diff --git a/docs/WhatIsNew.en.md b/docs/WhatIsNew.en.md index 674d802..bb0e420 100644 --- a/docs/WhatIsNew.en.md +++ b/docs/WhatIsNew.en.md @@ -7,6 +7,7 @@ * **2021-11-15**: an erroneous 2303 record with price 68.8, above the day's high; removed #### 2026-10-04 +* Added [Daily Stock Broker Concentration TaiwanStockBrokerDailyConcentration](https://finmind.github.io/en/tutor/TaiwanMarket/Chip/#daily-stock-broker-concentration-taiwanstockbrokerdailyconcentration-only-available-for-sponsor-members): for each stock and each day, the total net buy volume of the top 15 net-buying brokers and the total net sell volume of the top 15 net-selling brokers; data range 2021-06-30 ~ now (only available for sponsor members) * [Block Trade Daily Transactions TaiwanStockBlockTrade](https://finmind.github.io/en/tutor/TaiwanMarket/Chip/#block-trade-daily-transactions-taiwanstockblocktrade-only-available-for-sponsor-members) now includes TWSE "stock portfolio" block trades, with historical data backfilled to 2005-04-04; multiple block trades of the same stock on the same day with the same price and volume are now each listed, so identical rows each represent an actual trade * **Data correction notice**: [Taiwan Stock Historical Tick Data Table TaiwanStockPriceTick](https://finmind.github.io/en/tutor/TaiwanMarket/Technical/#taiwan-stock-historical-tick-data-table-taiwanstockpricetick-available-only-to-backer-sponsor-members), [Taiwan Stock Minute K Table TaiwanStockKBar](https://finmind.github.io/en/tutor/TaiwanMarket/Technical/#taiwan-stock-minute-k-table-taiwanstockkbar-available-only-to-sponsor-members): the following issues have been corrected and the data regenerated (both the API and whole-day download files are updated); the minute K has been recalculated accordingly. **If you downloaded or queried data for the dates below, please fetch it again** * **2025-10-01 ~ 2026-07-15**: for some stocks that moved from the emerging market to TWSE/TPEx, the intraday ticks of a day were recorded twice (about 420,000 extra records in the 2025-10 ~ 2026-03 whole-day files); only one copy is now kept. 14:30:00 records of the same stocks that duplicated the 13:30:00 closing row (not actual after-hours fixed-price trades) were removed as well diff --git a/docs/llms-full.txt b/docs/llms-full.txt index ffb751b..8c1490c 100644 --- a/docs/llms-full.txt +++ b/docs/llms-full.txt @@ -510,6 +510,15 @@ All prices in TWD (New Taiwan Dollars). One-time payment, no auto-renewal; the p - Note: margin_ratio always uses the statutory maximum margin purchase ratio (TWSE 60%; TPEx 60% from 2014-11-10, 50% before). Stocks flagged for attention or under disposition may in practice get a lower ratio or have margin trading suspended - Note: margin_cost is a nominal value already adjusted for share-count events (splits / par value changes, capital reductions, stock dividends) and with the cash dividend per share deducted on the ex-dividend date; it is not the original purchase price +### TaiwanStockBrokerDailyConcentration (每日個股主力集中度) +- Tier: Sponsor +- Data range: 2021-06-30 ~ now +- Update: Mon-Fri after market close +- Params: dataset=TaiwanStockBrokerDailyConcentration, data_id=2330, start_date=2024-01-02, end_date=2024-01-04 +- Columns: date, stock_id, top_k (currently fixed at 15), top_buy_volume (total net buy volume of the top_k net-buying brokers, shares), top_sell_volume (total net sell volume of the top_k net-selling brokers, shares, positive value) +- Formula: from TaiwanStockTradingDailyReport, net buy per broker = buy - sell; top_buy_volume = sum of the top_k largest net buys; top_sell_volume = sum of the top_k largest net sells +- Unit: shares (not lots) + ### TaiwanStockDispositionSecuritiesPeriod (公布處置有價證券表) - Tier: Backer/Sponsor - Data range: 2001-01-01 ~ now diff --git a/docs/llms.txt b/docs/llms.txt index 1c606fb..4354d23 100644 --- a/docs/llms.txt +++ b/docs/llms.txt @@ -77,7 +77,7 @@ Async batch query is supported by datasets that require `data_id` parameter. Not - [Taiwan DataList](https://finmind.github.io/tutor/TaiwanMarket/DataList/): Full list of 92 Taiwan datasets - [Technical](https://finmind.github.io/tutor/TaiwanMarket/Technical/): TaiwanStockInfo, TaiwanStockPrice, TaiwanStockPriceAdj, TaiwanStockPriceTick, TaiwanStockPER, TaiwanStockKBar, TaiwanStockWeekPrice, TaiwanStockMonthPrice, TaiwanStockDayTrading, TaiwanStockTotalReturnIndex, TaiwanVariousIndicators5Seconds, TaiwanStockTradingDate, etc. -- [Chip (Institutional)](https://finmind.github.io/tutor/TaiwanMarket/Chip/): TaiwanStockMarginPurchaseShortSale, TaiwanStockInstitutionalInvestorsBuySell, TaiwanStockInstitutionalInvestorsBuySellWide, TaiwanStockShareholding, TaiwanStockHoldingSharesPer, TaiwanStockSecuritiesLending, TaiwanStockTradingDailyReport, TaiwanStockBlockTradingDailyReport, TaiwanStockBlockTrade, TaiwanStockLoanCollateralBalance, TaiwanStockActiveETFInfo, TaiwanStockActiveETFHolding, TaiwanStockActiveETFHoldingChange, TaiwanStockIndustryChainMoneyFlow, TaiwanStockMarginMaintenance, TaiwanStockGovernmentBankBuySell, etc. +- [Chip (Institutional)](https://finmind.github.io/tutor/TaiwanMarket/Chip/): TaiwanStockMarginPurchaseShortSale, TaiwanStockInstitutionalInvestorsBuySell, TaiwanStockInstitutionalInvestorsBuySellWide, TaiwanStockShareholding, TaiwanStockHoldingSharesPer, TaiwanStockSecuritiesLending, TaiwanStockTradingDailyReport, TaiwanStockBlockTradingDailyReport, TaiwanStockBlockTrade, TaiwanStockLoanCollateralBalance, TaiwanStockActiveETFInfo, TaiwanStockActiveETFHolding, TaiwanStockActiveETFHoldingChange, TaiwanStockIndustryChainMoneyFlow, TaiwanStockMarginMaintenance, TaiwanStockBrokerDailyConcentration, TaiwanStockGovernmentBankBuySell, etc. - [Fundamental](https://finmind.github.io/tutor/TaiwanMarket/Fundamental/): TaiwanStockCashFlowsStatement, TaiwanStockFinancialStatements, TaiwanStockBalanceSheet, TaiwanStockDividend, TaiwanStockDividendResult, TaiwanStockMonthRevenue, TaiwanStockMarketValue, etc. - [Derivative](https://finmind.github.io/tutor/TaiwanMarket/Derivative/): TaiwanFuturesDaily, TaiwanFuturesKBar, TaiwanOptionDaily, TaiwanFuturesTick, TaiwanFuturesSpreadTick, TaiwanOptionTick, TaiwanFuturesInstitutionalInvestors, TaiwanOptionInstitutionalInvestors, TaiwanFuturesDealerTradingVolumeDaily, TaiwanOptionDealerTradingVolumeDaily, TaiwanFuturesSpreadTrading, TaiwanOptionVix, TaiwanAssetSwapFixedIncomeDaily, TaiwanAssetSwapOptionDaily, etc. - [Real-Time](https://finmind.github.io/tutor/TaiwanMarket/RealTime/): taiwan_stock_tick_snapshot, TaiwanFutOptTickInfo, taiwan_futures_snapshot, taiwan_options_snapshot diff --git a/docs/tutor/TaiwanMarket/Chip.en.md b/docs/tutor/TaiwanMarket/Chip.en.md index 3bc53ae..7857628 100644 --- a/docs/tutor/TaiwanMarket/Chip.en.md +++ b/docs/tutor/TaiwanMarket/Chip.en.md @@ -1,4 +1,4 @@ -In Taiwan stock chip data, we have 26 datasets as follows: +In Taiwan stock chip data, we have 27 datasets as follows: - [Individual Stock Margin Purchase / Short Sale TaiwanStockMarginPurchaseShortSale](https://finmind.github.io/en/tutor/TaiwanMarket/Chip/#individual-stock-margin-purchase-short-sale-taiwanstockmarginpurchaseshortsale) @@ -29,6 +29,7 @@ In Taiwan stock chip data, we have 26 datasets as follows: - [Individual Stock Margin Maintenance TaiwanStockMarginMaintenance](https://finmind.github.io/en/tutor/TaiwanMarket/Chip/#individual-stock-margin-maintenance-taiwanstockmarginmaintenance-only-available-for-sponsor-members) - [Disposition Securities Period TaiwanStockDispositionSecuritiesPeriod](https://finmind.github.io/en/tutor/TaiwanMarket/Chip/#disposition-securities-period-taiwanstockdispositionsecuritiesperiod-only-available-for-backer-sponsor-members) - [Day Trading Borrowing Fee Rate TaiwanStockDayTradingBorrowingFeeRate](https://finmind.github.io/en/tutor/TaiwanMarket/Chip/#day-trading-borrowing-fee-rate-taiwanstockdaytradingborrowingfeerate-only-available-for-backer-sponsor-members) +- [Daily Stock Broker Concentration TaiwanStockBrokerDailyConcentration](https://finmind.github.io/en/tutor/TaiwanMarket/Chip/#daily-stock-broker-concentration-taiwanstockbrokerdailyconcentration-only-available-for-sponsor-members) ---------------------------------- @@ -3453,3 +3454,86 @@ In Taiwan stock chip data, we have 26 datasets as follows: margin_maintenance: float, # margin maintenance ratio (%), e.g. 156.1 } ``` + +----------------------------------- +#### Daily Stock Broker Concentration