Dataset

Free

Trading Rules Reference

The change history of trading rules — per row: rule domain, rule key, effective date, end date, prior value, new value, market, and description; sourced from the TWSE.

Download without registration: sample data using one of the five no-key symbols (2330 TSMC) as the example.

What this data is

Each row is one change to one trading rule, carrying rule_domain / rule_key / effective_date / end_date / prior_value / new_value / market / description (rule domain, rule key, effective date, end date, prior value, new value, market, and description). Sourced from the TWSE, graded reference / master. Keyed on the data as-of date and point-in-time safe; The backend /v2/datasets meta exposes only grade / tier / point-in-time and no coverage window, so none is stated here.

Use cases

  • Recover the rule parameters (e.g. price limit) in force on any date via effective_date.
  • Track the history of tick, day-trading, and odd-lot rules.
  • Give backtests a point-in-time-correct rule baseline.

Why it matters for stock analysis

Rule parameters change over time; applying today's rules to the past distorts backtests. This dataset serves rule history with effective/end dates, point-in-time safe.

Coverage / Freshness / Source Policy

The change history of trading rules; one row per change to trading rule, fields rule_domain / rule_key / effective_date / end_date / prior_value / new_value; sourced from the TWSE (graded reference / master). Keyed on the data as-of date and point-in-time safe; (The backend /v2/datasets meta provides no coverage window, so none is stated.)

Updated as the backend refreshes; cadence follows the source's release schedule.

Sourced from the TWSE (graded reference / master); not investment advice.

Developer entry points

Related links