Data Share Usage Example Q1: Get bonds that had more than 30 quotes in one day select cusip(48), Desc(107) from quotes group by cusip, desc having count(*) > 29
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 files of US corporate bond quotes from 30+ dealers – 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: -SecurityID, SecurityIDSource, Maturity Date, CouponRate, SecurityDesc, Spread, and nine other fields. Update Frequency: 9pm daily Example Use Case: Looking at the number of dealers quoting on a bond and how tight the markets are, will give a great indication of where the bond is being quoted. Combining that post-trade data will give more insights as well. The size being quoted is a very good indication of liquidity.