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3 changes: 3 additions & 0 deletions docs/WhatIsNew.en.md
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#### 2026-07-10
* Added [Active ETF Daily Holding TaiwanStockActiveETFHolding](https://finmind.github.io/en/tutor/TaiwanMarket/Chip/#taiwanstockactiveetfholding-sponsor): data range 2025-05-05 ~ now

#### 2026-07-01
* Added [Taiwan Option VIX TaiwanOptionVix](https://finmind.github.io/en/tutor/TaiwanMarket/Derivative/#taiwanoptionvix-backersponsor): data range 2026-03-01 ~ now
* Added [Convertible Bond Monthly Analysis TaiwanStockConvertibleBondMonthlyAnalysis](https://finmind.github.io/en/tutor/TaiwanMarket/ConvertibleBond/#taiwanstockconvertiblebondmonthlyanalysis-backersponsor): data range 2026-05-01 ~ now
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3 changes: 3 additions & 0 deletions docs/WhatIsNew.md
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#### 2026-07-10
* 新增 [主動式ETF每日持股明細 TaiwanStockActiveETFHolding](https://finmind.github.io/tutor/TaiwanMarket/Chip/#taiwanstockactiveetfholding-sponsor):資料區間 2025-05-05 ~ now

#### 2026-07-01
* 新增 [臺指選擇權波動率指數 TaiwanOptionVix](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanoptionvix-backersponsor):資料區間 2026-03-01 ~ now
* 新增 [可轉換公司債月份分析表 TaiwanStockConvertibleBondMonthlyAnalysis](https://finmind.github.io/tutor/TaiwanMarket/ConvertibleBond/#taiwanstockconvertiblebondmonthlyanalysis-backersponsor):資料區間 2026-05-01 ~ now
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8 changes: 8 additions & 0 deletions docs/llms-full.txt
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Expand Up @@ -433,6 +433,14 @@ Async batch query is supported by datasets that require `data_id` parameter. Not
- Params (all stocks for one day): dataset=TaiwanStockLoanCollateralBalance, start_date=2025-01-02
- Columns: date, stock_id, market, MarginPreviousDayBalance, MarginBuy, MarginSell, MarginCashRedemption, MarginCurrentDayBalance, MarginNextDayQuota, SecuritiesFirmLoanPreviousDayBalance, SecuritiesFirmLoanBuy, SecuritiesFirmLoanSell, SecuritiesFirmLoanCashRedemption, SecuritiesFirmLoanReplacement, SecuritiesFirmLoanCurrentDayBalance, SecuritiesFirmLoanNextDayQuota, UnrestrictedLoanPreviousDayBalance, UnrestrictedLoanBuy, UnrestrictedLoanSell, UnrestrictedLoanCashRedemption, UnrestrictedLoanReplacement, UnrestrictedLoanCurrentDayBalance, UnrestrictedLoanNextDayQuota, SecuritiesFinanceSecuredLoanPreviousDayBalance, SecuritiesFinanceSecuredLoanBuy, SecuritiesFinanceSecuredLoanSell, SecuritiesFinanceSecuredLoanCashRedemption, SecuritiesFinanceSecuredLoanReplacement, SecuritiesFinanceSecuredLoanCurrentDayBalance, SecuritiesFinanceSecuredLoanNextDayQuota, SettlementMarginPreviousDayBalance, SettlementMarginBuy, SettlementMarginSell, SettlementMarginCashRedemption, SettlementMarginReplacement, SettlementMarginCurrentDayBalance, SettlementMarginNextDayQuota

### TaiwanStockActiveETFHolding (主動式ETF每日持股明細)
- Tier: Sponsor
- Data range: 2025-05-05 ~ now
- Params: dataset=TaiwanStockActiveETFHolding, data_id=00980A, start_date=2025-05-05, end_date=2025-05-31
- Params (all active ETFs for one day): dataset=TaiwanStockActiveETFHolding, start_date=2025-05-05
- Columns: date, stock_id (ETF id), component_stock_id (constituent), component_stock_name, asset_type, shares, weight, market_value, currency
- Note: buy/sell holdings can be derived by differencing consecutive trading days; start date differs per ETF

