Convertible Bond

For Taiwan stock convertible bonds, we have 4 datasets, as listed below:

• Convertible Bond Overview TaiwanStockConvertibleBondInfo
• Convertible Bond Daily Trading Information TaiwanStockConvertibleBondDaily
• Convertible Bond Institutional Investors Daily Trading TaiwanStockConvertibleBondInstitutionalInvestors
• Convertible Bond Daily Overview TaiwanStockConvertibleBondDailyOverview

Convertible Bond Overview TaiwanStockConvertibleBondInfo (only available to backer/sponsor members)

Example

PackagePython-requestR

from FinMind.data import DataLoader

api = DataLoader()
# api.login_by_token(api_token='token')
df = api.taiwan_stock_convertible_bond_info()

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # See login section to obtain a token
headers = {"Authorization": f"Bearer {token}"}
parameter = {
    "dataset": "TaiwanStockConvertibleBondInfo",
}
data = requests.get(url, headers=headers, params=parameter)
data = data.json()
data = pd.DataFrame(data['data'])
print(data.head())

library(httr)
library(data.table)
library(dplyr)
token = "" # See login section to obtain a token
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(
    url = url,
    query = list(
        dataset="TaiwanStockConvertibleBondInfo"
    ),
    add_headers(Authorization = paste("Bearer", token))
)
data = response %>% content
df = do.call('cbind',data$data) %>%data.table
head(df)

Output

DataFrameSchema

	cb_id	cb_name	InitialDateOfConversion	DueDateOfConversion	IssuanceAmount
0	12101	大成一	2007-10-22	2012-09-11	1000000000
1	12161	統一一	2007-11-26	2010-10-15	5000000000
2	12171	愛之一	2011-06-12	2014-05-01	1100000000
3	12172	愛之二	2011-06-13	2016-05-02	300000000
4	12173	愛之味三	2013-04-08	2018-02-25	1000000000

{
    cb_id: str, # convertible bond code
    cb_name: str, # convertible bond name
    InitialDateOfConversion: str, # initial date of conversion
    DueDateOfConversion: str, # due date of conversion
    IssuanceAmount: int # original issuance amount
}

---

Convertible Bond Daily Trading Information TaiwanStockConvertibleBondDaily (only available to backer/sponsor members)

Example

PackagePython-requestR

from FinMind.data import DataLoader

api = DataLoader()
# api.login_by_token(api_token='token')
df = api.taiwan_stock_convertible_bond_daily(
    cb_id="15131",
    start_date="2020-04-01",
    end_date="2020-04-10",
)

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # See login section to obtain a token
headers = {"Authorization": f"Bearer {token}"}
parameter = {
    "dataset": "TaiwanStockConvertibleBondDaily",
    "data_id":"15131",
    "start_date": "2020-04-01",
    "end_date": "2020-04-10",
}
data = requests.get(url, headers=headers, params=parameter)
data = data.json()
data = pd.DataFrame(data['data'])
print(data.head())

library(httr)
library(data.table)
library(dplyr)

token = "" # See login section to obtain a token
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(
    url = url,
    query = list(
        dataset="TaiwanStockConvertibleBondDaily",
        data_id="15131",
        start_date= "2020-04-01",
        end_date='2020-04-10'
    ),
    add_headers(Authorization = paste("Bearer", token))
)
data = response %>% content
df = do.call('cbind',data$data) %>%data.table
head(df)

Output

DataFrameSchema

	cb_id	cb_name	transaction_type	close	change	open	max	min	no_of_transactions	unit	trading_value	avg_price	next_ref_price	next_max_limit	next_min_limit	date
0	15131	中興電一	等價	104	-0.5	103.6	104	103.5	14	116	12029500	103.7	104	114.4	93.6	2020-04-01
1	15131	中興電一	等價	104.4	0.4	104	104.4	103.8	9	29	3016200	104	104.4	114.8	94	2020-04-06
2	15131	中興電一	等價	105.8	1.4	105.15	105.8	104.5	21	113	11877450	105.11	105.8	116.35	95.25	2020-04-07
3	15131	中興電一	等價	105.6	-0.2	105	106	105	12	32	3370500	105.32	105.6	116.15	95.05	2020-04-08
4	15131	中興電一	等價	104.8	-0.8	104	105	104	12	40	4177800	104.44	104.8	115.25	94.35	2020-04-09

