Table of Contents
Odd-lot trading (odd-lot trade) in Taiwan refers to buying and selling shares in quantities of fewer than 1,000 shares, lowering capital thresholds for retail investors.
TEJ Odd-Lot Trading Data converts Taiwanese odd-lot activity into structured financial insights. It covers intra-day and post-market session mechanisms, fee structures, and trading metrics. Integrated with TEJ’s proprietary database, it bridges retail market trends with quantitative finance.
| Item | Information |
| Frequency | Daily |
| Source | Taiwan Stock Exchange (TWSE) and Taipei Exchange (TPEx) |
| Scale | Listed and delisted companies in Taiwan. The number of listed companies is around 1700. |
| Historical Period | From 2013/01/01 |
| Fields Included | -CO_ID -Name -Date -Market -First_Price_Intraday -Last_Price_Intraday -Highest_Price_Intraday -Lowest_Price_Intraday -Volume_Intraday -Amount_Intraday -Transaction_Intraday -Best_Bid_price_Intraday -Best_Bid_Volume_Intraday -Best_Ask_price_Intraday -Best_Ask_Volume_Intraday -Trade_Price_After_Hour -Volume_After_Hour -Amount_After_Hour -Transaction_After_Hour -Best_Bid_price_After_Hour -Best_Bid_Volume_After_Hour -Best_Ask_price_After_Hour -Best_Ask_Volume_After_Hour |
Improving research efficiency: Streamlines market liquidity and volume analysis without manual data aggregation.
Enhancing market analysis: Tracks regulatory policy shifts, trading intervals, and retail investor participation.
Supporting quantitative workflows: Serves as a data source for backtesting strategies and algorithmic trading via TEJ PRO and TEJ API.
