可轉債

在台股可轉換公司債，我們擁有 4 種資料集，如下:

• 可轉債總覽 TaiwanStockConvertibleBondInfo
• 可轉債日成交資訊 TaiwanStockConvertibleBondDaily
• 可轉債三大法人日交易資訊 TaiwanStockConvertibleBondInstitutionalInvestors
• 可轉債每日總覽資訊 TaiwanStockConvertibleBondDailyOverview

可轉債總覽 TaiwanStockConvertibleBondInfo

Example

Package

from FinMind.data import DataLoader

api = DataLoader()
# api.login_by_token(api_token='token')
# api.login(user_id='user_id',password='password')
df = api.taiwan_stock_convertible_bond_info()

Python-request

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
parameter = {
    "dataset": "TaiwanStockConvertibleBondInfo",
    "token": "", # 參考登入，獲取金鑰
}
data = requests.get(url, params=parameter)
data = data.json()
data = pd.DataFrame(data['data'])
print(data.head())

R

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

url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(url = url,
                    query = list(
                    dataset="TaiwanStockConvertibleBondInfo",
                    token = "" # 參考登入，獲取金鑰
                    )
)
data = response %>% content
df = do.call('cbind',data$data) %>%data.table
head(df)

Output

DataFrame

	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

Schema

{
    cb_id: str,
    cb_name: str,
    InitialDateOfConversion: str,
    DueDateOfConversion: str,
    IssuanceAmount: int
}

---

可轉債日成交資訊 TaiwanStockConvertibleBondDaily

Example

Package

from FinMind.data import DataLoader

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

Python-request

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
parameter = {
    "dataset": "TaiwanStockConvertibleBondDaily",
    "data_id":"15131",
    "start_date": "2020-04-01",
    "end_date": "2020-04-10",
    "token": "", # 參考登入，獲取金鑰
}
data = requests.get(url, params=parameter)
data = data.json()
data = pd.DataFrame(data['data'])
print(data.head())

R

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

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',
                    token = "" # 參考登入，獲取金鑰
                    )
)
data = response %>% content
df = do.call('cbind',data$data) %>%data.table
head(df)

Output

DataFrame

	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

Schema

{
    cb_id: str,
    cb_name: str,
    transaction_type: str,
    close: float32,
    change: float32,
    open: float32,
    max: float32,
    min: float32,
    no_of_transactions: int64,
    unit: int64,
    trading_value: int64,
    avg_price: float32,
    next_ref_price: float32,
    next_max_limit: float32,
    next_min_limit: float32,
    date: str
}

一次拿特定日期，所有資料(只限 backer、sponsor 使用)

Example

Package

from FinMind.data import DataLoader

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

Python-request

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
parameter = {
    "dataset": "TaiwanStockConvertibleBondDaily",
    "start_date": "2020-04-06",
    "token": token, # 參考登入，獲取金鑰
}
resp = requests.get(url, params=parameter)
data = resp.json()
data = pd.DataFrame(data["data"])
print(data.head())

R

library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(
url = url,
query = list(
    dataset="TaiwanStockConvertibleBondDaily",
    start_date= "2020-04-06",
    token = token # 參考登入，獲取金鑰
)
)
data = content(response)
df = data$data %>%
do.call('rbind',.) %>%
data.table
head(df)

Output

DataFrame

	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

Schema

{
    cb_id: str,
    cb_name: str,
    transaction_type: str,
    close: float32,
    change: float32,
    open: float32,
    max: float32,
    min: float32,
    no_of_transactions: int64,
    unit: int64,
    trading_value: int64,
    avg_price: float32,
    next_ref_price: float32,
    next_max_limit: float32,
    next_min_limit: float32,
    date: str
}

---

可轉債三大法人日交易資訊 TaiwanStockConvertibleBondInstitutionalInvestors

Example

Package

from FinMind.data import DataLoader

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

Python-request

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
parameter = {
    "dataset": "TaiwanStockConvertibleBondInstitutionalInvestors",
    "data_id":"15131",
    "start_date": "2020-04-01",
    "end_date": "2020-04-10",
    "token": "", # 參考登入，獲取金鑰
}
data = requests.get(url, params=parameter)
data = data.json()
data = pd.DataFrame(data['data'])
print(data.head())

R

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

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',
                    token = "" # 參考登入，獲取金鑰
                    )
)
data = response %>% content
df = do.call('cbind',data$data) %>%data.table
head(df)

Output

DataFrame

	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

Schema

{
    Foreign_Investor_Buy: int64,
    Foreign_Investor_Sell: int64,
    Foreign_Investor_Overbuy: int64,
    Investment_Trust_Buy: int64,
    Investment_Trust_Sell: int64,
    Investment_Trust_Overbuy: int64,
    Dealer_self_Buy: int64,
    Dealer_self_Sell: int64,
    Dealer_self_Overbuy: int64,
    Total_Overbuy: int64,
    cb_id: str,
    cb_name: str,
    date: str
}

