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About Asset-Backed Security (ABS) Data

This data provides comprehensive information for asset-backed securities (ABSs) that traded within the past 10 years. An ABS offers returns based on the repayment of debt owed by a pool of consumers. Learn more about ABSs and other bond types.

Fixed Income data is compiled from multiple sources, including but not limited to TRACE, Refinitiv, S&P, Moody’s, and Black Knight Technologies. FINRA and its information providers do not guarantee the accuracy, completeness or timeliness of the data. Individuals should not make investment or other financial decisions solely on the basis of this data.

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About the Data

Data Glossary & User GuideAsset-Backed Security (ABS) Data Glossary contains definitions of fields and possible values for ABS data.  
Data SourcesData is collected through TRACE (Trade Reporting and Compliance Engine), the facility for mandatory reporting of over-the-counter transactions in eligible fixed income securities. TRACE data is complied with data from multiple sources, including but not limited to Refinitiv, S&P, Moody’s, and Black Knight Technologies.
Time PeriodUp to ten years of end-of-day data. Access up to three years of real-time trade history from an individual security page.
Data PurposeComprehensive ABS information is published for non-commerical use to create level playing field for all market participants.  
Publish ScheduleUpdated daily. Since the bond market is less liquid than most markets for stocks, there may be no trade activity in a security for a period of time.
Notes

Data is disseminated on executed bond trades, not bond quotes. The TRACE system has no execution capability, nor can it accept quotations. To learn about how to buy and sell bonds, see Buying and Selling Bonds.

Terms of UseBecause of licensing agreements with multiple data providers, customers are limited to exporting a maximum of 50 rows of data through the interactive grid.

Data is free for non-commerical use. Subscription data feeds are available to support academics, media, firms and industry. 
Available FormatsInteractive Grid
SupportFor additional information about ABS data, email [email protected].