US Corporate Bond Data

Coverage

US

Data Fields

35+

Frequency

Daily

Historical Data

This product is a partnership between EDI and BondCliQ, a market data facility for US Corporate Bonds.

Post-trade Data Product

BondCliQ aggregates all investment and high-grade bonds disseminated by FINRA, enriches the data with essential risk spreads, and delivers the data in multiple formats for efficient consumption.

Source

FINRA TRACE Services

Scope

All reported trades registered & 144a

Options

Raw: Only Trade Prices

Enriched: T, I, Z and G spreads with size estimates

Frequency

Available in real-time, intraday, end-of-day.

Historical data back to October 2016.

Pre-trade Data Product

Pre-trade data is commonly loosely organized, often poor quality and not actionable, there creating an inefficient trading environment for block trading. As the only solution provider with this approach to high-quality pre-trade data, BondCliQ’s consolidated platform, BondTIQ, creates a competitive environment which encourages market makers to complete for client order flow based on price and customer service.

Source

Direct contributions from >35 bond dealers.

Scope

All major sectors across investment grade and high-yield.

Features

Consolidated data (all participants see all prices), attributed pricing with size details

Frequency

Available in real-time, intraday, end-of-day.

Historical data back to June 2019.

 

This dataset can solve purposeful middle and back-office obstacles for the buy-side user:

  • Improve portfolio valuation efficiency
  • Enhance transaction cost analysis
  • Monitor institutional liquidity conditions
  • Evaluate institutional dealer counterparties.

Data Delivery

Delivery options

SFTP
API

Delivery format

CSV