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Derivatives & Convertibles

Convertible Bond Institutional Flow

Name: Convertible Bond Institutional Flow
Creator: TW Market Data
License: https://twmarketdata.com/en/legal/licensing

Convertible-bond institutional flow — per-bond daily buy/sell/net by the three institutional groups, from TPEx.

← Convertible Bond Institutional Flow overview

VerifiedSource: TPEx·Plan: max·Cost: 2 credits·GET /v2/datasets/convertible-bond-institutional

Convertible Bond Institutional Flow is a Taiwan market dataset sourced from TPEx, served by TW Market Data as GET /v2/datasets/convertible-bond-institutional.

Overview

convertible-bond-institutional returns one row per convertible bond per trading day with foreign, investment-trust and dealer buy, sell and net figures plus the total net. Each row carries its source family and lineage so the flow can be traced back to the official publication.

Field	Type	Description
`trade_date`	string	Trading date.
`cb_id`	string	Convertible-bond code.
`cb_name`	string	Convertible-bond name.
`foreign_buy`	number
`foreign_sell`	number
`foreign_net`	number	Foreign net (buy minus sell).
`trust_buy`	number
`trust_sell`	number
`trust_net`	number	Investment-trust net.
`dealer_buy`	number
`dealer_sell`	number
`dealer_net`	number	Dealer net.
`total_net`	number	Total institutional net.
`market`	string	Market (TPEx).

Coverage

Rows	~156,809
Window	2022-03-30 – 2026-09-02
Grade	Verified
Measured	2026-09-03from the dataset registry

Example response

A real response from this endpoint. Rows are returned under "data", and provenance is carried in the shape shown below — it is not identical across datasets, so read this page's rather than assuming another's.

{
  "dataset_id": "convertible_bond_institutional",
  "request_context": {
    "scope": "tpex_cb_three_major_institutional_only",
    "coverage_type": "official_dated_daily",
    "filters": {
      "trade_date": null,
      "date_from": null,
      "date_to": null,
      "cb_id": "26107",
      "limit": 50
    },
    "min_trade_date": "2026-01-22",
    "max_trade_date": "2026-04-21"
  },
  "quality": {
    "row_count": 50,
    "cb_count": 1,
    "sensitive_fields_exposed": false
  },
  "lineage": {
    "source_families": [
      "TPEX_CBBIGD"
    ],
    "semantics": "<Chinese value - see the zh page>"
  },
  "error": null,
  "data": [
    {
      "trade_date": "2026-04-21",
      "cb_id": "26107",
      "cb_name": "<Chinese value - see the zh page>",
      "foreign_buy": 0,
      "foreign_sell": 0,
      "foreign_net": 0,
      "trust_buy": 0,
      "trust_sell": 0,
      "trust_net": 0,
      "dealer_buy": 611,
      "dealer_sell": 839,
      "dealer_net": -228,
      "total_net": -228,
      "market": "TPEx",
      "source_family": "TPEX_CBBIGD",
      "lineage": {
        "source": "TPEX_CBBIGD",
        "endpoint": "www/zh-tw/bond/newCb3itrade",
        "unit": "<Chinese value - see the zh page>"
      }
    },
    {
      "trade_date": "2026-04-20",
      "cb_id": "26107",
      "cb_name": "<Chinese value - see the zh page>",
      "foreign_buy": 0,
      "foreign_sell": 0,
      "foreign_net": 0,
      "trust_buy": 0,
      "trust_sell": 0,
      "trust_net": 0,
      "dealer_buy": 114,
      "dealer_sell": 110,
      "dealer_net": 4,
      "total_net": 4,
      "market": "TPEx",
      "source_family": "TPEX_CBBIGD",
      "lineage": {
        "source": "TPEX_CBBIGD",
        "endpoint": "www/zh-tw/bond/newCb3itrade",
        "unit": "<Chinese value - see the zh page>"
      }
    }
  ],
  "data_count": 50,
  "known_gaps": [
    "tpex_only",
    "recent_window_initial_load_full_history_backfill_pending",
    "<Chinese value - see the zh page>"
  ],
  "warnings": [
    "not_investment_advice"
  ],
  "envelope": {
    "dataset_id": "convertible_bond_institutional",
    "scope": "tpex_cb_three_major_institutional_only",
    "row_count": 50
  }
}

Captured from the live API on 2026-07-20.

