EOD US Corporate Bond Pre-Trade Data
收藏Snowflake2021-01-21 更新2024-05-01 收录
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资源简介:
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.
提供机构:
BondCliq
创建时间:
2020-12-18



