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Market Data

What is Market Data

A market data service is a solution that collects, organizes, and delivers up-to-date and historical information about financial instruments, such as stocks, bonds, funds, derivatives, and indices. These services even provide essential metrics like price movements, trading volume, market depth, and institutional activity.

The ultimate purpose of market data services is to empower informed decision-making, as it allows for comprehensive quantitative trend analysis, backtesting of trading strategies, accurate valuation of assets, and proactive management of investment risks.

Taiwan Market Expertise

With deep knowledge of Taiwan’s stock market regulations, trading practices, and financial reporting standards, TEJ not only provides precise market data but also serves as a trusted data consultant, guiding clients to interpret insights effectively for their investment decisions.

Extensive Coverage with Global Standards

TEJ’s market data service covers a broad range of asset classes—including equities, bonds, mutual funds, and derivatives—to support diverse investment strategies. Our datasets are also maintained in accordance with global financial data standards, ensuring consistency and accuracy.

Historical Data and Daily Updates

Access historical market data dating back to 2005 alongside low-latency daily updates. Our market data service enables users to analyze long-term trends, backtest investment strategies, and respond swiftly to the latest market movements with confidence.

Data Quality and Reliability

TEJ ensures market data quality by systematically collecting, cleaning, and standardizing information from multiple sources, including the Taiwan Stock Exchange Corporation (TWSE) and Taipei Exchange (TPEx). Our data undergoes dual-verification processes with both online and offline statements so that we can correct errors and align formats. This rigorous process provides you with reliable insights for investment and trading decisions.

Product and Services

Connect with market leaders and explore Asian financial insights

Stock Price- Taiwan

Brokers’ Trading-Taiwan

Margin Trade – Taiwan

Block Trade- Taiwan

Share Distribution

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Related Articles

Factor Research – The SIR Short-Selling Factor: Extracting Negative Signals from Institutional Borrowing Activity – SIR Part 1

Taiwan’s short-selling signals are often misleading because the market operates under a dual-track system: retail investors short stocks through margin accounts, while institutional investors use securities borrowing and lending (SBL). Only SBL-based short selling reflects informed institutional sentiment, while margin shorting introduces noise. This study isolates SBL to construct the Short Interest Ratio (SIR) and evaluates its ability to predict cross-sectional returns and reveal size-dependent patterns in informed short-selling behavior. more

2025.12.08 Factor Research – The SIR Short-Selling Factor: Extracting Negative Signals from Institutional Borrowing Activity – SIR Part 1 Taiwan’s short-selling signals are often misleading because the market operates under a dual-track system: retail investors short stocks through margin accounts, while institutional investors use securities borrowing and lending (SBL). Only SBL-based short selling reflects informed institutional sentiment, while margin shorting introduces noise. This study isolates SBL to construct the Short Interest Ratio (SIR) and evaluates its ability to predict cross-sectional returns and reveal size-dependent patterns in informed short-selling behavior. more

Empirical Research on Behavioral Factors in the Taiwan Stock Market: A Case Study of the Share Distribution

In an AI-driven Taiwan stock market, mastering chip distribution (ownership structure) is the key to profitability. This study delves into the Share Distribution data from the TDCC, transforming 15 tiers of shareholding data into behavioral finance factors such as investor attention, opinion dispersion, and retail speculation. By utilizing Fama–MacBeth two-stage regression and the alphalens-tej quantitative tool, we precisely validate the predictive power of psychological biases on stock returns, providing investors with actionable Alpha strategies and robust risk management solutions. more

2026.05.12 Empirical Research on Behavioral Factors in the Taiwan Stock Market: A Case Study of the Share Distribution In an AI-driven Taiwan stock market, mastering chip distribution (ownership structure) is the key to profitability. This study delves into the Share Distribution data from the TDCC, transforming 15 tiers of shareholding data into behavioral finance factors such as investor attention, opinion dispersion, and retail speculation. By utilizing Fama–MacBeth two-stage regression and the alphalens-tej quantitative tool, we precisely validate the predictive power of psychological biases on stock returns, providing investors with actionable Alpha strategies and robust risk management solutions. more

Factor Research – Idiosyncratic Volatility | Part 1

In recent years, the low-volatility anomaly has gained widespread attention for challenging traditional asset pricing theory. This article takes a closer look at one key driver behind the anomaly—Idiosyncratic Volatility (IVOL)—through a comprehensive analysis of the Taiwan stock market. Using point-in-time data from the TEJ Factor Library, we investigate the statistical behavior of IVOL, its relationship with stock characteristics, and its implications for cross-sectional return prediction. more

2025.05.28 Factor Research – Idiosyncratic Volatility | Part 1 In recent years, the low-volatility anomaly has gained widespread attention for challenging traditional asset pricing theory. This article takes a closer look at one key driver behind the anomaly—Idiosyncratic Volatility (IVOL)—through a comprehensive analysis of the Taiwan stock market. Using point-in-time data from the TEJ Factor Library, we investigate the statistical behavior of IVOL, its relationship with stock characteristics, and its implications for cross-sectional return prediction. more