EOD, Enriched US Corporate Bond Post-Trade Data

Snowflake Cost Saving

We Automate SnowflakeDB Data Cloud Cost Saving. Sign Our Free 7 Days No Risk Trail Now

Data Share Description:

EOD, Enriched US Corporate Bond Post-Trade Data

Data Share Frequency: Daily
Data Share Category: Financial
Data Share Type: Personalized
Data Share Date Added: February 1, 2021
Data Share Status: ACTIVE
Data Share Usage Example Q1: Get total volume by credit quality. (IG, HY from field 20841 and size in 20377) select CreditQuality, sum(volume) from trades group by creditQuality
Data Share Usage Example SQL1 Last Tested: January 1, 1970

Data Share Overview:

BondCliQ is a market data system with unique protocols to appropriately expand access to critical institutional pricing information while incrementally improving the quality of pre-trade data. Our solution is specifically designed to enhance institutional liquidity by creating an architecture that can work collaboratively with other technology providers. Samples/Tables Included: – Daily EOD Post-Trade files of TRACE data enriched with T, I, G, and Z spreads. – Date Range: N/M; Historical EOD files are available retroactively to the beginning of the current month to new customers at no additional charge. Fields Included: -tradePrice, tradeDate, tradeTime, Coupon, CUISP, Yield, tradeSize , and 28 other fields. Update Frequency: 9pm daily Example Use Case: The data can be used to see trading volumes of bonds of interest. For example, if a portfolio has 200 bonds, looking at the trading activity will give a good idea about the trading volume and trade sizes. Also, the spreads T, G, I, and Z can be very useful for analytics.

Join The Club

Every week, we'll be sending you curated materials handpicked by professionals. Plus, you'll be the first to know about our latest data!

presentation/data share body form