BondCliq: EOD, Enriched US Corporate Bond Post-Trade Data

EOD files of TRACE data enriched with T, I, G, and Z spreads


BondCliQ is a market data system with unique protocols to appropriately expand access to critical institutional pricing information while incrementally improving the quality of pre-trade data. Our solution is specifically designed to enhance institutional liquidity by creating an architecture that can work collaboratively with other technology providers.

Samples/Tables Included:
  • Daily EOD Post-Trade files of TRACE data enriched with T, I, G, and Z spreads.
  • Date Range: N/M; Historical EOD files are available retroactively to the beginning of the current month to new customers at no additional charge.
Fields Included:
  • tradePrice
  • tradeDate
  • tradeTime
  • Coupon
  • Yield
  • tradeSize
  • and 28 other fields.
Update Frequency:

9 pm daily

Example Use Case:

The data can be used to see trading volumes of bonds of interest. For example, if a portfolio has 200 bonds, looking at the trading activity will give a good idea about the trading volume and trade sizes. Also, the spreads T, G, I, and Z can be very useful for analytics.

About the Provider:

BondCliQ is a market data solution for the US corporate bond market. Our corporate bond market system uses a unique set of protocols to centralize and organize institutional pre-trade quotes to empower market makers to become more active liquidity providers for buy-side clients. The BondCliQ team is uniquely qualified to bring an innovative solution to the US corporate bond market because of their invaluable experience in fixed income technology and market development, including senior roles at Goldman Sachs, Blackrock, NYSE, and MarketAxess.

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