genuinely absent from the record.

Limitations, stated plainly

• Turnover, not balance. This says how much was sold short, not how much is still short. For the outstanding position use taiwan-sbl-short-sale-balance, and for the margin long side taiwan-margin-trading.
• TWSE excludes offsetting day trades. The exchange's own note on the report states that 資券互抵 is not counted in the margin short sale figure, so intraday round-trips that never left a position are out.
• No buy-to-cover side. The report covers short sales only. Covering purchases appear only through the balance reports.
• The security code is not always numeric. ETFs and foreign issuers carry codes like 00400A and 911613, so treat it as a string.
• Emerging-board (興櫃) securities are not in it. Neither exchange publishes a short-sale turnover report for that board.
• Names change, codes are stabler. The Chinese short name is published as-is; for a time series, key on stock_code.

Taiwan Market Data Suite

This Actor is part of a suite of 35 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-ipo-subscription — Every IPO ballot since 2006 & every competitive auction since 2016 — odds, ticket cost, reserve & bid-to-cover
• taiwan-intraday-5sec-stats — Market-wide order book & all sector indices every 5 seconds since 2004, 3,241 rows a session
• 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-director-compensation — Board pay for 1,950+ companies, parent vs consolidated scope, with EPS, ROE & profit on the same row
• 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-short-sale-volume — Daily short sale turnover per stock — margin & borrowed lots, value and implied price, since 2008
• taiwan-day-trading-stats — Day-trading volume, value & ratio per stock since 2014
• taiwan-odd-lot-trading — Both odd-lot sessions per stock — intraday & after-hours, shares, turnover, OHLC & quotes since 2004
• taiwan-broker-rankings — Securities-firm turnover, market share & the top firms in each hot stock on the OTC board since 2007
• 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)