From 367d593c531ac97d471096cb1fc3c0e6868ef56e Mon Sep 17 00:00:00 2001 From: linsamtw Date: Fri, 10 Jul 2026 16:48:29 +0800 Subject: [PATCH 1/3] =?UTF-8?q?docs:=20add=20TaiwanStockActiveETFHolding?= =?UTF-8?q?=20(=E4=B8=BB=E5=8B=95=E5=BC=8FETF=E6=AF=8F=E6=97=A5=E6=8C=81?= =?UTF-8?q?=E8=82=A1=E6=98=8E=E7=B4=B0)?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit 配合 api / backend：新增 sponsor 資料集文件。 - Chip.md / Chip.en.md：新增章節（TOC + 說明 + Package/Python/R 範例 + Schema） stock_id=ETF代號、component_stock_id/component_stock_name=成份標的 - DataList.md/.en.md：新增條目 + 總數 83 -> 84 - WhatIsNew.md/.en.md：2026-07-10 資料區間 2025-05-05 ~ now - llms.txt + llms-full.txt：Chip 分類 + 完整 dataset 區塊 Co-Authored-By: Claude Fable 5 --- docs/WhatIsNew.en.md | 3 + docs/WhatIsNew.md | 3 + docs/llms-full.txt | 8 +++ docs/llms.txt | 2 +- docs/tutor/TaiwanMarket/Chip.en.md | 83 +++++++++++++++++++++++++ docs/tutor/TaiwanMarket/Chip.md | 84 +++++++++++++++++++++++++- docs/tutor/TaiwanMarket/DataList.en.md | 3 +- docs/tutor/TaiwanMarket/DataList.md | 3 +- 8 files changed, 185 insertions(+), 4 deletions(-) diff --git a/docs/WhatIsNew.en.md b/docs/WhatIsNew.en.md index 78d4e96..e77c369 100644 --- a/docs/WhatIsNew.en.md +++ b/docs/WhatIsNew.en.md @@ -1,3 +1,6 @@ +#### 2026-07-10 +* Added [Active ETF Daily Holding TaiwanStockActiveETFHolding](https://finmind.github.io/en/tutor/TaiwanMarket/Chip/#taiwanstockactiveetfholding-sponsor): data range 2025-05-05 ~ now + #### 2026-07-01 * Added [Taiwan Option VIX TaiwanOptionVix](https://finmind.github.io/en/tutor/TaiwanMarket/Derivative/#taiwanoptionvix-backersponsor): data range 2026-03-01 ~ now * Added [Convertible Bond Monthly Analysis TaiwanStockConvertibleBondMonthlyAnalysis](https://finmind.github.io/en/tutor/TaiwanMarket/ConvertibleBond/#taiwanstockconvertiblebondmonthlyanalysis-backersponsor): data range 2026-05-01 ~ now diff --git a/docs/WhatIsNew.md b/docs/WhatIsNew.md index 5c20f53..cb68349 100644 --- a/docs/WhatIsNew.md +++ b/docs/WhatIsNew.md @@ -1,3 +1,6 @@ +#### 2026-07-10 +* 新增 [主動式ETF每日持股明細 TaiwanStockActiveETFHolding](https://finmind.github.io/tutor/TaiwanMarket/Chip/#taiwanstockactiveetfholding-sponsor)：資料區間 2025-05-05 ~ now + #### 2026-07-01 * 新增 [臺指選擇權波動率指數 TaiwanOptionVix](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanoptionvix-backersponsor)：資料區間 2026-03-01 ~ now * 新增 [可轉換公司債月份分析表 TaiwanStockConvertibleBondMonthlyAnalysis](https://finmind.github.io/tutor/TaiwanMarket/ConvertibleBond/#taiwanstockconvertiblebondmonthlyanalysis-backersponsor)：資料區間 2026-05-01 ~ now diff --git a/docs/llms-full.txt b/docs/llms-full.txt index 21f0198..fefb195 100644 --- a/docs/llms-full.txt +++ b/docs/llms-full.txt @@ -433,6 +433,14 @@ Async batch query is supported by datasets that require `data_id` parameter. Not - Params (all stocks for one day): dataset=TaiwanStockLoanCollateralBalance, start_date=2025-01-02 - Columns: