Taiwan Stock Alerts — Watch List, Disposition & Short-Sale Suspension (TWSE + TPEx)

Get structured JSON access to every official Taiwan market-surveillance alert — the announcements that decide whether a stock can still be day-traded tomorrow.

Taiwan's exchanges run one of the most interventionist surveillance regimes in Asia. When a security moves too far, too fast, or is churned too hard by day traders, it is publicly named — and then progressively restricted:

Stage	Chinese	What actually happens
NOTICE	注意股	The exchange publicly flags the security and prints the clause it breached. No trading restriction yet — but three notices in a rolling window trigger the next stage.
DISPOSAL	處置股	Continuous matching is replaced by manual call auction every 5 or 20 minutes, and orders above 10 lots (or 30 cumulative) require full prepayment of cash or stock. Day trading the name becomes impractical overnight.
MARGIN_SUSPENSION	停券預告	Short selling on margin is suspended around book closure, with an explicit last cover date (最後回補日) by which every margin short must be closed.

All three, for all three boards — TWSE listed (上市), TPEx OTC (上櫃) and the emerging board (興櫃) — normalized into one flat schema.

Why this data matters

• Disposition is a hard, dated trading constraint. A stock entering 處置 loses continuous matching and requires prepayment; strategies that assume intraday liquidity break. period_start / period_end tell you exactly when.
• The watch list is a leading indicator. Notices are cumulative: the third one inside the rolling window escalates to disposition. cumulative_count shows how close a name already is.
• Last cover dates drive squeezes. 停券預告 forces every margin short to cover by a published date — a recurring, calendar-driven source of upward pressure in Taiwan that has no US equivalent.
• The reasons are machine-readable. Each row carries the triggering clause verbatim — turnover ratio, six-day price swing, day-trading volume share, borrowed-share selling ratio — so you can filter for the specific pathology you care about.
• Real history, not just today. The notice and disposition feeds go back years in a single request; most Taiwan alert data available elsewhere is a today-only snapshot.

Output

One record per announcement. Every row carries the same keys regardless of feed, so the dataset stays tabular.

{
  "alert_type": "DISPOSAL",
  "market": "TPEX",
  "announce_date": "2026-07-21",
  "stock_code": "3624",
  "stock_name": "光頡",
  "is_warrant": false,
  "reason": "因連續3個營業日達本中心作業要點第四條第一項第一款",
  "cumulative_count": 2,
  "close_price": 90.9,
  "pe_ratio": 43.91,
  "period_start": "2026-07-22",
  "period_end": "2026-08-04",
  "last_cover_date": null,
  "measures": null,
  "detail": "光頡科技股份有限公司股票(代號：3624)最近30個營業日內曾發布處置…改以人工管制之撮合終端機執行撮合作業(約每20分鐘撮合一次)…",
  "source_url": "https://www.tpex.org.tw/www/zh-tw/bulletin/disposal?startDate=2026/07/01&endDate=2026/07/31&response=json"
}

Field	Meaning
alert_type	NOTICE, DISPOSAL or MARGIN_SUSPENSION
market	TWSE (listed), TPEX (OTC), EMERGING (興櫃)
announce_date	Publication date; for MARGIN_SUSPENSION, the as-of date of the forecast table
reason	The surveillance clause, disposition condition or suspension cause, verbatim
cumulative_count	Times this security was announced for this alert type inside your queried window
period_start / period_end	Effective window of the disposition or suspension
last_cover_date	MARGIN_SUSPENSION only — deadline to close a margin short (停券起日/最後回補日)
measures	TWSE disposition round (第一次處置 / 第二次處置)
detail	Full disposition text: matching interval, prepayment thresholds, exact dates
is_warrant	true for call/put warrants, which dominate the raw watch list
source_url	The exact official endpoint the row came from, so any value can be re-checked

How the date range works

This is the one thing worth reading before your first run, because the two feeds answer different questions:

• NOTICE is filtered by announcement date. 2026-07-01 → 2026-07-31 returns notices published in July.
• DISPOSAL is filtered by the disposition period. The same range returns every security under disposition at any point during July — including one announced in late June whose restriction was still in force. This is what you want for "was this name restricted on date X", and it is how the exchanges themselves index the report.
• MARGIN_SUSPENSION and the emerging board are current snapshots. Both exchanges publish only a forward-looking list, so these ignore the date range and always return today's. Suspension forecasts reach several weeks ahead; run daily to accumulate history.

Input

{
  "startDate": "2026-07-01",
  "endDate": "2026-07-31",
  "alertTypes": ["NOTICE", "DISPOSAL", "MARGIN_SUSPENSION"],
  "markets": ["TWSE", "TPEX"],
  "excludeWarrants": true
}

Example — today's disposition list only, ordinary shares:

{
  "startDate": "2026-07-31",
  "alertTypes": ["DISPOSAL"],
  "excludeWarrants": true
}

Example — the full alert history of two tickers:

{
  "startDate": "2025-08-01",
  "endDate": "2026-07-31",
  "stockCodes": ["2330", "3624"]
}

Leave alertTypes or markets empty for all of them.

Pricing & cost control

Pay per result: $0.50 / 1,000 records.

• One trading day, all alerts, TWSE + TPEx: ~200 records ≈ $0.10
• One month, all alerts and boards: ~1,400 records ≈ $0.70
• One year of notices and dispositions, both markets: ~12,000 records ≈ $6.00

Note that the disposition feed re-reports every restriction still in force, so a one-day query already includes the dispositions announced over the preceding two weeks. excludeWarrants: true removes roughly 10% of a day's rows and a quarter of a month's, and stockCodes narrows to a specific name for a few cents.

Data source & reliability

• Direct from the official TWSE and TPEx surveillance feeds — no third-party intermediaries
• Cross-verified against independent official endpoints: every row of the TWSE 處置 and TPEx 處置 openapi snapshots is reproduced by this Actor's range output, and the TWSE suspension table matches its openapi twin exactly
• Built-in identity check: cumulative_count is computed from the returned rows and asserted against the exchange's own 累計 column — verified over 2025-08-01 → 2026-07-31 (5,457 notice rows across 742 securities, 423 disposition rows across 214 securities) with zero mismatches
• Column-layout guard on all six tabular feeds: if either exchange changes its schema, the run fails loudly instead of publishing silently mis-mapped values
• Market holidays and empty windows return no rows rather than failing
• Presentation markup the exchanges embed in data fields (<font> clause highlighting, <a href> anchors, relative links inside TPEx security names) is stripped, keeping the text
• Blank values are preserved as null rather than guessed — the exchanges do occasionally publish a row with a missing end date
• Published after each session's close; the disposition list for the next session usually appears in the evening

Use cases

• Day-trading and swing screeners — exclude names entering disposition before they lose continuous matching
• Risk and compliance dashboards — flag positions subject to prepayment or manual matching
• Short-squeeze calendars — cluster last_cover_date across the market to find forced-cover pressure
• Backtesting — reconstruct which securities were restricted on any past date, so intraday assumptions can be corrected
• Surveillance research — the clause text quantifies exactly which behaviours (turnover, day-trade share, borrowed-share selling) draw regulatory attention

Related Actors

• Taiwan Short Sale & SBL Balance — the short interest that has to be covered by last_cover_date
• Taiwan Margin Trading — 融資融券 balances for the same securities
• TWSE Institutional Trades — daily foreign/trust/dealer flows, main board
• TPEx Institutional Trades — same for the OTC market
• TAIFEX Institutional Traders — futures and options positioning
• Taiwan Shareholding Dispersion (TDCC) — weekly retail vs whale ownership