### TaiwanStockDispositionSecuritiesPeriod (公布處置有價證券表)
- Tier: Backer/Sponsor
- Data range: 2001-01-01 ~ now
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2 changes: 1 addition & 1 deletion docs/llms.txt
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Expand Up @@ -55,7 +55,7 @@ Async batch query is supported by datasets that require `data_id` parameter. Not

- [Taiwan DataList](https://finmind.github.io/tutor/TaiwanMarket/DataList/): Full list of 80 Taiwan datasets
- [Technical](https://finmind.github.io/tutor/TaiwanMarket/Technical/): TaiwanStockInfo, TaiwanStockPrice, TaiwanStockPriceAdj, TaiwanStockPriceTick, TaiwanStockPER, TaiwanStockKBar, TaiwanStockWeekPrice, TaiwanStockMonthPrice, TaiwanStockDayTrading, TaiwanStockTotalReturnIndex, TaiwanVariousIndicators5Seconds, TaiwanStockTradingDate, etc.
- [Chip (Institutional)](https://finmind.github.io/tutor/TaiwanMarket/Chip/): TaiwanStockMarginPurchaseShortSale, TaiwanStockInstitutionalInvestorsBuySell, TaiwanStockInstitutionalInvestorsBuySellWide, TaiwanStockShareholding, TaiwanStockHoldingSharesPer, TaiwanStockSecuritiesLending, TaiwanStockTradingDailyReport, TaiwanStockBlockTradingDailyReport, TaiwanStockBlockTrade, TaiwanStockLoanCollateralBalance, TaiwanstockGovernmentBankBuySell, etc.
- [Chip (Institutional)](https://finmind.github.io/tutor/TaiwanMarket/Chip/): TaiwanStockMarginPurchaseShortSale, TaiwanStockInstitutionalInvestorsBuySell, TaiwanStockInstitutionalInvestorsBuySellWide, TaiwanStockShareholding, TaiwanStockHoldingSharesPer, TaiwanStockSecuritiesLending, TaiwanStockTradingDailyReport, TaiwanStockBlockTradingDailyReport, TaiwanStockBlockTrade, TaiwanStockLoanCollateralBalance, TaiwanStockActiveETFHolding, TaiwanstockGovernmentBankBuySell, etc.
- [Fundamental](https://finmind.github.io/tutor/TaiwanMarket/Fundamental/): TaiwanStockCashFlowsStatement, TaiwanStockFinancialStatements, TaiwanStockBalanceSheet, TaiwanStockDividend, TaiwanStockDividendResult, TaiwanStockMonthRevenue, TaiwanStockMarketValue, etc.
- [Derivative](https://finmind.github.io/tutor/TaiwanMarket/Derivative/): TaiwanFuturesDaily, TaiwanOptionDaily, TaiwanFuturesTick, TaiwanFuturesSpreadTick, TaiwanOptionTick, TaiwanFuturesInstitutionalInvestors, TaiwanOptionInstitutionalInvestors, TaiwanFuturesDealerTradingVolumeDaily, TaiwanOptionDealerTradingVolumeDaily, TaiwanFuturesSpreadTrading, TaiwanOptionVix, etc.
- [Real-Time](https://finmind.github.io/tutor/TaiwanMarket/RealTime/): taiwan_stock_tick_snapshot, TaiwanFutOptTickInfo, taiwan_futures_snapshot, taiwan_options_snapshot
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85 changes: 85 additions & 0 deletions docs/tutor/TaiwanMarket/Chip.en.md
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Expand Up @@ -22,6 +22,7 @@ In Taiwan stock chip data, we have 21 datasets as follows:
- [Block Trading Daily Report TaiwanStockBlockTradingDailyReport](https://finmind.github.io/en/tutor/TaiwanMarket/Chip/#taiwanstockblocktradingdailyreport-sponsor)
- [Block Trade Daily Transactions TaiwanStockBlockTrade](https://finmind.github.io/en/tutor/TaiwanMarket/Chip/#taiwanstockblocktrade-sponsor)
- [Loan Collateral Balance TaiwanStockLoanCollateralBalance](https://finmind.github.io/en/tutor/TaiwanMarket/Chip/#taiwanstockloancollateralbalance-sponsor)
- [Active ETF Daily Holding TaiwanStockActiveETFHolding](https://finmind.github.io/en/tutor/TaiwanMarket/Chip/#taiwanstockactiveetfholding-sponsor)
- [Disposition Securities Period TaiwanStockDispositionSecuritiesPeriod](https://finmind.github.io/en/tutor/TaiwanMarket/Chip/#taiwanstockdispositionsecuritiesperiod-backersponsor)
- [Day Trading Borrowing Fee Rate TaiwanStockDayTradingBorrowingFeeRate](https://finmind.github.io/en/tutor/TaiwanMarket/Chip/#taiwanstockdaytradingborrowingfeerate-backersponsor)

Expand Down Expand Up @@ -2980,3 +2981,87 @@ In Taiwan stock chip data, we have 21 datasets as follows:
```

----------------------------------

#### Active ETF Daily Holding TaiwanStockActiveETFHolding (only available for [sponsor](https://finmindtrade.com/analysis/#/Sponsor/sponsor) members)

- Data range: 2025-05-05 ~ now
- Data update time **Monday to Saturday after market close**, the actual update time is based on the API data.
- Provides the full daily portfolio of Taiwan-listed active ETFs (TWSE + TPEx), including constituent code, name, asset type, shares, weight, market value and currency; buy/sell holdings can be derived by differencing consecutive trading days.
- Query a single ETF via `data_id` (e.g. `00980A`), or query all active ETF holdings of a given date by date only.
- Note: the start date differs per ETF (depending on listing date and source history depth); some ETFs accumulate daily from launch.
- Note: `shares` is an integer; `market_value` is disclosed per holding by **only some** active ETFs' daily portfolios — where it is not disclosed the field is `0` (you can estimate it as `shares` times the constituent's closing price).
- Note: an active ETF's portfolio includes derivatives and cash/liability line items, not only stocks. **For short derivative positions (written options, short futures) both `shares` (contracts) and `market_value` can be negative**; liability line items (e.g. payables) can also have a negative `market_value`. Use `asset_type` (`stock`/`option`/`future`/`bond`/`cash`/`other`) to filter — e.g. take `asset_type == "stock"` for equity holdings only.

!!! example
=== "Package"
```python
from FinMind.data import DataLoader

api = DataLoader()
# api.login_by_token(api_token='token')
df = api.taiwan_stock_active_etf_holding(
stock_id="00980A",
start_date="2025-05-05",
end_date="2025-05-31",
)
```
=== "Python"
```python
import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # Refer to the login to obtain the token
headers = {"Authorization": f"Bearer {token}"}
parameter = {
"dataset": "TaiwanStockActiveETFHolding",
"data_id": "00980A",
"start_date": "2025-05-05",
"end_date": "2025-05-31",
}
data = requests.get(url, headers=headers, params=parameter)
data = data.json()
data = pd.DataFrame(data["data"])
print(data.head())
```
=== "R"
```R
library(httr)
library(data.table)
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # Refer to the login to obtain the token
response = httr::GET(
url = url,
query = list(
dataset="TaiwanStockActiveETFHolding",
data_id="00980A",
start_date="2025-05-05",
end_date="2025-05-31",
token=token
)
)
data = content(response)
df = do.call("rbind", lapply(data$data, as.data.frame))
head(df)
```

!!! output
=== "DataFrame"
| | date | stock_id | component_stock_id | component_stock_name | asset_type | shares | weight | market_value | currency |
|---:|:-----------|:-----------|:---------------------|:-----------------------|:-------------|---------:|---------:|---------------:|:-----------|
| 0 | 2025-05-05 | 00980A | 2330 | 台灣積體電路製造 | stock | 634000 | 9.44 | 0 | TWD |
| 1 | 2025-05-05 | 00980A | 2454 | 聯發科技 | stock | 269000 | 6.49 | 0 | TWD |
| 2 | 2025-05-05 | 00980A | 2308 | 台達電子工業 | stock | 475000 | 5.41 | 0 | TWD |
=== "Schema"
```
{
date: str, # date (holding as-of date)
stock_id: str, # ETF id (data_id)
component_stock_id: str, # constituent code (TW code / foreign ticker / bond CUSIP)
component_stock_name: str, # constituent name
asset_type: str, # asset type (stock/bond/futures/option/cash/etf/repo/other)
shares: float, # shares (par value for bonds, contracts for futures)
weight: float, # weight (%)
market_value: float, # market value
currency: str, # currency
}
```
86 changes: 85 additions & 1 deletion docs/tutor/TaiwanMarket/Chip.md
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Expand Up @@ -22,6 +22,7 @@
- [鉅額交易買賣日報表 TaiwanStockBlockTradingDailyReport](https://finmind.github.io/tutor/TaiwanMarket/Chip/#taiwanstockblocktradingdailyreport-sponsor)
- [鉅額交易日成交資訊 TaiwanStockBlockTrade](https://finmind.github.io/tutor/TaiwanMarket/Chip/#taiwanstockblocktrade-sponsor)
- [借貸款項擔保品餘額表 TaiwanStockLoanCollateralBalance](https://finmind.github.io/tutor/TaiwanMarket/Chip/#taiwanstockloancollateralbalance-sponsor)
- [主動式ETF每日持股明細 TaiwanStockActiveETFHolding](https://finmind.github.io/tutor/TaiwanMarket/Chip/#taiwanstockactiveetfholding-sponsor)
- [公布處置有價證券表 TaiwanStockDispositionSecuritiesPeriod](https://finmind.github.io/tutor/TaiwanMarket/Chip/#taiwanstockdispositionsecuritiesperiod-backersponsor)
- [現股當日沖銷券差借券費率 TaiwanStockDayTradingBorrowingFeeRate](https://finmind.github.io/tutor/TaiwanMarket/Chip/#taiwanstockdaytradingborrowingfeerate-backersponsor)

Expand Down Expand Up @@ -2979,4 +2980,87 @@
}
```

