Data Products By Asset Class: Bonds

NYSE Bonds

NYSE Bonds market data consists of three feeds: 1) NYSE Bonds Depth of Book--live and executable bid and offers displayed on the full order book, 2) NYSE Bonds BBO--realtime top of book, and 3) NYSE Bonds Trades--realtime last sale prices and sizes.

  • Product Type Real-Time
  • Market NYSE
  • Asset Class Bonds
  • Data Type Trades / Last Sale Quotes / Best Bid & Offer Depth of Book

GNMA I & II Preliminary Factors

  • Product Type Reference Historical
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference Trades / Last Sale

TAQ NYSE Bonds Products

NYSE Bonds historical data is a unique offering that provides full visibility in the NYSE Bond market (formerly known as ArcaBook for Bonds), where real-live quotes are captured and made available for market participants to analyse. Customers can choose from OrderBook and trade details from as early as 2006.

  • Show Products
    • TAQ NYSE Bonds

      Product Price

      Direct Access Fee: $750
      Enterprise Fee: $1000
      Indirect Access Fee: $500

      Orderbook and trade data for NYSE Bonds

      • Product Type Historical Reference
      • Market NYSE Arca
      • Asset Class Bonds Corporate Bonds
      • Data Type Depth of Book Trades / Last Sale Reference Master File
      • Additional Details
        • TAQ NYSE Bonds Orderbook

          The orderbook file includes all quotes from the NYSE Bonds Matching Engine throughout the trading day.

          • Product Type Historical
          • Market NYSE Arca
          • Asset Class Bonds Corporate Bonds
          • Data Type Depth of Book

          TAQ NYSE Bonds Trades

          The trades file includes all executed trades throughout the trading day.

          • Product Type Historical
          • Market NYSE Arca
          • Asset Class Bonds Corporate Bonds
          • Data Type Trades / Last Sale

          TAQ NYSE Bonds Trade Bust

          The Trade Bust message identifies trades that were busted after the execution was reported. These messages can be mapped to the original trade message using the sequence number.

          • Product Type Historical
          • Market NYSE Arca
          • Asset Class Bonds Corporate Bonds
          • Data Type Trades / Last Sale

          TAQ NYSE Bonds Bond Master

          The Bond Master file provides comprehensive information about the bonds being traded such as: Bond Symbol, Issuer Name, CUSIP ID, Interest Rate, Maturity Date, Face Value, Underlying, Alt Symbol, Suffix, Issue type, Bypass Clearing, Currency Code, Flat, Bankrupt, and Exchange

          • Product Type Reference
          • Market NYSE Arca
          • Asset Class Bonds Corporate Bonds
          • Data Type Reference Master File

Euronext Corporate Actions & Dividends

Corporate Actions and Dividends information for all Euronext Amsterdam, Brussels, Lisbon, London and Paris-listed securities provided in machine-readable formats.

Euronext Structured Products Data

The Euronext Structured Products Data products provide comprehensive static and corporate actions information on all warrants and certificates listed on Euronext markets.

FHLMC ARM Factor File

This file contains selected data about Freddie Mac’s Adjustable Rate Mortgage (ARM) Participation Certificates (PC) programs.

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC Breakout (Daily)

This file contains selected data about the composition of Freddie Mac’s newly issued mortgage Participation Certificates (PCs).

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC Breakout (Monthly)

FHLMC Monthly Breakout File

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC Factor and Quartile Disclosure Data

FHLMC Factor and Quartile Disclosure Data

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC Fixed Rate Factor

This file contains selected data about Freddie Mac’s fixed-rate securities programs, which represent interests in fixed-rate 1-4 family residential mortgages (single-family) or fixed-rate 5 or more family residential mortgages (multifamily).

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC Giant Collateral Gold & 75 Days Report

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC GNMA SFA G Factor

FHLMC GNMA SFA G Factor

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC Loan Level ARM & Fixed Rate Disclosure Data (Daily)

FHLMC Daily Loan Level ARM & Fixed Rate Files

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC Loan Level ARM & Fixed Rate Disclosure Data (Monthly)

FHLMC Monthly Loan Level ARM & Fixed Rate File Bundle

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC Loan Level ARM (Daily)

This file contains selected ARM loan-level data about the composition of Freddie Mac’s newly issued mortgage Participation Certificates (PCs).

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC Loan Level Fixed Rate (Daily)

This file contains selected fixed-rate loan-level data about the composition of Freddie Mac’s newly issued mortgage Participation Certificates (PCs).

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC Loan Level Fixed Rate (Monthly)

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC Monthly Fixed Rate Quartile

FHLMC Monthly Fixed Rate Quartile

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC Multifamily Gold PC Factor

FHLMC Multi Fam Gold PC Factor

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC New Issue & Breakout Disclosure Data (Daily & Monthly)

FHLMC New Issue & Breakout File Bundle

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC New Issues (Daily)

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC Quarterly OID YTD

The file provides Original Issue Discount (OID) information, which may be used by investors to complete the necessary tax filings for their Freddie Mac REMIC investments.

