Dataset datasheet

Day-Trading Suspension

This sheet follows the Datasheets for Datasets format. Every field is composed from the registry, coverage measurement and licence record that already govern this dataset — none of it is written per dataset, so it cannot drift from what those records say. A field with nothing on record reads ‘Not provided’ rather than being left blank.

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1. Composition

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.

Instruments covered
Not provided
Earliest year
Not provided
Includes delisted
Not provided
Temporal coverage
Not provided
Coverage measured on
Not provided

2. Collection process

Providing agency
twse
Source role
reference_day_trading_suspension
Market scope
TWSE_TPEX
Scheduled producer
Yes

3. Update cadence and freshness

Cadence
Daily
Freshness (as measured)
Up to date for its own cadence
Data as of
2026-07-31
Publication timing
Not provided

4. Point-in-time semantics

Disclosure data carries a knowledge date on every row, set conservatively to the statutory filing deadline — so a backtest filtered on it cannot see a figure before the market could.

A knowledge date on every disclosure row — Monthly revenue, income statement, balance sheet and cash flow all carry knowledge_date, alongside kd_source saying where it came from and kd_imputed saying whether it was observed or derived. Align on that column rather than on the period end date and a figure enters your backtest when it entered the market, not when the quarter closed.

It is the statutory deadline, which is late by design — Measured 2026-08-19: for every disclosure dataset checked, kd_source is statutory_deadline and kd_imputed is true — the date is the filing deadline in law, not the observed announcement, which we do not yet capture. Companies file on or before the deadline, so this is late rather than early: a fast filer looks slower than it was. That costs realism and it cannot leak, which is the safe direction to be wrong in.

Daily prices do not carry one — twse_daily_price has no knowledge_date column. For an end-of-day price the trade date is the publication date, so the gap is narrow — but it is a real gap, and an agent that assumes the column is universal will get an undefined rather than a date. Per-dataset point-in-time status is listed on the coverage page.

PIT posture measured on
2026-08-19

5. Coverage and known gaps

This dataset is required to carry a gap disclosure and none has been written into the registry yet. Do not read the absence of a stated gap here as the absence of a gap.

Availability status
Not provided
Publicly listable
Not provided

6. Licence and attribution

Part of the data in this service is obtained from the Government Open Data Platform (data.gov.tw) and used under the Open Government Data License, version 1.0. Providing agencies: Taiwan Stock Exchange, Taipei Exchange, Taiwan Futures Exchange, Taiwan Depository & Clearing Corporation, National Development Council, Central Bank of the Republic of China (Taiwan), Department of Statistics of the Ministry of Economic Affairs, and Customs Administration of the Ministry of Finance. The value-added processing, derived calculations and presentation in this service are the responsibility of TWMD and are not associated with the providing agencies.

Licence
Open Government Data License, version 1.0 (Taiwan)
Named provider
Not provided

7. Access and limitations

Minimum plan
pro
Credits per call
2
REST path
/v2/datasets/day-trading-suspension
Listed as sellable
Yes

Registry: RECON_MASTER_v2 (P3_HANDOVER_dataset_list.tsv), measured 2026-08-02.