From bc59f184f8a33312548501640071ffaf556b496e Mon Sep 17 00:00:00 2001 From: sam Date: Sun, 1 Feb 2026 20:47:58 +0800 Subject: [PATCH 1/2] docs: add TaiwanFuturesFinalSettlementPrice and TaiwanOptionFinalSettlementPrice MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit - Add API documentation for 期貨最後結算價 and 選擇權最後結算價 - Update dataset counts: Taiwan market 70→72, Derivative 13→15 - Add dataset links to DataList.md and Derivative.md Co-Authored-By: Claude Opus 4.5 --- docs/tutor/TaiwanMarket/DataList.md | 4 +- docs/tutor/TaiwanMarket/Derivative.md | 145 +++++++++++++++++++++++++- 2 files changed, 146 insertions(+), 3 deletions(-) diff --git a/docs/tutor/TaiwanMarket/DataList.md b/docs/tutor/TaiwanMarket/DataList.md index 22f310c..2f2cb86 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 70 種資料集，如下: +在台灣金融市場，我們擁有 72 種資料集，如下: #### 技術面 Technical @@ -75,6 +75,8 @@ - [選擇權各卷商每日交易 TaiwanOptionDealerTradingVolumeDaily](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanoptiondealertradingvolumedaily) - [期貨大額交易人未沖銷部位 TaiwanFuturesOpenInterestLargeTraders](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanfuturesopeninterestlargetraders-backersponsor) - [選擇權大額交易人未沖銷部位 TaiwanOptionOpenInterestLargeTraders](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanoptionopeninterestlargetraders-backersponsor) +- [期貨最後結算價 TaiwanFuturesFinalSettlementPrice](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanfuturesfinalsettlementprice-backersponsor) +- [選擇權最後結算價 TaiwanOptionFinalSettlementPrice](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanoptionfinalsettlementprice-backersponsor) #### 即時資料 RealTime diff --git a/docs/tutor/TaiwanMarket/Derivative.md b/docs/tutor/TaiwanMarket/Derivative.md index 32f4e18..2ebe0f6 100644 --- a/docs/tutor/TaiwanMarket/Derivative.md +++ b/docs/tutor/TaiwanMarket/Derivative.md @@ -1,5 +1,5 @@ -在台股衍生性商品資料，我們擁有 13 種資料集，如下: +在台股衍生性商品資料，我們擁有 15 種資料集，如下: - [期貨、選擇權日成交資訊總覽 TaiwanOptionFutureInfo](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanfutoptdailyinfo) - [期貨日成交資訊 TaiwanFuturesDaily](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanfuturesdaily) @@ -14,6 +14,8 @@ - [選擇權各卷商每日交易 TaiwanOptionDealerTradingVolumeDaily](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanoptiondealertradingvolumedaily) - [期貨大額交易人未沖銷部位 TaiwanFuturesOpenInterestLargeTraders](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanfuturesopeninterestlargetraders-backersponsor) - [選擇權大額交易人未沖銷部位 TaiwanOptionOpenInterestLargeTraders](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanoptionopeninterestlargetraders-backersponsor) +- [期貨最後結算價 TaiwanFuturesFinalSettlementPrice](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanfuturesfinalsettlementprice-backersponsor) +- [選擇權最後結算價 TaiwanOptionFinalSettlementPrice](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanoptionfinalsettlementprice-backersponsor) ---------------------------------- #### 期貨、選擇權日成交資訊總覽 TaiwanFutOptDailyInfo @@ -1849,4 +1851,143 @@ } ``` ----------------------------------- \ No newline at end of file +---------------------------------- +#### 期貨最後結算價 TaiwanFuturesFinalSettlementPrice(只限 [backer、sponsor](https://finmindtrade.com/analysis/#/Sponsor/sponsor) 會員使用) + +- 資料區間：1998-01-01 ~ now +- 資料更新時間 **星期一至五 每3小時**，實際更新時間以 API 資料為主 + +!!! example + === "Python-request" + ```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": "TaiwanFuturesFinalSettlementPrice", + "data_id": "TX", + "start_date": "2024-01-01", + "end_date": "2024-12-31", + } + 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) + library(dplyr) + token = "" # 參考登入，獲取金鑰 + url = 'https://api.finmindtrade.com/api/v4/data' + response = httr::GET( + url = url, + query = list( + dataset="TaiwanFuturesFinalSettlementPrice", + data_id="TX", + start_date= "2024-01-01", + end_date= "2024-12-31" + ), + add_headers(Authorization = paste("Bearer", token)) + ) + data = response %>% content + df = do.call('cbind',data$data) %>%data.table + head(df) + + ``` +!!! output + === "DataFrame" + | | date | contract_month | futures_type | futures_id | futures_name | settlement_price | underlying_code | notional_value | + |---:|:-----------|:---------------|:-------------|:-----------|:-------------|:-----------------|:----------------|:---------------| + | 