US Treasury Bonds Data Product Specification

Product Code:

FII-BND-AME-UST (US Treasury Hourly Snaps – Top of Book ) FII-BND-UST-EOD (US Treasury EOD Snap Only – Top of Book) FII-BND-FIX-UST (US Treasury Real-time, full depth of book using FIX protocol)

Description:

Gain comprehensive access to the U.S. Treasury market with real-time, hourly, 30-minute, and end-of-day data for over 670+ U.S. Treasury securities. As the foundational pricing benchmark for global financial markets, U.S. Treasuries are critical for portfolio valuation, collateral management, risk hedging, and yield curve modeling. Historical data are available in a Relational Database Format (RDF) starting from 2019 (including tick-by-tick data), with legacy top-of-book and full tick pricing available in wire format dating back to 2014.

Data Source:

Source:Sourced directly from Tradition’s Bonds.com ATS and global interdealer broking screens. Pricing Type: Executable and firm order book prices, delivering deep liquidity and high-integrity market data. Timestamp Precision: Millisecond-level for real-time FIX feeds; minute-level for snapshot files.

Delivery Method:

• Real-time:Continuous Top-of-Book (best bid/ask) or Full Depth-of-Book feed via a FIX API integration.
• 30-Minute Snaps: 45 snapshot files per day delivering top-of-book market state (7:00 PM – 5:00 PM EST) delivered via SFTP.
• Hourly Snaps:23 snapshot files per day (7:00 PM – 5:00 PM EST) delivered via SFTP.
• End-of-Day (EOD):EOD snapshot capturing closing top-of-book prices and yields delivered via SFTP.

Data Frequency:

The market data is updated in real-time.

Data Format:

CSV files for hourly snaps and FIX API for Real-time.

Data Coverage:

• Asset Class: Fixed income
• Sub Class: Goverment bonds - U.S. Treasury

Data Coverage Breakdown

Tradition Data Packages:

FAQ:

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