衍生性金融商品

在台股衍生性商品資料，我們擁有 15 種資料集，如下:

期貨、選擇權日成交資訊總覽 TaiwanFutOptDailyInfo¶

Example

Package

from FinMind.data import DataLoader

api = DataLoader()
# api.login_by_token(api_token='token')
df = api.taiwan_futopt_daily_info()

Python-request

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # 參考登入，獲取金鑰
headers = {"Authorization": f"Bearer {token}"}
parameter = {
    "dataset": "TaiwanFutOptDailyInfo",
}
data = requests.get(url, headers=headers, params=parameter)
data = data.json()
data = pd.DataFrame(data['data'])
print(data.head())

R

library(httr)
library(data.table)
library(dplyr)

token = "" # 參考登入，獲取金鑰
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(
    url = url,
    query = list(
        dataset="TaiwanFutOptDailyInfo"
    ),
    add_headers(Authorization = paste("Bearer", token))
)
data = response %>% content
df = do.call('cbind',data$data) %>%data.table
head(df)

Output

DataFrame

	code	type	name
0	AAA	TaiwanOptionDaily	南亞1000股選擇權
1	AAO	TaiwanOptionDaily	南亞選擇權
2	ABA	TaiwanOptionDaily	中鋼1000股選擇權
3	ABO	TaiwanOptionDaily	中鋼選擇權
4	ACA	TaiwanOptionDaily	聯電選擇權

Schema

{
    code: str, # 商品代碼
    type: str, # 種類
    name: str # 商品名稱
}

期貨日成交資訊 TaiwanFuturesDaily¶

資料區間：1998-07-01 ~ now
資料更新時間 星期一至五 16:30，實際更新時間以 API 資料為主

Example

Package

from FinMind.data import DataLoader

api = DataLoader()
# api.login_by_token(api_token='token')
df = api.taiwan_futures_daily(
    futures_id='TX',
    start_date='2020-04-01',
    end_date='2020-04-12',
)

Python-request

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # 參考登入，獲取金鑰
headers = {"Authorization": f"Bearer {token}"}
parameter = {
    "dataset": "TaiwanFuturesDaily",
    "data_id":"TX",
    "start_date": "2020-04-01",
    "end_date": "2020-04-12",
}
data = requests.get(url, headers=headers, params=parameter)
data = data.json()
data = pd.DataFrame(data['data'])
print(data.head())

R

library(httr)
library(data.table)
library(dplyr)
token = "" # 參考登入，獲取金鑰
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(
    url = url,
    query = list(
        dataset="TaiwanFuturesDaily",
        data_id="TX",
        start_date= "2020-04-01",
        end_date= "2020-04-12"
    ),
    add_headers(Authorization = paste("Bearer", token))
)
data = response %>% content
df = do.call('cbind',data$data) %>%data.table
head(df)

Output

DataFrame

	date	futures_id	contract_date	open	max	min	close	spread	spread_per	volume	settlement_price	open_interest	trading_session
0	2020-04-01	TX	202004	9588	9650	9551	9552	-43	-0.45	116273	9555	83725	position
1	2020-04-01	TX	202004	9630	9665	9551	9575	-20	-0.21	73771	0	0	after_market
2	2020-04-01	TX	202005	9523	9580	9484	9486	-43	-0.45	1266	9486	6435	position
3	2020-04-01	TX	202005	9565	9595	9486	9526	-3	-0.03	452	0	0	after_market
4	2020-04-01	TX	202006	9452	9508	9415	9419	-36	-0.38	106	9419	5547	position

Schema

{
    date: str, # 日期
    futures_id: str, # 期貨代碼
    contract_date: str, # 到期月份
    open: float32, # 開盤價
    max: float32, # 最高價
    min: float32, # 最低價
    close: float32, # 收盤價
    spread: float32, # 漲跌幅
    spread_per: float32, # 漲跌幅比例
    volume: float64, # 成交量
    settlement_price: float32, # 結算價
    open_interest: float64, # 未沖銷契約量
    trading_session: str # 交易時段
}

一次拿特定日期，所有資料(只限 backer、sponsor 會員使用)¶

Example

Package

from FinMind.data import DataLoader

api = DataLoader()
# api.login_by_token(api_token='token')
df = api.taiwan_futures_daily(
    start_date='2020-04-01'
)

Python-request

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # 參考登入，獲取金鑰
headers = {"Authorization": f"Bearer {token}"}
parameter = {
    "dataset": "TaiwanFuturesDaily",
    "start_date": "2020-04-01",
    "end_date": "2020-04-12",
}
data = requests.get(url, headers=headers, params=parameter)
data = data.json()
data = pd.DataFrame(data['data'])
print(data.head())

R

library(httr)
library(data.table)
library(dplyr)
token = "" # 參考登入，獲取金鑰
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(
    url = url,
    query = list(
        dataset="TaiwanFuturesDaily",
        start_date= "2020-04-01"
    ),
    add_headers(Authorization = paste("Bearer", token))
)
data = response %>% content
df = do.call('rbind',data$data) %>%data.table
head(df)

Output

DataFrame

	date	futures_id	contract_date	open	max	min	close	spread	spread_per	volume	settlement_price	open_interest	trading_session
0	2020-04-01	BRF	202005	0	0	0	0	0	0	0	681	381	position
1	2020-04-01	BRF	202005	690	704	681	681	-9	-1.3	45	0	0	after_market
2	2020-04-01	BRF	202006	795	799	774	774	-30	-3.73	63	774	435	position
3	2020-04-01	BRF	202006	818	833	789.5	791	-13	-1.62	77	0	0	after_market
4	2020-04-01	BRF	202007	881	881	874.5	874.5	7	0.81	3	874.5	3	position

Schema

{
    date: str, # 日期
    futures_id: str, # 期貨代碼
    contract_date: str, # 到期月份
    open: float32, # 開盤價
    max: float32, # 最高價
    min: float32, # 最低價
    close: float32, # 收盤價
    spread: float32, # 漲跌幅
    spread_per: float32, # 漲跌幅比例
    volume: float64, # 成交量
    settlement_price: float32, # 結算價
    open_interest: float64, # 未沖銷契約量
    trading_session: str # 交易時段
}

選擇權日成交資訊 TaiwanOptionDaily¶

資料區間：2001-12-01 ~ now
資料更新時間 星期一至五 16:30，實際更新時間以 API 資料為主

Example

Package

from FinMind.data import DataLoader

api = DataLoader()
# api.login_by_token(api_token='token')
df = api.taiwan_option_daily(
    option_id='TXO',
    start_date='2020-04-01',
    end_date='2020-04-02',
)

Python-request

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # 參考登入，獲取金鑰
headers = {"Authorization": f"Bearer {token}"}
parameter = {
    "dataset": "TaiwanOptionDaily",
    "data_id":"TXO",
    "start_date": "2020-04-01",
    "end_date": "2020-04-02",
}
data = requests.get(url, headers=headers, params=parameter)
data = data.json()
data = pd.DataFrame(data['data'])
print(data.head())

R

library(httr)
library(data.table)
library(dplyr)
token = "" # 參考登入，獲取金鑰
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(
    url = url,
    query = list(
        dataset="TaiwanOptionDaily",
        data_id="TXO",
        start_date= "2020-04-01",
        end_date= "2020-04-02"
    ),
    add_headers(Authorization = paste("Bearer", token))
)
data = response %>% content
df = do.call('rbind',data$data) %>%data.table

