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US Treasury Bonds Data Product Specification

TraditionData

Product Code:

FII-BND-AME-UST

Description:

Gain comprehensive access to the U.S. Treasury market with real-time, hourly, and end-of-day data, offering unparalleled insights into the world's largest government bond market. The U.S. Treasury market plays a critical role in the global economy. Market participants worldwide depend upon this marketplace for investing, collateral and hedging, and as a benchmark for pricing other securities.

Data Source:

Directly sourced from Tradition’s Global Fixed Income trading desks , our executable prices provide unparalleled liquidity, ensuring accurate and reliable market data.

Delivery Method:

  • real-time:Retrieve the current Top of Book (best bid and ask prices and quantities) or the full Depth of Book (all available bid and ask prices and quantities) in real-time through a FIX API integration.
  • Hourly:Receive hourly snapshots of the top of the book delivered via SFTP.
  • end-of-day:Obtain end-of-day snapshots of the top of the book delivered via SFTP.

Data Frequency:

The market data is updated in real-time, sourced directly from a variety of fixed income trading platforms.

Data Format:

CSV files for hourly snaps , FIX API for Real-time

Data Coverage:

  • Asset Class: Fixed income
  • Sub Class: Goverment bonds - U.S. Treasury
  • Total: 360+ T-Bills, UST Notes and UST Bonds
  • On-The-Run All 7 tenors
  • Off-The-Run UST Tenor Types Total
    2−year Treasury Notes 20+
    3−year Treasury Notes 30+
    5−year Treasury Notes 50+
    7−year Treasury Notes 80+
    10−year Treasury Notes 40+
    20−year Treasury Bonds 15+
    30−year Treasury Bonds 80+

Tradition Data Packages:

    Product Code Product Name
    FII-BND-UST-EOD Bonds.com EOD Snap Only - Top of Book - UST United States Treasury
    FII-BND-AME-UST Bonds.com Hourly Snaps - Top of Book - UST United States Treasury only
    FII-BND-FIX-UST Bonds.com UST United States Treasury , Real-time, full depth of book using FIX protocol
    FII-BND-GLO-EOD Bonds.com EOD Snap Only - Top of Book - Global
    FII-BND-GLO-ALL Bonds.com Hourly Snaps - Top of Book - Global
    FII-BND-FIX-GLO Bonds.com Real-time, full depth of book using FIX protocol - Global

FAQ:

    Question Answer
    What historical data is available? 7 years (2017)
    What is the source of the data? BondsPro ATS via bonds.com
    What is the timestamp precision for the datasets? Minute for snap file and Millisecond for real-time
    How many snap files are available per day? 11 files per day from 7am-5pm EST

This document and its contents are confidential. It is intended solely for the use of the individual or entity to which it is provided. Information contained herein is the property of Compagnie Financière Tradition S.A. or any of its subsidiaries and/or TraditionData (together “Tradition”). Unauthorised disclosure, copying or distribution of such information is strictly prohibited, and the information shall not be redistributed in any form to any third party, in each case without the prior consent of Tradition. Whilst every effort is made to ensure the accuracy of the information contained herein, no warranty, condition or guarantee is given by Tradition in respect of any information. Nothing herein constitutes investment advice or an offer, or solicitation of an offer, to buy or sell any financial product. To the maximum extent of the law, Tradition accepts no responsibility for any reliance placed on the contents of this document and accepts no liability for any direct, indirect or any other loss arising out of any use of the information contained in this document or any omission from it. It is not intended for distribution to, or use by any person or entity in any jurisdiction or country where such distribution or use would be contrary to any applicable law or regulation. Copyright © Tradition. TraditionData is a trade mark of Tradition. Commercial in Confidence. August 2024

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