date, stock_id, market, MarginPreviousDayBalance, MarginBuy, MarginSell, MarginCashRedemption, MarginCurrentDayBalance, MarginNextDayQuota, SecuritiesFirmLoanPreviousDayBalance, SecuritiesFirmLoanBuy, SecuritiesFirmLoanSell, SecuritiesFirmLoanCashRedemption, SecuritiesFirmLoanReplacement, SecuritiesFirmLoanCurrentDayBalance, SecuritiesFirmLoanNextDayQuota, UnrestrictedLoanPreviousDayBalance, UnrestrictedLoanBuy, UnrestrictedLoanSell, UnrestrictedLoanCashRedemption, UnrestrictedLoanReplacement, UnrestrictedLoanCurrentDayBalance, UnrestrictedLoanNextDayQuota, SecuritiesFinanceSecuredLoanPreviousDayBalance, SecuritiesFinanceSecuredLoanBuy, SecuritiesFinanceSecuredLoanSell, SecuritiesFinanceSecuredLoanCashRedemption, SecuritiesFinanceSecuredLoanReplacement, SecuritiesFinanceSecuredLoanCurrentDayBalance, SecuritiesFinanceSecuredLoanNextDayQuota, SettlementMarginPreviousDayBalance, SettlementMarginBuy, SettlementMarginSell, SettlementMarginCashRedemption, SettlementMarginReplacement, SettlementMarginCurrentDayBalance, SettlementMarginNextDayQuota +### TaiwanStockActiveETFHolding (主動式ETF每日持股明細) +- Tier: Sponsor +- Data range: 2025-05-05 ~ now +- Params: dataset=TaiwanStockActiveETFHolding, data_id=00980A, start_date=2025-05-05, end_date=2025-05-31 +- Params (all active ETFs for one day): dataset=TaiwanStockActiveETFHolding, start_date=2025-05-05 +- Columns: date, stock_id (ETF id), component_stock_id (constituent), component_stock_name, asset_type, shares, weight, market_value, currency +- Note: buy/sell holdings can be derived by differencing consecutive trading days; start date differs per ETF + ### TaiwanStockDispositionSecuritiesPeriod (公布處置有價證券表) - Tier: Backer/Sponsor - Data range: 2001-01-01 ~ now diff --git a/docs/llms.txt b/docs/llms.txt index 5701538..9f1a641 100644 --- a/docs/llms.txt +++ b/docs/llms.txt @@ -55,7 +55,7 @@ Async batch query is supported by datasets that require `data_id` parameter. Not - [Taiwan DataList](https://finmind.github.io/tutor/TaiwanMarket/DataList/): Full list of 80 Taiwan datasets - [Technical](https://finmind.github.io/tutor/TaiwanMarket/Technical/): TaiwanStockInfo, TaiwanStockPrice, TaiwanStockPriceAdj, TaiwanStockPriceTick, TaiwanStockPER, TaiwanStockKBar, TaiwanStockWeekPrice, TaiwanStockMonthPrice, TaiwanStockDayTrading, TaiwanStockTotalReturnIndex, TaiwanVariousIndicators5Seconds, TaiwanStockTradingDate, etc. -- [Chip (Institutional)](https://finmind.github.io/tutor/TaiwanMarket/Chip/): TaiwanStockMarginPurchaseShortSale, TaiwanStockInstitutionalInvestorsBuySell, TaiwanStockInstitutionalInvestorsBuySellWide, TaiwanStockShareholding, TaiwanStockHoldingSharesPer, TaiwanStockSecuritiesLending, TaiwanStockTradingDailyReport, TaiwanStockBlockTradingDailyReport, TaiwanStockBlockTrade, TaiwanStockLoanCollateralBalance, TaiwanstockGovernmentBankBuySell, etc. +- [Chip (Institutional)](https://finmind.github.io/tutor/TaiwanMarket/Chip/): TaiwanStockMarginPurchaseShortSale, TaiwanStockInstitutionalInvestorsBuySell, TaiwanStockInstitutionalInvestorsBuySellWide, TaiwanStockShareholding, TaiwanStockHoldingSharesPer, TaiwanStockSecuritiesLending, TaiwanStockTradingDailyReport, TaiwanStockBlockTradingDailyReport, TaiwanStockBlockTrade, TaiwanStockLoanCollateralBalance, TaiwanStockActiveETFHolding, TaiwanstockGovernmentBankBuySell, etc. - [Fundamental](https://finmind.github.io/tutor/TaiwanMarket/Fundamental/): TaiwanStockCashFlowsStatement, TaiwanStockFinancialStatements, TaiwanStockBalanceSheet, TaiwanStockDividend, TaiwanStockDividendResult, TaiwanStockMonthRevenue, TaiwanStockMarketValue, etc. - [Derivative](https://finmind.github.io/tutor/TaiwanMarket/Derivative/): TaiwanFuturesDaily, TaiwanOptionDaily, TaiwanFuturesTick, TaiwanFuturesSpreadTick, TaiwanOptionTick, TaiwanFuturesInstitutionalInvestors, TaiwanOptionInstitutionalInvestors, TaiwanFuturesDealerTradingVolumeDaily, TaiwanOptionDealerTradingVolumeDaily, TaiwanFuturesSpreadTrading, TaiwanOptionVix, etc. - [Real-Time](https://finmind.github.io/tutor/TaiwanMarket/RealTime/): taiwan_stock_tick_snapshot, TaiwanFutOptTickInfo, taiwan_futures_snapshot, taiwan_options_snapshot diff --git a/docs/tutor/TaiwanMarket/Chip.en.md b/docs/tutor/TaiwanMarket/Chip.en.md index 15f7eeb..e025d6b 100644 --- a/docs/tutor/TaiwanMarket/Chip.en.md +++ b/docs/tutor/TaiwanMarket/Chip.en.md @@ -22,6 +22,7 @@ In Taiwan stock chip data, we have 21 datasets as follows: - [Block Trading Daily Report TaiwanStockBlockTradingDailyReport](https://finmind.github.io/en/tutor/TaiwanMarket/Chip/#taiwanstockblocktradingdailyreport-sponsor) - [Block Trade Daily Transactions TaiwanStockBlockTrade](https://finmind.github.io/en/tutor/TaiwanMarket/Chip/#taiwanstockblocktrade-sponsor) - [Loan Collateral Balance TaiwanStockLoanCollateralBalance](https://finmind.github.io/en/tutor/TaiwanMarket/Chip/#taiwanstockloancollateralbalance-sponsor) +- [Active ETF Daily Holding TaiwanStockActiveETFHolding](https://finmind.github.io/en/tutor/TaiwanMarket/Chip/#taiwanstockactiveetfholding-sponsor) - [Disposition Securities Period TaiwanStockDispositionSecuritiesPeriod](https://finmind.github.io/en/tutor/TaiwanMarket/Chip/#taiwanstockdispositionsecuritiesperiod-backersponsor) - [Day Trading Borrowing Fee Rate TaiwanStockDayTradingBorrowingFeeRate](https://finmind.github.io/en/tutor/TaiwanMarket/Chip/#taiwanstockdaytradingborrowingfeerate-backersponsor) @@ -2980,3 +2981,85 @@ In Taiwan stock chip data, we have 21 datasets as follows: ``` ---------------------------------- + +#### Active ETF Daily Holding TaiwanStockActiveETFHolding (only available for [sponsor](https://finmindtrade.com/analysis/#/Sponsor/sponsor) members) + +- Data range: 2025-05-05 ~ now +- Data update time **Monday to Saturday after market close**, the actual update time is based on the API data. +- Provides the full daily portfolio of Taiwan-listed active ETFs (TWSE + TPEx), including constituent code, name, asset type, shares, weight, market value and currency; buy/sell holdings can be derived by differencing consecutive trading days. +- Query a single ETF via `data_id` (e.g. `00980A`), or query all active ETF holdings of a given date by date only. +- Note: the start date differs per ETF (depending on listing date and source history depth); some ETFs accumulate daily from launch. + +!!! example + === "Package" + ```python + from FinMind.data import DataLoader + + api = DataLoader() + # api.login_by_token(api_token='token') + df = api.taiwan_stock_active_etf_holding( + stock_id="00980A", + start_date="2025-05-05", + end_date="2025-05-31", + ) + ``` + === "Python" + ```python + import requests + import pandas as pd + url = "https://api.finmindtrade.com/api/v4/data" + token = "" # Refer to the login to obtain the token + headers = {"Authorization": f"Bearer {token}"} + parameter = { + "dataset": "TaiwanStockActiveETFHolding", + "data_id": "00980A", + "start_date": "2025-05-05", + "end_date": "2025-05-31", + } + data = requests.get(url, headers=headers, params=parameter) + data = data.json() + data = pd.DataFrame(data["data"]) + print(data.head()) + ``` + === "R" + ```R + library(httr) + library(data.table) + url = "https://api.finmindtrade.com/api/v4/data" + token = "" # Refer to the login to obtain the token + response = httr::GET( + url = url, + query = list( + dataset="TaiwanStockActiveETFHolding", + data_id="00980A", + start_date="2025-05-05", + end_date="2025-05-31", + token=token + ) + ) + data = content(response) + df = do.call("rbind", lapply(data$data, as.data.frame)) + head(df) + ``` + +!!! output + === "DataFrame" + | | date | stock_id | component_stock_id | component_stock_name | asset_type | shares | weight | market_value | currency | + |---:|:-----------|:-----------|:---------------------|:-----------------------|:-------------|---------:|---------:|---------------:|:-----------| + | 0 | 2025-05-05 | 00980A | 2330 | 台灣積體電路製造 | stock | 634000 | 9.44 | 0 | TWD | + | 1 | 2025-05-05 | 00980A | 2454 | 聯發科技 | stock | 269000 | 6.49 | 0 | TWD | + | 2 | 2025-05-05 | 00980A | 2308 | 台達電子工業 | stock | 475000 | 5.41 | 0 | TWD | + === "Schema" + ``` + { + date: str, # date (holding as-of date) + stock_id: str, # ETF id (data_id) + component_stock_id: str, # constituent code (TW code / foreign ticker / bond CUSIP) + component_stock_name: str, # constituent name + asset_type: str, # asset type (stock/bond/futures/option/cash/etf/repo/other) + shares: float, # shares (par value for bonds, contracts for futures) + weight: float, # weight (%) + market_value: float, # market value + currency: str, # currency + } + ``` diff --git a/docs/tutor/TaiwanMarket/Chip.md b/docs/tutor/TaiwanMarket/Chip.md index 6e86d81..f8d3f3d 100644 --- a/docs/tutor/TaiwanMarket/Chip.md +++ b/docs/tutor/TaiwanMarket/Chip.md @@ -22,6 +22,7 @@ - [鉅額交易買賣日報表 TaiwanStockBlockTradingDailyReport](https://finmind.github.io/tutor/TaiwanMarket/Chip/#taiwanstockblocktradingdailyreport-sponsor) - [鉅額交易日成交資訊 TaiwanStockBlockTrade](https://finmind.github.io/tutor/TaiwanMarket/Chip/#taiwanstockblocktrade-sponsor) - [借貸款項擔保品餘額表 TaiwanStockLoanCollateralBalance](https://finmind.github.io/tutor/TaiwanMarket/Chip/#taiwanstockloancollateralbalance-sponsor) +- [主動式ETF每日持股明細 TaiwanStockActiveETFHolding](https://finmind.github.io/tutor/TaiwanMarket/Chip/#taiwanstockactiveetfholding-sponsor) - [公布處置有價證券表 TaiwanStockDispositionSecuritiesPeriod](https://finmind.github.io/tutor/TaiwanMarket/Chip/#taiwanstockdispositionsecuritiesperiod-backersponsor) - [現股當日沖銷券差借券費率 TaiwanStockDayTradingBorrowingFeeRate](https://finmind.github.io/tutor/TaiwanMarket/Chip/#taiwanstockdaytradingborrowingfeerate-backersponsor) @@ -2979,4 +2980,85 @@ } ``` ----------------------------------- \ No newline at end of file +---------------------------------- +#### 主動式ETF每日持股明細 TaiwanStockActiveETFHolding (只限 [sponsor](https://finmindtrade.com/analysis/#/Sponsor/sponsor) 會員使用) + +- 資料區間：2025-05-05 ~ now +- 資料更新時間 **星期一至六 盤後**，實際更新時間以 API 資料為主 +- 提供台灣掛牌主動式ETF（上市 + 上櫃）每日完整投資組合，包含成份標的代號、名稱、資產類別、股數、權重、市值、幣別；買賣標的可由相鄰交易日持股差分取得 +- 可用 `data_id` 查詢單一 ETF（如 `00980A`），或僅用日期查詢當日全部主動式ETF持股 +- 備註：各檔起始日不一（依掛牌日與來源可回溯範圍），部分 ETF 自上線後起逐日累積 + +!!! example + === "Package" + ```python + from FinMind.data import DataLoader + + api = DataLoader() + # api.login_by_token(api_token='token') + df = api.taiwan_stock_active_etf_holding( + stock_id="00980A", + start_date="2025-05-05", + end_date="2025-05-31", + ) + ``` + === "Python" + ```python + import requests + import pandas as pd + url = "https://api.finmindtrade.com/api/v4/data" + token = "" # 參考登入，獲取金鑰 + headers = {"Authorization": f"Bearer {token}"} + parameter = { + "dataset": "TaiwanStockActiveETFHolding", + "data_id": "00980A", + "start_date": "2025-05-05", + "end_date": "2025-05-31", + } + data = requests.get(url, headers=headers, params=parameter) + data = data.json() + data = pd.DataFrame(data["data"]) + print(data.head()) + ``` + === "R" + ```R + library(httr) + library(data.table) + url = "https://api.finmindtrade.com/api/v4/data" + token = "" # 參考登入，獲取金鑰 + response = httr::GET( + url = url, + query = list( + dataset="TaiwanStockActiveETFHolding", + data_id="00980A", + start_date="2025-05-05", + end_date="2025-05-31", + token=token + ) + ) + data = content(response) + df = do.call("rbind", lapply(data$data, as.data.frame)) + head(df) + ``` + +!!! output + === "DataFrame" + | | date | stock_id | component_stock_id | component_stock_name | asset_type | shares | weight | market_value | currency | + |---:|:-----------|:-----------|:---------------------|:-----------------------|:-------------|---------:|---------:|---------------:|:-----------| + | 0 | 2025-05-05 | 00980A | 2330 | 台灣積體電路製造 | stock | 634000 | 9.44 | 0 | TWD | + | 1 | 2025-05-05 | 00980A | 2454 | 聯發科技 | stock | 269000 | 6.49 | 0 | TWD | + | 2 | 2025-05-05 | 00980A | 2308 | 台達電子工業 | stock | 475000 | 5.41 | 0 | TWD | + === "Schema" + ``` + { + date: str, # 日期（持股基準日） + stock_id: str, # ETF代號（data_id） + component_stock_id: str, # 成份標的代號（台股代號 / 海外 ticker / 債券 CUSIP） + component_stock_name: str, # 成份標的名稱 + asset_type: str, # 資產類別 (stock/bond/futures/option/cash/etf/repo/other) + shares: float, # 股數（債券為面額、期貨為口數） + weight: float, # 權重(%) + market_value: float, # 市值(元) + currency: str, # 幣別 + } + ``` diff --git a/docs/tutor/TaiwanMarket/DataList.en.md b/docs/tutor/TaiwanMarket/DataList.en.md index 21c2597..6fbc10c 100644 --- a/docs/tutor/TaiwanMarket/DataList.en.md +++ b/docs/tutor/TaiwanMarket/DataList.en.md @@ -1,4 +1,4 @@ -In the Taiwan financial market, we have 83 datasets, as listed below: +In the Taiwan financial market, we have 84 datasets, as listed below: #### Technical @@ -46,6 +46,7 @@ In the Taiwan financial market, we have 83 datasets, as listed below: - [Block Trade Daily Report TaiwanStockBlockTradingDailyReport](https://finmind.github.io/en/tutor/TaiwanMarket/Chip/#taiwanstockblocktradingdailyreport-sponsor) - [Block Trade Daily Trading Information TaiwanStockBlockTrade](https://finmind.github.io/en/tutor/TaiwanMarket/Chip/#taiwanstockblocktrade-sponsor) - [Loan Collateral Balance Table TaiwanStockLoanCollateralBalance](https://finmind.github.io/en/tutor/TaiwanMarket/Chip/#taiwanstockloancollateralbalance-sponsor) +- [Active ETF Daily Holding TaiwanStockActiveETFHolding](https://finmind.github.io/en/tutor/TaiwanMarket/Chip/#taiwanstockactiveetfholding-sponsor) - [Disposition