Korean Market Data: daily foreign investor flows and KRX sector indices

Two datasets covering the Korean stock market (KOSPI and KOSDAQ), rebuilt every trading day from primary Korean sources and published in English, machine-readable.

1. Foreign and institutional investor flows. Daily net buying by investor class for every KOSPI and KOSDAQ common stock (2,555 names, not a top-50 sample), over 1-day, 5-day and 20-day windows, in shares and in value. SPACs, ETFs and preferred shares are excluded.

2. KRX sector index performance. All 44 Korea Exchange sector indices plus the KOSPI and KOSDAQ benchmarks, with returns over four windows, each sector's excess return against its own market, and a daily year-to-date time series rebased to 100.

Why this exists. Korea is the world's 13th-largest equity market, and both series are published daily by Korean institutions — in Korean, in formats built for domestic use. Mainstream English-language finance sites do not carry them: Yahoo Finance and TradingView carry no KRX sector indices at all, and the wires publish a single aggregate foreign-flow number and nothing per-stock.

Accuracy. On 24 July 2026 the settled market-wide foreign net was reported as −KRW 3.2828tn; summing this dataset over the same session gives −KRW 3.2796tn, a 0.1% difference. Value figures are derived: flows arrive as share counts and are valued at each day's settled close. Only settled sessions are included — no intraday snapshots.

Sources: Korea Investment & Securities OpenAPI (investor net-buy per stock), Korea Exchange Open API (closes, share counts, market caps, sector indices). These files are derived aggregates and returns, not a mirror of the underlying vendor feeds. Full method and known limitations in docs/METHODOLOGY.md.