Dataset
FreeStock Split & Par-Value Events
Stock split and par-value change events — per row: market, security code, security type, event type, event date, announcement date, suspend and resume dates; sourced from the TWSE / TPEx.
Download without registration: sample data using one of the five no-key symbols (2330 TSMC) as the example.
What this data is
Each row is one split / par-value event, carrying market / security_code / security_type / event_type / event_date / announcement_date / suspend_trading_date / resume_trading_date (market, security code, security type, event type, event date, announcement date, suspend and resume dates). Sourced from the TWSE / TPEx, graded official, verified. The backend /v2/datasets meta exposes only grade / tier / point-in-time and no coverage window, so none is stated here.
Use cases
- Adjust price series for splits via event and suspend/resume dates.
- Track par-value changes affecting per-share figures.
- Use as the event basis for adjusted prices and corporate actions.
Why it matters for stock analysis
Splits and par-value changes break price series; this dataset presents event and suspend/resume dates consistently — the event layer price adjustment needs.
Coverage / Freshness / Source Policy
Stock split and par-value change events; one row per split / par-value event, fields market / security_code / security_type / event_type / event_date / announcement_date; sourced from the TWSE / TPEx (graded official, verified). (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 / TPEx (graded official, verified); not investment advice.
Developer entry points
- API docs: /docs/api/companies-events/stock-split-par-value-events
- OpenAPI: /openapi.json