Part (A) contains daily trading statistics of Taiwan Stock Exchange. Briefly,
there are 8 daily time series for each stock -- opening 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 officially released by the Taiwan Stock Exchange.
Histocial data can be traced back to 1971. And the data are updated daily.
Because of the enormous size of these daily trading data, Part (A) is divided
into 3 separate banks with different bank names:
Part (B) contains data in the annual book "Taiwan Stock Exchange Statistical
Data" published by Taiwan Stock Exchange. Again, these data are divided into 2
separate banks with 2 different bank names: For Part (B), annual statistics are updated annually, while
monthly and daily statistics are updated monthly.
In Chapter 3, we will list all retrieval codes of TSE (i.e. Part (B) described
above) according to the Table order in the publication "Taiwan Stock Exchange
Statistical Data".
In this section, we will explain the retrieval codes for STOCK90, STOCK80,
and STOCK70 (i.e. Part (A) described above). This part of the databank can be
divided further into 2 portions.
The retrieval codes are described separately in the following.
(1) Aggregate Data
Altogether, there are 37 time series. The retrieval codes, descriptions
and start dates are listed below:
(2) Data for Individual Stocks
Each individual stock has 8 daily time series: opening price, highest price,
lowest price, closing price, trading value (millions of NT$), trading volume
(thousands of shares), number of transactions, and PE ratio. The retrieval codes are
composed as:
This databank consists of two parts (with bank names STOCK90, STOCK80, STOCK70 and
TSE, TSE80D):1.1
Brief Description of the Stock Market Statistical Databank
(1) Bank name STOCK70: including daily trading
statistics from Jan. 1, 1971 to Dec. 31, 1979;
(1) Bank name STOCK80: including daily trading
statistics from Jan. 1, 1980 to Dec. 31, 1989;
(1) Bank name STOCK90: including daily trading
statistics from Jan. 1, 1990 to the present day.
(1) TSE ( standing for Taiwan Stock
Exchange): including annual, monthly statistics (with historical data tracing
up to 1962) and daily statistics (with historical data tracing only up to
1990),
(2) TSE80D: including all daily series
in TSE with pre-1990 data.
1.2 Composition of Retrieval Codes
(1) Aggregate Data -- weighted price indices,
total trading value, total trading volume, etc.
(2) Data for Individual Stocks -- the 8 daily
series mentioned above in Section 1.1.
Ret. Codes Descriptions Start Date
================================================================
JS : WEIGHTED STOCK INDEX 71:5 (01/05/1971)
JS& : WEIGHTED STOCK INDEX - TOTAL EXCEPT BANKING & INSURANCE 89:184 (07/03/1989)
JS@BANK : WEIGHTED STOCK INDEX - BANKING & INSURANCE 87:6 (01/06/1987)
JS@CEMG : WEIGHTED STOCK INDEX - CEMENT GROUP 77:5 (01/05/1977)
JS@PLAG : WEIGHTED STOCK INDEX - PLASTIC GROUP 77:5 (01/05/1977)
JS@CON : WEIGHTED STOCK INDEX - CONSTRUCTION 81:5 (01/05/1981)
JS@ELECG : WEIGHTED STOCK INDEX - ELECTRIC GROUP 77:5 (01/05/1977)
