Taiwan Stock Institutional Trades (TWSE)

Daily foreign investor / investment trust / dealer buy-sell data from the Taiwan Stock Exchange (TWSE) official T86 data feed, normalized into clean JSON.

Use this Actor when you need Taiwan institutional flow data in a dataset you can join with prices, fundamentals, watchlists, or internal research pipelines.

Start here

Best for: quant research, market dashboards, Asia equity research, retail investor tools, and daily institutional flow monitoring.

Most common run:

{
  "startDate": "2026-04-01",
  "endDate": "2026-04-04",
  "stockCodes": ["2330", "2317", "2454"],
  "marketType": "TWSE"
}

What you get: one row per stock per trading day, including foreign_net, trust_net, dealer_net, and total_institutional_net.

Cost control: pass stockCodes for a watchlist instead of pulling the full market.

Common workflows

Workflow	Input pattern	Output to use
Track TSMC / Hon Hai / MediaTek flows	stockCodes: ["2330", "2317", "2454"]	foreign_net, trust_net, total_institutional_net
Daily full-market ranking	Leave stockCodes empty for one trading day	Sort by total_institutional_net
Time-series backfill for a watchlist	Date range + selected stockCodes	Group by stock_code and date

Why this data matters

TWSE publishes daily net buy/sell positions for three institutional actor groups: foreign investors (外資), investment trusts (投信), and proprietary dealers (自營商). These flows are widely watched by Taiwan market participants and researchers.

This Actor gives you that data programmatically for recent TWSE T86 data using the current 19-field schema.

Who this is for

Use case	User
Quantitative trading strategies	Hedge funds, prop traders building factor models on Taiwan equities
Portfolio positioning	Portfolio managers tracking foreign flows into semiconductors
Market research & publication	Financial media, analysts writing on Asia markets
Academic finance research	Asset pricing, market microstructure studies
Regulatory/policy analysis	Tracking foreign capital flows during policy events
Retail investor tools	Building apps that show institutional activity on specific stocks

What data you get

For every trading day and every returned TWSE security, the current 19-field schema:

Field	Chinese	Meaning
stock_code	證券代號	Stock ticker (e.g., 2330)
stock_name	證券名稱	Company name
foreign_buy / _sell / _net	外陸資	Foreign investors (ex-dealer)
foreign_dealer_buy / _sell / _net	外資自營商	Foreign proprietary dealers
trust_buy / _sell / _net	投信	Investment trusts (domestic mutual funds)
dealer_prop_buy / _sell / _net	自營商(自行買賣)	Proprietary dealer (own account)
dealer_hedge_buy / _sell / _net	自營商(避險)	Proprietary dealer (hedging account)
dealer_net	自營商總計	Dealer total net
total_institutional_net	三大法人買賣超	Combined institutional net position

All quantities are in shares (not lots).

Input parameters

{
  "startDate": "2026-04-01",
  "endDate": "2026-04-04",
  "stockCodes": ["2330", "2317", "2454"],
  "marketType": "TWSE"
}

Field	Type	Description
startDate	string	YYYY-MM-DD (required)
endDate	string	YYYY-MM-DD, inclusive. Empty = single day
stockCodes	array	Filter to specific tickers. Empty = all returned TWSE securities
marketType	enum	TWSE (listed). OTC/TPEx coming soon

Output example

{
  "date": "2026-04-01",
  "stock_code": "2330",
  "stock_name": "台積電",
  "foreign_buy": 12500000,
  "foreign_sell": 6318718,
  "foreign_net": 6181282,
  "foreign_dealer_net": 0,
  "trust_buy": 850000,
  "trust_sell": 120000,
  "trust_net": 730000,
  "dealer_prop_net": 1200000,
  "dealer_hedge_net": 1166171,
  "dealer_net": 2366171,
  "total_institutional_net": 9277453
}

A positive total_institutional_net means institutions bought more than they sold (bullish signal).

Pricing

Pay-per-result: $0.50 per 1,000 records. A recent full TWSE trading day is about 1,300 records, or about $0.65 before Apify actor-start charges.

Typical usage:

• 1 day, specific 5 tickers: ~$0.0025
• 1 month (20 trading days), full market: ~$13
• 1 year, specific 20 tickers: ~$2.60

Data availability

• Coverage: TWSE securities returned by the official T86 feed
• History: Current 19-field TWSE schema. TWSE has older T86 data, but legacy schemas need separate parser support before this Actor should be marketed as a full 2012-onward backfill tool.
• Update frequency: Daily at ~17:00 TPE time (after market close)
• Source: TWSE T86 official data feed

Common quantitative use cases

# 1. Find stocks with strongest foreign buying streaks
# Run for past 20 days, group by stock_code, sum foreign_net, rank desc

# 2. Detect institutional divergence
# Find stocks where foreign_net > 0 but trust_net < 0

# 3. Cross-reference with price data
# Merge with TWSE daily quotes to compute foreign_flow × price correlation

# 4. Event-driven analysis  
# Track institutional flows around earnings or macro events

Tips

• For a specific ticker, always use stockCodes filter to minimize cost
• For time-series backfill, run with a wide date range
• TWSE skips weekends automatically — no wasted calls
• Data is final at ~17:00 TPE daily — don't query same-day before that

Disclaimer

Data is sourced from TWSE's official public data feed. This Actor is not affiliated with or endorsed by Taiwan Stock Exchange. Accuracy depends on the source; verify critical trading decisions against official TWSE publications.

Keywords

Taiwan stock market data, TWSE API, foreign investor flows Taiwan, institutional trading Taiwan, TSMC institutional holdings, 三大法人, 外資買賣超, Taiwan quant trading data, Asia equities data, 投信持股, Taiwan financial data API, smart money Taiwan, 台股外資買賣超, Taiwanese market microstructure