Quote/Trace Data - BondCliQ

Data Able to be Delivered through Feeds & Files:

- FINRA Trace Data -

BondCliQ FINRA TRACE Data set offers a consolidation of all reportable US bond transactions for corporate bonds

DESCRIPTION

- Trades for the FINRA (BTDS) and 144a data sets

- Currently ~100,000 trades a day totaling 45+ billion in trade volume

- Trade flow indicators: Interdealer Trade, Dealer buys from Customer, Dealer sells to Customer, Dealer buys from Affiliate, Dealer sells to Affiliate

- Trade type indicators: ATS trades, Portfolio Trades

- Historical data available from January 2017

PRODUCT OFFERINGS

- Enriched TRACE data: TRACE data including BondCliQ calculations of T, I, Z, and G risk spreads where applicable

- Raw TRACE data: TRACE data not including risk spread calculations

DELIVERY OPTIONS

- Real time API in FIX 4.4 format

- Files delivered via secure FTP in intervals of your choice (minimum interval 30 minutes)

- Institutional Quote Data -

BondCliQ institutional quote data is a centralized data set consisting of real-time high grade and high yield institutional quotes. BondCliQ’s aggregated data allows all users to see all prices at the same time, creating an objective data set that improves over time.

DESCRIPTION

- Over 45 dealers contributing real-time quote data

- Quotes across 17,000+ unique bonds per day

- Approximately 700,000 price points per day

- 7,000 bonds per day with 3 or more dealers contributing

- 90% coverage of market by volume

- LTM, 1.4 million instances with a bond quoted when it did not trade

- Equity tickerized version also available

- Historical Data available from January 2018