Bond Pricing Data
Top Bond Pricing Data APIs, Datasets, and Databases
Find the top commercial Bond Pricing Data sets, feeds and streams.
End-of-Day Pricing Data
Global End-of-Day Pricing Data
|History||10 years of past data available|
|Use Case||Stock Valuation, equity valuations + 2 more|
Historical Global End-of-Day Pricing Data
|History||13 years of past data available|
|Use Case||Investing, Asset Management + 3 more|
Canadian Fixed Income Evaluated Pricing
|Use Case||Portfolio Analysis, Portfolio Management + 1 more|
Fixed Income Derived Data
Top Bond Pricing Data Providers, Vendors, and Companies
Find the top Bond Pricing Data aggregators, suppliers, and firms.
The Ultimate Guide to Bond Pricing Data 2020
Learn everything about Bond Pricing Data. Understand data sources, popular use cases, and data quality.
Table of Contents
What is Bond Pricing Data?
Bond pricing data, as a sub-category of fixed income data, is data that provides transparent information and liquidity data on bonds, whether they are municipal, agency, government, sovereign or corporate bonds. Bond pricing data uses information from various sources to give a validated opinion on risk management processes, valuations and price discovery. In a nutshell, bond pricing data gives information on pricing information for bonds. Bond pricing data is used to gauge markets and monitor bond pricing.
How is Bond Pricing Data collected?
Bond pricing data is basically attained from major stock exchanges and financial markets. Machine language, scraping tools and automated systems are deployed, and they do the job of capturing real time market news and announcements. Bond pricing data is also collected directly from reports, such as the central bank reports, reports from depositories, and custodians’ accounts. All of this information is compiled into bond pricing data feeds and datasets, and the more sources that contribute to a bond pricing dataset, the broader the picture on pricing is painted. More sources also means there’s less chance of the information being biased.
What are the typical attributes of Bond Pricing Data?
A bond pricing feed will provide a number of attributes. Typically, they should be:
Industry code - a description of the industry that the bond is from or operates in, such as energy or real estate.
Stock ticker - a stock ticker shows the bond’s pricing, as well as the price falls or rises in a trading window.
Maturity date - a complete and accurate bond pricing feed should contain a maturity date; that is, the duration for which the bond has been traded openly on the stock exchange, and also how long the arrangement has existed for.
What is Bond Pricing Data used for?
Bond pricing data is a type of fixed income data. It can be used to give investment strategies an edge or advantage over others and win a sizeable share of the market. Investors use bond pricing data throughout the whole investment process, starting with risk management. Bond pricing data can be used to analyze portfolios in a bid to select the bonds with optimal returns. Bond pricing is also used to influence decision making in investment based on data. Bond pricing can as well be for the enrichment of the stock market, with regards to economic analysis and academic research.
How can a user assess the quality of Bond Pricing Data?
As is the same with other financial market and fixed income data, the determiner of bond pricing data’s quality relies on it being instantly usable. This means that bond pricing data must not require heavy analysis when it comes to real world applications. It must be standardized before distribution in order to avoid time misspent on decryption and integration into user systems. Any delay in the usage of bond pricing data could mean a missed investment opportunity in the market because of its sheer size.