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Companies & Events
MOPS major events (structured)
MOPS major events (structured)
GET /v2/datasets/mops-major-eventMOPS major events (structured) is a Taiwan market dataset sourced from MOPS, served by TW Market Data as GET /v2/datasets/mops-major-event.
Overview
MOPS major events (structured) — grain: ticker / event_date / event_time / source_group.
| Field | Type | Description |
|---|---|---|
ticker | string | |
market | string | |
event_date | string | |
event_time | null | |
event_type | string | Event type |
title | string | |
body | null | |
article_clause | string | |
event_classification | string | |
event_description | string |
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": "mops_major_event", "request_context": { "scope": "mops_material_information_filings", "coverage_type": "event_driven", "filters": { "ticker": "2890", "market": null, "event_type": null, "event_date": null, "date_from": null, "date_to": null, "include_placeholders": false, "limit": 50 }, "min_event_date": "2026-06-26", "max_event_date": "2026-06-26" }, "quality": { "row_count": 12, "ticker_count": 1, "placeholders_withheld": 0, "sensitive_fields_exposed": false }, "lineage": { "providers": [ "twse_mops_official" ], "semantics": "MOPS material-information filings as published: the announcement text itself. For a rule-engine classification of the same source, see major_event_taxonomy — this dataset does not infer anything." }, "error": null, "data": [ { "ticker": "2890", "market": "TWSE", "event_date": "2026-06-26", "event_time": null, "event_type": "mops_major_event", "title": "<Chinese value - see the zh page>", "body": null, "source_url": "https://mopsfin.twse.com.tw/opendata/t187ap04_L.csv", "provider": "twse_mops_official", "source_role": "official_mops_major_event_alias_route", "source_authority": "TWSE MOPS Open Data", "article_clause": "<Chinese value - see the zh page>", "event_classification": "<Chinese value - see the zh page>", "event_description": "<Chinese value - see the zh page>", "event_version": "mops_t187ap04_v1" }, { "ticker": "2890", "market": "TWSE", "event_date": "2026-06-26", "event_time": null, "event_type": "mops_major_event", "title": "<Chinese value - see the zh page>", "body": null, "source_url": "https://mopsfin.twse.com.tw/opendata/t187ap04_L.csv", "provider": "twse_mops_official", "source_role": "official_mops_major_event_alias_route", "source_authority": "TWSE MOPS Open Data", "article_clause": "<Chinese value - see the zh page>", "event_classification": "<Chinese value - see the zh page>", "event_description": "<Chinese value - see the zh page>", "event_version": "mops_t187ap04_v1" } ], "data_count": 12, "known_gaps": [ "placeholder_rows_are_excluded_by_default_see_placeholders_withheld", "event_date_is_the_filing_date_the_underlying_event_may_predate_it", "body_is_the_filings_own_text_verbatim_not_a_summary" ], "warnings": [ "not_investment_advice" ], "envelope": { "dataset_id": "mops_major_event", "scope": "mops_material_information_filings", "row_count": 12 }}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_urlprovidersource_rolesource_authorityevent_versionRelated 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.
- Major Event Taxonomy
Joins on event_date + market + ticker
- Attention & disposition events
Joins on event_date + market + ticker
- Capital Formation Events
Joins on event_date + market + ticker
- Stock split & par-value events
Joins on event_date + market + ticker
- Investor conference calendar
Joins on market + ticker
Getting started
- Put your key in the X-API-Key header.
- Add query parameters (symbol, date range, limit).
- Send the request and read the data array.
curl "https://api.twmarketdata.com/v2/datasets/mops-major-event?symbol=2330" \ -H "X-API-Key: sk_live_..."Filtering
| Parameter | Required | Type | Description |
|---|---|---|---|
symbol | Yes | string | Ticker, e.g. 2330. |
start_date | No | string (YYYY-MM-DD) | Start of the query range. |
end_date | No | string (YYYY-MM-DD) | End of the query range. |
limit | No | integer | Maximum rows to return. |
Python
A first call:
import requests resp = requests.get( "https://api.twmarketdata.com/v2/datasets/mops-major-event", 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/mops-major-event", 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/mops-major-event. The full machine-readable schema (parameters, security, response envelope) lives in the OpenAPI spec.
Notes & limitations
- The backend registry status is `partial`, so no claim of complete coverage is made. The knowledge axis is event_datetime (the announcement moment); intraday announcements move the market.