Dataset
ProDay-Trading Suspension
Per-stock day-trading suspension periods — per row: ticker, market, security name, suspension start/end date, event indicator, and event name; sourced from the TWSE.
What this data is
Each row is one day-trading suspension period, carrying ticker / market / security_name / suspension_start_date / suspension_end_date / event_indicator / event_name / source_family (ticker, market, security name, suspension start/end date, event indicator, and event name). Sourced from the TWSE, graded reference / master. The backend /v2/datasets meta exposes only grade / tier / point-in-time and no coverage window, so none is stated here.
Use cases
- Determine whether a stock was under day-trading suspension on a date.
- Add suspension as a tradability filter to intraday strategies.
- Monitor stocks placed on disposition/suspension lists.
Why it matters for stock analysis
Suspension directly gates strategy tradability; this dataset presents start/end periods consistently, no daily cross-check of disposition notices.
Coverage / Freshness / Source Policy
Per-stock day-trading suspension periods; one row per day-trading suspension period, fields ticker / market / security_name / suspension_start_date / suspension_end_date / event_indicator; sourced from the TWSE (graded reference / master). (The backend /v2/datasets meta provides no coverage window, so none is stated.)
Updated as the backend refreshes; cadence follows the source's release schedule.
Sourced from the TWSE (graded reference / master); not investment advice.
Developer entry points
- API docs: /docs/api/capital-flows/day-trading-suspension
- OpenAPI: /openapi.json