Output

DataFrame

	date	option_id	contract_date	strike_price	call_put	open	max	min	close	volume	open_interest	trading_session
0	2020-04-01	TXO	202004W1	8300	put	0.1	0.2	0.1	0.1	325	6253	position
1	2020-04-01	TXO	202004W1	8300	put	0.2	0.2	0.1	0.2	382	0	after_market
2	2020-04-01	TXO	202004W1	8400	put	0.1	0.1	0.1	0.1	152	1710	position
3	2020-04-01	TXO	202004W1	8400	put	0.3	0.3	0.1	0.1	96	0	after_market
4	2020-04-01	TXO	202004W1	8500	put	0.1	0.1	0.1	0.1	94	3464	position

Schema

{
    date: str, # 日期
    option_id: str, # 選擇權代碼
    contract_date: str, # 到期月份
    strike_price:float32, # 履約價
    call_put: str, # 買賣權
    open: float32, # 開盤價
    max: float32, # 最高價
    min: float32, # 最低價
    close: float32, # 收盤價
    volume: float64, # 成交量
    settlement_price: float32, # 結算價
    open_interest: float64, # 未平倉合約
    trading_session: str # 交易時段
}

一次拿特定日期，所有資料(只限 backer、sponsor 會員使用)¶

Example

Package

from FinMind.data import DataLoader

api = DataLoader()
# api.login_by_token(api_token='token')
df = api.taiwan_option_daily(
    start_date='2020-04-01'
)

Python-request

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # 參考登入，獲取金鑰
headers = {"Authorization": f"Bearer {token}"}
parameter = {
    "dataset": "TaiwanOptionDaily",
    "start_date": "2020-04-01",
}
data = requests.get(url, headers=headers, params=parameter)
data = data.json()
data = pd.DataFrame(data['data'])
print(data.head())

R

library(httr)
library(data.table)
library(dplyr)
token = "" # 參考登入，獲取金鑰
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(
    url = url,
    query = list(
        dataset="TaiwanOptionDaily",
        start_date= "2020-04-01"
    ),
    add_headers(Authorization = paste("Bearer", token))
)
data = response %>% content
df = do.call('rbind',data$data) %>%data.table
head(df)

Output

DataFrame

	date	option_id	contract_date	strike_price	call_put	open	max	min	close	volume	settlement_price	open_interest	trading_session
0	2020-04-01	CAO	202004	55	put	2.22	2.22	2.22	2.22	5	2.48	15	position
1	2020-04-01	CAO	202004	40	call	0	0	0	0	0	13.7	0	position
2	2020-04-01	CAO	202004	40	put	0	0	0	0	0	0.01	0	position
3	2020-04-01	CAO	202004	41	call	0	0	0	0	0	12.7	0	position
4	2020-04-01	CAO	202004	41	put	0	0	0	0	0	0.01	0	position

Schema

{
    date: str, # 日期
    option_id: str, # 選擇權代碼
    contract_date: str, # 到期月份
    strike_price: float32, # 履約價
    call_put: str, # 買賣權
    open: float32, # 開盤價
    max: float32, # 最高價
    min: float32, # 最低價
    close: float32, # 收盤價
    volume: float64, # 成交量
    settlement_price: float32, # 結算價
    open_interest: float64, # 未平倉合約
    trading_session: str # 交易時段
}

期貨交易明細表 TaiwanFuturesTick (只限 backer、sponsor 會員使用)¶

由於資料量過大，單次請求只提供一天資料
資料區間：2011-01-03 ~ now
資料更新時間 星期一至五 6:00，實際更新時間以 API 資料為主

Example

Package

from FinMind.data import DataLoader

api = DataLoader()
# api.login_by_token(api_token='token')
df = api.taiwan_futures_tick(
    futures_id='MTX',
    date='2020-04-01'
)

Python-request

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # 參考登入，獲取金鑰
headers = {"Authorization": f"Bearer {token}"}
parameter = {
    "dataset": "TaiwanFuturesTick",
    "data_id": "MTX",
    "start_date": "2020-04-01",
}
data = requests.get(url, headers=headers, params=parameter)
data = data.json()
data = pd.DataFrame(data['data'])
print(data.head())

R

library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
token = "" # 參考登入，獲取金鑰
response = httr::GET(
    url = url,
    query = list(
        dataset="TaiwanFuturesTick",
        data_id="MTX",
        start_date= "2020-01-02",
        token = "" # 參考登入，獲取金鑰
    ),
    add_headers(Authorization = paste("Bearer", token))
)
data = content(response)
df = data$data %>%
do.call('rbind',.) %>%
data.table
head(df)

Output

DataFrame

	contract_date	date	futures_id	price	volume
0	202004	2020-04-01 00:00:01	MTX	9641	2
1	202004	2020-04-01 00:00:01	MTX	9641	2
2	202004	2020-04-01 00:00:01	MTX	9641	6
3	202004	2020-04-01 00:00:02	MTX	9640	2
4	202004	2020-04-01 00:00:02	MTX	9640	2

Schema

{
    ExercisePrice: float32,
    PutCall: str, # 買賣權
    contract_date: str, # 到期月份
    date: str, # 日期
    futures_id: str, # 期貨代碼
    price: float32, # 成交價
    volume: int32 # 成交量
}

選擇權交易明細表 TaiwanOptionTick (只限 backer、sponsor 會員使用)¶

由於資料量過大，單次請求只提供一天資料
資料區間：2011-01-03 ~ now ( 2019-01-16~2019-06-30 缺少部分資料，不完整 )
資料更新時間 星期一至五 6:00，實際更新時間以 API 資料為主

Example

Package

from FinMind.data import DataLoader

api = DataLoader()
# api.login_by_token(api_token='token')
df = api.taiwan_option_tick(
    option_id='OCO',
    date='2020-04-01'
)

Python-request

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # 參考登入，獲取金鑰
headers = {"Authorization": f"Bearer {token}"}
parameter = {
    "dataset": "TaiwanOptionTick",
    "data_id": "OCO",
    "start_date": "2019-09-05",
}
data = requests.get(url, headers=headers, params=parameter)
data = data.json()
data = pd.DataFrame(data['data'])
print(data.head())

R

library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
token = "" # 參考登入，獲取金鑰
response = httr::GET(
    url = url,
    query = list(
        dataset="TaiwanOptionTick",
        data_id="OCO",
        start_date= "2019-09-05",
        token = "" # 參考登入，獲取金鑰
    ),
    add_headers(Authorization = paste("Bearer", token))
)
data = content(response)
df = data$data %>%
do.call('rbind',.) %>%
data.table
head(df)

Output

DataFrame

	ExercisePrice	PutCall	contract_date	date	option_id	price	volume
0	20.5	P	202004	2020-04-01 10:26:58	OCO	0.29	1
1	20.5	P	202004	2020-04-01 10:26:58	OCO	0.29	1
2	21	P	202004	2020-04-01 10:26:58	OCO	0.44	2
3	21	P	202004	2020-04-01 10:26:58	OCO	0.44	2
4	21	P	202004	2020-04-01 10:26:58	OCO	0.44	4

Schema

{
    ExercisePrice: float32,
    PutCall: str, # 買賣權
    contract_date: str, # 到期月份
    date: str, # 日期
    option_id: str, # 選擇權代碼
    price: float32, # 成交價
    volume: int32 # 成交量
}

