EOD, Enriched US Corporate Bond Post-Trade Data

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.