Content Licensing

Instructions for Web API Downloading of TRACE Data Files

The instructions below describe the procedure and message format required to download the following files:

 

  • Issue Master: includes TRACE-eligible securities (as that term is defined in FINRA Rules Series 6700) subject to TRACE reporting.
  • TRACE Participant List: FINRA firm names and symbols to be used as counterparty IDs on trade reports.
  • Daily List: itemizes adds, deletes and name/symbol changes to the reportable universe.
  • Closing Price File: provides the high, low and last sale (a 5:15 p.m. ET cut) prices for TRACE issues approved for dissemination, or the last known "close" if there was no trading activity that day.
  • Market Aggregates Data: provides a recap of the day's corporate bond market activity, as well as the most actively traded investment-grade, high-yield and convertible bonds traded that day.
  • FINRA-Bloomberg Active U.S. Corporate Bond Indices Data: provides market and statistical activity of the investment-grade and high-yield bond indices.

 

Please note that in order to access TRACE issues with CUSIP numbers, firms must have previously obtained a CUSIP Daily License from S&P.

 
Instructions for Web API Downloading of TRACE Data Files

Following are the sample files. To download the files, click on the link and choose save.

 

Web API Format and Samples (As of 2/6/12)

 

Reference Data Files:

 

Market Data Files:

 

Files for FINRA-Bloomberg Active US Corporate Bond Indices:

 

Last Updated: 2/29/2012