JS@FOOD : WEIGHTED STOCK INDEX - FOOD 77:5 (01/05/1977)
JS@PAPER : WEIGHTED STOCK INDEX - PAPER 77:5 (01/05/1977)
JS@TEXT : WEIGHTED STOCK INDEX - TEXTILES 77:5 (01/05/1977)
JS@EL&CA : WEIGHTED STOCK INDEX - ELEC. & CABLE 95:5 (01/05/1995)
JS@GLASS : WEIGHTED STOCK INDEX - GLASS CERAMICS 95:5 (01/05/1995)
JS@STEEL : WEIGHTED STOCK INDEX - STEEL & IRON 95:5 (01/05/1995)
JS@AUTO : WEIGHTED STOCK INDEX - AUTOMOBILE 95:5 (01/05/1995)
JS@TOUR : WEIGHTED STOCK INDEX - TOURISM 95:5 (01/05/1995)
JS@DEPT : WEIGHTED STOCK INDEX - DEPARTMENT STORES 95:5 (01/05/1995)
JS@CEM : WEIGHTED STOCK INDEX - CEMENT 95:5 (01/05/1995)
JS@PLA : WEIGHTED STOCK INDEX - PLASTICS 95:5 (01/05/1995)
JS@ELMACH : WEIGHTED STOCK INDEX - ELECTRIC & MACHINERY 95:5 (01/05/1995)
JS@CHEM : WEIGHTED STOCK INDEX - CHEMICAL 95:5 (01/05/1995)
JS@RUB : WEIGHTED STOCK INDEX - RUBBER 95:5 (01/05/1995)
JS@ELEN : WEIGHTED STOCK INDEX - ELECTRON 95:5 (01/05/1995)
JS@TRANS : WEIGHTED STOCK INDEX - TRANSPORTATION 95:5 (01/05/1995)
PCOM : COMPOSITE STOCK PRICE AVERAGE 89:5 (01/05/1989)
PIND : INDUSTRIAL STOCK PRICE AVERAGE 89:5 (01/05/1989)
VAL@S : DAILY TRADING VALUE - TOTAL STOCKS 71:5 (01/05/1971)
VOL@S : DAILY TRADING VOLUME - TOTAL STOCKS 71:5 (01/05/1971)
TRA@S : DAILY NO. OF TRANSACTIONS - TOTAL STOCKS 89:19 (01/19/1989)
VAL@SN : DAILY TRADING VALUE - STOCKS OF NORMAL TRANSACTION 97:183 (07/02/1997)
VOL@SN : DAILY TRADING VOLUME - STOCKS OF NORMAL TRANSACTION 97:183 (07/02/1997)
TRA@SN : DAILY NO. OF TRANSACTIONS - STOCKS OF NORMAL TRANSACTION 97:183 (07/02/1997)
VAL@BC : DAILY TRADING VALUE - BENEFICIARY CERTIFICATES 88:183 (07/01/1988)
VOL@BC : DAILY TRADING VOLUME - BENEFICIARY CERTIFICATES 89:19 (01/19/1989)
TRA@BC : DAILY NO. OF TRANSACTIONS - BENEFICIARY CERTIFICATES 89:19 (01/19/1989)
VAL@SF : DAILY TRADING VALUE - STOCKS REQUIRE FULL DELIVERY 89:19 (01/19/1989)
VOL@SF : DAILY TRADING VOLUME - STOCKS REQUIRE FULL DELIVERY 89:19 (01/19/1989)
TRA@SF : DAILY NO. OF TRANSACTIONS - STOCKS REQUIRE FULL DELIVERY 89:19 (01/19/1989)
S is the standard beginning letter for all series (standing for Stock). The company code no. is a 4-digit number specified by the Taiwan Stock 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, 1101 is the company code no. for "Taiwan Cement Co.", then the retrieval codes of the 8 series for "Taiwan Cement Co." are:
| S1201@OP | -- daily opening price
| | S1201@HI | -- daily highest price
| | S1201@LO | -- daily lowest price
| | S1201@CL | -- daily closing price
| | S1201@VAL | -- daily trading value
| | S1201@VOL | -- daily trading volume
| | S1201@TRA | -- daily no. of transactions
| | S1201@PE | -- daily PE (Price/Earnings) ratio
| |
Likewise, you can construct retrieval codes for other companies as soon as you know the company code no. In Chapter 2, we will have a complete list of all company code no.
There are also Beneficiary Certificates traded at Taiwan Stock Exchange. We use B (instead of S) as the beginning letter, and you can construct the 8 retrieval codes for these Beneficiary Certificates in the same manner.
