Data Products By Asset Class: Bonds
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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.

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

          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 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 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