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FOR AI AGENTS

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OVERVIEW

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DATA APIS

Index dataMarket indicesUnified daily pricesTPEx daily pricesTWSE daily pricesEx-rights & dividend adjustment factorsPrice-limit (daily)Return index (daily)Adjusted pricesIndex constituentsMarket breadthCore valuation (daily)Valuation dataTechnical indicatorsIndex classificationMarket overview snapshots

GUIDES

How to get the 3 financial statementsHow to read institutional flowsHow to check market statusHow to wire a strategy / AI agent

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Building an AI agent? Start with /llms.txt for the full site index.

Market & Prices

Ex-rights & dividend adjustment factors

Ex-rights / ex-dividend price adjustment factors per stock per event — the back-adjustment factor and reference price from the official TWSE TWT49U calculation.

VerifiedSource: TWSE·Plan: starter·Cost: 2 credits·GET /v2/datasets/price-enhanced

Overview

price-enhanced returns one row per stock per ex-rights / ex-dividend event with the adjustment factor used to back-adjust historical prices, the pre-event close and the reference price, sourced from the official TWSE TWT49U report. It is the correct source for building a continuous back-adjusted price series — it is not an OHLCV or derived-indicator dataset.

FieldTypeDescription
symbolstringTicker.
datestringEx-rights / ex-dividend date.
event_typestringCorporate-action type (ex-dividend / ex-rights / both).
factornumberPrice adjustment (back-adjustment) factor for the event.
pre_event_closenumberClosing price the trading day before the event.
reference_pricenumberEx-rights / ex-dividend reference price.
source_rolestringCanonical source role (official_twse_twt49u).

Coverage

TODO — exact row / symbol counts and the coverage window are pending a measured snapshot; the source is the official TWSE TWT49U ex-rights/dividend report (present through the latest event). No counts are shown rather than fabricated ones.

Example response

TODO — no real response has been captured for this dataset yet. It needs an entitled API key, or its required parameters are not yet known. Rather than show an example nobody has observed, this section stays empty.

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 returned payload.
curl "https://api.twmarketdata.com/v2/datasets/price-enhanced?ticker=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/price-enhanced",    params={"ticker": "2330"},    headers={"X-API-Key": "sk_live_..."},)resp.raise_for_status()print(resp.json())

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/price-enhanced",    params={"ticker": "2330"},    headers={"X-API-Key": "sk_live_..."},)resp.raise_for_status()print(resp.json())

OpenAPI

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

Notes & limitations

  • Use the factor to back-adjust a historical price series across the event; the reference price is the official ex-rights/dividend reference, not a traded price.

Request & Response

Request

curl "https://api.twmarketdata.com/v2/datasets/price-enhanced" \  -H "X-API-Key: $TWMD_API_KEY"

Authenticate with the X-API-Key header, using a sk_live_ key issued in the dashboard.

Response

TODO — no response has been captured for this dataset yet (it needs an entitled key, or its required parameters are not yet known). No example is shown rather than an invented one.

The grade badge on this page is a documentation classification, not a response field.