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[Herding Effect] – Detailed Field Descriptions

Table Overview

Abstract

  • Table Name：TWN/AHE
  • Data Source: Taiwan Stock Exchange (TWSE), Taipei Exchange (TPEx), and other TEJ data
  • 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) Stock ID – Stock code
2 mdate datetime Date – Trade date
3 buy decimal(9,4) Buy Index – Number of Brokerages for Securities Purchased.(Actual Number*0.98)
4 sell decimal(9,4) Sell Index – Number of Brokerages for Securities Sold.(Actual Number*0.98)
5 dif decimal(9,4) Dif – Buy Index - Sell Index
6 nets decimal(10,0) Net Buy(1000s) T Applying rigorous filtering methods to calculate the net buying and selling activity of brokerage.
7 netv decimal(10,0) Net Buy(﹩1000) T Expressing the net buying and selling volume in terms of amounts make it more intuitively.

API Request Examples

Example

GET https://api.tej.com.tw/api/datatables/TWN/AHE.json?api_key=<YOURAPIKEY>

import tejapi
tejapi.ApiConfig.api_key = "YOURAPIKEY"
data = tejapi.get('TWN/AHE')

library("Tejapi")
Tejapi.api_key("YOURAPIKEY")
yourdata<- Tejapi('TWN/AHE')

using Tejapi;
var client = new TejClient("<YOURAPIKEY>");
var result = await client.GetAsync("TWN/AHE");

Imports Tejapi
Dim client As TejClient = New TejClient("<YOURAPIKEY>")
Dim result As DataTable = Await client.GetAsync("TWN/AHE")
Note
  • Net Buy(1000s) Formula：Net Buy(1000s) = NSUM*(1-(Deviation／100))
  • Net Buy(﹩1000) Formula：Net Buy(﹩1000) = Net Buy(1000s)*Security Close Price

Remaek：

  • Deviation：The single digit value of the day's date.（EX:20220817, Deviation=7.）

  • NSUM：Number of Brokerages for Securities Purchased－Number of Brokerages for Securities Selled.

  • If NSUM>0, Choose buying brokerages with ascending purchased quantities, equivalent to the difference between them, and calculate the total purchased quantity of securities.

  • If NSUM<0, Choose selling brokerages with ascending sold quantities, equivalent to the difference between them, and calculate the total sold quantity of securities.