期貨三大法人買賣 TaiwanFuturesInstitutionalInvestors¶

資料區間：2018-06-05 ~ now
資料更新時間 星期一至五 18:00，實際更新時間以 API 資料為主

Example

Package

from FinMind.data import DataLoader

api = DataLoader()
# api.login_by_token(api_token='token')
df = api.taiwan_futures_institutional_investors(
    data_id='TX',
    start_date='2020-04-01',
    end_date='2020-04-12',
)

Python-request

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # 參考登入，獲取金鑰
headers = {"Authorization": f"Bearer {token}"}
parameter = {
    "dataset": "TaiwanFuturesInstitutionalInvestors",
    "data_id": "TX",# "TXO"
    "start_date": "2020-04-01",
    "end_date": "2020-04-12",
}
resp = requests.get(url, headers=headers, params=parameter)
data = resp.json()
df = pd.DataFrame(data["data"])
print(df.head())

R

library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
token = "" # 參考登入，獲取金鑰
response = httr::GET(
    url = url,
    query = list(
        dataset="TaiwanFuturesInstitutionalInvestors",
        data_id="TX",
        start_date= "2020-04-01",
        end_date= "2020-04-12",
        token = "" # 參考登入，獲取金鑰
    ),
    add_headers(Authorization = paste("Bearer", token))
)
data = content(response)
df = data$data %>%
do.call('rbind',.) %>%
data.table
head(df)

Output

DataFrame

	name	date	institutional_investors	long_deal_volume	long_deal_amount	short_deal_volume	short_deal_amount	long_open_interest_balance_volume	long_open_interest_balance_amount	short_open_interest_balance_volume	short_open_interest_balance_amount
0	TX	2020-04-01	自營商	15050	28875620	15325	29415959	19022	36062632	15962	30209225
1	TX	2020-04-01	外資	79042	151832089	75938	145876617	65435	124990394	14318	27292956
2	TX	2020-04-01	投信	30	57341	1313	2510881	3770	7204470	37345	71365191
3	TX	2020-04-06	自營商	15412	29817592	14569	28153648	19528	38087211	15628	30423409
4	TX	2020-04-06	投信	1135	2226831	53	102477	3800	7465480	36293	71299930

Schema

{
    name: str, # 商品名稱
    date: str, # 日期
    institutional_investors: str, # 身分別
    long_deal_volume: int32, # 多方口數
    long_deal_amount: int32, # 多方契約金額
    short_deal_volume: int32, # 空方口數
    short_deal_amount: int32, # 空方契約金額
    long_open_interest_balance_volume: int32, # 多方未平倉口數
    long_open_interest_balance_amount: int32, # 多方未平倉契約金額
    short_open_interest_balance_volume: int32, # 空方未平倉口數
    short_open_interest_balance_amount: int32 # 空方未平倉契約金額
}

一次拿特定日期，所有資料(只限 backer、sponsor 會員使用)¶

Example

Package

from FinMind.data import DataLoader

api = DataLoader()
# api.login_by_token(api_token='token')
df = api.taiwan_futopt_institutional_investors(
    start_date='2020-04-01'
)

Python-request

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # 參考登入，獲取金鑰
headers = {"Authorization": f"Bearer {token}"}
parameter = {
    "dataset": "TaiwanFuturesInstitutionalInvestors",
    "start_date": "2019-04-03",
}
resp = requests.get(url, headers=headers, params=parameter)
data = resp.json()
df = pd.DataFrame(data["data"])
print(df)

R

library(httr)
library(data.table)
library(dplyr)
token = "" # 參考登入，獲取金鑰
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(
    url = url,
    query = list(
        dataset="TaiwanFuturesInstitutionalInvestors",
        start_date= "2019-04-03"
    ),
    add_headers(Authorization = paste("Bearer", token))
)
data = response %>% content
df = do.call('rbind',data$data) %>%data.table
head(df)

Output

DataFrame

	name	date	institutional_investors	long_deal_volume	long_deal_amount	short_deal_volume	short_deal_amount	long_open_interest_balance_volume	long_open_interest_balance_amount	short_open_interest_balance_volume	short_open_interest_balance_amount
0	ETF	2020-04-01	外資	782	492994	840	541759	4462	3167434	2552	846756
1	ETF	2020-04-01	投信	0	0	0	0	2702	1071881	4079	2791150
2	ETF	2020-04-01	自營商	405	151407	431	161203	4493	2209637	4931	2386376
3	ETO	2020-04-01	投信	0	0	0	0	0	0	0	0
4	ETO	2020-04-01	外資	0	0	0	0	0	0	0	0

Schema

{
    name: str, # 商品名稱
    date: str, # 日期
    institutional_investors: str, # 身分別
    long_deal_volume: int32, # 多方口數
    long_deal_amount: int32, # 多方契約金額
    short_deal_volume: int32, # 空方口數
    short_deal_amount: int32, # 空方契約金額
    long_open_interest_balance_volume: int32, # 多方未平倉口數
    long_open_interest_balance_amount: int32, # 多方未平倉契約金額
    short_open_interest_balance_volume: int32, # 空方未平倉口數
    short_open_interest_balance_amount: int32 # 空方未平倉契約金額
}

選擇權三大法人買賣 TaiwanOptionInstitutionalInvestors¶

資料區間：2018-06-05 ~ now
資料更新時間 星期一至五 16:00，實際更新時間以 API 資料為主

Example

Package

from FinMind.data import DataLoader

api = DataLoader()
# api.login_by_token(api_token='token')
df = api.taiwan_option_institutional_investors(
    data_id='TXO',
    start_date='2020-04-01',
    end_date='2020-04-12',
)

Python-request

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # 參考登入，獲取金鑰
headers = {"Authorization": f"Bearer {token}"}
parameter = {
    "dataset": "TaiwanOptionInstitutionalInvestors",
    "data_id": "TXO",
    "start_date": "2020-04-01",
    "end_date": "2020-04-12",
}
resp = requests.get(url, headers=headers, params=parameter)
data = resp.json()
df = pd.DataFrame(data["data"])
print(df)

R

library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
token = "" # 參考登入，獲取金鑰
response = httr::GET(
    url = url,
    query = list(
        dataset="TaiwanOptionInstitutionalInvestors",
        data_id="TX",# "TXO"
        start_date= "2020-04-01",
        end_date= "2020-04-12",
        token = "" # 參考登入，獲取金鑰
    ),
    add_headers(Authorization = paste("Bearer", token))
)
data = content(response)
df = data$data %>%
do.call('rbind',.) %>%
data.table
head(df)

Output

DataFrame

	name	date	call_put	institutional_investors	long_deal_volume	long_deal_amount	short_deal_volume	short_deal_amount	long_open_interest_balance_volume	long_open_interest_balance_amount	short_open_interest_balance_volume	short_open_interest_balance_amount
0	TXO	2020-04-01	買權	自營商	139973	370181	163094	356201	58152	504601	81614	517097
1	TXO	2020-04-01	買權	投信	0	0	0	0	0	0	0	0
2	TXO	2020-04-01	買權	外資	69409	214529	61586	224112	75953	630438	55645	586723
3	TXO	2020-04-06	買權	自營商	124528	453602	132575	475720	67677	646018	99186	671818
4	TXO	2020-04-06	賣權	投信	0	0	0	0	0	0	0	0