{
    cb_id: str, # convertible bond code
    cb_name: str, # convertible bond name
    transaction_type: str, # transaction status
    close: float32, # closing price
    change: float32, # price change
    open: float32, # opening price
    max: float32, # high
    min: float32, # low
    no_of_transactions: int64, # number of transactions
    unit: int64, # volume
    trading_value: int64, # transaction value
    avg_price: float32, # average transaction price
    next_ref_price: float32, # next-day reference price
    next_max_limit: float32, # next-day price limit up
    next_min_limit: float32, # next-day price limit down
    date: str # date
}

Fetch all data for a specific date in one request (only available to backer/sponsor members)

Example

PackagePython-requestR

from FinMind.data import DataLoader

api = DataLoader()
# api.login_by_token(api_token='token')
df = api.taiwan_stock_convertible_bond_daily(
    start_date="2020-04-06",
)

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # See login section to obtain a token
headers = {"Authorization": f"Bearer {token}"}
parameter = {
    "dataset": "TaiwanStockConvertibleBondDaily",
    "start_date": "2020-04-06",
}
resp = requests.get(url, headers=headers, params=parameter)
data = resp.json()
data = pd.DataFrame(data["data"])
print(data.head())

library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
token = "" # See login section to obtain a token
response = httr::GET(
    url = url,
    query = list(
        dataset="TaiwanStockConvertibleBondDaily",
        start_date= "2020-04-06"
    ),
    add_headers(Authorization = paste("Bearer", token))
)
data = content(response)
df = data$data %>%
do.call('rbind',.) %>%
data.table
head(df)

Output

DataFrameSchema

	cb_id	cb_name	transaction_type	close	change	open	max	min	no_of_transactions	unit	trading_value	avg_price	next_ref_price	next_max_limit	next_min_limit	date
0	12582	其祥二KY	等價	0	0	0	0	0	0	0	0	87.43	87.2	95.9	78.5	2020-04-06
1	13163	上曜三	等價	0	0	0	0	0	0	0	0	101.68	102	112.2	91.8	2020-04-06
2	14361	華友聯一	等價	107	0	107	107	107	1	2	214000	107	107	117.7	96.3	2020-04-06
3	14423	名軒三	等價	0	0	0	0	0	0	0	0	135	135	148.5	121.5	2020-04-06
4	14721	三洋紡一	等價	0	0	0	0	0	0	0	0	100.35	100.35	110.35	90.35	2020-04-06

{
    cb_id: str, # convertible bond code
    cb_name: str, # convertible bond name
    transaction_type: str, # transaction status
    close: float32, # closing price
    change: float32, # price change
    open: float32, # opening price
    max: float32, # high
    min: float32, # low
    no_of_transactions: int64, # number of transactions
    unit: int64, # volume
    trading_value: int64, # transaction value
    avg_price: float32, # average transaction price
    next_ref_price: float32, # next-day reference price
    next_max_limit: float32, # next-day price limit up
    next_min_limit: float32, # next-day price limit down
    date: str # date
}

---

Convertible Bond Institutional Investors Daily Trading TaiwanStockConvertibleBondInstitutionalInvestors (only available to backer/sponsor members)

Example

PackagePython-requestR

from FinMind.data import DataLoader

api = DataLoader()
# api.login_by_token(api_token='token')
df = api.taiwan_stock_convertible_bond_institutional_investors(
    cb_id="15131",
    start_date="2020-04-01",
    end_date="2020-04-10",
)

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # See login section to obtain a token
headers = {"Authorization": f"Bearer {token}"}
parameter = {
    "dataset": "TaiwanStockConvertibleBondInstitutionalInvestors",
    "data_id":"15131",
    "start_date": "2020-04-01",
    "end_date": "2020-04-10",
}
data = requests.get(url, headers=headers, params=parameter)
data = data.json()
data = pd.DataFrame(data['data'])
print(data.head())

library(httr)
library(data.table)
library(dplyr)
token = "" # See login section to obtain a token
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(
    url = url,
    query = list(
        dataset="TaiwanStockConvertibleBondInstitutionalInvestors",
        data_id="15131",
        start_date= "2020-04-01",
        end_date='2020-04-10'
    ),
    add_headers(Authorization = paste("Bearer", token))
)
data = response %>% content
df = do.call('cbind',data$data) %>%data.table
head(df)