Chinese data values are shown as a marker here so this page stays in English; the /zh page shows them verbatim.

Provenance

These columns are returned alongside the data and record where the row came from. They are provenance, not the dataset's subject matter, so they are listed here rather than in the field table.

source_familylineage

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.

Cite this dataset

TW Market Data. (n.d.). Convertible Bond Institutional Flow [Data set]. TW Market Data. Retrieved 2026-09-07, from https://twmarketdata.com/en/docs/api/derivatives/convertible-bond-institutional

The version is the dataset's own as_of, not the date this page was built. Where we have no as_of the field is left out rather than filled in. Check a signature

Datasets that join with this one. The key each pair aligns on is shown, so you can plan a multi-table query without guessing.

Convertible Bond Overview
Joins on cb_id + market + trade_date
Convertible Bond Custody (Monthly)
Joins on cb_id + market
Options Daily Delta
Joins on market + trade_date
Options Put/Call Ratio
Joins on market + trade_date
Industry Value-Chain Membership
Joins on market + trade_date

Getting started

Put your key in the X-API-Key header.
Add query parameters (symbol, date range, limit).
Send the request and read the data array.

curl "https://api.twmarketdata.com/v2/datasets/convertible-bond-institutional?cb_id=26107" \
  -H "X-API-Key: sk_live_..."

Filtering

Parameter	Required	Type	Description
`cb_id`	No	string	Filter to a convertible-bond code.
`start_date`	No	string (YYYY-MM-DD)	Start of the query range.
`end_date`	No	string (YYYY-MM-DD)	End of the query range.
`limit`	No	integer	Maximum rows to return.

Python

import requests

resp = requests.get(
    "https://api.twmarketdata.com/v2/datasets/convertible-bond-institutional",
    params={"cb_id": "26107"},
    headers={"X-API-Key": "sk_live_..."},
)
resp.raise_for_status()
print(resp.json()["data"])

OpenAPI

This endpoint is GET /v2/datasets/convertible-bond-institutional. The full machine-readable schema (parameters, security, response envelope) lives in the OpenAPI spec.

Request & Response

Request

curl "https://api.twmarketdata.com/v2/datasets/convertible-bond-institutional?start_date=2026-01-01&end_date=2026-06-30&limit=5" \
  -H "X-API-Key: $TWMD_API_KEY"

Response

{
  "dataset_id": "convertible_bond_institutional",
  "quality": {
    "row_count": "<number>",
    "cb_count": "<number>",
    "sensitive_fields_exposed": "<boolean>"
  },
  "error": null,
  "data": [
    {
      "trade_date": "<string>",
      "cb_id": "<string>",
      "cb_name": "<string>",
      "foreign_buy": "<number>",
      "foreign_sell": "<number>",
      "foreign_net": "<number>",
      "trust_buy": "<number>",
      "trust_sell": "<number>",
      "trust_net": "<number>",
      "dealer_buy": "<number>",
      "dealer_sell": "<number>",
      "dealer_net": "<number>",
      "total_net": "<number>",
      "market": "<string>",
      "source_family": "<string>",
      "lineage": {
        "source": "<string>",
        "endpoint": "<string>",
        "unit": "<string>"
      }
    }
  ],
  "data_count": 50,
  "known_gaps": [
    "<string>"
  ],
  "warnings": [
    "<string>"
  ],
  "envelope": {
    "dataset_id": "<string>",
    "scope": "<string>",
    "row_count": "<number>"
  }
}