Convertible bonds

Overview

convertible-bonds returns one row per convertible-bond issue per trading day from the official TPEx feed, with the traded price alongside the current conversion terms. Each row carries its source role so a value can be traced back to the TPEx publication rather than taken on trust.

Coverage

Example response

TODO — no real response has been captured for this dataset yet. It needs an entitled API key, or its required parameters are not yet known. Rather than show an example nobody has observed, this section stays empty.

Getting started

1. Put your key in the X-API-Key header.
2. Add query parameters (symbol, date range, limit).
3. Send the request and read the returned payload.

curl "https://api.twmarketdata.com/v2/datasets/convertible-bonds?symbol=2330" \  -H "X-API-Key: sk_live_..."

Filtering

Python

A first call:

import requests resp = requests.get(    "https://api.twmarketdata.com/v2/datasets/convertible-bonds",    params={"symbol": "2330"},    headers={"X-API-Key": "sk_live_..."},)resp.raise_for_status()print(resp.json())

With a date-range filter:

import requests # The full verified example — the same call with every supported filter set.resp = requests.get(    "https://api.twmarketdata.com/v2/datasets/convertible-bonds",    params={"symbol": "2330"},    headers={"X-API-Key": "sk_live_..."},)resp.raise_for_status()print(resp.json())

OpenAPI

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

Notes & limitations

• Live numbers are intentionally left as TODO until measured — the page is published so the endpoint is documented, but no placeholder values are shown.