Output

DataFrameSchema

	Foreign_Investor_Buy	Foreign_Investor_Sell	Foreign_Investor_Overbuy	Investment_Trust_Buy	Investment_Trust_Sell	Investment_Trust_Overbuy	Dealer_self_Buy	Dealer_self_Sell	Dealer_self_Overbuy	Total_Overbuy	cb_id	cb_name	date
0	0	0	0	0	0	0	2	2	0	0	14361	華友聯一	2020-04-06
1	0	0	0	0	0	0	12	28	-16	-16	15131	中興電一	2020-04-06
2	0	0	0	0	0	0	5	0	5	5	15981	岱宇一	2020-04-06
3	0	10	-10	0	0	0	13	0	13	3	16262	艾美特二KY	2020-04-06
4	0	0	0	0	0	0	20	20	0	0	17333	五鼎三	2020-04-06

{
    Foreign_Investor_Buy: int64, # foreign investor buy volume
    Foreign_Investor_Sell: int64, # foreign investor sell volume
    Foreign_Investor_Overbuy: int64, # foreign investor net buy volume
    Investment_Trust_Buy: int64, # investment trust buy volume
    Investment_Trust_Sell: int64, # investment trust sell volume
    Investment_Trust_Overbuy: int64, # investment trust net buy volume
    Dealer_self_Buy: int64, # dealer buy volume
    Dealer_self_Sell: int64, # dealer sell volume
    Dealer_self_Overbuy: int64, # dealer net buy volume
    Total_Overbuy: int64, # total net buy volume
    cb_id: str, # convertible bond code
    cb_name: str, # convertible bond name
    date: str # date
}

Fetch all data for a specific date in one request (only available to backer/sponsor members)

Example

PackagePython-requestR

from FinMind.data import DataLoader

api = DataLoader()
# api.login_by_token(api_token='token')
df = api.taiwan_stock_convertible_bond_institutional_investors(
    start_date="2020-04-06",
)

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # See login section to obtain a token
headers = {"Authorization": f"Bearer {token}"}
parameter = {
    "dataset": "TaiwanStockConvertibleBondInstitutionalInvestors",
    "start_date": "2020-04-06",
}
resp = requests.get(url, headers=headers, params=parameter)
data = resp.json()
data = pd.DataFrame(data["data"])
print(data.head())

library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
token = "" # See login section to obtain a token
response = httr::GET(
    url = url,
    query = list(
        dataset="TaiwanStockConvertibleBondInstitutionalInvestors",
        start_date= "2020-04-06"
    ),
    add_headers(Authorization = paste("Bearer", token))
)
data = content(response)
df = data$data %>%
do.call('rbind',.) %>%
data.table
head(df)

Output

DataFrameSchema

	Foreign_Investor_Buy	Foreign_Investor_Sell	Foreign_Investor_Overbuy	Investment_Trust_Buy	Investment_Trust_Sell	Investment_Trust_Overbuy	Dealer_self_Buy	Dealer_self_Sell	Dealer_self_Overbuy	Total_Overbuy	cb_id	cb_name	date
0	0	0	0	0	0	0	2	2	0	0	14361	華友聯一	2020-04-06
1	0	0	0	0	0	0	12	28	-16	-16	15131	中興電一	2020-04-06
2	0	0	0	0	0	0	5	0	5	5	15981	岱宇一	2020-04-06
3	0	10	-10	0	0	0	13	0	13	3	16262	艾美特二KY	2020-04-06
4	0	0	0	0	0	0	20	20	0	0	17333	五鼎三	2020-04-06

