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

• Web API Specifications for the TRACE Corporate and Agency Debt File Downloads
  (PDF 685 KB – published 5/29/12)
   

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:

• CAMASTER.txt
• PARTICIPANT.txt
• DAILYLISTCA.txt
• CLOSCORPELN.txt
• CLOSAGCY.txt

Market Data Files:

• CORPBONDSBR.txt
• AGCYBONDSBR.txt
• MAINVGR.txt
• MAHIYLD.txt
• MACVT.txt
• MAINVGRPRT.txt
• MAHIYLDPRT.txt
• MACVTPRT.txt

Files for FINRA-Bloomberg Active US Corporate Bond Indices:

• STATSINVGR.txt
• STATSHIYLD.txt
• COMPINVGR.txt
• COMPHIYLD.txt
• MOVINVGR.txt
• MOVHIYLD.txt
• MOSTINVGR.txt
• MOSTHIYLD.txt