Margin Trade and Borrow Information of Taiwan stock market
收藏资源简介:
Margin trading - Institutional investors are not allowed to do margin trading in Taiwan. Therefore, using Margin trading data, investors could find the opinion of retail investors. Borrow information - Major institutional investors (QFII & Securities Firms) could borrow stock through TSE and SBL system and then sell to the market, which means they might be on the short side of securities market. - Frequency: daily - Scale: Included listed and delisted companies in Taiwan. The number of listed companies is around 1700. - Scope for sample is the data of 2023/12/29. Tables included: - WGIN Fields Included: - Company Code - Company Name - Long PSTN BAL(1000S) - Bought on Margins(1000S) - Sold for Return(1000S) - Cash for Return(1000S) - Increase(Dec.)-Long(1000S) - Increase % -Long - Usage Ratio -Long - Long Limit(1000S) - Short PSTN BAL(1000S) - Bought for Return(1000S) - Short Sale(1000S) - Stock for Return(1000S) - Increase(Dec.)-Short - Increase % -Short - Usage Ratio -Short - Short Limit(1000S) - Short/Long - Daily Offset(1000S) - Borrow PSTN BAL(1000S) - Borrow Sale (1000S) - Borrow Return (1000S) - Available volume(1000S) - Borrow Limit(1000S) - Average Price(NTD) - Maintenance Margin-L - Maintenance Margin-S - Maintenance Margin-A Source: The source of the data is the daily trading data of brokers announced daily by the Taiwan Stock Exchange (TWSE) and Taipei Exchange (TPEx)