0 | 2024-01-17 | 202401 | index | TX | 臺股期貨 | 17881.0 | | 0.0 | + | 1 | 2024-02-21 | 202402 | index | TX | 臺股期貨 | 18658.0 | | 0.0 | + | 2 | 2024-03-20 | 202403 | index | TX | 臺股期貨 | 20199.0 | | 0.0 | + === "Schema" + ``` + { + date: str, # 到期日 + contract_month: str, # 契約月份 + futures_type: str, # 期貨類型 (index/stock/commodity) + futures_id: str, # 期貨代碼 + futures_name: str, # 期貨名稱 + settlement_price: float64, # 最後結算價 + underlying_code: str, # 標的證券代號 + notional_value: float64 # 約定標的物價值 + } + ``` + +---------------------------------- + +#### 選擇權最後結算價 TaiwanOptionFinalSettlementPrice(只限 [backer、sponsor](https://finmindtrade.com/analysis/#/Sponsor/sponsor) 會員使用) + +- 資料區間：2001-01-01 ~ now +- 資料更新時間 **星期一至五 每3小時**，實際更新時間以 API 資料為主 + +!!! example + === "Python-request" + ```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": "TaiwanOptionFinalSettlementPrice", + "data_id": "TXO", + "start_date": "2024-01-01", + "end_date": "2024-12-31", + } + 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) + library(dplyr) + token = "" # 參考登入，獲取金鑰 + url = 'https://api.finmindtrade.com/api/v4/data' + response = httr::GET( + url = url, + query = list( + dataset="TaiwanOptionFinalSettlementPrice", + data_id="TXO", + start_date= "2024-01-01", + end_date= "2024-12-31" + ), + add_headers(Authorization = paste("Bearer", token)) + ) + data = response %>% content + df = do.call('cbind',data$data) %>%data.table + head(df) + + ``` +!!! output + === "DataFrame" + | | date | contract_month | option_type | option_id | option_name | settlement_price | underlying_code | notional_value | + |---:|:-----------|:---------------|:------------|:----------|:-----------------|:-----------------|:----------------|:---------------| + | 0 | 2024-01-17 | 202401 | index | TXO | 臺指選擇權 | 17881.0 | | 0.0 | + | 1 | 2024-02-21 | 202402 | index | TXO | 臺指選擇權 | 18658.0 | | 0.0 | + | 2 | 2024-03-20 | 202403 | index | TXO | 臺指選擇權 | 20199.0 | | 0.0 | + === "Schema" + ``` + { + date: str, # 到期日 + contract_month: str, # 契約月份 + option_type: str, # 選擇權類型 (index/stock) + option_id: str, # 選擇權代碼 + option_name: str, # 選擇權名稱 + settlement_price: float64, # 最後結算價 + underlying_code: str, # 標的證券代號 + notional_value: float64 # 約定標的物價值 + } + ``` + +---------------------------------- From d6025a23680ad58a6e606694a9f53fdd245599af Mon Sep 17 00:00:00 2001 From: sam Date: Sun, 1 Feb 2026 22:52:17 +0800 Subject: [PATCH 2/2] fix: correct TaiwanOptionFutureInfo to TaiwanFutOptDailyInfo Co-Authored-By: Claude Opus 4.5 --- docs/tutor/TaiwanMarket/DataList.md | 2 +- docs/tutor/TaiwanMarket/Derivative.md | 2 +- 2 files changed, 2 insertions(+), 2 deletions(-) diff --git a/docs/tutor/TaiwanMarket/DataList.md b/docs/tutor/TaiwanMarket/DataList.md index 2f2cb86..5d442c0 100644 --- a/docs/tutor/TaiwanMarket/DataList.md +++ b/docs/tutor/TaiwanMarket/DataList.md @@ -61,7 +61,7 @@ #### 衍生性金融商品 Derivative -- [期貨、選擇權日成交資訊總覽 TaiwanOptionFutureInfo](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanoptionfutureinfo) +- [期貨、選擇權日成交資訊總覽 TaiwanFutOptDailyInfo](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanfutoptdailyinfo) - [期貨、選擇權即時報價總覽 TaiwanFutOptTickInfo](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanfutopttickinfo) - [期貨日成交資訊 TaiwanFuturesDaily](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanfuturesdaily) - [選擇權日成交資訊 TaiwanOptionDaily](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanoptiondaily) diff --git a/docs/tutor/TaiwanMarket/Derivative.md b/docs/tutor/TaiwanMarket/Derivative.md index 2ebe0f6..a0ec040 100644 --- a/docs/tutor/TaiwanMarket/Derivative.md +++ b/docs/tutor/TaiwanMarket/Derivative.md @@ -1,7 +1,7 @@ 在台股衍生性商品資料，我們擁有 15 種資料集，如下: -- [期貨、選擇權日成交資訊總覽 TaiwanOptionFutureInfo](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanfutoptdailyinfo) +- [期貨、選擇權日成交資訊總覽 TaiwanFutOptDailyInfo](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanfutoptdailyinfo) - [期貨日成交資訊 TaiwanFuturesDaily](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanfuturesdaily) - [選擇權日成交資訊 TaiwanOptionDaily](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanoptiondaily) - [期貨交易明細表 TaiwanFuturesTick](https://finmind.github.io/tutor/TaiwanMarket/Derivative/#taiwanfuturestick-backersponsor)