----------------------------------
----------------------------------
#### 主動式ETF每日持股明細 TaiwanStockActiveETFHolding (只限 [sponsor](https://finmindtrade.com/analysis/#/Sponsor/sponsor) 會員使用)

- 資料區間:2025-05-05 ~ now
- 資料更新時間 **星期一至六 盤後**,實際更新時間以 API 資料為主
- 提供台灣掛牌主動式ETF(上市 + 上櫃)每日完整投資組合,包含成份標的代號、名稱、資產類別、股數、權重、市值、幣別;買賣標的可由相鄰交易日持股差分取得
- 可用 `data_id` 查詢單一 ETF(如 `00980A`),或僅用日期查詢當日全部主動式ETF持股
- 備註:各檔起始日不一(依掛牌日與來源可回溯範圍),部分 ETF 自上線後起逐日累積
- 備註:`shares`(股數)為整數;`market_value`(市值)僅**部分**主動式ETF於每日投資組合逐檔揭露,未揭露者該欄為 `0`,可自行以 `shares` 乘上成份股當日收盤價估算
- 備註:主動式ETF 投資組合含衍生品與現金/負債科目,非僅股票。**賣出選擇權、期貨等空方部位的 `shares`(口數)與 `market_value` 可為負**;應付款項等負債科目 `market_value` 亦可為負。可用 `asset_type`(`stock`/`option`/`future`/`bond`/`cash`/`other`)篩選,例如只看純股票持股取 `asset_type == "stock"`

!!! example
=== "Package"
```python
from FinMind.data import DataLoader

api = DataLoader()
# api.login_by_token(api_token='token')
df = api.taiwan_stock_active_etf_holding(
stock_id="00980A",
start_date="2025-05-05",
end_date="2025-05-31",
)
```
=== "Python"
```python
import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # 參考登入,獲取金鑰
headers = {"Authorization": f"Bearer {token}"}
parameter = {
"dataset": "TaiwanStockActiveETFHolding",
"data_id": "00980A",
"start_date": "2025-05-05",
"end_date": "2025-05-31",
}
data = requests.get(url, headers=headers, params=parameter)
data = data.json()
data = pd.DataFrame(data["data"])
print(data.head())
```
=== "R"
```R
library(httr)
library(data.table)
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # 參考登入,獲取金鑰
response = httr::GET(
url = url,
query = list(
dataset="TaiwanStockActiveETFHolding",
data_id="00980A",
start_date="2025-05-05",
end_date="2025-05-31",
token=token
)
)
data = content(response)
df = do.call("rbind", lapply(data$data, as.data.frame))
head(df)
```