一次拿特定日期，所有資料(只限 backer、sponsor 使用)

Example

Package

from FinMind.data import DataLoader

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

Python-request

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
parameter = {
    "dataset": "TaiwanStockConvertibleBondInstitutionalInvestors",
    "start_date": "2020-04-06",
    "token": token, # 參考登入，獲取金鑰
}
resp = requests.get(url, params=parameter)
data = resp.json()
data = pd.DataFrame(data["data"])
print(data.head())

R

library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(
url = url,
query = list(
    dataset="TaiwanStockConvertibleBondInstitutionalInvestors",
    start_date= "2020-04-06",
    token = token # 參考登入，獲取金鑰
)
)
data = content(response)
df = data$data %>%
do.call('rbind',.) %>%
data.table
head(df)

Output

DataFrame

	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

Schema

{
    Foreign_Investor_Buy: int64,
    Foreign_Investor_Sell: int64,
    Foreign_Investor_Overbuy: int64,
    Investment_Trust_Buy: int64,
    Investment_Trust_Sell: int64,
    Investment_Trust_Overbuy: int64,
    Dealer_self_Buy: int64,
    Dealer_self_Sell: int64,
    Dealer_self_Overbuy: int64,
    Total_Overbuy: int64,
    cb_id: str,
    cb_name: str,
    date: str
}

---

可轉債每日總覽資訊 TaiwanStockConvertibleBondDailyOverview

Example

Package

from FinMind.data import DataLoader

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

Python-request

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
parameter = {
    "dataset": "TaiwanStockConvertibleBondDailyOverview",
    "data_id":"15131",
    "start_date": "2020-04-01",
    "end_date": "2020-04-10",
    "token": "", # 參考登入，獲取金鑰
}
data = requests.get(url, params=parameter)
data = data.json()
data = pd.DataFrame(data['data'])
print(data.head())

R

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

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',
                    token = "" # 參考登入，獲取金鑰
                    )
)
data = response %>% content
df = do.call('cbind',data$data) %>%data.table
head(df)

Output

DataFrame

	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

Schema

{
    cb_id: str,
    cb_name: str,
    date: str,
    InitialDateOfConversion: str,
    DueDateOfConversion: str,
    InitialDateOfStopConversion: str,
    DueDateOfStopConversion: str,
    ConversionPrice: float32,
    NextEffectiveDateOfConversionPrice: str,
    LatestInitialDateOfPut: str,
    LatestDueDateOfPut: str,
    LatestPutPrice: float32,
    InitialDateOfEarlyRedemption: str,
    DueDateOfEarlyRedemption: str,
    EarlyRedemptionPrice: float32,
    DateOfDelisted: str,
    IssuanceAmount: float32,
    OutstandingAmount: float32,
    ReferencePrice: float32,
    PriceOfUnderlyingStock: float32,
    InitialDateOfSuspension: str,
    DueDateOfSuspension: str,
    CouponRate: float32
}

一次拿特定日期，所有資料(只限 backer、sponsor 使用)

Example

Package

from FinMind.data import DataLoader

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

Python-request

import requests
import pandas as pd
url = "https://api.finmindtrade.com/api/v4/data"
parameter = {
    "dataset": "TaiwanStockConvertibleBondDailyOverview",
    "start_date": "2020-04-06",
    "token": token, # 參考登入，獲取金鑰
}
resp = requests.get(url, params=parameter)
data = resp.json()
data = pd.DataFrame(data["data"])
print(data.head())

R

library(httr)
library(data.table)
library(dplyr)
url = 'https://api.finmindtrade.com/api/v4/data'
response = httr::GET(
url = url,
query = list(
    dataset="TaiwanStockConvertibleBondDailyOverview",
    start_date= "2020-04-06",
    token = token # 參考登入，獲取金鑰
)
)
data = content(response)
df = data$data %>%
do.call('rbind',.) %>%
data.table
head(df)

Output

DataFrame

	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

Schema

{
    cb_id: str,
    cb_name: str,
    date: str,
    InitialDateOfConversion: str,
    DueDateOfConversion: str,
    InitialDateOfStopConversion: str,
    DueDateOfStopConversion: str,
    ConversionPrice: float32,
    NextEffectiveDateOfConversionPrice: str,
    LatestInitialDateOfPut: str,
    LatestDueDateOfPut: str,
    LatestPutPrice: float32,
    InitialDateOfEarlyRedemption: str,
    DueDateOfEarlyRedemption: str,
    EarlyRedemptionPrice: float32,
    DateOfDelisted: str,
    IssuanceAmount: float32,
    OutstandingAmount: float32,
    ReferencePrice: float32,
    PriceOfUnderlyingStock: float32,
    InitialDateOfSuspension: str,
    DueDateOfSuspension: str,
    CouponRate: float32
}