Schema

{
    name: str, # 商品名稱
    date: str, # 日期
    call_put: str, # 買權/賣權
    institutional_investors: str, # 身分別
    long_deal_volume: int32, # 多方口數
    long_deal_amount: int32, # 多方契約金額
    short_deal_volume: int32, # 空方口數
    short_deal_amount: int32, # 空方契約金額
    long_open_interest_balance_volume: int32, # 多方未平倉口數
    long_open_interest_balance_amount: int32, # 多方未平倉契約金額
    short_open_interest_balance_volume: int32, # 空方未平倉口數
    short_open_interest_balance_amount: int32 # 空方未平倉契約金額
}

一次拿特定日期，所有資料(只限 backer、sponsor 會員使用)¶

Example

Package

from FinMind.data import DataLoader

api = DataLoader()
# api.login_by_token(api_token='token')
df = api.taiwan_futopt_institutional_investors(
    data_id='TXO',
    start_date='2020-04-01'
)

Python-request

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # 參考登入，獲取金鑰
headers = {"Authorization": f"Bearer {token}"}
parameter = {
    "dataset": "TaiwanOptionInstitutionalInvestors",
    "start_date": "2019-04-03",
}
resp = requests.get(url, headers=headers, params=parameter)
data = resp.json()
df = pd.DataFrame(data["data"])
print(df)

R

library(httr)
library(data.table)
library(dplyr)
token = "" # 參考登入，獲取金鑰
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(
    url = url,
    query = list(
        dataset="TaiwanOptionInstitutionalInvestors",
        start_date= "2019-04-03"
    ),
    add_headers(Authorization = paste("Bearer", token))
)
data = response %>% content
df = do.call('rbind',data$data) %>%data.table
head(df)

Output

DataFrame

	name	date	institutional_investors	long_deal_volume	long_deal_amount	short_deal_volume	short_deal_amount	long_open_interest_balance_volume	long_open_interest_balance_amount	short_open_interest_balance_volume	short_open_interest_balance_amount
0	TXO	2020-04-01	自營商	139973	370181	163094	356201	58152	504601	81614	517097
1	TXO	2020-04-01	投信	0	0	0	0	0	0	0	0
2	TXO	2020-04-01	外資	69409	214529	61586	224112	75953	630438	55645	586723
3	TXO	2020-04-06	自營商	124528	453602	132575	475720	67677	646018	99186	671818
4	TXO	2020-04-06	投信	0	0	0	0	0	0	0	0

Schema

{
    name: str, # 商品名稱
    date: str, # 日期
    call_put: str, # 買權/賣權
    institutional_investors: str, # 身分別
    long_deal_volume: int32, # 多方口數
    long_deal_amount: int32, # 多方契約金額
    short_deal_volume: int32, # 空方口數
    short_deal_amount: int32, # 空方契約金額
    long_open_interest_balance_volume: int32, # 多方未平倉口數
    long_open_interest_balance_amount: int32, # 多方未平倉契約金額
    short_open_interest_balance_volume: int32, # 空方未平倉口數
    short_open_interest_balance_amount: int32 # 空方未平倉契約金額
}

期貨夜盤三大法人買賣 TaiwanFuturesInstitutionalInvestorsAfterHours(只限 backer、sponsor 會員使用)¶

資料區間：2021-10-12 ~ now
資料更新時間 星期一至六 05:00，實際更新時間以 API 資料為主

Example

Python-request

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # 參考登入，獲取金鑰
headers = {"Authorization": f"Bearer {token}"}
parameter = {
    "dataset": "TaiwanFuturesInstitutionalInvestorsAfterHours",
    "data_id": "TX",
    "start_date": "2021-10-12",
    "end_date": "2024-04-12",
}
resp = requests.get(url, headers=headers, params=parameter)
data = resp.json()
df = pd.DataFrame(data["data"])
print(df.head())

R

library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
token = "" # 參考登入，獲取金鑰
response = httr::GET(
    url = url,
    query = list(
        dataset="TaiwanFuturesInstitutionalInvestorsAfterHours",
        data_id="TX",
        start_date= "2021-10-12",
        end_date= "2024-04-12"
    ),
    add_headers(Authorization = paste("Bearer", token))
)
data = content(response)
df = data$data %>%
do.call('rbind',.) %>%
data.table
head(df)

Output

DataFrame

	futures_id	date	institutional_investors	long_deal_volume	long_deal_amount	short_deal_volume	short_deal_amount
0	TX	2021-10-12	自營商	1690	5615098	1516	5034732
1	TX	2021-10-12	投信	0	0	0	0
2	TX	2021-10-12	外資	16315	54215114	14737	48973486
3	TX	2021-10-13	自營商	2307	7608759	2252	7427497
4	TX	2021-10-13	投信	0	0	0	0

Schema

{
    name: str, # 商品名稱
    date: str, # 日期
    institutional_investors: str, # 身分別
    long_deal_volume: int32, # 多方口數
    long_deal_amount: int32, # 多方契約金額
    short_deal_volume: int32, # 空方口數
    short_deal_amount: int32 # 空方契約金額
}

一次拿特定日期，所有資料(只限 backer、sponsor 會員使用)¶

Example

Python-request

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # 參考登入，獲取金鑰
headers = {"Authorization": f"Bearer {token}"}
parameter = {
    "dataset": "TaiwanFuturesInstitutionalInvestorsAfterHours",
    "start_date": "2021-10-12",
}
resp = requests.get(url, headers=headers, params=parameter)
data = resp.json()
df = pd.DataFrame(data["data"])
print(df)

R

library(httr)
library(data.table)
library(dplyr)
token = "" # 參考登入，獲取金鑰
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(
    url = url,
    query = list(
        dataset="TaiwanFuturesInstitutionalInvestorsAfterHours",
        start_date= "2021-10-12"
    ),
    add_headers(Authorization = paste("Bearer", token))
)
data = response %>% content
df = do.call('rbind',data$data) %>%data.table
head(df)

Output

DataFrame

	futures_id	date	institutional_investors	long_deal_volume	long_deal_amount	short_deal_volume	short_deal_amount
0	F1F	2021-10-12	自營商	39	13769	41	14477
1	F1F	2021-10-12	投信	0	0	0	0
2	F1F	2021-10-12	外資	83	29320	35	12349
3	MTX	2021-10-12	自營商	2454	2037796	2761	2292564
4	MTX	2021-10-12	投信	0	0	0	0

Schema

{
    name: str, # 商品名稱
    date: str, # 日期
    institutional_investors: str, # 身分別
    long_deal_volume: int32, # 多方口數
    long_deal_amount: int32, # 多方契約金額
    short_deal_volume: int32, # 空方口數
    short_deal_amount: int32 # 空方契約金額
}

選擇權夜盤三大法人買賣 TaiwanOptionInstitutionalInvestorsAfterHours(只限 backer、sponsor 會員使用)¶

資料區間：2021-10-12 ~ now
資料更新時間 星期一至六 05:00，實際更新時間以 API 資料為主

Example

Python-request

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # 參考登入，獲取金鑰
headers = {"Authorization": f"Bearer {token}"}
parameter = {
    "dataset": "TaiwanOptionInstitutionalInvestorsAfterHours",
    "data_id": "TXO",
    "start_date": "2021-10-12",
    "end_date": "2024-04-12",
}
resp = requests.get(url, headers=headers, params=parameter)
data = resp.json()
df = pd.DataFrame(data["data"])
print(df)

