Brokers

Daily Full-Universe Foreign Flow

Changed on

Returns the net foreign-investor flow (IDR) of every IDX ticker on a single trading day, in one paginated feed — instead of calling the per-symbol Daily Net Foreign Inflow endpoint once per ticker. Sorted by net_foreign_inflow descending by default, so the first page is the day's top foreign buys; order_by=net_foreign_inflow puts the top foreign sells first.

<Note>Defaults to the most recent trading day. Pass date (YYYY-MM-DD) to pull a specific day. Future dates return 400.</Note>

<Note>Flow is attributed by the investor's origin, not the broker's. Tickers with no foreign-investor participation on the day are omitted.</Note>

<Info>Costs 1 API credit per page. The full universe (typically 550-700 tickers with foreign activity on the day) is about 20-25 pages at the maximum limit of 30.</Info>

get/v2/foreign-flow/

Request

  • Base URL
    https://api.sectors.app
  • URL
    https://api.sectors.app/v2/foreign-flow/
  • Auth
    API key in header Authorization

Query parameters

order_by'-foreign_buy_idr' | '-foreign_sell_idr' | '-net_foreign_inflow' | '-symbol' | 'foreign_buy_idr' | 'foreign_sell_idr' | 'net_foreign_inflow' | 'symbol'

Sort field; prefix with - for descending. Default -net_foreign_inflow (top foreign buys first).

limitinteger

Maximum number of tickers to return per page. Max: 30.

offsetinteger

Number of tickers to skip for pagination.

datestring

Trading day to pull, in YYYY-MM-DD format. Defaults to the most recent trading day with data. Future dates return 400.

Response

Paginated per-ticker foreign flow for the requested day.

Changes