{
    Foreign_Investor_Buy: int64, # foreign investor buy volume
    Foreign_Investor_Sell: int64, # foreign investor sell volume
    Foreign_Investor_Overbuy: int64, # foreign investor net buy volume
    Investment_Trust_Buy: int64, # investment trust buy volume
    Investment_Trust_Sell: int64, # investment trust sell volume
    Investment_Trust_Overbuy: int64, # investment trust net buy volume
    Dealer_self_Buy: int64, # dealer buy volume
    Dealer_self_Sell: int64, # dealer sell volume
    Dealer_self_Overbuy: int64, # dealer net buy volume
    Total_Overbuy: int64, # total net buy volume
    cb_id: str, # convertible bond code
    cb_name: str, # convertible bond name
    date: str # date
}

---

Convertible Bond Daily Overview TaiwanStockConvertibleBondDailyOverview (only available to backer/sponsor members)

Example

PackagePython-requestR

from FinMind.data import DataLoader

api = DataLoader()
# api.login_by_token(api_token='token')
df = api.taiwan_stock_convertible_bond_daily_overview(
    cb_id="15131",
    start_date="2020-04-01",
    end_date="2020-04-10",
)

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # See login section to obtain a token
headers = {"Authorization": f"Bearer {token}"}
parameter = {
    "dataset": "TaiwanStockConvertibleBondDailyOverview",
    "data_id":"15131",
    "start_date": "2020-04-01",
    "end_date": "2020-04-10",
}
data = requests.get(url, headers=headers, params=parameter)
data = data.json()
data = pd.DataFrame(data['data'])
print(data.head())

library(httr)
library(data.table)
library(dplyr)
token = "" # See login section to obtain a token
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(
    url = url,
    query = list(
        dataset="TaiwanStockConvertibleBondDailyOverview",
        data_id="15131",
        start_date= "2020-04-01",
        end_date='2020-04-10'
    ),
    add_headers(Authorization = paste("Bearer", token))
)
data = response %>% content
df = do.call('cbind',data$data) %>%data.table
head(df)

Output

DataFrameSchema

	cb_id	cb_name	date	InitialDateOfConversion	DueDateOfConversion	InitialDateOfStopConversion	DueDateOfStopConversion	ConversionPrice	NextEffectiveDateOfConversionPrice	LatestInitialDateOfPut	LatestDueDateOfPut	LatestPutPrice	InitialDateOfEarlyRedemption	DueDateOfEarlyRedemption	EarlyRedemptionPrice	DateOfDelisted	IssuanceAmount	OutstandingAmount	ReferencePrice	PriceOfUnderlyingStock	InitialDateOfSuspension	DueDateOfSuspension	CouponRate
0	15131	中興電一	2020-04-01	2020-04-17	2025-01-16			27.7	2020-01-16			0			0		1.5e+09	1.5e+09	104	22.2			0
1	15131	中興電一	2020-04-06	2020-04-17	2025-01-16			27.7	2020-01-16			0			0		1.5e+09	1.5e+09	104.4	22.25			0
2	15131	中興電一	2020-04-07	2020-04-17	2025-01-16			27.7	2020-01-16			0			0		1.5e+09	1.5e+09	105.8	23.15			0
3	15131	中興電一	2020-04-08	2020-04-17	2025-01-16			27.7	2020-01-16			0			0		1.5e+09	1.5e+09	105.6	23.35			0
4	15131	中興電一	2020-04-09	2020-04-17	2025-01-16			27.7	2020-01-16			0			0		1.5e+09	1.5e+09	104.8	23.25			0

{
    cb_id: str, # convertible bond code
    cb_name: str, # convertible bond name
    date: str, # date
    InitialDateOfConversion: str, # initial date of conversion
    DueDateOfConversion: str, # due date of conversion
    InitialDateOfStopConversion: str, # latest initial date of suspension of conversion
    DueDateOfStopConversion: str, # latest due date of suspension of conversion
    ConversionPrice: float32, # conversion price
    NextEffectiveDateOfConversionPrice: str, # next effective date of conversion price
    LatestInitialDateOfPut: str, # latest initial put date
    LatestDueDateOfPut: str, # latest due put date
    LatestPutPrice: float32, # latest put price
    InitialDateOfEarlyRedemption: str, # initial date of early redemption
    DueDateOfEarlyRedemption: str, # due date of early redemption
    EarlyRedemptionPrice: float32, # early redemption price
    DateOfDelisted: str, # date of delisting from OTC trading
    IssuanceAmount: float32, # original issuance amount
    OutstandingAmount: float32, # outstanding balance at end of last month
    ReferencePrice: float32, # convertible bond reference price
    PriceOfUnderlyingStock: float32, # price of underlying stock
    InitialDateOfSuspension: str, # initial date of trading suspension
    DueDateOfSuspension: str, # due date of trading suspension
    CouponRate: float32 # coupon rate
}

