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.
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.
Orderbook and trade data for NYSE Bonds
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
The orderbook file includes all quotes from the NYSE Bonds Matching Engine throughout the trading day.
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.
The trades file includes all executed trades throughout the trading day.
Corporate Actions and Dividends information for all Euronext Amsterdam, Brussels, Lisbon, London and Paris-listed securities provided in machine-readable formats.
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.