EOD, Enriched US Corporate Bond Post-Trade Data

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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.

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