Taiwan Stock Institutional Trades (TWSE)

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

Track the "smart money" flows that drive the Taiwan stock market.

Why this data matters

Taiwan's stock market is institutionally driven. Three institutional actor groups — foreign investors (外資), investment trusts (投信), and proprietary dealers (自營商) — collectively trade ~40-60% of daily volume. Their net buy/sell positions on TSMC (2330), Hon Hai (2317), MediaTek (2454), and 1,300+ other listed stocks are leading indicators watched by every serious Taiwan market participant.

This Actor gives you that data programmatically — every trading day, back to 2012.

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 listed stock, the 19 fields:

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 ~1300 stocks
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: $1.00 per 1,000 records. A full day of TWSE data (~1,300 stocks) = ~$1.30.

Typical usage:

• 1 day, specific 5 stocks: ~$0.005
• 1 month (20 trading days), all stocks: ~$26
• 1 year, specific 20 stocks: ~$0.25

Data availability

• Coverage: All ~1,300 TWSE listed stocks + ETFs
• History: From 2012-05-02 onwards
• 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