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市場與價格

大波動日情境卡

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

大波動日情境卡:每筆為某股某交易日大幅變動時的情境(|Δ%|≥5% 或相對大盤超額≥4%,不分方向),含當日漲跌幅、量能分級、era 近似漲跌停旗標、同日法人淨額/融資增減/當沖比,及當日官方事件。衍生自正規化價格+加權指數+官方事件/除息/籌碼表。非預測、非建議。

← 大波動日情境卡資料集總覽

衍生來源: TWSE·方案: starter·計費: 2 點·GET /v2/datasets/price-move-context

大波動日情境卡是台灣市場資料集,來源為 TWSE,由 TW Market Data 以 GET /v2/datasets/price-move-context 提供,資料日 2026-07-31。

資料日 2026-07-31(trade_date)。

總覽

欄位	型別	說明
`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

涵蓋範圍

列數	約 402,692
涵蓋起訖	2010-01-04 – 2026-09-04
分級	衍生
量測時間	2026-09-04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 "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。

{
  "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
  }
}

擷取自 2026-07-20 的線上 API。

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。

provider

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. (2026). 大波動日情境卡 (Version 2026-07-31) [Data set]. TW Market Data. Retrieved 2026-09-05, from https://twmarketdata.com/zh-TW/docs/api/market-prices/price-move-context

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
價格調整因子
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 data 陣列。

curl "https://api.twmarketdata.com/v2/datasets/price-move-context" \
  -H "X-API-Key: sk_live_..."

篩選參數

參數	必填	型別	說明
`symbol`	是	string	股票代碼，例如 2330。
`start_date`	否	string (YYYY-MM-DD)	查詢起始日期。
`end_date`	否	string (YYYY-MM-DD)	查詢結束日期。
`limit`	否	integer	回傳筆數上限。

Python 範例

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

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

請求與回應

請求

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"

回應

{
  "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>"
  }
}