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Market & Prices

Price adjustment factors

Name: Price adjustment factors
Creator: TW Market Data
License: https://twmarketdata.com/en/legal/licensing

Price adjustment factors — the ex-rights / ex-dividend adjustment factor per event, used to reconstruct an adjusted price series. NOT enhanced OHLCV.

← Price adjustment factors overview

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

Price adjustment factors is a Taiwan market dataset sourced from TWSE, served by TW Market Data as GET /v2/datasets/price-enhanced.

Overview

One row per adjustment event: `factor` is the adjustment (back-adjustment) factor and `reference_price` is the official ex-rights/ex-dividend reference price. `pre_event_close` is the close before the event. Multiply a raw close by the cumulative factor to get an adjusted series — the dataset does not ship adjusted prices itself.

Field	Type	Description
`ticker`	string
`market`	string
`trade_date`	string
`event_type`	string	Corporate-action type (ex-dividend / ex-rights / both).
`factor`	number	Price adjustment (back-adjustment) factor for the event.
`pre_event_close`	number	Closing price the trading day before the event.
`reference_price`	number	Ex-rights / ex-dividend reference price.

Coverage

Rows	18,844
Window	2003-06-02 – 2026-08-31
Grade	Verified
Measured	2026-09-01from the dataset registry

Example response

A real response from this endpoint. Rows are returned under "envelope.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.

{
  "api_version": "v2",
  "endpoint": "/v2/datasets/price-enhanced",
  "request_id": "req_620df4fc95b4",
  "plan_id": "enterprise",
  "dataset": "price_enhanced",
  "query": {
    "ticker": "9105",
    "date_from": null,
    "date_to": null,
    "limit": 50,
    "offset": 0,
    "sort_by": "trade_date",
    "sort_order": "desc"
  },
  "meta": {
    "rows_returned": 44,
    "mandatory_contract_fields_present": [
      "api_version",
      "data",
      "data_as_of"
    ],
    "plan": "enterprise",
    "row_limit": 100000,
    "is_limited": false
  },
  "envelope": {
    "api_version": "v2",
    "dataset": "price_enhanced",
    "dataset_version": "v2.0.0-preview",
    "release_version": "v2.2026-03-19.preview",
    "release_date": "2026-03-19",
    "data_as_of": "2026-03-19",
    "request_context": {
      "ticker": "9105",
      "as_of_date": "2026-03-19",
      "family": "market_technical",
      "field_group_type": "derived",
      "dataset_view": "price_enhanced_v1",
      "supported_sort_by": [
        "trade_date"
      ],
      "supported_filter_fields": [
        "ticker",
        "date_from",
        "date_to"
      ],
      "price_basis": "close"
    },
    "data": [
      {
        "ticker": "9105",
        "market": "TWSE",
        "trade_date": "2026-03-19",
        "event_type": "ex_dividend",
        "factor": 0.98482293,
        "pre_event_close": 5.93,
        "reference_price": 5.84,
        "provider": "twse_official",
        "source_role": "derived_price_adjustment",
        "lineage": {
          "row_index": 6652,
          "source_hash": "padj:9105:2026-03-19:ex_dividend",
          "payload_date": "20260319",
          "request_date": "2026-03-19",
          "endpoint_name": "twse_exchangeReport_TWT49U",
          "source_authority": "<Chinese value - see the zh page>"
        },
        "updated_at": "2026-07-02T03:27:10.904277+00:00"
      },
      {
        "ticker": "9105",
        "market": "TWSE",
        "trade_date": "2025-08-28",
        "event_type": "ex_dividend",
        "factor": 0.98850575,
        "pre_event_close": 6.09,
        "reference_price": 6.02,
        "provider": "twse_official",
        "source_role": "derived_price_adjustment",
        "lineage": {
          "row_index": 6229,
          "source_hash": "padj:9105:2025-08-28:ex_dividend",
          "payload_date": "20250828",
          "request_date": "2025-08-28",
          "endpoint_name": "twse_exchangeReport_TWT49U",
          "source_authority": "<Chinese value - see the zh page>"
        },
        "updated_at": "2026-07-02T03:26:34.515909+00:00"
      }
    ],
    "quality": {
      "freshness_state": "fresh",
      "freshness_as_of": "2026-03-19",
      "completeness_ratio": 1,
      "quality_status": "ready"
    },
    "lineage": {
      "source_role": "canonical",
      "selected_source": "twse_official",
      "fallback_chain": [
        "tpex_official",
        "data_gov_mirror"
      ],
      "policy_notes": [
        "official/public-first canonical",
        "price_enhanced derived from normalized official daily prices with deterministic return/volatility formulas",
        "unstable fields excluded from public contract (signal/label/score/custom factor and non-stable turnover_ratio)"
      ]
    },
    "error": {
      "error_code": null,
      "error_message": null,
      "dataset": "price_enhanced",
      "request_id": "read-api-8d8df254d173",
      "blocking_gate": null
    }
  }
}

