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In Taiwan, where trades exceeding NT$15 million or 500 units are classified as block trades, they include both matched trades and continuous trading. TEJ offers detailed information on each block trade, such as transaction prices and share volumes, providing investors with a comprehensive view of these significant market activities. Block trade data provides insights into high-value transactions, revealing market liquidity, institutional behavior, and volatility impacts.
| 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 | -Company Code -Company Name -Date -OD -Type -Classification -Delivery Type -Price -Volume -Amount |
For investors, block trades can cause short-term market volatility, especially in low-liquidity environments, where uncertainty about transaction motives adds instability. Prominent investor-led trades often signal confidence, triggering follow-up actions and amplifying volatility. Additionally, large sell orders can reduce liquidity, and frequent trades may shift market structure. Analyzing block trade data helps investors track trends and optimize decisions.