TaiwanStockBrokerDailyConcentration (only available for [sponsor](https://finmindtrade.com/analysis/#/Sponsor/sponsor) members) + +- Data range: 2021-06-30 ~ now +- Data update time **Monday to Friday after market close**, the actual update time is based on the API data. +- For each stock and each day, provides the total net buy volume of the top K net-buying brokers (`top_buy_volume`) and the total net sell volume of the top K net-selling brokers (`top_sell_volume`, a positive value) +- Calculation: from the day's broker branch data (TaiwanStockTradingDailyReport), compute each broker's net buy (buy − sell); the sum over the top `top_k` net buyers is `top_buy_volume`, and the sum over the top `top_k` net sellers is `top_sell_volume` +- `top_k` is currently fixed at **15** +- Unit: **shares** (not lots) + +!!! example + === "Package" + ```python + from FinMind.data import DataLoader + + api = DataLoader() + api.login_by_token(api_token='token') + df = api.taiwan_stock_broker_daily_concentration( + stock_id="2330", + start_date="2024-01-02", + end_date="2024-01-04", + ) + ``` + === "Python" + ```python + import requests + import pandas as pd + url = "https://api.finmindtrade.com/api/v4/data" + token = "" # Refer to the login section to get the token + headers = {"Authorization": f"Bearer {token}"} + parameter = { + "dataset": "TaiwanStockBrokerDailyConcentration", + "data_id": "2330", + "start_date": "2024-01-02", + "end_date": "2024-01-04", + } + data = requests.get(url, headers=headers, params=parameter) + data = data.json() + data = pd.DataFrame(data['data']) + print(data.head()) + ``` + === "R" + ```R + library(httr) + library(data.table) + library(dplyr) + url = 'https://api.finmindtrade.com/api/v4/data' + token = "" # Refer to the login section to get the token + response = httr::GET( + url = url, + query = list( + dataset="TaiwanStockBrokerDailyConcentration", + data_id= "2330", + start_date= "2024-01-02", + end_date= "2024-01-04" + ), + add_headers(Authorization = paste("Bearer", token)) + ) + data = content(response) + df = data$data %>% + do.call('rbind',.) %>% + data.table + head(df) + ``` + +!!! output + === "DataFrame" + | | date | stock_id | top_k | top_buy_volume | top_sell_volume | + |---:|:-----------|:-----------|--------:|-----------------:|------------------:| + | 0 | 2024-01-02 | 2330 | 15 | 13614669 | 9900342 | + | 1 | 2024-01-03 | 2330 | 15 | 4589398 | 17133909 | + | 2 | 2024-01-04 | 2330 | 15 | 7182074 | 6952525 | + === "Schema" + ``` + { + date: str, # date + stock_id: str, # stock ID + top_k: int, # top K (currently fixed at 15) + top_buy_volume: int, # total net buy volume of the top_k net-buying brokers (shares) + top_sell_volume: int, # total net sell volume of the top_k net-selling brokers (shares, positive value) + } + ``` diff --git a/docs/tutor/TaiwanMarket/DataList.en.md b/docs/tutor/TaiwanMarket/DataList.en.md index ea6c18d..60239a5 100644 --- a/docs/tutor/TaiwanMarket/DataList.en.md +++ b/docs/tutor/TaiwanMarket/DataList.en.md @@ -1,4 +1,4 @@ -In the Taiwan financial market, we have 92 datasets, as listed below: +In the Taiwan financial market, we have 93 datasets, as listed below: #### Technical @@ -53,6 +53,7 @@ In the Taiwan financial market, we have 92 datasets, as listed below: - [Individual Stock Margin Maintenance TaiwanStockMarginMaintenance](https://finmind.github.io/en/tutor/TaiwanMarket/Chip/#individual-stock-margin-maintenance-taiwanstockmarginmaintenance-only-available-for-sponsor-members) - [Disposition Securities Period TaiwanStockDispositionSecuritiesPeriod](https://finmind.github.io/en/tutor/TaiwanMarket/Chip/#disposition-securities-period-taiwanstockdispositionsecuritiesperiod-only-available-for-backer-sponsor-members) - [Day Trading Borrowing Fee Rate TaiwanStockDayTradingBorrowingFeeRate](https://finmind.github.io/en/tutor/TaiwanMarket/Chip/#day-trading-borrowing-fee-rate-taiwanstockdaytradingborrowingfeerate-only-available-for-backer-sponsor-members) +- [Daily Stock Broker Concentration TaiwanStockBrokerDailyConcentration](https://finmind.github.io/en/tutor/TaiwanMarket/Chip/#daily-stock-broker-concentration-taiwanstockbrokerdailyconcentration-only-available-for-sponsor-members) #### Fundamental