!!! output
=== "DataFrame"
| | date | stock_id | component_stock_id | component_stock_name | asset_type | shares | weight | market_value | currency |
|---:|:-----------|:-----------|:---------------------|:-----------------------|:-------------|---------:|---------:|---------------:|:-----------|
| 0 | 2025-05-05 | 00980A | 2330 | 台灣積體電路製造 | stock | 634000 | 9.44 | 0 | TWD |
| 1 | 2025-05-05 | 00980A | 2454 | 聯發科技 | stock | 269000 | 6.49 | 0 | TWD |
| 2 | 2025-05-05 | 00980A | 2308 | 台達電子工業 | stock | 475000 | 5.41 | 0 | TWD |
=== "Schema"
```
{
date: str, # 日期(持股基準日)
stock_id: str, # ETF代號(data_id)
component_stock_id: str, # 成份標的代號(台股代號 / 海外 ticker / 債券 CUSIP)
component_stock_name: str, # 成份標的名稱
asset_type: str, # 資產類別 (stock/bond/futures/option/cash/etf/repo/other)
shares: float, # 股數(債券為面額、期貨為口數)
weight: float, # 權重(%)
market_value: float, # 市值(元)
currency: str, # 幣別
}
```
3 changes: 2 additions & 1 deletion docs/tutor/TaiwanMarket/DataList.en.md
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In the Taiwan financial market, we have 83 datasets, as listed below:
In the Taiwan financial market, we have 84 datasets, as listed below:

#### Technical

Expand Down Expand Up @@ -46,6 +46,7 @@ In the Taiwan financial market, we have 83 datasets, as listed below:
- [Block Trade Daily Report TaiwanStockBlockTradingDailyReport](https://finmind.github.io/en/tutor/TaiwanMarket/Chip/#taiwanstockblocktradingdailyreport-sponsor)
- [Block Trade Daily Trading Information TaiwanStockBlockTrade](https://finmind.github.io/en/tutor/TaiwanMarket/Chip/#taiwanstockblocktrade-sponsor)
- [Loan Collateral Balance Table TaiwanStockLoanCollateralBalance](https://finmind.github.io/en/tutor/TaiwanMarket/Chip/#taiwanstockloancollateralbalance-sponsor)
- [Active ETF Daily Holding TaiwanStockActiveETFHolding](https://finmind.github.io/en/tutor/TaiwanMarket/Chip/#taiwanstockactiveetfholding-sponsor)
- [Disposition Securities Announcement Table TaiwanStockDispositionSecuritiesPeriod](https://finmind.github.io/en/tutor/TaiwanMarket/Chip/#taiwanstockdispositionsecuritiesperiod-backersponsor)
- [Cash Day-Trading Short-Borrow Fee Rate TaiwanStockDayTradingBorrowingFeeRate](https://finmind.github.io/en/tutor/TaiwanMarket/Chip/#taiwanstockdaytradingborrowingfeerate-backersponsor)

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3 changes: 2 additions & 1 deletion docs/tutor/TaiwanMarket/DataList.md
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@@ -1,4 +1,4 @@
在台灣金融市場,我們擁有 83 種資料集,如下:
在台灣金融市場,我們擁有 84 種資料集,如下:

#### 技術面 Technical

Expand Down Expand Up @@ -46,6 +46,7 @@
- [鉅額交易買賣日報表 TaiwanStockBlockTradingDailyReport](https://finmind.github.io/tutor/TaiwanMarket/Chip/#taiwanstockblocktradingdailyreport-sponsor)
- [鉅額交易日成交資訊 TaiwanStockBlockTrade](https://finmind.github.io/tutor/TaiwanMarket/Chip/#taiwanstockblocktrade-sponsor)
- [借貸款項擔保品餘額表 TaiwanStockLoanCollateralBalance](https://finmind.github.io/tutor/TaiwanMarket/Chip/#taiwanstockloancollateralbalance-sponsor)
- [主動式ETF每日持股明細 TaiwanStockActiveETFHolding](https://finmind.github.io/tutor/TaiwanMarket/Chip/#taiwanstockactiveetfholding-sponsor)
- [公布處置有價證券表 TaiwanStockDispositionSecuritiesPeriod](https://finmind.github.io/tutor/TaiwanMarket/Chip/#taiwanstockdispositionsecuritiesperiod-backersponsor)
- [現股當日沖銷券差借券費率 TaiwanStockDayTradingBorrowingFeeRate](https://finmind.github.io/tutor/TaiwanMarket/Chip/#taiwanstockdaytradingborrowingfeerate-backersponsor)

Expand Down