About TBA Trade Activity Data
Fixed Income data is compiled from multiple sources, including but not limited to TRACE, Refinitiv, S&P, Moody’s, and Black Knight Technologies. FINRA and its information providers do not guarantee the accuracy, completeness or timeliness of the data. Individuals should not make investment or other financial decisions solely on the basis of this data.
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|Data Glossary||To-Be-Announced (TBA) Data Glossary has definitions data fields for TBA securities.
Trade Activity Data Glossary has definitions of data fields for trade activity.
|Data Sources||Data is collected through TRACE (Trade Reporting and Compliance Engine), the FINRA-developed vehicle that facilitates the mandatory reporting of over-the-counter transactions in eligible fixed income securities, and complied with data from multiple sources, including but not limited to Refinitiv, S&P, Moody’s, and Black Knight Technologies.|
|Data Collection||All broker-dealers who are FINRA member firms have an obligation to report transactions in TRACE-eligible securities under an SEC-approved set of rules.|
|Time Period||Up to one rolling year of intraday trade activity data.|
|Data Purpose||Real-time data on TBA securities, including latest trade price information.|
|Publish Schedule||Data is updated throughout the day.|
For additional information about TBA data, email [email protected]