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XigniteBondsFile Overview

Bond Trades Reported on FINRA TRACE

XigniteBondsFile offers prices for every corporate and agency bond trade reported to FINRA TRACE for portfolio accounting applications, bond analysis tools such as Matlab and R, and other applications that use or display fixed income data. All trades reported to FINRA TRACE since 09/2013 are available through this daily EOD file.

Key Features

  • Files are usually available by 9:05 pm EST.
  • Every trade reported to FINRA TRACE on a given day is included in the file
  • More than 6 years of history.
  • Daily historical files are available starting 09/2013.
  • RFC 4180-compliant CSV (comma-separated values) format compatible with Excel and other applications
  • Simple HTTP interface to retrieve files
  • Download files programmatically or with a web browser

Data Coverage At-A-Glance

  • All trades disseminated on FINRA'S TRACE Bond Trade Dissemination Service (BTDS) and Agency Debt Trade Dissemination Service (ATDS) feeds for the current day

Key Data Points

  • CUSIP: Issue CUSIP identifier
  • ISIN: Issue ISIN identifier
  • Symbol: Issue symbol as designated by Finra
  • Name: Descriptive name of the bond
  • Trade Price: Price of the filed trade
  • Trade Size: Size of the filed trade
  • Trade Time: Time of the filed trade
  • Coupon: Bond coupon rate
  • Maturity: Bond maturity date
  • Reporting Party Side: Buy Side, Sell Side, or Inter-Dealer