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Browse Data Catalog

Browse the FINRA Data Catalog. You can filter the catalog by category, access type, or fee structure. More about how to work with FINRA Data.

Data Catalog

Displaying 51 - 60 of 60 results

To-Be-Announced (TBA) Securities

Categories
Fixed Income Data
Description:

This data provides comprehensive information on to-be-announced (TBA) securities that traded within the past 10 years. A TBA security is effectively a contract to buy or sell mortgage-backed securities on a specific date. 

Access Type
Public
Fee Structure
No Fee

To-Be-Announced (TBA) Trade Activity

Categories
Fixed Income Data
Description:

This data provides trade activity for to-be-announced (TBA) securities for the past 10 years. Access up to three years real-time trade history and seven years end-of-day per individual security. A TBA security is effectively a contract to buy or sell mortgage-backed securities on a specific date.

Access Type
Public
Fee Structure
No Fee

TRACE Data Feeds

Categories
Fixed Income Data
Description:

TRACE data is available in the form of data feeds, either directly from FINRA or from retransmission vendors. Parties wishing to receive real-time TRACE data via a data feed must enter into a Vendor Agreement directly with FINRA. This agreement stipulates, among other things, the terms of use and data usage reporting requirements. 

Access Type
Public
Fee Structure
Subscription

TRACE Enhanced Historical Data

Categories
Fixed Income Data
Description:

TRACE Enhanced Historical Data consists of transaction-level information including the price, the date and time of execution, transaction size and the yield. In addition, the data includes information previously not disseminated to the public, such as buy/sell indicators and counterparty (dealer or customer) information. FINRA makes historical data available 6 and 18 months after the transaction date, depending on the product, and publishes the information quarterly. Users must enter into a Historical Data Agreement directly with FINRA and pay applicable fees.

Access Type
Public
Fee Structure
Subscription

TRACE Fact Book

Categories
Fixed Income Data
Description:

Released quarterly and free of charge, the TRACE Fact Book gives individual investors, market professionals, media and educational institutions a historical perspective of the OTC U.S. corporate bond market. The Fact Book provides insight into data and trends based on aggregated data as reported through TRACE.

Access Type
Public
Fee Structure
No Fee

TRACE Independent Academic Studies

Categories
Fixed Income Data
Description:

Scholars have published several papers that evaluate TRACE's impact on liquidity, valuation and other aspects of the U.S. Corporate Bond market. Abstracts and links to the studies are listed below.

Access Type
Public
Fee Structure
No Fee

TRACE Monthly Volume Reports

Categories
Fixed Income Data
Description:

This data provides total and average daily trading volumes for the prior month in corporate, agency and securitized products reported to TRACE. 

Access Type
Public
Fee Structure
No Fee

TRACE Report Cards

Categories
Firm Data
Description:

Created for firms, these monthly reports cover trades of Treasuries, Securitized Products, Agency Bonds, and Corporate Debt that a member firm reported to the Trade Reporting and Compliance Engine (TRACE).  Firms are required to report trades in accordance with established FINRA rules and regulations.

Access Type
Firm
Fee Structure
No Fee

TRACE Security Activity Report (TSAR)

Categories
Fixed Income Data
Description:

The TRACE Security Activity Report is a monthly report, provided on a 90-day delayed basis that provides aggregated statistics by security for corporate and agency bonds. The Report can be used to monitor trading activity for individual CUSIPs.

Access Type
Public
Fee Structure
Subscription

Treasury Aggregate Statistics

Categories
Fixed Income Data
Description:

This data provides trading volume in U.S. Treasury securities reported to TRACE for the prior day, week or month. The weekly format was discontinued as of February 2023; weekly format history is available. 

Access Type
Public
Fee Structure
No Fee