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1 change: 1 addition & 0 deletions docs/WhatIsNew.en.md
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* **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
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9 changes: 9 additions & 0 deletions docs/llms-full.txt
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Expand Up @@ -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
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2 changes: 1 addition & 1 deletion docs/llms.txt
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Expand Up @@ -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
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86 changes: 85 additions & 1 deletion docs/tutor/TaiwanMarket/Chip.en.md
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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)
Expand Down Expand Up @@ -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)


----------------------------------
Expand Down Expand Up @@ -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)
}
```
3 changes: 2 additions & 1 deletion docs/tutor/TaiwanMarket/DataList.en.md
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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

Expand Down Expand Up @@ -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

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