Futures market three major institutional investors - distinguish between each options contract - according to date
Provide daily statistics for the three major types of options contracts in the futures market (Taiwan Futures Exchange).
Data fields
Date、Product name、Identity、Multi-party transaction volume、Transaction contract amount (thousands of RMB)、Trade volume of short position、Trading contract amount (thousand yuan)、Net open interest of long and short positions、Net Amount of Long-Short Trading Contract (Thousand RMB)、The number of open positions from all parties、Outstanding contract amount in various directions (thousand yuan)、The number of open positions in the short side.、Open interest contract value (thousand yuan)、The net number of open positions in the long and short side is unsettled.、Net amount of open positions in long and short contract (thousand yuan)
Contact person
陳小姐 (223663313)
Update frequency
Every day
License
Open Government Data License, version 1.0
Charge
free
Publish date
2015-02-11
Dataset type
Primary data
Updated time
2025-06-09 09:49
Topic
Service category
Dataset Category
Data archives
Keyword
FuturesOptionsThree major institutional investors.Every day.
Note
Authorization explanation URL: http://data.gov.tw/licenseAPI documentation URL for OAS standard: https://openapi.taifex.com.tw/https://openapi.taifex.com.tw/swagger.json
Related datasets
- Futures Market Three Major Institutions - Summary - By Date
- Futures market major institutions - distinguishing between futures and options - by date
- Futures market three major institutional investors - options call and put combined - by date
- Futures market three major institutions - distinguishing various futures contracts - according to the date
- Futures market three major institutions - divided into futures and options - according to week
Applications
No available applications