TRACE Reminder: Processing Corporate and Agency Debt Security Master Data

As part of the migration of TRACE corporate and agency debt trade reporting to the FINRA TRAQS platform, the Secure File Transfer Protocol (SFTP) Interface will no longer support current daily TRACE reference data files for the download of security and other TRACE-related information as of the close of business on Feb. 3, 2012.

 

This includes reference data files:

  • Issue Master;
  • Daily List; and
  • TRACE Participant List.

It also includes other data files:

  • Market Aggregates Data;
  • Closing Price File; and
  • FINRA-Bloomberg Active U.S. Corporate Bond Indices Data.
     

Users who need to process the files must be prepared to access it via the FINRA TRAQS Application Program Interface (API) for corporate and agency debt.

 

In order to help facilitate the transition to the API, FINRA will make reference data files available in a production parallel test period beginning Tuesday, Jan. 31, 2012. This means that beginning on Tuesday, FINRA will produce the reference files via the current SFTP for TRACE and via the TRAQS API. As of the close of business on Friday, Feb. 3, 2012, the daily TRACE SFTP files will no longer be available.

 

Note: The files available via the API during the week should be treated for parallel production testing. FINRA does not recommend users utilize the API files as a basis for strict TRACE security eligibility during that week.

 

Following is the transition schedule for the data files.

 

File Method Available
Daily TRACE SFTP Through close of business February 3, 2012
Historical SFTP queries Through close of business February 29, 2012
TRAQS API Daily reference files – production parallel testing January 31, 2012 – February 3, 2012
TRAQS API Daily reference and other data files – production February 6, 2012 – ongoing

 

Users should access the files via the query strings available in the API specification. The time schedule for data availability is included in the specification.


Please direct questions concerning this notice via email to FINRA Product Management or call (866) 899-2107.