Databank Name: Taiwan Futures Exchange Statistical Databank.
Coverage: This databank consists of two parts:
(1) Daily Market Report released by Taiwan Futures Exchange;
(2) Annual Trading Volume and Domestic Futures Trading Statistics.
Number of Time Series: 31 annual and monthly series and 196 daily series.
Source: Taiwan Futures Exchange.
Starting Date of Each Series: Please refer to Chapter 2- Retrieval Code Index.
Updating Frequency: Daily data are updated every trading day, other data are updated monthly.
In Chapter 2, we will list all retrieval codes of FEX.
We hope you may easily find the retrieval codes for the data you need in Chapter 2. However, it might be helpful if you are familiar with how we construct these retrieval codes. The following descriptions apply to "Daily Market Report" part.
(1) The first part consists of a certain English abbreviation representing a particular "product" in the futures market. For example:
Taiwan 50 Futures
TSE Electronic Sector Index Futures
TSE Banking And Insurance Sector Index Futures
(2) The second part is a "modifier" following an "@" sign and placed right behind the initial English abbreviation. The 7 modifiers are: OP, HI, LO, CL, VOL, SP, and OI. For example, TX1 is the code for "TAIEX Futures- Spot Month", then the retrieval codes of the 7 series for "TAIEX Futures- Spot Month" are:
(3) Different delivery months are distinguished with 1, 2, 3, 4, 5 after product codes, for example,
TAIEX Futures- Spot Month
TAIEX Futures- The Next Calendar Month
TAIEX Futures- The 1st Quarter Month Following the next Calendar Month
TAIEX Futures- The 2nd Quarter Month Following the next Calendar Month
TAIEX Futures- The 3rd Quarter Month Following the next Calendar Month
(4) In addition to the above introduced TSE index futures, there are also "10-Year Government Bond Futures". There are only 3 relevant retrieval codes, and their units are all "Price Quoted by per NT$100 Face Value".
10-Year Government Bond Futures- The 1st Quarter Month Following the Transaction
10-Year Government Bond Futures- The 2nd Quarter Month Following the Transaction
10-Year Government Bond Futures- The 3rd Quarter Month Following the Transaction