Search

TRACE

Home > Regulatory Systems > TRACE > Documentation
Printer-Friendly Last Updated: 7/2/08 Instructions for SFTP Downloading of TRACE Data Files

These instructions describe the procedure and message format required to download the Issue Master, the TRACE Participant List, the Daily List, and the Closing Price Files, the Market Aggregates data and the FINRA-Bloomberg Active US Corporate Bond Indices data, which are updated nightly. The Issue Master includes TRACE-eligible securities (as that term is defined in NASD Rule 6210(a)) subject to TRACE reporting. The Participant List gives all of the FINRA Member names and symbols to be used as counterparty IDs on trade reports. The Daily List itemizes adds, deletes, and changes to the reportable universe. The 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. The 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. The FINRA-Bloomberg US Corporate Bond Indices data provides market and statistical activity of the Investment Grade and High Yield bond indices.  In order to be permitted to access TRACE issues with CUSIP numbers, firms must have previously obtained a CUSIP Daily License from CUSIP.

Revised Layouts for Issue Master (published 9/12/07)
View PDF file (85 KB)

Instructions for SFTP Downloading of TRACE Data Files - version 2.1 (published 7/1/08)

View PDF file (93 KB)

Instructions for SFTP Downloading of TRACE Data Files - version 2.0 (published 9/12/07)

View PDF file (210 KB)

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

Files for Issue Master, Participant List, Daily List and Closing Price List

• CUSIPFixedList.txt
• CUSIPPipeList.txt
• FixedList.txt
• PipeList.txt
• ParticipantFixed.txt
• ParticipantPipe.txt
• CUSIPDailyListyyymmdd.txt
• DailyListyyyymmdd.txt
• clpcusipfixed.txt
• clpfixed.txt
• clpcusipPipe.txt
• clppipe.txt

Files for Market Aggregates

• bonds-br-yyyy-mm-dd.txt 
• ma-hi-yld-print-media-yyyy-mm-dd.txt
• ma-hi-yld-yyyy-mm-dd.txt
• ma-hi-yld-cusip-yyyy-mm-dd.txt

Files for FINRA-Bloomberg Active US Corporate Bond Indices

• yyyymmddSTATSHY.txt
• yyyymmddCOMPHY.txt
• yyyymmddCUSIPCOMPHY.txt
• yyyymmddMOVHY.txt
• yyyymmddCUSIPMOVHY.txt
• yyyymmddMOST.txt
• yyyymmddCUSIPMOST.txt