FINRA has updated the TRACE Web API Specifications for Securitized Products, and TRACE Web API Specifications for Treasury Securities.
Please see a list of changes in each documents’ revisions section.
Contact FINRA Product Management or call (866) 899-2107 with questions regarding this notice.
FINRA plans to update the TRACE for Treasuries FIX acknowledgement messages on Monday, July 10, 2023.
Currently, FIX Tag 60 (Transact Time) timestamps support up to microsecond precision (Format: YYYYMMDD-HH:MM:SS.sss.mmm); however FIX acknowledgement messages consist of only millisecond precision (Format: YYYYMMDD-HH:MM:SS.sss). The TRACE for Treasury Securities FIX Specification
Previously today, some TRACE FIX clients were experiencing connectivity issues. FINRA has resolved this issue and FIX connectivity is working properly for all affected clients.
Contact FINRA Product Management with questions regarding this notice.
Some TRACE FIX clients are currently experiencing connectivity issues. FINRA is working on a solution and will provide an update as more details are known.
Contact FINRA Product Management with questions regarding this notice.
The FINRA Test Facility (NTF) for all TRACE reporting and data feeds has been restored for testing.
Please contact FINRA Product Management or call (866) 899-2107 with questions regarding this notice.
The FINRA Test Facility (NTF) for all TRACE reporting and data feeds is currently unavailable for testing. FINRA will notify clients when NTF is back online.
TRACE Production systems are unaffected.
Please contact FINRA Product Management or call (866) 899-2107 with questions regarding this notice.
Please be advised, due to an issue with when-issued trading in Cash Management Bills, FINRA re-generated the daily treasury aggregate files for the following dates: 2/13, 2/14 and 2/23. Additionally, the monthly file for the month of February has been updated.
All the updates are available via www.finra.org/treasuryaggregates
For any questions regarding this data, please contact TRACE
Currently, the FINRA Test Facility (NTF) for TRACE Corporate and Agency Debt and Securitized Products was modified to limit trade retention to five rolling business days.
During this time the NTF Trade Management Window allowed users to search and view trades reported to TRACE within the past rolling five business days (T-5) instead of the standard rolling T-20 business day period.
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TRACE Reporting and Dissemination of Non-member Affiliate Transactions
Summary
FINRA requests comment on a proposal to provide additional transparency into delayed Treasury spot trades in corporate debt securities—i.e., corporate bond trades where the dollar price of the trade is based on a spread to a benchmark U.S. Treasury security that was agreed upon at an earlier time on the same day. The proposed changes would provide for immediate transparency into the size
