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   TAQ NYSE Bonds  

Orderbook and trade data for NYSE Bonds

Full level 2 orderbook and level 1 trade and trade bust information for the NYSE Bonds market. Data is available 2007 - present.

All TAQ NYSE Bonds data files are delivered via FTP in ASCII, pipe-delimited format and are compressed using GZIP. Text files within the .gz archives have a .csv extension.

TAQ Frequently Asked Questions

Instruments Covered
Corporate Bonds, Bonds

Markets Covered
  • OngoingDirect & indirect

    $1,000 / month
    12 months minimum subscription
    includes 12 months back history

  • Back HistoryDirect & indirect

    Table depicting the pricing options available
    First 12 months $1,000 / month
    12+ months $500 / month
  • Redistribution

    Additional fees apply for redistribution. Please contact [email protected].

Included Data

TAQ NYSE Bonds 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 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 Orderbook

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

TAQ NYSE Bonds Trades

The trades file includes all executed trades throughout the trading day.
Academic Customers
TAQ NYSE Bonds - Accredited Academic Institutions
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Frequently Asked Questions
  • What is TAQ?
    TAQ (Trades and Quotes) historical data products provide a varying range of market depth on a T+1 basis for covered markets. Reference, compliance, and fundamental security status data are also available.