R

library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
token = "" # 參考登入，獲取金鑰
response = httr::GET(
    url = url,
    query = list(
        dataset="TaiwanOptionInstitutionalInvestorsAfterHours",
        data_id="TXO",
        start_date= "2021-10-12",
        end_date= "2024-04-12"
    ),
    add_headers(Authorization = paste("Bearer", token))
)
data = content(response)
df = data$data %>%
do.call('rbind',.) %>%
data.table
head(df)

Output

DataFrame

	option_id	date	call_put	institutional_investors	long_deal_volume	long_deal_amount	short_deal_volume	short_deal_amount
0	TXO	2021-10-12	CALL	自營商	14018	45608	14478	48062
1	TXO	2021-10-12	CALL	投信	0	0	0	0
2	TXO	2021-10-12	CALL	外資	16060	78585	14961	68018
3	TXO	2021-10-12	PUT	自營商	12802	50821	15570	66005
4	TXO	2021-10-12	PUT	投信	0	0	0	0

Schema

{
    name: str, # 商品名稱
    date: str, # 日期
    call_put: str, # 買權/賣權
    institutional_investors: str, # 身分別
    long_deal_volume: int32, # 多方口數
    long_deal_amount: int32, # 多方契約金額
    short_deal_volume: int32, # 空方口數
    short_deal_amount: int32, # 空方契約金額
    long_open_interest_balance_volume: int32, # 多方未平倉口數
    long_open_interest_balance_amount: int32, # 多方未平倉契約金額
    short_open_interest_balance_volume: int32, # 空方未平倉口數
    short_open_interest_balance_amount: int32 # 空方未平倉契約金額
}

一次拿特定日期，所有資料(只限 backer、sponsor 會員使用)¶

Example

Python-request

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # 參考登入，獲取金鑰
headers = {"Authorization": f"Bearer {token}"}
parameter = {
    "dataset": "TaiwanOptionInstitutionalInvestorsAfterHours",
    "start_date": "2021-10-12",
}
resp = requests.get(url, headers=headers, params=parameter)
data = resp.json()
df = pd.DataFrame(data["data"])
print(df)

R

library(httr)
library(data.table)
library(dplyr)
token = "" # 參考登入，獲取金鑰
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(
    url = url,
    query = list(
        dataset="TaiwanOptionInstitutionalInvestorsAfterHours",
        start_date= "2021-10-12"
    ),
    add_headers(Authorization = paste("Bearer", token))
)
data = response %>% content
df = do.call('rbind',data$data) %>%data.table
head(df)

Output

DataFrame

	option_id	date	call_put	institutional_investors	long_deal_volume	long_deal_amount	short_deal_volume	short_deal_amount
0	TXO	2021-10-12	CALL	自營商	14018	45608	14478	48062
1	TXO	2021-10-12	CALL	投信	0	0	0	0
2	TXO	2021-10-12	CALL	外資	16060	78585	14961	68018
3	TXO	2021-10-12	PUT	自營商	12802	50821	15570	66005
4	TXO	2021-10-12	PUT	投信	0	0	0	0

Schema

{
    name: str, # 商品名稱
    date: str, # 日期
    call_put: str, # 買權/賣權
    institutional_investors: str, # 身分別
    long_deal_volume: int32, # 多方口數
    long_deal_amount: int32, # 多方契約金額
    short_deal_volume: int32, # 空方口數
    short_deal_amount: int32 # 空方契約金額
}

期貨各卷商每日交易 TaiwanFuturesDealerTradingVolumeDaily¶

資料區間：2021-04-01 ~ now
資料更新時間 星期一至五 19:00，實際更新時間以 API 資料為主

Example

Package

from FinMind.data import DataLoader

api = DataLoader()
# api.login_by_token(api_token='token')
df = api.taiwan_futures_dealer_trading_volume_daily(
    futures_id='TX',
    start_date='2020-07-01',
    end_date='2020-07-12',
)

Python-request

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # 參考登入，獲取金鑰
headers = {"Authorization": f"Bearer {token}"}
parameter = {
    "dataset": "TaiwanFuturesDealerTradingVolumeDaily",
    "data_id": "TX",
    "start_date": "2020-07-01",
    "end_date": "2020-10-02",
}
resp = requests.get(url, headers=headers, params=parameter)
data = resp.json()
df = pd.DataFrame(data["data"])
print(df.head())

R

library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
token = "" # 參考登入，獲取金鑰
response = httr::GET(
    url = url,
    query = list(
        dataset="TaiwanFuturesDealerTradingVolumeDaily",
        data_id="TX",
        start_date="2020-07-01",
        end_date="2020-10-02"
    ),
    add_headers(Authorization = paste("Bearer", token))
)
data = content(response)
df = data$data %>%
do.call('rbind',.) %>%
data.table
head(df)

Output

DataFrame

	date	dealer_code	dealer_name	futures_id	volume	is_after_hour
0	2020-07-01	B224999	中國信託商業銀行自營	TX	1500	False
1	2020-07-01	F001000	國泰期貨	TX	1789	False
2	2020-07-01	F002000	永豐期貨	TX	9664	False
3	2020-07-01	F002999	永豐期貨自營	TX	0	False
4	2020-07-01	F004000	凱基期貨	TX	43882	False

Schema

{
    date: str, # 日期
    dealer_code: str, # 期貨商代碼
    dealer_name: str, # 期貨商名稱
    futures_id: str, # 期貨代碼
    volume: int32, # 成交量
    is_after_hour: int32 # 盤後交易
}

一次拿特定日期，所有資料(只限 backer、sponsor 會員使用)¶

Example

Package

from FinMind.data import DataLoader

api = DataLoader()
# api.login_by_token(api_token='token')
df = api.taiwan_futures_dealer_trading_volume_daily(
    start_date='2021-07-01'
)

Python-request

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # 參考登入，獲取金鑰
headers = {"Authorization": f"Bearer {token}"}
parameter = {
    "dataset": "TaiwanFuturesDealerTradingVolumeDaily",
    "start_date": "2020-07-01",
}
resp = requests.get(url, headers=headers, params=parameter)
data = resp.json()
df = pd.DataFrame(data["data"])
df

R

library(httr)
library(data.table)
library(dplyr)
token = "" # 參考登入，獲取金鑰
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(
    url = url,
    query = list(
        dataset="TaiwanFuturesDealerTradingVolumeDaily",
        start_date="2020-07-01"
    ),
    add_headers(Authorization = paste("Bearer", token))
)
data = response %>% content
df = do.call('rbind',data$data) %>%data.table
head(df)

Output

DataFrame

	date	dealer_code	dealer_name	futures_id	volume	is_after_hour
0	2021-07-01	F021000	元大期貨	BRF	0	True
1	2021-07-01	F004000	凱基期貨	BRF	0	True
2	2021-07-01	F020000	群益期貨	BRF	0	True
3	2021-07-01	F002000	永豐期貨	BRF	0	True
4	2021-07-01	F008000	統一期貨	BRF	1	True

Schema

{
    date: str, # 日期
    dealer_code: str, # 期貨商代碼
    dealer_name: str, # 期貨商名稱
    futures_id: str, # 期貨代碼
    volume: int32, # 成交量
    is_after_hour: int32 # 盤後交易
}

