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Market & Prices

Price Move Context Cards

Name: Price Move Context Cards
Creator: TW Market Data
License: https://twmarketdata.com/en/legal/licensing

One row per (symbol, trade_date, market) on days a stock made a large move — firing when |Δ%|≥5% OR its excess over TAIEX ≥4% (sign-independent). Bundles the move, magnitude bucket, an era-aware limit-move flag, same-day corporate/chip context (institutional net, margin delta, day-trade ratio), and any official event on that date. Derived from TWMD normalized prices + TAIEX + official event/dividend/chip tables. Not a forecast, not a recommendation.

← Price Move Context Cards overview

DerivedSource: TWSE·Plan: starter·Cost: 2 credits·GET /v2/datasets/price-move-context

Price Move Context Cards is a Taiwan market dataset sourced from TWSE, served by TW Market Data as GET /v2/datasets/price-move-context, with data as of 2026-07-31.

Data as of 2026-07-31 (trade_date).

Overview

Field	Type	Description
`ticker`	string
`market`	string
`trade_date`	string
`pct_change`	number	stock daily return
`market_pct_change`	number	TAIEX return; NULL on TAIEX-gap days
`relative_to_market`	number	stock−market excess (signed)
`magnitude_bucket`	string	<5 / >=5 / >=9.5 …
`hit_track`	string	absolute / relative / both
`limit_move_flag`	boolean	era-approx limit hit
`limit_move_flag_method`	string	'approx' (v0)
`events`	array	official events on date; [] if none
`no_official_event`	boolean
`event_coverage_note`	null
`inst_net`	null	institutional net
`margin_delta`	null	margin balance Δ
`day_trade_ratio`	null	day-trade share
`threshold_version`	string
`grade`	string

Coverage

Rows	~402,692
Window	2010-01-04 – 2026-09-04
Grade	Derived
Measured	2026-09-04from the dataset registry

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": "price_move_context",
  "request_context": {
    "scope": "large_move_day_context",
    "coverage_type": "daily_derived",
    "filters": {
      "ticker": null,
      "market": null,
      "magnitude_bucket": null,
      "trade_date": null,
      "date_from": null,
      "date_to": null,
      "limit_moves_only": false,
      "limit": 50
    },
    "min_trade_date": "2026-08-05",
    "max_trade_date": "2026-08-05"
  },
  "quality": {
    "row_count": 50,
    "ticker_count": 50,
    "rows_without_matched_event": 50,
    "magnitude_buckets_present": [
      "5-7",
      "7-9.5",
      "<5"
    ],
    "sensitive_fields_exposed": false
  },
  "lineage": {
    "threshold_versions": [
      "pmc_v1"
    ],
    "semantics": "For a sharp single-day move: the market's move that day, the move net of it, a magnitude bucket, whether it was a limit move, any co-occurring official filings, and same-day chip context. Association, not causation."
  },
  "error": null,
  "data": [
    {
      "ticker": "00631L",
      "market": "TWSE",
      "trade_date": "2026-08-05",
      "pct_change": 0.0622084,
      "market_pct_change": 0.0288,
      "relative_to_market": 0.0334084,
      "magnitude_bucket": "5-7",
      "hit_track": "absolute",
      "limit_move_flag": false,
      "limit_move_flag_method": "approx",
      "events": [],
      "no_official_event": true,
      "event_coverage_note": null,
      "inst_net": null,
      "margin_delta": null,
      "day_trade_ratio": null,
      "threshold_version": "pmc_v1",
      "grade": "derived",
      "provider": "twmd_derived"
    },
    {
      "ticker": "00632R",
      "market": "TWSE",
      "trade_date": "2026-08-05",
      "pct_change": -0.03104421,
      "market_pct_change": 0.0288,
      "relative_to_market": -0.05984421,
      "magnitude_bucket": "<5",
      "hit_track": "relative",
      "limit_move_flag": false,
      "limit_move_flag_method": "approx",
      "events": [],
      "no_official_event": true,
      "event_coverage_note": null,
      "inst_net": null,
      "margin_delta": null,
      "day_trade_ratio": null,
      "threshold_version": "pmc_v1",
      "grade": "derived",
      "provider": "twmd_derived"
    }
  ],
  "data_count": 50,
  "known_gaps": [
    "events_are_CO_OCCURRING_official_filings_not_established_causes",
    "no_official_event_true_means_none_was_matched_not_that_none_occurred",
    "relative_to_market_is_the_move_net_of_the_index_not_a_risk_adjusted_alpha"
  ],
  "warnings": [
    "not_investment_advice"
  ],
  "envelope": {
    "dataset_id": "price_move_context",
    "scope": "large_move_day_context",
    "row_count": 50
  }
}

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

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.

provider

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. (2026). Price Move Context Cards (Version 2026-07-31) [Data set]. TW Market Data. Retrieved 2026-09-05, from https://twmarketdata.com/en/docs/api/market-prices/price-move-context

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 adjustment factors
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 data array.

curl "https://api.twmarketdata.com/v2/datasets/price-move-context" \
  -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

import requests

resp = requests.get(
    "https://api.twmarketdata.com/v2/datasets/price-move-context",
    params={},
    headers={"X-API-Key": "sk_live_..."},
)
resp.raise_for_status()
print(resp.json()["data"])

OpenAPI

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

Request & Response

Request

curl "https://api.twmarketdata.com/v2/datasets/price-move-context?symbol=2330&start_date=2026-01-01&end_date=2026-06-30&limit=5" \
  -H "X-API-Key: $TWMD_API_KEY"

Response

{
  "dataset_id": "price_move_context",
  "quality": {
    "row_count": "<number>",
    "ticker_count": "<number>",
    "rows_without_matched_event": "<number>",
    "magnitude_buckets_present": "<array>",
    "sensitive_fields_exposed": "<boolean>"
  },
  "error": null,
  "data": [
    {
      "ticker": "<string>",
      "market": "<string>",
      "trade_date": "<string>",
      "pct_change": "<number>",
      "market_pct_change": "<number>",
      "relative_to_market": "<number>",
      "magnitude_bucket": "<string>",
      "hit_track": "<string>",
      "limit_move_flag": "<boolean>",
      "limit_move_flag_method": "<string>",
      "events": "<array>",
      "no_official_event": "<boolean>",
      "event_coverage_note": "<null>",
      "inst_net": "<null>",
      "margin_delta": "<null>",
      "day_trade_ratio": "<null>",
      "threshold_version": "<string>",
      "grade": "<string>",
      "provider": "<string>"
    }
  ],
  "data_count": 50,
  "known_gaps": [
    "<string>"
  ],
  "warnings": [
    "<string>"
  ],
  "envelope": {
    "dataset_id": "<string>",
    "scope": "<string>",
    "row_count": "<number>"
  }
}