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.

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

      • 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

          TAQ NYSE Bonds Orderbook

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

          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.

          TAQ NYSE Bonds Trades

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

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.

FHLMC Breakout (Daily)

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

FHLMC Breakout (Monthly)

FHLMC Monthly Breakout File

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).

FHLMC GNMA SFA G Factor

FHLMC GNMA SFA G Factor

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).

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).

FHLMC Monthly Fixed Rate Quartile

FHLMC Monthly Fixed Rate Quartile

FHLMC Multifamily Gold PC Factor

FHLMC Multi Fam Gold PC Factor

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.

FHLMC REMIC Factors

FHLMC REMIC Factors

FHLMC Strip Factors

FHLMC Strip Factors

FHLMC WHFIT Tax Disclosure Data

FHLMC WHFIT Tax Disclosure

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).

FNMA Quarterly OID YTD Factor

FNMA Quarterly OID YTD Factor

FNMA Quarterly OID YTD Type

FNMA Quarterly OID YTD Type

GNMA Consolidated Monthly Disclosure File

GNMA Consolidated Monthly Disclosure File

GNMA Daily Consolidated Disclosure V1

GNMA Daily Consolidated Disclosure V1

GNMA Daily HECM Disclosure File

GNMA Daily HECM Disclosure File

GNMA HECM New Issues

GNMA HECM New Issues

GNMA MBS Loan Level Daily New Issuance Disclosure

GNMA MBS Loan Level Daily New Issuance Disclosure

GNMA MBS Loan Level Monthly New Issuance Disclosure

GNMA MBS Loan Level Monthly New Issuance Disclosure

GNMA MBS Monthly Loan Level, Ginnie I

GNMA MBS Monthly Loan Level, Ginnie I

GNMA MBS Monthly Loan Level, Ginnie II

GNMA MBS Monthly Loan Level, Ginnie II

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.

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

      • 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

          TAQ NYSE Bonds Orderbook

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

          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.

          TAQ NYSE Bonds Trades

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