Skip to content

docs: 註記興櫃自營商分點 price=0 屬正常現象 #13

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
linsamtw merged 1 commit into from
Jul 17, 2026
Merged

docs: 註記興櫃自營商分點 price=0 屬正常現象 #13

Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
1 change: 1 addition & 0 deletions knowledge/datasets.md
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -274,6 +274,7 @@ FinMind 會員方案由低到高為 **Free → Backer → Sponsor → Sponsor Pr
- **Optional:** （無）
- **Key columns:** securities_trader, price, buy, sell, securities_trader_id, stock_id, date
- **描述:** 分點進出（單日，按券商分點列出買賣）
- **興櫃自營商 `price=0`（正常，非缺失）:** 興櫃股票（`TaiwanStockInfo` type=`emerging`）的推薦證券商兼造市（自營商，`securities_trader_id` 結尾為 `T`），雙向報價橫跨多個價位、無單一代表成交均價，故該分點列 `price` 顯示為 `0`（`buy`／`sell` 股數仍為正確值）。此為興櫃市場結構特性，非資料缺失或錯誤；同一檔興櫃的一般券商分點、以及上市櫃各分點（含自營商）皆有正常成交價。若地端回測會除以 `price`，可過濾 `price>0` 或排除結尾 `T` 的分點列。
- **Bulk download (Sponsor Pro):** `GET /api/v4/storage_objects?dataset=TaiwanStockTradingDailyReport&date=YYYY-MM-DD` 一次取整日全市場分點 parquet（signed URL，免逐檔查詢）；SDK `taiwan_stock_trading_daily_report(date='YYYY-MM-DD', use_object=True)`。此整日下載限 **Sponsor Pro**

### TaiwanStockWarrantTradingDailyReport
Expand Down
Loading