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市場與價格

價格調整因子

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

價格調整因子——每次除權除息事件的還原因子,用以重建還原價格序列。這不是強化版 OHLCV。

← 價格調整因子資料集總覽

已驗證來源: TWSE·方案: starter·計費: 2 點·GET /v2/datasets/price-enhanced

價格調整因子是台灣市場資料集,來源為 TWSE,由 TW Market Data 以 GET /v2/datasets/price-enhanced 提供。

總覽

每次調整事件一列:`factor` 為還原因子,`reference_price` 為官方除權息參考價,`pre_event_close` 為事件前收盤。以原始收盤價乘上累積因子即可得還原序列——本資料集本身不提供已還原的價格。

欄位	型別	說明
`ticker`	string
`market`	string
`trade_date`	string
`event_type`	string	事件類型（除息／除權／除權息）。
`factor`	number	該事件的價格調整（還原）因子。
`pre_event_close`	number	除權息前一交易日收盤價。
`reference_price`	number	除權息參考價。

涵蓋範圍

列數	18,844
涵蓋起訖	2003-06-02 – 2026-08-31
分級	已驗證
量測時間	2026-09-01取自資料集登錄表

範例回應

此為本端點的真實回應。資料列位於 "envelope.data" 之下，來源資訊如下方所示；各資料集形狀不盡相同，請以本頁為準。

{
  "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": "TWSE TWT49U 除權除息計算結果 (derived back-adjustment factor)"
        },
        "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": "TWSE TWT49U 除權除息計算結果 (derived back-adjustment factor)"
        },
        "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
    }
  }
}

擷取自 2026-07-20 的線上 API。

本頁顯示原始中文值；英文頁會以標記取代，以維持全英文。

出處

以下欄位會隨資料一併回傳,記錄這一列的來源。它們屬於出處而非本資料集要講的事實,因此列在這裡而不進欄位表。

providersource_rolelineageupdated_at

授權與顯名

本服務部分資料取自政府資料開放平臺(data.gov.tw),依「政府資料開放授權條款-第1版」授權利用。資料提供機關:臺灣證券交易所、證券櫃檯買賣中心、臺灣期貨交易所、臺灣集中保管結算所、國家發展委員會、中央銀行、經濟部統計處、財政部關務署。本服務之加值處理、衍生計算與呈現方式由 TWMD 負責,與各資料提供機關無涉。

引用此資料集

TW Market Data. (n.d.). 價格調整因子 [Data set]. TW Market Data. Retrieved 2026-09-05, from https://twmarketdata.com/zh-TW/docs/api/market-prices/price-enhanced

版本取自資料集自己的 as_of，不是這一頁的產生日期。沒有 as_of 的資料集就不列這個欄位，不會補一個看起來合理的值。驗證簽章

可與本資料集對齊的其他資料集。每組都標出可用來 join 的欄位,規劃跨表查詢時不必自己猜。

指數成分股
可用 market + ticker + trade_date 對齊
漲跌停事件
可用 market + ticker + trade_date 對齊
大波動日情境卡
可用 market + ticker + trade_date 對齊
漲跌停價日線
可用 market + ticker + trade_date 對齊
技術指標
可用 market + ticker + trade_date 對齊

快速開始

把你的金鑰放進 X-API-Key 標頭。
加上查詢參數（symbol、日期區間、limit）。
送出請求並讀取 envelope.data 陣列。

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

篩選參數

參數	必填	型別	說明
`ticker`	否	string	由端點自身在 envelope.request_context.supported_filter_fields 宣告。
`date_from`	否	string	由端點自身在 envelope.request_context.supported_filter_fields 宣告。
`date_to`	否	string	由端點自身在 envelope.request_context.supported_filter_fields 宣告。

Python 範例

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

此端點為 GET /v2/datasets/price-enhanced。完整機器可讀 schema（參數、認證、回應封裝）見 OpenAPI spec。

備註與限制

以 factor 對跨事件的歷史股價序列做還原;reference_price 為官方除權息參考價,非實際成交價。

請求與回應

請求

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

回應

{
  "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>"
    }
  }
}