About To-Be-Announced (TBA) Trade Activity Data
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. Learn more about TBA securities 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.
I agree with the Fixed Income Data User Agreement
| Data Glossary | To-Be-Announced (TBA) Data Glossary has definitions data fields for TBA securities. Trade Activity Data Glossary has definitions of data fields for trade activity. |
| Data Sources | Data is collected through TRACE (Trade Reporting and Compliance Engine), the FINRA-developed vehicle that facilitates the mandatory reporting of over-the-counter transactions in eligible fixed income securities, and complied with data from multiple sources, including but not limited to Refinitiv, S&P, Moody’s, and Black Knight Technologies. |
| Data Collection | All broker-dealers who are FINRA member firms have an obligation to report transactions in TRACE-eligible securities under an SEC-approved set of rules. |
| Time Period | Up to ten years of end-of-day trade activity. Up to three years of real-time trade activity accessible via an individual security page. |
| Data Purpose | To provide market transparency on TBA securities. |
| Publish Schedule | Updated 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. |
| Terms of Use | TBA data is complied with data from multiple sources, including but not limited to Refinitiv, S&P, Moody’s, and Black Knight Technologies. Because of licensing agreements with these providers, customers are limited to exporting a maximum of 50 rows of data. Data is free to individual investors. Subscription data feeds are available to support academics, media, firms and industry. |
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For additional information about TBA data, email [email protected]. |