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[Day Trading Statistics] Detailed Field Description

Table Overview

Abstract

  • Table Name:TWN/ADT
  • Data Source: TWSE: Objects for Day Trading Monthly Day Trading Statistics,TPEx: Day Trading Statistics Objects and Statistics for Day Trading
  • Reference Code Table: TWN/ANPRCSTD
  • Code Column: coid
  • Publication Date Column: mdate

Key Indicators

  • Time Range
    Last 5 Years

  • Update Frequency
    Daily

Field Descriptions

# Field Data Type Field Name Unit Field Description
1 coid char(7) ID Security code
2 mdate datetime DATE Trade date
3 close_d decimal(11,4) Close NTD The security’s closing price of the trading day
4 volume decimal(9,0) Volume KShares The security’s trade volume of the trading day
5 amount decimal(12,0) Amount K NTD The security’s trade amount of the trading day
6 vol_dt decimal(10,0) Day Trading Volume KShares The security’s volume of day trading
7 vol_dtp decimal(7,2) Day Trading Volume of the market % Individual: Day trading volume / Trade volume of the security × 100% , Market: (Day trading buy + Day trading sell) / 2 / Trade amount of market × 100%
8 tbuy_adt decimal(12,0) Day Trading Value of Buys K NTD The buying amount of the security on the trading day
9 buy_adtp decimal(7,2) Day Trading Value of Buy of market % Day trading buy amount / Trade amount of the security × 100%
10 tsell_adt decimal(12,0) Day Trading Value of Sells K NTD The selling amount of the security on the trading day
11 sell_adtp decimal(7,2) Day Trading Value of Sell of market % Day trading sell amount / Trade amount of the security × 100%
12 roi decimal(11,4) ROI% % Return on investment of the security on the trading day
13 turnover decimal(9,4) Turn Over% % Turnover rate of the security on the trading day
14 offset_pct decimal(9,2) Day trading ratio (margin–securities offset) Day trading ratio (margin–securities offset)
15 offset_dtp decimal(9,2) Cash offset + Day‑trading ratio % Cash offset + day‑trading ratio

API Request Examples

Example

GET https://api.tej.com.tw/api/datatables/TWN/ADT.json?api_key=<YOURAPIKEY>
import tejapi
tejapi.ApiConfig.api_key = "YOURAPIKEY"
data = tejapi.get('TWN/ADT')
library("Tejapi")
Tejapi.api_key("YOURAPIKEY")
yourdata<- Tejapi('TWN/ADT')
using Tejapi;
var client = new TejClient("<YOURAPIKEY>");
var result = await client.GetAsync("TWN/ADT");
Imports Tejapi
Dim client As TejClient = New TejClient("<YOURAPIKEY>")
Dim result As DataTable = Await client.GetAsync("TWN/ADT")
Note

The transaction tax rate of day trading had been cut from 0.3% to 0.15% by the government as an incentive since 2017. The tax cut was originally due by the end of 2021, but it was extended till 2024 for keeping the momentum and liquidity of the Taiwanese stock market.