Securities Announcement Table TaiwanStockDispositionSecuritiesPeriod](https://finmind.github.io/en/tutor/TaiwanMarket/Chip/#taiwanstockdispositionsecuritiesperiod-backersponsor) - [Cash Day-Trading Short-Borrow Fee Rate TaiwanStockDayTradingBorrowingFeeRate](https://finmind.github.io/en/tutor/TaiwanMarket/Chip/#taiwanstockdaytradingborrowingfeerate-backersponsor) diff --git a/docs/tutor/TaiwanMarket/DataList.md b/docs/tutor/TaiwanMarket/DataList.md index 3f9b428..bab06a9 100644 --- a/docs/tutor/TaiwanMarket/DataList.md +++ b/docs/tutor/TaiwanMarket/DataList.md @@ -1,4 +1,4 @@ -在台灣金融市場，我們擁有 83 種資料集，如下: +在台灣金融市場，我們擁有 84 種資料集，如下: #### 技術面 Technical @@ -46,6 +46,7 @@ - [鉅額交易買賣日報表 TaiwanStockBlockTradingDailyReport](https://finmind.github.io/tutor/TaiwanMarket/Chip/#taiwanstockblocktradingdailyreport-sponsor) - [鉅額交易日成交資訊 TaiwanStockBlockTrade](https://finmind.github.io/tutor/TaiwanMarket/Chip/#taiwanstockblocktrade-sponsor) - [借貸款項擔保品餘額表 TaiwanStockLoanCollateralBalance](https://finmind.github.io/tutor/TaiwanMarket/Chip/#taiwanstockloancollateralbalance-sponsor) +- [主動式ETF每日持股明細 TaiwanStockActiveETFHolding](https://finmind.github.io/tutor/TaiwanMarket/Chip/#taiwanstockactiveetfholding-sponsor) - [公布處置有價證券表 TaiwanStockDispositionSecuritiesPeriod](https://finmind.github.io/tutor/TaiwanMarket/Chip/#taiwanstockdispositionsecuritiesperiod-backersponsor) - [現股當日沖銷券差借券費率 TaiwanStockDayTradingBorrowingFeeRate](https://finmind.github.io/tutor/TaiwanMarket/Chip/#taiwanstockdaytradingborrowingfeerate-backersponsor) From 463751b62579371c75d721d8ba9a9905bbf0c856 Mon Sep 17 00:00:00 2001 From: linsamtw Date: Sat, 11 Jul 2026 18:32:35 +0800 Subject: [PATCH 2/3] =?UTF-8?q?docs(TaiwanStockActiveETFHolding):=20?= =?UTF-8?q?=E8=A8=BB=E6=98=8E=20market=5Fvalue=20=E9=83=A8=E5=88=86?= =?UTF-8?q?=E6=8A=95=E4=BF=A1=E4=B8=8D=E6=8F=AD=E9=9C=B2=20+=20shares=20?= =?UTF-8?q?=E7=82=BA=E6=95=B4=E6=95=B8?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit - market_value（市值）僅部分主動式ETF於每日投資組合逐檔揭露，未揭露者為 0， 可自行以 shares × 成份股當日收盤價估算（抽象語言，不點名個別投信） - 補註 shares 為整數 雙語（Chip.md + Chip.en.md） Co-Authored-By: Claude Opus 4.8 --- docs/tutor/TaiwanMarket/Chip.en.md | 1 + docs/tutor/TaiwanMarket/Chip.md | 1 + 2 files changed, 2 insertions(+) diff --git a/docs/tutor/TaiwanMarket/Chip.en.md b/docs/tutor/TaiwanMarket/Chip.en.md index e025d6b..07bf29d 100644 --- a/docs/tutor/TaiwanMarket/Chip.en.md +++ b/docs/tutor/TaiwanMarket/Chip.en.md @@ -2989,6 +2989,7 @@ In Taiwan stock chip data, we have 21 datasets as follows: - Provides the full daily portfolio of Taiwan-listed active ETFs (TWSE + TPEx), including constituent code, name, asset type, shares, weight, market value and currency; buy/sell holdings can be derived by differencing consecutive trading days. - Query a single ETF via `data_id` (e.g. `00980A`), or query all active ETF holdings of a given date by date only. - Note: the start date differs per ETF (depending on listing date and source history depth); some ETFs accumulate daily from launch. +- Note: `shares` is an integer; `market_value` is disclosed per holding by **only some** active ETFs' daily portfolios — where it is not disclosed the field is `0` (you can estimate it