MARKET · RETAIL LONG/SHORT

Micro-TAIEX Futures Retail Long-Short Ratio

TMF data starts from 2024-08.

Retail Long-Short Ratio —

—%

vs. prior session —

—

Retail Long OI (lots)

—

Retail Short OI (lots)

—

Market Open Interest (lots)

—

Retail Ratio · TAIEX

Long (ratio ≥ 0) Short (ratio < 0) TAIEX Settlement day

Retail long/short = market OI − same-side institutional OI (foreign + trust + dealer). Ratio = (retail long − retail short) / market OI × 100%.

Daily Detail

Date	TAIEX	Retail Long	Retail Short	Retail Net	Retail Ratio

Auto Read

What is the retail long-short ratio?

The retail long-short ratio backs out retail positioning by subtracting the three major institutions' (foreign, trust, dealer) open interest from market-wide open interest, then expresses the retail long/short difference as a percentage of market OI. A higher reading means retail traders lean net long — often compared against institutional positioning to spot divergence. A single day's reading is not a prediction of future direction. TMF (Micro-TAIEX futures), with its low margin requirement, is the most direct read on retail sentiment.

No data for this range.

Failed to load data.

How much time do you spend wiring APIs, pulling data, and debugging — instead of thinking about strategy? Describe the signal, and BlaveClaw researches and backtests it.

See what BlaveClaw can do →

Market

Fundamentals

Ownership & Flows