Global Fixed Income Data | bonds.com Product Specification

Product Code:

FII-BND-GLO-XUT

Description:

Bond pricing data is a fundamental aspect of financial markets, enabling participants to make informed decisions, manage risk and assess trends within the bond market. Given the large number of bonds across a wide spectrum of corporate issuers, finding a global fixed income data source that delivers the accuracy, depth and breadth across the corporate bond universe is essential. Our global fixed income data is used by those looking to make informed trading & investment decisions, value portfolios and manage risk. From Tradition’s Global Fixed Income Business, you now have access to bonds.com data, one of the most accurate data sources available in the credit markets. Bonds.com data proves a rich and accurate record of market behaviour across the globe for over 20,000 bonds. This granular insight and transparency supports our clients’ process when developing and implementing trading strategies.

Data Source:

Global fixed income executable, not indicative, data is sourced directly from the institutional trading community, providing live order book pricing for over 20,000 corporate bonds.

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: Sovereign and Corporate bonds
• Total: Over 20,000 bonds
• Traders providing liquidity: 400+
• Resting liquidity daily: $60bn+
• Sovereign: Extensive Sovereign Bonds issued by governments in 40 countries across the Americas, Europe, the Middle East, Africa, and the Asia-Pacific region.
• Corporate: Diverse selection of Investment Grade and High Yield Corporate Bonds, spanning issuers from 50 countries across the Americas, Europe, the Middle East, Africa, and the Asia-Pacific region
• US Treasury: US Treasury Bonds are offered as a distinct and separate product

Tradition Data Packages:

Product Code	Product Name
FII-BND-XUT-EOD	Bonds.com EOD Snap Only - Top of Book - Global except UST
FII-BND-GLO-XUT	Hourly Snaps - Top of Book - Global except UST
FII-BND-FIX-XUT	Bonds.com Real-time, full depth of book using FIX protocol - All except UST
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?	21 files per day from 9pm-5pm EST

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