Objects and Statistics for Day Trading

Product details

Product details
1.Production time:Produced at 19:40(GMT+8) on each trading day
2.Data content:
Market Statistics:Date|Day Trading Volume| Day Trading Volume of the market (%)|Day Trading Value of Buys|Day Trading Value of Buy of the market (%)|Day Trading Value of Sells| Day Trading Value of Sell of the market (%)
Security Statistics:Security Code|Suspension of Buy after Sale Day Trading| Day Trading Volume| Day Trading Value of Buys| Day Trading Value of Sells
3. Product file:Objects and Statistics for Day Trading
4. Formats:xlsx
1.Day Trading Volume of the market % = Day Trading Volume/ Total Market Volume*100
2.Day Trading Value of Buys (Sells) Value of the market= Day Trading Value of Buys (Sells) / (Total Market Value of Buys + Sells) ÷ 2* 100
3.Total market Volume (Value) includes the volumes (values) from general trading, after-market fixed-price trading, odd-lot trading and block trading.
4.The figures for day trading volumes and values are provided by securities firms. TWSE announces the statistics at the end of the trading day after all operational processes have been completed by securities firms. Differing operational and transfer procedures among firms, the amount of day trading volume and value, the length of time required for adjusting figures, duration of operations, and other factors can all impact the time required for posting market statistics.
5.As securities firms are still processing data from T day to T+2 day, TWSE updates the columns for Day Trading Volume and Day Trading Value of Buys ( Sells) on T, T +1 and T +2 day, after securities firms have completed all operating procedures and transferred final correct amounts. Figures are adjusted a final time on T +2, so that the information provided on T day and T +1 becomes additional reference material.
6.Where securities are suspended from day trading, TWSE discontinues reporting the abovementioned market statistics for the affected securities. Market statistics will be reported once the day trading suspension for the affected securities has been lifted.

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