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Investor conference calendar

Investor conference calendar

VerifiedSource: MOPS·Plan: free·Cost: 1 credits·GET /v2/datasets/investor-conference-calendar

Investor conference calendar is a Taiwan market dataset sourced from MOPS, served by TW Market Data as GET /v2/datasets/investor-conference-calendar.

Overview

Investor conference calendar — grain: ticker / market / conference_date.

FieldTypeDescription
tickerstring
company_namestring
marketstringTWSE / TPEx
conference_datestringConference date — when it is held; future-dated by construction
announcement_datestringAnnouncement date — when it was disclosed; this is the point-in-time axis
event_titlestring
event_subjectstring
date_semanticsstring

Example response

A real response from this endpoint. Rows are returned under "data", and provenance is carried in the shape shown below — it is not identical across datasets, so read this page's rather than assuming another's.

{  "dataset_id": "investor_conference_calendar",  "request_context": {    "scope": "tw_investor_conference_calendar",    "coverage_type": "event_calendar",    "filters": {      "ticker": "6277",      "date_from": null,      "date_to": null,      "upcoming_only": false,      "limit": 50    },    "min_conference_date": "2026-08-11",    "max_conference_date": "2026-08-11"  },  "quality": {    "row_count": 1,    "upcoming_count": 1,    "latest_announcement_date": "2026-08-04",    "sensitive_fields_exposed": false  },  "lineage": {    "sources": [      "MOPS Investor Conference Listed"    ],    "authorities": [      "TWSE MOPS Open Data"    ],    "semantics": "<Chinese value - see the zh page>"  },  "error": null,  "data": [    {      "ticker": "6277",      "company_name": "<Chinese value - see the zh page>",      "market": "TWSE",      "conference_date": "2026-08-11",      "announcement_date": "2026-08-04",      "event_title": "<Chinese value - see the zh page>",      "event_subject": "<Chinese value - see the zh page>",      "source_name": "MOPS Investor Conference Listed",      "source_url": "https://mopsfin.twse.com.tw/opendata/t187ap04_L.csv",      "source_authority": "TWSE MOPS Open Data",      "event_version": "investor_conference_calendar_v1",      "date_semantics": "forward_only_official_mops_keyword_filter"    }  ],  "data_count": 1,  "known_gaps": [    "thin_dataset_thirteen_events_not_comprehensive_conference_coverage",    "keyword_filtered_from_official_mops_t187ap04_l_not_an_exhaustive_event_feed",    "conference_date_is_forward_looking_freshness_is_refresh_recency_not_period_distance"  ],  "warnings": [    "not_investment_advice"  ],  "envelope": {    "dataset_id": "investor_conference_calendar",    "scope": "tw_investor_conference_calendar",    "row_count": 1  }}

Captured from the live API on 2026-07-20.

Chinese data values are shown as a marker here so this page stays in English; the /zh page shows them verbatim.

Provenance

These columns are returned alongside the data and record where the row came from. They are provenance, not the dataset's subject matter, so they are listed here rather than in the field table.

source_namesource_urlsource_authorityevent_version

Related datasets

Datasets that join with this one. The key each pair aligns on is shown, so you can plan a multi-table query without guessing.

Getting started

  1. Put your key in the X-API-Key header.
  2. Add query parameters (symbol, date range, limit).
  3. Send the request and read the data array.
curl "https://api.twmarketdata.com/v2/datasets/investor-conference-calendar?symbol=2330" \  -H "X-API-Key: sk_live_..."

Filtering

ParameterRequiredTypeDescription
symbolYesstringTicker, e.g. 2330.
start_dateNostring (YYYY-MM-DD)Start of the query range.
end_dateNostring (YYYY-MM-DD)End of the query range.
limitNointegerMaximum rows to return.

Python

A first call:

import requests resp = requests.get(    "https://api.twmarketdata.com/v2/datasets/investor-conference-calendar",    params={"symbol": "2330"},    headers={"X-API-Key": "sk_live_..."},)resp.raise_for_status()print(resp.json()["data"])

With a date-range filter:

import requests # The full verified example — the same call with every supported filter set.resp = requests.get(    "https://api.twmarketdata.com/v2/datasets/investor-conference-calendar",    params={"symbol": "2330"},    headers={"X-API-Key": "sk_live_..."},)resp.raise_for_status()for row in resp.json()["data"]:    print(row)

OpenAPI

This endpoint is GET /v2/datasets/investor-conference-calendar. The full machine-readable schema (parameters, security, response envelope) lives in the OpenAPI spec.

Notes & limitations

  • Forward-looking by construction: conference_date is a future date, so its distance from today is not staleness — announcement_date is the freshness axis. Coverage: polled every trading day; the stored series begins 2026-06 and only the rolling MOPS window is retrievable, so a conference announced and held before that window is not present.