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TAIFEX Derivatives Market Market data from Taiwan’s leading derivatives exchange

Key product characteristics

  • The product is available in two versions: Core (netted data) and Ultra (un-netted data)
  • Both products provide level 1 and level 2 market data from TAIFEX
  • The products contain data for all derivatives tradeable on TAIFEX including TAIEX futures and options
  • Level 1 provides the best bid and ask price along with the respective order volumes and corresponding reference data
  • Level 2 contains all information provided in level 1 but includes the five best bid and ask prices and the respective volumes
  • Deutsche Börse is the licensor of TAIFEX information products to international clients
  • The information product is disseminated via direct data feeds from TAIFEX and indirectly through > vendors

TAIFEX Derivatives Market

  • Core information product
  • Provides netted pre-trade and post-trade information (i.e. bids, offers and traded prices are disseminated 8 times per second)
  • Price aggregated order book data up to order book depth 5

TAIFEX Derivatives Market Ultra

  • Ultra information product
  • Provides un-netted pre-trade and post-trade information (i.e. bids, offers and traded prices are disseminated as they occur)
  • Price aggregated order book data up to order book depth 5

TAIFEX

Taiwan Futures Exchange (TAIFEX) was established in 1997. Today, more than 300 products are listed and traded. They cover a wide range of categories, including stock index futures and options, single stock futures, equity options, gold futures and options, and currency futures.

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