Historic Data Information

TRACE Enhanced Historical Data consists of transaction-level information including the price, the date and time of execution, transaction size and the yield. The data includes information previously not disseminated to the public, such as buy/sell indicators, counterparty (dealer or customer) information, and the full volume of each transaction. FINRA makes historical data available 6 months after the transaction date For Corporates and Agency transactions, and 18 months for Securitized Product transactions, and publishes the information quarterly.

Users must enter into a Historical Data Agreement directly with FINRA and pay applicable fees. The historic data files are available in pipe-delimited format and delivered electronically. Historic data is available in both CUSIP and Non-CUSIP versions (for customers without a CUSIP license).

Agreements

FINRA Historic Data Agreement
- Attachment B (Intended Use) & C (Data Requests) (for existing agreements only)

Completed agreements should be submitted electronically to [email protected].

File Layouts

Corporate & Agency Historic File Layout (pre-2/6/12 files)
Corporate & Agency Historic File Layout (post-2/6/12 files)
Securitized Products Historic File Layout

Sample Files

Historic Data Corporate Sample File
Historic Data Securitized Sample File

Academic Data

The Academic Corporate Bond TRACE Data set contains historic transaction-level data on all transactions in corporate bonds reported to TRACE. This data product is available solely to institutions of higher education and is intended to support academic research on corporate bonds by providing academics with access to masked identifying information regarding the dealer reporting each transaction. The Academic Corporate Bond TRACE Data is available on a 36-month delayed basis and includes Rule 144A transactions in corporate bonds as well as transactions that, at the time of reporting, were not subject to dissemination. Academic institutions must enter into an Academic Corporate Bond TRACE Data Agreement directly with FINRA and pay applicable fees.