Chapter 1
Introduction

1.1

Brief Description of the Over-the-Counter Statistical Databank

This databank' short name is OTC (standing for Over-The-Counter).

The databank contains 8 daily time series for each individual stock -- opeing price, highest price, lowest price, closing price, trading value, trading volume, number of transactions, and PE (price/earnings) ratio. It also contains the various aggregate weighted indices offically released by the Over-the-Counter Securities Exchange.

Data released by: R.O.C. Over-the-Counter Securities Exchange.

Data updated daily.

1.2 Composition of Retrieval Codes

The databank can be divided into 2 parts:

(A)Aggregate Data -- weighted price indices, total trading value, total trading volume, etc.
(B)Data for Individual Stocks -- the 8 daily series mentioned above in Section 1.1.

The retrieval codes are described separately in the following.

(A) Aggregate Data

Altogether, there are 30 time series. The retrieval codes, descriptions and start dates are listed below:

Ret. CodesDescriptionsStart Date
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JOTC
OTC INDEX - TOTAL95:305 (11/01/1995)
JOTC@OP
OTC INDEX - TOTAL - DAILY OPENING INDEX95:305 (11/01/1995)
JOTC@HI
OTC INDEX - TOTAL - DAILY HIGHEST INDEX95:305 (11/01/1995)
JOTC@LO
OTC INDEX - TOTAL - DAILY LOWEST INDEX95:305 (11/01/1995)
JOTC@CL
OTC INDEX - TOTAL - DAILY CLOSING INDEX95:305 (11/01/1995)
JOTC@ELEN@OP
OTC INDEX - ELECTRONICS SECTOR - DAILY OPENING INDEX96:153 (06/01/1996)
JOTC@ELEN@HI
OTC INDEX - ELECTRONICS SECTOR - DAILY HIGHEST INDEX96:153 (06/01/1996)
JOTC@ELEN@LO
OTC INDEX - ELECTRONICS SECTOR - DAILY LOWEST INDEX96:153 (06/01/1996)
JOTC@ELEN@CL
OTC INDEX - ELECTRONICS SECTOR - DAILY CLOSING INDEX96:153 (06/01/1996)
JOTC@SEC@OP
OTC INDEX - SECURITIES SECTOR - DAILY OPENING INDEX96:153 (06/01/1996)
JOTC@SEC@HI
OTC INDEX - SECURITIES SECTOR - DAILY HIGHEST INDEX96:153 (06/01/1996)
JOTC@SEC@LO
OTC INDEX - SECURITIES SECTOR - DAILY LOWEST INDEX96:153 (06/01/1996)
JOTC@SEC@CL
OTC INDEX - SECURITIES SECTOR - DAILY CLOSING INDEX96:153 (06/01/1996)
JOTC@FIN@OP
OTC INDEX - FINANCIAL SECTOR - DAILY OPENING INDEX96:144 (05/23/1996)
JOTC@FIN@HI
OTC INDEX - FINANCIAL SECTOR - DAILY HIGHEST INDEX96:144 (05/23/1996)
JOTC@FIN@LO
OTC INDEX - FINANCIAL SECTOR - DAILY LOWEST INDEX96:144 (05/23/1996)
JOTC@FIN@CL
OTC INDEX - FINANCIAL SECTOR - DAILY CLOSING INDEX96:144 (05/23/1996)
JOTC@NFIN@OP
OTC INDEX - NON-FINANCIAL SECTOR - DAILY OPENING INDEX96:144 (05/23/1996)
JOTC@NFIN@HI
OTC INDEX - NON-FINANCIAL SECTOR - DAILY HIGHEST INDEX96:144 (05/23/1996)
JOTC@NFIN@LO
OTC INDEX - NON-FINANCIAL SECTOR - DAILY LOWEST INDEX96:144 (05/23/1996)
JOTC@NFIN@CL
OTC INDEX - NON-FINANCIAL SECTOR - DAILY CLOSING INDEX96:144 (05/23/1996)
JOTC@STEEL@OP
OTC INDEX - STEEL SECTOR - DAILY OPENING INDEX97:307 (11/03/1997)
JOTC@STEEL@HI
OTC INDEX - STEEL SECTOR - DAILY HIGHEST INDEX97:307 (11/03/1997)
JOTC@STEEL@LO
OTC INDEX - STEEL SECTOR - DAILY LOWEST INDEX97:307 (11/03/1997)
JOTC@STEEL@CL
OTC INDEX - STEEL SECTOR - DAILY CLOSING INDEX97:307 (11/03/1997)
JOTC@TEXT@OP
OTC INDEX - TEXTILES SECTOR - DAILY OPENING INDEX98:152 (06/01/1998)
JOTC@TEXT@HI
OTC INDEX - TEXTILES SECTOR - DAILY HIGHEST INDEX98:152 (06/01/1998)
JOTC@TEXT@LO
OTC INDEX - TEXTILES SECTOR - DAILY LOWEST INDEX98:152 (06/01/1998)
JOTC@TEXT@CL
OTC INDEX - TEXTILES SECTOR - DAILY CLOSING INDEX98:152 (06/01/1998)