as `shares` times the constituent's closing price). !!! example === "Package" diff --git a/docs/tutor/TaiwanMarket/Chip.md b/docs/tutor/TaiwanMarket/Chip.md index f8d3f3d..81ab858 100644 --- a/docs/tutor/TaiwanMarket/Chip.md +++ b/docs/tutor/TaiwanMarket/Chip.md @@ -2988,6 +2988,7 @@ - 提供台灣掛牌主動式ETF（上市 + 上櫃）每日完整投資組合，包含成份標的代號、名稱、資產類別、股數、權重、市值、幣別；買賣標的可由相鄰交易日持股差分取得 - 可用 `data_id` 查詢單一 ETF（如 `00980A`），或僅用日期查詢當日全部主動式ETF持股 - 備註：各檔起始日不一（依掛牌日與來源可回溯範圍），部分 ETF 自上線後起逐日累積 +- 備註：`shares`（股數）為整數；`market_value`（市值）僅**部分**主動式ETF於每日投資組合逐檔揭露，未揭露者該欄為 `0`，可自行以 `shares` 乘上成份股當日收盤價估算 !!! example === "Package" From 9acedabc91254aea5ad33acb813c037f10961ef1 Mon Sep 17 00:00:00 2001 From: linsamtw Date: Sat, 11 Jul 2026 22:00:44 +0800 Subject: [PATCH 3/3] =?UTF-8?q?docs(TaiwanStockActiveETFHolding):=20?= =?UTF-8?q?=E8=A8=BB=E6=98=8E=20shares/market=5Fvalue=20=E5=8F=AF=E7=82=BA?= =?UTF-8?q?=E8=B2=A0=EF=BC=88=E8=A1=8D=E7=94=9F=E5=93=81=E7=A9=BA=E6=96=B9?= =?UTF-8?q?/=E8=B2=A0=E5=82=B5=E7=A7=91=E7=9B=AE=EF=BC=89?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit 主動式ETF 投資組合含衍生品與現金/負債科目：賣出選擇權/期貨空方部位 shares(口數) 與 market_value 可為負；應付款項等負債科目 market_value 亦可為負。可用 asset_type 篩選（只看股票取 asset_type==stock）。雙語。 Co-Authored-By: Claude Opus 4.8 --- docs/tutor/TaiwanMarket/Chip.en.md | 1 + docs/tutor/TaiwanMarket/Chip.md | 1 + 2 files changed, 2 insertions(+) diff --git a/docs/tutor/TaiwanMarket/Chip.en.md b/docs/tutor/TaiwanMarket/Chip.en.md index 07bf29d..0cca678 100644 --- a/docs/tutor/TaiwanMarket/Chip.en.md +++ b/docs/tutor/TaiwanMarket/Chip.en.md @@ -2990,6 +2990,7 @@ In Taiwan stock chip data, we have 21 datasets as follows: - Query a single ETF via `data_id` (e.g. `00980A`), or query all active ETF holdings of a given date by date only. - Note: the start date differs per ETF (depending on listing date and source history depth); some ETFs accumulate daily from launch. - Note: `shares` is an integer; `market_value` is disclosed per holding by **only some** active ETFs' daily portfolios — where it is not disclosed the field is `0` (you can estimate it as `shares` times the constituent's closing price). +- Note: an active ETF's portfolio includes derivatives and cash/liability line items, not only stocks. **For short derivative positions (written options, short futures) both `shares` (contracts) and `market_value` can be negative**; liability line items (e.g. payables) can also have a negative `market_value`. Use `asset_type` (`stock`/`option`/`future`/`bond`/`cash`/`other`) to filter — e.g. take `asset_type == "stock"` for equity holdings only. !!! example === "Package" diff --git a/docs/tutor/TaiwanMarket/Chip.md b/docs/tutor/TaiwanMarket/Chip.md index 81ab858..d2ab1bd 100644 --- a/docs/tutor/TaiwanMarket/Chip.md +++ b/docs/tutor/TaiwanMarket/Chip.md @@ -2989,6 +2989,7 @@ - 可用 `data_id` 查詢單一 ETF（如 `00980A`），或僅用日期查詢當日全部主動式ETF持股 - 備註：各檔起始日不一（依掛牌日與來源可回溯範圍），部分 ETF 自上線後起逐日累積 - 備註：`shares`（股數）為整數；`market_value`（市值）僅**部分**主動式ETF於每日投資組合逐檔揭露，未揭露者該欄為 `0`，可自行以 `shares` 乘上成份股當日收盤價估算 +- 備註：主動式ETF 投資組合含衍生品與現金/負債科目，非僅股票。**賣出選擇權、期貨等空方部位的 `shares`（口數）與 `market_value` 可為負**；應付款項等負債科目 `market_value` 亦可為負。可用 `asset_type`（`stock`／`option`／`future`／`bond`／`cash`／`other`）篩選，例如只看純股票持股取 `asset_type == "stock"` !!! example === "Package"