選擇權各卷商每日交易 TaiwanOptionDealerTradingVolumeDaily¶

資料區間：2021-04-01 ~ now
資料更新時間 星期一至五 18:00，實際更新時間以 API 資料為主

Example

Package

from FinMind.data import DataLoader

api = DataLoader()
# api.login_by_token(api_token='token')
df = api.taiwan_option_dealer_trading_volume_daily(
    option_id='TXO',
    start_date='2020-07-01',
    end_date='2020-07-12',
)

Python-request

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # 參考登入，獲取金鑰
headers = {"Authorization": f"Bearer {token}"}
parameter = {
    "dataset": "TaiwanOptionDealerTradingVolumeDaily",
    "data_id": "TXO",
    "start_date": "2020-07-01",
    "end_date": "2020-10-02",
}
resp = requests.get(url, headers=headers, params=parameter)
data = resp.json()
df = pd.DataFrame(data["data"])
df

R

library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
token = "" # 參考登入，獲取金鑰
response = httr::GET(
    url = url,
    query = list(
        dataset="TaiwanOptionDealerTradingVolumeDaily",
        data_id="TXO",
        start_date="2020-07-01",
        end_date="2020-10-02"
    ),
    add_headers(Authorization = paste("Bearer", token))
)
data = content(response)
df = data$data %>%
do.call('rbind',.) %>%
data.table
head(df)

Output

DataFrame

	date	dealer_code	dealer_name	option_id	volume	is_after_hour
0	2020-07-01	B224999	中國信託商業銀行自營	TXO	13390	False
1	2020-07-01	F001000	國泰期貨	TXO	17478	False
2	2020-07-01	F002000	永豐期貨	TXO	75395	False
3	2020-07-01	F002999	永豐期貨自營	TXO	98	False
4	2020-07-01	F004000	凱基期貨	TXO	159164	False

Schema

{
    date: str, # 日期
    dealer_code: str, # 期貨商代碼
    dealer_name: str, # 期貨商名稱
    option_id: str, # 選擇權代碼
    volume: int32, # 成交量
    is_after_hour: int32 # 盤後交易
}

一次拿特定日期，所有資料(只限 backer、sponsor 會員使用)¶

Example

Package

from FinMind.data import DataLoader

api = DataLoader()
# api.login_by_token(api_token='token')
df = api.taiwan_option_dealer_trading_volume_daily(
    start_date='2021-07-01'
)

Python-request

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # 參考登入，獲取金鑰
headers = {"Authorization": f"Bearer {token}"}
parameter = {
    "dataset": "TaiwanOptionDealerTradingVolumeDaily",
    "start_date": "2021-07-01",
}
resp = requests.get(url, headers=headers, params=parameter)
data = resp.json()
df = pd.DataFrame(data["data"])
df

R

library(httr)
library(data.table)
library(dplyr)
token = "" # 參考登入，獲取金鑰
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(
    url = url,
    query = list(
        dataset="TaiwanOptionDealerTradingVolumeDaily",
        start_date="2021-07-01"
    ),
    add_headers(Authorization = paste("Bearer", token))
)
data = response %>% content
df = do.call('rbind',data$data) %>%data.table
head(df)

Output

DataFrame

	date	dealer_code	dealer_name	option_id	volume	is_after_hour
0	2021-07-01	F021000	元大期貨	ETC	1	False
1	2021-07-01	F034999	澳帝華期貨自營	ETC	42	False
2	2021-07-01	F004000	凱基期貨	ETC	0	False
3	2021-07-01	S890999	法銀巴黎證券自營	ETC	83	False
4	2021-07-01	F002000	永豐期貨	ETC	0	False

Schema

{
    date: str, # 日期
    dealer_code: str, # 期貨商代碼
    dealer_name: str, # 期貨商名稱
    option_id: str, # 選擇權代碼
    volume: int32, # 成交量
    is_after_hour: int32 # 盤後交易
}

期貨大額交易人未沖銷部位 TaiwanFuturesOpenInterestLargeTraders(只限 backer、sponsor 會員使用)¶

資料區間：1998-07-01 ~ now
資料更新時間 星期一至五 16:30，實際更新時間以 API 資料為主

Example

Package

from FinMind.data import DataLoader

api = DataLoader()
# api.login_by_token(api_token='token')
df = api.taiwan_futures_open_interest_large_traders(
    futures_id='TJF',
    start_date='2024-09-01',
    end_date='2024-09-02',
)

Python-request

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # 參考登入，獲取金鑰
headers = {"Authorization": f"Bearer {token}"}
parameter = {
    "dataset": "TaiwanFuturesOpenInterestLargeTraders",
    "data_id":"TJF",
    "start_date": "2024-09-01",
    "end_date": "2024-09-02",
}
data = requests.get(url, headers=headers, params=parameter)
data = data.json()
data = pd.DataFrame(data['data'])
print(data.head())

R

library(httr)
library(data.table)
library(dplyr)
token = "" # 參考登入，獲取金鑰
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(
    url = url,
    query = list(
        dataset="TaiwanFuturesOpenInterestLargeTraders",
        data_id="TJF",
        start_date= "2024-09-01",
        end_date= "2024-09-02"
    ),
    add_headers(Authorization = paste("Bearer", token))
)
data = response %>% content
df = do.call('cbind',data$data) %>%data.table
head(df)

Output

DataFrame

	name	contract_type	buy_top5_trader_open_interest	buy_top5_trader_open_interest_per	buy_top10_trader_open_interest	buy_top10_trader_open_interest_per	sell_top5_trader_open_interest	sell_top5_trader_open_interest_per	sell_top10_trader_open_interest	sell_top10_trader_open_interest_per	market_open_interest	buy_top5_specific_open_interest	buy_top5_specific_open_interest_per	buy_top10_specific_open_interest	buy_top10_specific_open_interest_per	sell_top5_specific_open_interest	sell_top5_specific_open_interest_per	sell_top10_specific_open_interest	sell_top10_specific_open_interest_per	date	futures_id
0	東證期貨	202409	93	74.4	113	90.4	102	81.6	118	94.4	125	16	12.8	16	12.8	14	11.2	14	11.2	2024-09-02	TJF
1	東證期貨	202409	133	62.7	170	80.2	172	81.1	194	91.5	212	16	7.5	16	7.5	42	19.8	42	19.5	2024-09-02	TJF

Schema

{
    name: str, # 商品名稱
    contract_type: str, # 到期月份
    buy_top5_trader_open_interest: int32, # 買方前五大交易人合計部位數
    buy_top5_trader_open_interest_per: float32, # 買方前五大交易人合計百分比
    buy_top10_trader_open_interest: int32, # 買方前十大交易人合計部位數
    buy_top10_trader_open_interest_per: float32, # 買方前十大交易人合計百分比
    sell_top5_trader_open_interest: int32, # 賣方前五大交易人合計部位數
    sell_top5_trader_open_interest_per: float32, # 賣方前五大交易人合計百分比
    sell_top10_trader_open_interest: int32, # 賣方前十大交易人合計部位數
    sell_top10_trader_open_interest_per: float32, # 賣方前十大交易人合計百分比
    market_open_interest: int32, # 全市場未沖銷部位數
    buy_top5_specific_open_interest: int32, # 買方前五大特定法人合計部位數
    buy_top5_specific_open_interest_per: float32, # 買方前五大特定法人合計百分比
    buy_top10_specific_open_interest: int32, # 買方前十大特定法人合計部位數
    buy_top10_specific_open_interest_per: float32, # 買方前十大特定法人合計百分比
    sell_top5_specific_open_interest: int32, # 賣方前五大特定法人合計部位數
    sell_top5_specific_open_interest_per: float32, # 賣方前五大特定法人合計百分比
    sell_top10_specific_open_interest: int32, # 賣方前十大特定法人合計部位數
    sell_top10_specific_open_interest_per: float32, # 賣方前十大特定法人合計百分比
    date: str, # 日期
    futures_id: str # 期貨代碼
}

