Broker-Flow Dataset - Indonesia Stock Exchange (2016–2025): Daily Broker-Summary Order Flow across Sectors and Regimes

Daily broker-summary (order-flow) data for the Indonesia Stock Exchange (IDX), 2016–2025, covering 36 stocks across three contrasting sectors: Banking (12), Energy (12), and Consumer (12). For each stock and trading day, the dataset records the top-12 brokers on each side (buy and sell) with their transaction value (IDR) and volume (lot; 1 lot = 100 shares), together with each broker's investor type (Foreign / Local / Government). This enables broker-level analysis of informed-trading archetypes, net foreign flow, and market concentration in an emerging market where limit-order-book data is not publicly available. Coverage: 2016-01-04 to 2025-12-30 (~2,609 trading days; includes the COVID-2020 crash and 2022 rate-hike regimes). Volume: 1,931,410 broker-side records, 84,343 filled stock-days, 114 unique brokers. Contents: primary broker-summary long table, daily net per broker, daily aggregates (net flow, broker imbalance ratio, net foreign/local/government flow, Herfindahl concentration), split/dividend-adjusted prices, plus metadata (broker catalogue, coverage/empty-day analysis) and derived per-broker behavioural features with archetype labels. Non-trading/holiday days are recorded as date gaps, not zero flows. A full codebook (DOKUMENTASI_DATA.md) and README are included. Collected from the official Stockbit distribution API; prices from Yahoo Finance (auto-adjusted). Provided for research and educational use.