Is the money coming in or going out?

Price tells you what was agreed. It does not tell you who was on which side. Taiwan happens to publish that: every session, the net buying and selling of foreign institutions, domestic investment trusts and proprietary dealers is filed per ticker. This page puts those three flows next to each other, plus how many consecutive sessions the foreign side has been leaning the same way.

Watching a price move with no read on who is behind it.
Not knowing whether foreign buying started today or has been running for two weeks.
Terminals disagreeing on the same figure, with no way to tell which one is the filing as filed.

See it

The three institutional flows for five tickers on the most recent filed session, with the length of the current foreign run. Rendered on the server with no key, no signup and no quota.

Five tickers · latest filed sessionGET /v1/institutional · /v1/institutional/streak

Ticker	Foreign net	Investment trust net	Dealer net	Foreign run
2330 TSMC	-3,957,455	939,367	1,637,533	7 sessions selling
2454 MediaTek	-2,585,805	430,877	349,089	5 sessions selling
2317 Hon Hai (Foxconn)	-33,608,017	307,892	760,860	3 sessions selling
2308 Delta Electronics	-1,198,399	532,063	381,498	3 sessions selling

Session dated 2026-07-30 · figures are net shares, buys minus sells, as filed after the close · a run counts consecutive sessions in the same direction up to that date · source: Taiwan official exchange public data (GODL v1) · a record of what happened, not a signal.

What we publish is data and tooling — not investment advice, not stock picks, and no promise of returns. Every figure is either an official public source reproduced as published, or a derivation we document well enough for you to recompute it. What you trade on it is your call. Institutional flow is a record of positions already taken. Institutions are frequently wrong, and they exit.

How it is built

The flows are filed daily and reproduced as filed. The only work done here is alignment and counting.

Filings reproduced as filed

Net buying and selling for foreign institutions, investment trusts and dealers comes from the official daily disclosure, stored per session and never rewritten afterwards. Where a terminal disagrees, this is the filing it was derived from.

Runs counted backwards from the latest session

A run is the number of consecutive sessions in the same direction, counted back from the most recent filed day. It separates a single session of buying from a position being built over weeks, which the daily number alone cannot show.

History depth is tiered, the numbers are not

The free tier returns the latest filed session; the indie tier a rolling ninety-day window; the quant tier the full series. The figures are identical across tiers — only the reach differs.

Coverage is stated rather than filled in

The daily flow panel covers a high-coverage subset of the market. A ticker outside it returns a coverage answer, not an estimate, because a fabricated flow figure is worse than a missing one.

Terms

Four terms, in plain words:

Foreign institutions

Offshore funds and institutional accounts. In short: the largest single force in this market by turnover, which is why their direction is watched more closely than anyone else's.

Investment trusts

Domestic asset managers running mutual funds. In short: local money with mandates and quarter-end reporting, so their behaviour near period ends is not always about conviction.

Net buying

Purchases minus sales in the same session. In short: positive means the group ended the day a net buyer; the size is the weight behind it, expressed here in shares rather than currency.

Runconsecutive sessions

The count of unbroken sessions in one direction. In short: five sessions of buying is a different statement from one, and the raw daily number cannot distinguish them.

Where the line is

Flow data is a record of decisions already made and filed after the close, so it is history rather than a leading indicator. It is also a net figure: a large institution rotating between two internal books can print a number that looks like conviction and is not, and index rebalancing moves size for reasons that have nothing to do with a view on the company. The useful reading is direction and persistence over weeks, taken alongside the fundamentals rather than instead of them.

FAQ

How do I tell if foreign buying just started or has been running?

The run column counts consecutive sessions in the same direction, backwards from the most recent filed day. One session of net buying and eight in a row are very different statements about intent, and the daily figure on its own cannot separate them.

My terminal shows a different number. Which one is right?

The figures here are the official daily filings reproduced as filed, with no adjustment other than aligning them to the session date. Vendors often net across categories differently or convert shares to currency at their own reference price, which is usually where the discrepancy comes from.

How much history does the free tier give me?

The latest filed session. The indie tier covers a rolling ninety-day window and the quant tier the full series. The numbers are the same at every tier — what a paid tier buys is depth, not different data.

Which tickers are covered?

A high-coverage subset of the listed market rather than every registered ticker. Anything outside it returns a coverage answer instead of an estimated flow, because a fabricated figure is worse than an absent one.

Is institutional buying a signal to follow?

No, and it is worth being blunt about it. This is a record of positions already taken and filed after the close. Institutions are often wrong, they exit, and a large net figure can come from index rebalancing or internal rotation rather than a view on the company.

Run it yourself

The free tier needs no signup — call this feature's API straight away with the demo key. Unlock as-of history and full ticker coverage on a paid tier.

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