一次拿特定日期，所有資料(只限 backer、sponsor 會員使用)¶

Example

Package

from FinMind.data import DataLoader

api = DataLoader()
# api.login_by_token(api_token='token')
df = api.taiwan_futures_open_interest_large_traders(
    start_date='2024-09-02'
)

Python-request

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # 參考登入，獲取金鑰
headers = {"Authorization": f"Bearer {token}"}
parameter = {
    "dataset": "TaiwanFuturesOpenInterestLargeTraders",
    "start_date": "2024-09-02",
}
data = requests.get(url, headers=headers, params=parameter)
data = data.json()
data = pd.DataFrame(data['data'])
print(data.head())

R

library(httr)
library(data.table)
library(dplyr)
token = "" # 參考登入，獲取金鑰
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(
    url = url,
    query = list(
        dataset="TaiwanFuturesOpenInterestLargeTraders",
        start_date= "2024-09-02"
    ),
    add_headers(Authorization = paste("Bearer", token))
)
data = response %>% content
df = do.call('rbind',data$data) %>%data.table
head(df)

Output

DataFrame

	name	contract_type	buy_top5_trader_open_interest	buy_top5_trader_open_interest_per	buy_top10_trader_open_interest	buy_top10_trader_open_interest_per	sell_top5_trader_open_interest	sell_top5_trader_open_interest_per	sell_top10_trader_open_interest	sell_top10_trader_open_interest_per	market_open_interest	buy_top5_specific_open_interest	buy_top5_specific_open_interest_per	buy_top10_specific_open_interest	buy_top10_specific_open_interest_per	sell_top5_specific_open_interest	sell_top5_specific_open_interest_per	sell_top10_specific_open_interest	sell_top10_specific_open_interest_per	date	futures_id
0	布蘭特原油期貨	202411	40	100	40	100	40	100	40	100	40	0	0	0	0	0	0	0	0	2024-09-02	BRF
1	布蘭特原油期貨	all	155	96.9	160	100	160	100	160	100	160	0	0	0	0	120	75	120	75	2024-09-02	BRF
2	臺灣生技期貨	202409	15	78.9	19	100	19	100	19	100	19	0	0	0	0	0	0	0	0	2024-09-02	BTF
3	臺灣生技期貨	all	16	80	20	100	20	100	20	100	20	0	0	0	0	0	0	0	0	2024-09-02	BTF
4	南亞期貨	202409	231	30.3	332	43.6	512	67.2	655	86	762	127	16.7	127	16.7	438	57.5	532	69.8	2024-09-02	CA

Schema

{
    name: str, # 商品名稱
    contract_type: str, # 到期月份
    buy_top5_trader_open_interest: int32, # 買方前五大交易人合計部位數
    buy_top5_trader_open_interest_per: float32, # 買方前五大交易人合計百分比
    buy_top10_trader_open_interest: int32, # 買方前十大交易人合計部位數
    buy_top10_trader_open_interest_per: float32, # 買方前十大交易人合計百分比
    sell_top5_trader_open_interest: int32, # 賣方前五大交易人合計部位數
    sell_top5_trader_open_interest_per: float32, # 賣方前五大交易人合計百分比
    sell_top10_trader_open_interest: int32, # 賣方前十大交易人合計部位數
    sell_top10_trader_open_interest_per: float32, # 賣方前十大交易人合計百分比
    market_open_interest: int32, # 全市場未沖銷部位數
    buy_top5_specific_open_interest: int32, # 買方前五大特定法人合計部位數
    buy_top5_specific_open_interest_per: float32, # 買方前五大特定法人合計百分比
    buy_top10_specific_open_interest: int32, # 買方前十大特定法人合計部位數
    buy_top10_specific_open_interest_per: float32, # 買方前十大特定法人合計百分比
    sell_top5_specific_open_interest: int32, # 賣方前五大特定法人合計部位數
    sell_top5_specific_open_interest_per: float32, # 賣方前五大特定法人合計百分比
    sell_top10_specific_open_interest: int32, # 賣方前十大特定法人合計部位數
    sell_top10_specific_open_interest_per: float32, # 賣方前十大特定法人合計百分比
    date: str, # 日期
    futures_id: str # 期貨代碼
}

選擇權大額交易人未沖銷部位 TaiwanOptionOpenInterestLargeTraders(只限 backer、sponsor 會員使用)¶

資料區間：1998-07-01 ~ now
資料更新時間 星期一至五 16:30，實際更新時間以 API 資料為主

Example

Package

from FinMind.data import DataLoader

api = DataLoader()
# api.login_by_token(api_token='token')
df = api.taiwan_option_open_interest_large_traders(
    futures_id='CA',
    start_date='2024-09-01',
    end_date='2024-09-02',
)

Python-request

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # 參考登入，獲取金鑰
headers = {"Authorization": f"Bearer {token}"}
parameter = {
    "dataset": "TaiwanOptionOpenInterestLargeTraders",
    "data_id":"CA",
    "start_date": "2024-09-01",
    "end_date": "2024-09-02",
}
data = requests.get(url, headers=headers, params=parameter)
data = data.json()
data = pd.DataFrame(data['data'])
print(data.head())

R

library(httr)
library(data.table)
library(dplyr)
token = "" # 參考登入，獲取金鑰
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(
    url = url,
    query = list(
        dataset="TaiwanOptionOpenInterestLargeTraders",
        data_id="CA",
        start_date= "2024-09-01",
        end_date= "2024-09-02"
    ),
    add_headers(Authorization = paste("Bearer", token))
)
data = response %>% content
df = do.call('cbind',data$data) %>%data.table
head(df)

Output

DataFrame

	contract_type	date	put_call	name	option_id
0	202409	2024-09-02	call	南亞	CA
1	all	2024-09-02	call	南亞	CA
2	202409	2024-09-02	put	南亞	CA
3	all	2024-09-02	put	南亞	CA

Schema

{
    contract_type: str, # 到期月份
    buy_top5_trader_open_interest: int32, # 買方前五大交易人合計部位數
    buy_top5_trader_open_interest_per: float32, # 買方前五大交易人合計百分比
    buy_top10_trader_open_interest: int32, # 買方前十大交易人合計部位數
    buy_top10_trader_open_interest_per: float32, # 買方前十大交易人合計百分比
    sell_top5_trader_open_interest: int32, # 賣方前五大交易人合計部位數
    sell_top5_trader_open_interest_per: float32, # 賣方前五大交易人合計百分比
    sell_top10_trader_open_interest: int32, # 賣方前十大交易人合計部位數
    sell_top10_trader_open_interest_per: float32, # 賣方前十大交易人合計百分比
    market_open_interest: int32, # 全市場未沖銷部位數
    buy_top5_specific_open_interest: int32, # 買方前五大特定法人合計部位數
    buy_top5_specific_open_interest_per: float32, # 買方前五大特定法人合計百分比
    buy_top10_specific_open_interest: int32, # 買方前十大特定法人合計部位數
    buy_top10_specific_open_interest_per: float32, # 買方前十大特定法人合計百分比
    sell_top5_specific_open_interest: int32, # 賣方前五大特定法人合計部位數
    sell_top5_specific_open_interest_per: float32, # 賣方前五大特定法人合計百分比
    sell_top10_specific_open_interest: int32, # 賣方前十大特定法人合計部位數
    sell_top10_specific_open_interest_per: float32, # 賣方前十大特定法人合計百分比
    date: str, # 日期
    put_call: str, # 買賣權
    name: str, # 商品名稱
    option_id: str # 選擇權代碼
}