JOTC@ELMACH@OP
OTC INDEX - ELECTRICAL MACHINERYILES SECTOR - DAILY OPENING INDEX98:152 (06/01/1998)
JOTC@ELMACH@HI
OTC INDEX - ELECTRICAL MACHINERYILES SECTOR - DAILY HIGHEST INDEX98:152 (06/01/1998)
JOTC@ELMACH@LO
OTC INDEX - ELECTRICAL MACHINERYILES SECTOR - DAILY LOWEST INDEX98:152 (06/01/1998)
JOTC@ELMACH@CL
OTC INDEX - ELECTRICAL MACHINERYILES SECTOR - DAILY CLOSING INDEX98:152 (06/01/1998)
JOTC@EL&CA@OP
OTC INDEX - ELECTRIC APPLIANCES, WIRE & CABLEILES SECTOR - DAILY OPENING INDEX98:152 (06/01/1998)
JOTC@EL&CA@HI
OTC INDEX - ELECTRIC APPLIANCES, WIRE & CABLEILES SECTOR - DAILY HIGHEST INDEX98:152 (06/01/1998)
JOTC@EL&CA@LO
OTC INDEX - ELECTRIC APPLIANCES, WIRE & CABLEILES SECTOR - DAILY LOWEST INDEX98:152 (06/01/1998)
JOTC@EL&CA@CL
OTC INDEX - ELECTRIC APPLIANCES, WIRE & CABLEILES SECTOR - DAILY CLOSING INDEX98:152 (06/01/1998)
JOTC@CHEM@OP
OTC INDEX - CHEMICALSILES SECTOR - DAILY OPENING INDEX98:152 (06/01/1998)
JOTC@CHEM@HI
OTC INDEX - CHEMICALSILES SECTOR - DAILY HIGHEST INDEX98:152 (06/01/1998)
JOTC@CHEM@LO
OTC INDEX - CHEMICALSILES SECTOR - DAILY LOWEST INDEX98:152 (06/01/1998)
JOTC@CHEM@CL
OTC INDEX - CHEMICALSILES SECTOR - DAILY CLOSING INDEX98:152 (06/01/1998)
JOTC@CON@OP
OTC INDEX - CONSTRUCTION SECTOR - DAILY OPENING INDEX98:152 (06/01/1998)
JOTC@CON@HI
OTC INDEX - CONSTRUCTION SECTOR - DAILY HIGHEST INDEX98:152 (06/01/1998)
JOTC@CON@LO
OTC INDEX - CONSTRUCTION SECTOR - DAILY LOWEST INDEX98:152 (06/01/1998)
JOTC@CON@CL
OTC INDEX - CONSTRUCTION SECTOR - DAILY CLOSING INDEX98:152 (06/01/1998)
JOTC@TRANS@OP
OTC INDEX - TRANSPORATION SECTOR - DAILY OPENING INDEX98:152 (06/01/1998)
JOTC@TRANS@HI
OTC INDEX - TRANSPORATION SECTOR - DAILY HIGHEST INDEX98:152 (06/01/1998)
JOTC@TRANS@LO
OTC INDEX - TRANSPORATION SECTOR - DAILY LOWEST INDEX98:152 (06/01/1998)
JOTC@TRANS@CL
OTC INDEX - TRANSPORATION SECTOR - DAILY CLOSING INDEX98:152 (06/01/1998)
TV@OTC
AVAILABLE TRADING VOLUME - TOTAL STOCKS95:305 (11/01/1995)
MV@OTC
AGGREGATE MARKET VALUE - TOTAL STOCKS95:305 (11/01/1995)
TRA@OTC
DAILY NO. OF TRANSACTIONS - TOTAL STOCKS95:305 (11/01/1995)
VOL@OTC
DAILY TRANSACTION VOLUME - TOTAL STOCKS95:305 (11/01/1995)
VAL@OTC
DAILY TRANSACTION VALUE - TOTAL STOCKS95:305 (11/01/1995)

(B) Data for Individual Stocks

Each individual stock has 8 daily time series: opening price, highest price, lowest price, closing price, trading value (thousands of NT$), trading volume (shares), number of transactions, and PE ratio. The retrieval codes are composed as:

OTC + Company Code No. + @ + Modifier

OTC are the standard beginning letters for all series. The company code no. is a 4-digit number specified by the OTC Securities Exchange and used in actual trading to represent the company. The 8 modifiers are: OP, HI, LO, CL, VAL, VOL, TRA, and PE.

For example, 4201 is the company code no. for "Shin Tai Industry Co., Ltd." then the retrieval codes of the 8 series for "Shin Tai Industry Co., Ltd." are:

OTC4201@OP-- daily opening price
OTC4201@HI-- daily highest price
OTC4201@LO-- daily lowest price
OTC4201@CL-- daily closing price
OTC4201@VAL-- daily trading value
OTC4201@VOL-- daily trading volume
OTC4201@TRA-- daily no. of transactions
OTC4201@PE-- daily PE (Price/Earnings) ratio

Likewise, you can construct retrieval codes for other companies as long as you know the company code no. In Chapter 2, we will have a complete list of all company code no.