Fetch all data for a specific date in one request (only available to backer/sponsor members)

Example

PackagePython-requestR

from FinMind.data import DataLoader

api = DataLoader()
# api.login_by_token(api_token='token')
df = api.taiwan_stock_convertible_bond_daily_overview(
    start_date="2020-04-06",
)

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
token = "" # See login section to obtain a token
headers = {"Authorization": f"Bearer {token}"}
parameter = {
    "dataset": "TaiwanStockConvertibleBondDailyOverview",
    "start_date": "2020-04-06",
}
resp = requests.get(url, headers=headers, params=parameter)
data = resp.json()
data = pd.DataFrame(data["data"])
print(data.head())

library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
token = "" # See login section to obtain a token
response = httr::GET(
    url = url,
    query = list(
        dataset="TaiwanStockConvertibleBondDailyOverview",
        start_date= "2020-04-06"
    ),
    add_headers(Authorization = paste("Bearer", token))
)
data = content(response)
df = data$data %>%
do.call('rbind',.) %>%
data.table
head(df)

Output

DataFrameSchema

	cb_id	cb_name	date	InitialDateOfConversion	DueDateOfConversion	InitialDateOfStopConversion	DueDateOfStopConversion	ConversionPrice	NextEffectiveDateOfConversionPrice	LatestInitialDateOfPut	LatestDueDateOfPut	LatestPutPrice	InitialDateOfEarlyRedemption	DueDateOfEarlyRedemption	EarlyRedemptionPrice	DateOfDelisted	IssuanceAmount	OutstandingAmount	ReferencePrice	PriceOfUnderlyingStock	InitialDateOfSuspension	DueDateOfSuspension	CouponRate
0	12582	其祥二KY	2020-04-06	2019-01-11	2023-09-10			30	2018-09-10			0			0		3e+08	2.999e+08	87.2	9.34			0
1	13163	上曜三	2020-04-06	2019-02-08	2021-11-07			14.7	2019-08-07			0			0		5e+08	4.556e+08	102	8.34			0
2	14361	華友聯一	2020-04-06	2020-04-18	2025-01-17			40	2020-01-17			0			0		3e+08	3e+08	107	36			0
3	14423	名軒三	2020-04-06	2016-01-02	2020-12-01			11.5	2019-08-17	2018-10-23	2018-12-01	103.79			0		8e+08	6.4e+08	135	14.9			0
4	14721	三洋紡一	2020-04-06	2019-05-01	2022-01-30			29.2	2019-03-19			0			0		3e+08	2.889e+08	100.35	9.2			0

{
    cb_id: str, # convertible bond code
    cb_name: str, # convertible bond name
    date: str, # date
    InitialDateOfConversion: str, # initial date of conversion
    DueDateOfConversion: str, # due date of conversion
    InitialDateOfStopConversion: str, # latest initial date of suspension of conversion
    DueDateOfStopConversion: str, # latest due date of suspension of conversion
    ConversionPrice: float32, # conversion price
    NextEffectiveDateOfConversionPrice: str, # next effective date of conversion price
    LatestInitialDateOfPut: str, # latest initial put date
    LatestDueDateOfPut: str, # latest due put date
    LatestPutPrice: float32, # latest put price
    InitialDateOfEarlyRedemption: str, # initial date of early redemption
    DueDateOfEarlyRedemption: str, # due date of early redemption
    EarlyRedemptionPrice: float32, # early redemption price
    DateOfDelisted: str, # date of delisting from OTC trading
    IssuanceAmount: float32, # original issuance amount
    OutstandingAmount: float32, # outstanding balance at end of last month
    ReferencePrice: float32, # convertible bond reference price
    PriceOfUnderlyingStock: float32, # price of underlying stock
    InitialDateOfSuspension: str, # initial date of trading suspension
    DueDateOfSuspension: str, # due date of trading suspension
    CouponRate: float32 # coupon rate
}