一次拿特定日期，所有資料(只限 backer、sponsor 會員使用)¶

Example

Package

from FinMind.data import DataLoader

api = DataLoader()
# api.login_by_token(api_token='token')
df = api.taiwan_option_open_interest_large_traders(
    start_date='2024-09-02'
)

Python-request

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # 參考登入，獲取金鑰
headers = {"Authorization": f"Bearer {token}"}
parameter = {
    "dataset": "TaiwanOptionOpenInterestLargeTraders",
    "start_date": "2024-09-02",
}
data = requests.get(url, headers=headers, params=parameter)
data = data.json()
data = pd.DataFrame(data['data'])
print(data.head())

R

library(httr)
library(data.table)
library(dplyr)
token = "" # 參考登入，獲取金鑰
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(
    url = url,
    query = list(
        dataset="TaiwanOptionOpenInterestLargeTraders",
        start_date= "2024-09-02"
    ),
    add_headers(Authorization = paste("Bearer", token))
)
data = response %>% content
df = do.call('rbind',data$data) %>%data.table
head(df)

Output

DataFrame

	contract_type	date	put_call	name	option_id
0	202409	2024-09-02	call	南亞	CA
1	all	2024-09-02	call	南亞	CA
2	202409	2024-09-02	put	南亞	CA
3	all	2024-09-02	put	南亞	CA
4	202409	2024-09-02	call	中鋼	CB

Schema

{
    contract_type: str, # 到期月份
    buy_top5_trader_open_interest: int32, # 買方前五大交易人合計部位數
    buy_top5_trader_open_interest_per: float32, # 買方前五大交易人合計百分比
    buy_top10_trader_open_interest: int32, # 買方前十大交易人合計部位數
    buy_top10_trader_open_interest_per: float32, # 買方前十大交易人合計百分比
    sell_top5_trader_open_interest: int32, # 賣方前五大交易人合計部位數
    sell_top5_trader_open_interest_per: float32, # 賣方前五大交易人合計百分比
    sell_top10_trader_open_interest: int32, # 賣方前十大交易人合計部位數
    sell_top10_trader_open_interest_per: float32, # 賣方前十大交易人合計百分比
    market_open_interest: int32, # 全市場未沖銷部位數
    buy_top5_specific_open_interest: int32, # 買方前五大特定法人合計部位數
    buy_top5_specific_open_interest_per: float32, # 買方前五大特定法人合計百分比
    buy_top10_specific_open_interest: int32, # 買方前十大特定法人合計部位數
    buy_top10_specific_open_interest_per: float32, # 買方前十大特定法人合計百分比
    sell_top5_specific_open_interest: int32, # 賣方前五大特定法人合計部位數
    sell_top5_specific_open_interest_per: float32, # 賣方前五大特定法人合計百分比
    sell_top10_specific_open_interest: int32, # 賣方前十大特定法人合計部位數
    sell_top10_specific_open_interest_per: float32, # 賣方前十大特定法人合計百分比
    date: str, # 日期
    put_call: str, # 買賣權
    name: str, # 商品名稱
    option_id: str # 選擇權代碼
}

期貨最後結算價 TaiwanFuturesFinalSettlementPrice(只限 backer、sponsor 會員使用)¶

資料區間：1998-01-01 ~ now
資料更新時間 星期一至五每3小時，實際更新時間以 API 資料為主

Example

Python-request

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # 參考登入，獲取金鑰
headers = {"Authorization": f"Bearer {token}"}
parameter = {
    "dataset": "TaiwanFuturesFinalSettlementPrice",
    "data_id": "TX",
    "start_date": "2024-01-01",
    "end_date": "2024-12-31",
}
data = requests.get(url, headers=headers, params=parameter)
data = data.json()
data = pd.DataFrame(data['data'])
print(data.head())

R

library(httr)
library(data.table)
library(dplyr)
token = "" # 參考登入，獲取金鑰
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(
    url = url,
    query = list(
        dataset="TaiwanFuturesFinalSettlementPrice",
        data_id="TX",
        start_date= "2024-01-01",
        end_date= "2024-12-31"
    ),
    add_headers(Authorization = paste("Bearer", token))
)
data = response %>% content
df = do.call('cbind',data$data) %>%data.table
head(df)

Output

DataFrame

	date	contract_month	futures_type	futures_id	futures_name	settlement_price
0	2024-01-17	202401	index	TX	臺股期貨	17881.0
1	2024-02-21	202402	index	TX	臺股期貨	18658.0
2	2024-03-20	202403	index	TX	臺股期貨	20199.0

Schema

{
    date: str, # 到期日
    contract_month: str, # 契約月份
    futures_type: str, # 期貨類型 (index/stock/commodity)
    futures_id: str, # 期貨代碼
    futures_name: str, # 期貨名稱
    settlement_price: float64, # 最後結算價
    underlying_code: str, # 標的證券代號
    notional_value: float64 # 約定標的物價值
}

選擇權最後結算價 TaiwanOptionFinalSettlementPrice(只限 backer、sponsor 會員使用)¶

資料區間：2001-01-01 ~ now
資料更新時間 星期一至五每3小時，實際更新時間以 API 資料為主

Example

Python-request

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # 參考登入，獲取金鑰
headers = {"Authorization": f"Bearer {token}"}
parameter = {
    "dataset": "TaiwanOptionFinalSettlementPrice",
    "data_id": "TXO",
    "start_date": "2024-01-01",
    "end_date": "2024-12-31",
}
data = requests.get(url, headers=headers, params=parameter)
data = data.json()
data = pd.DataFrame(data['data'])
print(data.head())

R

library(httr)
library(data.table)
library(dplyr)
token = "" # 參考登入，獲取金鑰
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(
    url = url,
    query = list(
        dataset="TaiwanOptionFinalSettlementPrice",
        data_id="TXO",
        start_date= "2024-01-01",
        end_date= "2024-12-31"
    ),
    add_headers(Authorization = paste("Bearer", token))
)
data = response %>% content
df = do.call('cbind',data$data) %>%data.table
head(df)

Output

DataFrame

	date	contract_month	option_type	option_id	option_name	settlement_price
0	2024-01-17	202401	index	TXO	臺指選擇權	17881.0
1	2024-02-21	202402	index	TXO	臺指選擇權	18658.0
2	2024-03-20	202403	index	TXO	臺指選擇權	20199.0

Schema

{
    date: str, # 到期日
    contract_month: str, # 契約月份
    option_type: str, # 選擇權類型 (index/stock)
    option_id: str, # 選擇權代碼
    option_name: str, # 選擇權名稱
    settlement_price: float64, # 最後結算價
    underlying_code: str, # 標的證券代號
    notional_value: float64 # 約定標的物價值
}