- LSEG Data & Analytics
- Data Catalogue
- Pricing and Market Data
- Fixed Income Instruments and Pricing
An overview of Fixed Income Instruments and Pricing
- We offer global fixed income pricing** from over 800 contributors and over 150 exchanges, including the world’s largest broker price platform.
- Our Fixed Income content offers market leading global coverage of debt instruments including pricing, indices, curves, league tables, documentation, and terms and conditions information. The flexibility and breadth of our coverage fit virtually any enterprise or application data requirement.
- Our data is captured and managed by global experts who work with market participants** and the world's leading Fixed Income data vendors to ensure the provision of the fastest, most accurate, and most comprehensive information.
Key Facts
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Geographical coverageAsiaEMEAUnited StatesCanadaLatin America
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HistoryFrom 1990
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Data formatBitmapCSVDelimitedGZIPJSONPCAPParquetPythonSQLString FormatUser InterfaceXMLZip Archive
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Delivery mechanismAPICloudDeployed/Onsite ServersDesktopExcelFTPSFTPSQLWebsite
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Data frequencyContinuousDaily
Features & Benefits
What you get with Fixed Income Instruments and Pricing
- Coverage of key asset types including Government Bonds & Bills, Corporates, Convertible, MTNs, Securitized Products, Mortgages, Loans, CDs, CPs, Municipals**. We offer intuitive request-response & bulk access to a wide array of content including instrument & entity reference data, terms & conditions, bond schedules, factor histories, corporate actions, ratings, fund allocation, and ownership. We carry industry-wide & proprietary coding systems such as ISIN**, CUSIP**, SEDOL**, RIC & PermID.
- Our Evaluated Pricing Service – our evaluated pricing experts calculate the fair market value of 2.7 million instruments daily++.
- Market leading and exclusive pricing from the world’s biggest electronic trading platforms such as: Tradeweb, MarketAxess, Yield Broker, TRACE, ICAP, Tullett, BGC, Tradition and MiFID APA & Trading Venues**.
- The evaluations process encompasses strict validation procedures to monitor tolerance breaks, unchanged prices, broker quote consistency and data integrity.
- Our professional and experienced evaluators apply consistent and transparent pricing methodologies, reflecting regulatory and accounting standards.
- Over 175 proprietary analytics providing a full view on each fixed-income instrument daily, including duration, convexity, OAS analytics and yield calculations.
- The Fixed Income databases for reference information are continually updated from hundreds of different sources including third party data feeds** such as WM (Germany) and KOSCOM (Korea). In addition to our existing sources we are adding data from ANNA DSB, ESMA and Trading Venues** to ensure full coverage of Reference Data required to meet the MiFID II regulatory obligation.
- Pricing from over 800 contributors and over 150 exchanges.
- End of day pricing for over 4,000 CDS curves across the globe.
- Mark-to-Market pricing for US syndicated loans, in association with The Loan Syndication and Trading Association.
- ++ Tier 1, 2 and 3 Derivatives and Structured Notes REPS services are not included as part of LSEG Data Access.
- Power your applications with market data feed handlers offering robust performance and comprehensive features or access our cloud data store of full-depth, raw exchange PCAP data.
- ** Information subject to third-party providers' terms and conditions is not included in LSEG Data Access unless included as part of a capability in LSEG Data Access. Please consult your account manager.
How it works
Accessing the dataset
This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.
LSEG Data Platform
- Data Formats:
- JSON
- Delivery Mechanisms:
- API
- Service Frequencies:
- Real time
- Real time delayed
- Real time conflated
Knowledge Direct
- Data Formats:
- CSV
- XML
- Delivery Mechanisms:
- FTP
- Service Frequencies:
- Real time
- Real time delayed
- Daily
LSEG Datastream
- Data Formats:
- XML
- Delivery Mechanisms:
- FTP
- API
- Service Frequencies:
- Real time
- Real Time Delayed
- Daily
Eikon
- Data Formats:
- CSV
- XML
- JSON
- User Interface
- Python
- Delivery Mechanisms:
- API
- Desktop
- Excel
- Service Frequencies:
- Real time
- Real time delayed
LSEG DataScope Select
- Data Formats:
- CSV
- XML
- Zip Archive
- GZIP
- Delimited
- Delivery Mechanisms:
- FTP
- API
- SFTP
- Service Frequencies:
- Real time
- Real time delayed
- Intraday snapshot
- Daily
LSEG Quantitative Analytics
- Data Formats:
- SQL
- Delivery Mechanisms:
- Deployed/Onsite Servers
- Cloud
- Service Frequencies:
- Real time
- Daily
LSEG Workspace
- Data Formats:
- CSV
- XML
- JSON
- User Interface
- Python
- Delivery Mechanisms:
- API
- Desktop
- Excel
- Service Frequencies:
- Real time
- Real time delayed
LSEG DataScope Plus
- Data Formats:
- XML
- Zip Archive
- GZIP
- Delimited
- Delivery Mechanisms:
- FTP
- SFTP
- Service Frequencies:
- EOD
- Premium (hourly mark pricing)
LSEG Tick History
- Data Formats:
- Bitmap
- JSON
- GZIP
- Delivery Mechanisms:
- Website
- API
- Cloud
- Service Frequencies:
- Intraday
LSEG Real-Time - Ultra Direct
- Data Formats:
- PCAP
- Delivery Mechanisms:
- API
- Service Frequencies:
- Real time delayed
- Daily
LSEG Real-Time - Direct
- Data Formats:
- String Format
- Delivery Mechanisms:
- API
- Service Frequencies:
- Real time delayed
- Daily
LSEG Tick History - PCAP
- Data Formats:
- CSV
- PCAP
- Parquet
- Delivery Mechanisms:
- API
- SFTP
- Cloud
- Service Frequencies:
- Real time delayed, Daily
LSEG Tick History Workbench
- Data Formats:
- CSV
- SQL
- Python
- Delivery Mechanisms:
- Website
- API
- SQL
- Service Frequencies:
- Real time delayed, Daily
DETAILED DATA SUPPORT
Request details
Americas
All countries (toll free): +1 800 427 7570
Brazil: +55 11 47009629
Argentina: +54 11 53546700
Chile: +56 2 24838932
Mexico: +52 55 80005740
Colombia: +57 1 4419404
Europe, Middle East, Africa
Europe: +442045302020
Africa: +27 11 775 3188
Middle East & North Africa: 800035704182
Asia Pacific (Sub-Regional)
Australia & Pacific Islands: +612 8066 2494
China mainland: +86 10 6627 1095
Hong Kong & Macau: +852 3077 5499
India, Bangladesh, Nepal, Maldives & Sri Lanka:
+91 22 6180 7525
Indonesia: +622150960350
Japan: +813 6743 6515
Korea: +822 3478 4303
Malaysia & Brunei: +603 7 724 0502
New Zealand: +64 9913 6203
Philippines: 180 089 094 050 (Globe) or
180 014 410 639 (PLDT)
Singapore and all non-listed ASEAN Countries:
+65 6415 5484
Taiwan: +886 2 7734 4677
Thailand & Laos: +662 844 9576
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