Technical Notice

FINRA Introduces Two New TRACE Data Products

January 2, 2018

On February 1, 2018, FINRA will introduce two new TRACE data products: the End-of-Day TRACE Transaction File and the TRACE Security Activity Report.

The End-of-Day TRACE Transaction File

The new End-of-Day TRACE Transaction File is a daily file that includes all transaction data disseminated as part of Real-Time TRACE transaction data on that day. The End-of-Day TRACE Transaction File will be provided to subscribers after the TRACE system closes at the end of each trading day, and will be separately available for each data set for which Real-Time TRACE transaction data is available (i.e., the Corporate Bond Data Set, the Agency Data Set, SP Data Set and Rule 144A Data Set).

TRACE Security Activity Report The new TRACE Security Activity Report is a monthly report, provided on a 90-day delayed basis, that provides aggregated statistics by security for corporate and agency bonds (“CA Bonds”). For each CA Bond that traded during the month, the TRACE Security Activity Report will contain basic descriptive security elements, as well as volume and transaction related information.

File layouts, samples and pricing information for the End-of-Day TRACE Transaction File and the TRACE Security Activity Report are available on the FINRA website.

For inquiries regarding how to access TRACE Data products and subscribe to these products, please contact TRACE Data Services at (888) 507-3665.