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.

providersource_rolelineageupdated_at

Licence and attribution

Part of the data in this service is obtained from the Government Open Data Platform (data.gov.tw) and used under the Open Government Data License, version 1.0. Providing agencies: Taiwan Stock Exchange, Taipei Exchange, Taiwan Futures Exchange, Taiwan Depository & Clearing Corporation, National Development Council, Central Bank of the Republic of China (Taiwan), Department of Statistics of the Ministry of Economic Affairs, and Customs Administration of the Ministry of Finance. The value-added processing, derived calculations and presentation in this service are the responsibility of TWMD and are not associated with the providing agencies.

Cite this dataset

TW Market Data. (n.d.). Price adjustment factors [Data set]. TW Market Data. Retrieved 2026-09-05, from https://twmarketdata.com/en/docs/api/market-prices/price-enhanced

The version is the dataset's own as_of, not the date this page was built. Where we have no as_of the field is left out rather than filled in. Check a signature

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

Index constituents
Joins on market + ticker + trade_date
Limit-Up/Down Events
Joins on market + ticker + trade_date
Price Move Context Cards
Joins on market + ticker + trade_date
Price-limit (daily)
Joins on market + ticker + trade_date
Technical indicators
Joins on market + ticker + trade_date

Getting started

Put your key in the X-API-Key header.
Add query parameters (symbol, date range, limit).
Send the request and read the envelope.data array.

curl "https://api.twmarketdata.com/v2/datasets/price-enhanced?ticker=2330" \
  -H "X-API-Key: sk_live_..."

Filtering

Parameter	Required	Type	Description
`ticker`	No	string	Declared by the endpoint in envelope.request_context.supported_filter_fields.
`date_from`	No	string	Declared by the endpoint in envelope.request_context.supported_filter_fields.
`date_to`	No	string	Declared by the endpoint in envelope.request_context.supported_filter_fields.

Python

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()["envelope"]["data"])

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"

Response

{
  "api_version": "v2",
  "endpoint": "/v2/datasets/price-enhanced",
  "request_id": "req_620df4fc95b4",
  "plan_id": "enterprise",
  "dataset": "price_enhanced",
  "query": {
    "ticker": "<string>",
    "date_from": "<null>",
    "date_to": "<null>",
    "limit": "<number>",
    "offset": "<number>",
    "sort_by": "<string>",
    "sort_order": "<string>"
  },
  "meta": {
    "rows_returned": "<number>",
    "mandatory_contract_fields_present": "<array>",
    "plan": "<string>",
    "row_limit": "<number>",
    "is_limited": "<boolean>"
  },
  "envelope": {
    "api_version": "<string>",
    "dataset": "<string>",
    "dataset_version": "<string>",
    "release_version": "<string>",
    "release_date": "<string>",
    "data_as_of": "<string>",
    "request_context": {
      "ticker": "<string>",
      "as_of_date": "<string>",
      "family": "<string>",
      "field_group_type": "<string>",
      "dataset_view": "<string>",
      "supported_sort_by": "<array>",
      "supported_filter_fields": "<array>",
      "price_basis": "<string>"
    },
    "data": "<array>",
    "quality": {
      "freshness_state": "<string>",
      "freshness_as_of": "<string>",
      "completeness_ratio": "<number>",
      "quality_status": "<string>"
    },
    "lineage": {
      "source_role": "<string>",
      "selected_source": "<string>",
      "fallback_chain": "<array>",
      "policy_notes": "<array>"
    },
    "error": {
      "error_code": "<null>",
      "error_message": "<null>",
      "dataset": "<string>",
      "request_id": "<string>",
      "blocking_gate": "<null>"
    }
  }
}