Dataset
ProConvertible Bond Institutional Flow
Daily foreign / trust / dealer net buys and the total for TPEx convertible bonds.
What this data is
Each row is one convertible bond (cb_id) on one trading day of institutional net buys, carrying foreign_net, trust_net, dealer_net, and total_net. Bonds are TPEx-listed; sustained net buying is often read as bullish on conversion. Keyed on trade_date and point-in-time safe.
Use cases
- Track institutional positioning and flow in convertible bonds.
- Watch sustained net buying as a bullish conversion signal.
- Combine with the overview's terms to analyze positioning and price.
Why it matters for stock analysis
Convertible-bond positioning is hard to track; daily institutional net buys give a consistent view of flow, point-in-time safe.
Coverage / Freshness / Source Policy
One row per convertible bond per day, TPEx-listed; foreign / trust / dealer nets and total. Keyed on trade_date, point-in-time safe.
Daily, updated with TPEx convertible bonds.
From official TPEx convertible-bond data; not investment advice.
Developer entry points
- API docs: /docs/api/derivatives/convertible-bond-institutional
- OpenAPI: /openapi.json