Dataset
FreeConvertible-Bond Reference (master)
Convertible-bond reference master — per row: bond code, market, bond name, issuer, bond type, issue date, maturity date, and coupon rate; sourced from the Taipei Exchange (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 convertible bond, carrying bond_code / market / bond_name / issuer / bond_type / issue_date / maturity_date / coupon_rate (bond code, market, bond name, issuer, bond type, issue date, maturity date, and coupon rate). Sourced from the Taipei Exchange (TPEx), 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
- Build a static master lookup for convertibles keyed on bond_code.
- Join issuer, maturity, and coupon for terms analysis.
- Use as the reference dimension for convertible price/flow data.
Why it matters for stock analysis
Convertible-bond terms are scattered across per-issue filings; this master serves code, issuer, maturity, and coupon in one consistent shape, removing prospectus lookups.
Coverage / Freshness / Source Policy
Convertible-bond reference master; one row per convertible bond, fields bond_code / market / bond_name / issuer / bond_type / issue_date; sourced from the Taipei Exchange (TPEx) (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 Taipei Exchange (TPEx) (graded reference / master); not investment advice.
Developer entry points
- API docs: /docs/api/derivatives/bond-convertible-reference
- OpenAPI: /openapi.json