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC REMIC Factors

FHLMC REMIC Factors

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC Reports

FHLMC Reports

  • Product Type Reference Historical
  • Market NYSE
  • Asset Class Bonds Government Bonds Stock
  • Data Type Reference Trades / Last Sale

FHLMC Strip Factors

FHLMC Strip Factors

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHLMC WHFIT Tax Disclosure Data

FHLMC WHFIT Tax Disclosure

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FHMLC Loan Level ARM (Monthly)

This file contains selected ARM loan-level data about the composition of Freddie Mac’s mortgage Participation Certificates (PCs) which represent interests in 1-4 family residential mortgages (single-family) or 5 or more family residential mortgages (multifamily).

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

FNMA Quarterly OID YTD Factor

FNMA Quarterly OID YTD Factor

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds
  • Data Type Reference

FNMA Quarterly OID YTD Type

FNMA Quarterly OID YTD Type

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds
  • Data Type Reference

FNMA Tax Disclosure Data

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

GNMA Consolidated Disclosure Data (Daily & Monthly)

  • Product Type Historical Reference
  • Market NYSE
  • Asset Class Stock Bonds Government Bonds
  • Data Type Trades / Last Sale Reference

GNMA Consolidated Monthly Disclosure File

GNMA Consolidated Monthly Disclosure File

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

GNMA Daily Consolidated Disclosure V1

GNMA Daily Consolidated Disclosure V1

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds
  • Data Type Reference

GNMA Daily HECM Disclosure File

GNMA Daily HECM Disclosure File

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

GNMA HECM HMBS Disclosure Data (Loan Level, Daily & Monthly)

  • Product Type Reference Historical
  • Market NYSE
  • Asset Class Bonds Government Bonds Stock
  • Data Type Reference Trades / Last Sale

GNMA HECM New Issues

GNMA HECM New Issues

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds
  • Data Type Reference

GNMA I & II Final Factors

  • Product Type Reference Historical
  • Market NYSE
  • Asset Class Bonds Government Bonds Stock
  • Data Type Reference Trades / Last Sale

GNMA I & II Preliminary Factors

  • Product Type Reference Historical
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference Trades / Last Sale

GNMA MBS Loan Level Daily New Issuance Disclosure

GNMA MBS Loan Level Daily New Issuance Disclosure

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds
  • Data Type Reference

GNMA MBS Loan Level Monthly New Issuance Disclosure

GNMA MBS Loan Level Monthly New Issuance Disclosure

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds
  • Data Type Reference

GNMA MBS Monthly Loan Level, Ginnie I

GNMA MBS Monthly Loan Level, Ginnie I

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds
  • Data Type Reference

GNMA MBS Monthly Loan Level, Ginnie II

GNMA MBS Monthly Loan Level, Ginnie II

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds
  • Data Type Reference

GNMA REMIC Disclosure Data

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference
  • Additional Details
    • GNMA I REMIC

      • Product Type Reference
      • Market NYSE
      • Asset Class Bonds Government Bonds
      • Data Type Reference

      GNMA II REMIC

      • Product Type Reference
      • Market NYSE
      • Asset Class Bonds Government Bonds
      • Data Type Reference

GNMA WHFIT Tax Disclosure

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds Government Bonds
  • Data Type Reference

NYSE Bond Master

Product Price

Direct Access Fee:$25

NYSE Bond Master contains daily end-of-the day data which includes a list of all NYSE Bonds and their attributes as of current day's trading.

  • Product Type Reference
  • Market NYSE
  • Asset Class Bonds
  • Data Type Master File

TAQ NYSE Bonds Products

NYSE Bonds historical data is a unique offering that provides full visibility in the NYSE Bond market (formerly known as ArcaBook for Bonds), where real-live quotes are captured and made available for market participants to analyse. Customers can choose from OrderBook and trade details from as early as 2006.

  • Show Products
    • TAQ NYSE Bonds

      Product Price

      Direct Access Fee: $750
      Enterprise Fee: $1000
      Indirect Access Fee: $500

      Orderbook and trade data for NYSE Bonds

      • Product Type Historical Reference
      • Market NYSE Arca
      • Asset Class Bonds Corporate Bonds
      • Data Type Depth of Book Trades / Last Sale Reference Master File
      • Additional Details
        • TAQ NYSE Bonds Orderbook

          The orderbook file includes all quotes from the NYSE Bonds Matching Engine throughout the trading day.

          • Product Type Historical
          • Market NYSE Arca
          • Asset Class Bonds Corporate Bonds
          • Data Type Depth of Book

          TAQ NYSE Bonds Trades

          The trades file includes all executed trades throughout the trading day.

          • Product Type Historical
          • Market NYSE Arca
          • Asset Class Bonds Corporate Bonds
          • Data Type Trades / Last Sale

          TAQ NYSE Bonds Trade Bust

          The Trade Bust message identifies trades that were busted after the execution was reported. These messages can be mapped to the original trade message using the sequence number.

          • Product Type Historical
          • Market NYSE Arca
          • Asset Class Bonds Corporate Bonds
          • Data Type Trades / Last Sale

          TAQ NYSE Bonds Bond Master

          The Bond Master file provides comprehensive information about the bonds being traded such as: Bond Symbol, Issuer Name, CUSIP ID, Interest Rate, Maturity Date, Face Value, Underlying, Alt Symbol, Suffix, Issue type, Bypass Clearing, Currency Code, Flat, Bankrupt, and Exchange

          • Product Type Reference
          • Market NYSE Arca
          • Asset Class Bonds Corporate Bonds
          • Data Type Reference Master File