u/Effective_Fennel7780

▲ 9 r/quantindia+2 crossposts

Taiwan and Korea have been two of the most interesting equity markets over the past year , and for good reason. Strong macro setups, semiconductor tailwinds, and some genuinely inefficient corners of the market.

As a Quant Researcher, I've been going through a few research papers lately that flag some potentially exploitable short-term patterns in both markets. Naturally, the next step is to get into the data and stress-test these ideas properly.

But here's where I'm stuck; finding reliable, granular historical data for Taiwan (TWSE/TPEx) and Korea (KRX — KOSPI/KOSDAQ) is surprisingly painful compared to other markets.

For reference, in the US we have Alpaca, Polygon Labs, Databento. In India, Global Datafeeds, Zerodha and TrueData™ Financial Information Pvt Ltd handle tick-level data well. But the equivalent for Asian markets? The options either feel opaque or require an enterprise contract before you can even ask a question.

Looking for recommendations; free or paid on:

  1. Tick-by-tick to 1-min OHLCV historical data

  2. Full equity universe coverage across TWSE/TPEx and KRX (not just index constituents)

  3. Clean API access or structured data delivery

Bonus: Anyone sitting on historical derivatives data (options/futures) for either market — that would be exceptional.

If you've solved this problem — or have strong opinions on what to avoid — drop it in the comments. Happy to compile everything into a shared resource for the community.

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u/Effective_Fennel7780 — 10 days ago