- 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
The LSEG Data Platform delivers a single, consistent data experience to access, distribute and build with LSEG and third party data. With cloud-enabled platform capabilities and flexible distribution options, the LSEG Data Platform enables faster deployment of applications, greater scale with workflow-critical analytics and a reimagined approach to technology innovation, data distribution and management
- Data Formats:
- JSON
- Delivery Mechanisms:
- API
- Service Frequencies:
- Real time
- Real time delayed
- Real time conflated
Knowledge Direct
Knowledge Direct API uses industry standard protocols (SOAP and XML) to deliver LSEG content for inclusion within internal or external client applications. Using XML request/response, clients can access a comprehensive offering of company and economic Data (fundamentals, estimates, significant developments, etc.), market data, news and quotes and the associated capabilities, including charts, search and timeseries.
- Data Formats:
- CSV
- XML
- Delivery Mechanisms:
- FTP
- Service Frequencies:
- Real time
- Real time delayed
- Daily
LSEG Datastream
Welcome to Datastream, our historical financial database with over 40 million individual instruments or indicators across all major asset classes, including 15 million economic indicators. It features 100+ years of data, across 175 countries – the information and tools you need to interpret market trends, economic cycles, and the impact of world events.
Datastream is available via Eikon DFO, Eikon R&A, Workspace for Students, Workspace for Academics, Workspace for Wealth.
Datafeed access is via Datastream Data Loader & Datastream Web Service (which includes Matlab, EViews, Python, R & codebook integration)
Client desktop tools include
DFO (Datastream for Office)
Datastream Charting, including Chartbook
Navigator - Search & Navigation tool
- Data Formats:
- XML
- Delivery Mechanisms:
- FTP
- API
- Service Frequencies:
- Real time
- Real Time Delayed
- Daily
Eikon
LSEG Eikon delivers a powerful combination of information, analytics and exclusive news on financial markets – delivered in an elegant and intuitive desktop and mobile interface.
- Data Formats:
- CSV
- XML
- JSON
- User Interface
- Python
- Delivery Mechanisms:
- API
- Desktop
- Excel
- Service Frequencies:
- Real time
- Real time delayed
LSEG DataScope Select
LSEG DataScope Select is a unique platform that offers intuitive, cross-asset and timely access to all of LSEG reference and pricing data. Data is delivered by LSEG DataScope Select across the following platforms: HTTP/HTTPS, SFTP and API.
- 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
"LSEG Quantitative Analytics – a powerful, scalable platform to manage, maintain and integrate quantitative analysis and investment data. It is available with the following deployment options:
o Deployed (On Premise)
o Deployed (VM Hosted)
o Cloud (Azure)
o Cloud (Snowflake)
"
- Data Formats:
- SQL
- Delivery Mechanisms:
- Deployed/Onsite Servers
- Cloud
- Service Frequencies:
- Real time
- Daily
LSEG Workspace
Workspace delivers a powerful combination of information, analytics and exclusive news on financial markets – delivered in an elegant and intuitive desktop and mobile interface.
- Data Formats:
- CSV
- XML
- JSON
- User Interface
- Python
- Delivery Mechanisms:
- API
- Desktop
- Excel
- Service Frequencies:
- Real time
- Real time delayed
LSEG DataScope Plus
LSEG DataScope Plus delivers bulk end of day pricing and intraday reference and entity data that updates automatically every 15 minutes based to ensure clients’ security masters are current and accurate.
- Data Formats:
- XML
- Zip Archive
- GZIP
- Delimited
- Delivery Mechanisms:
- FTP
- SFTP
- Service Frequencies:
- EOD
- Premium (hourly mark pricing)
LSEG Tick History
Tick History provides superior coverage of complete, timely, and global nanosecond tick data. This enables you to download the data you need when you need it, via a single interface.
Coverage goes back as far as 1996 with a standardized naming convention based on RIC symbology that helps lower your data management cost.
Captured from real-time data feeds, Tick History offers global tick data since 1996 across all asset classes, covering both OTC and exchange-traded instruments from 500+ exchanges and third-party contributor data, the majority available two hours after markets close.
- Data Formats:
- Bitmap
- JSON
- GZIP
- Delivery Mechanisms:
- Website
- API
- Cloud
- Service Frequencies:
- Intraday
LSEG Real-Time - Ultra Direct
Proven technology for market participants requiring ultra low-latency market data of the highest quality. Power your applications with our market data feed handler, which offers robust performance and comprehensive features.
- Data Formats:
- PCAP
- Delivery Mechanisms:
- API
- Service Frequencies:
- Real time delayed
- Daily
LSEG Real-Time - Direct
LSEG Real-Time Direct is a low latency feed handler that delivers data on an Exchange-by-Exchange basis. LSEG offers a low latency solution without the problems associated with managing feeds and software by combining the fastest speed in the market with a remote management capability.
- Data Formats:
- String Format
- Delivery Mechanisms:
- API
- Service Frequencies:
- Real time delayed
- Daily
LSEG Tick History - PCAP
LSEG Tick History - PCAP is a cloud-based, 20+ petabyte repository of ultra-high quality global market data, captured directly in the exchange data centres. It enables you to access complete sets of lossless, top-of-book and full-depth data (Levels 1, 2 and 3) in your choice of format. You can save bandwidth and compute costs by bringing your query to our cloud, seamlessly pulling down only the data or pre-configured analytics you need.
- Data Formats:
- CSV
- PCAP
- Parquet
- Delivery Mechanisms:
- API
- SFTP
- Cloud
- Service Frequencies:
- Real time delayed, Daily
LSEG Tick History Workbench
We developed LSEG Tick History Workbench with the analyst in mind leveraging standard tools and pre-built examples. Move away from data management and focus on analysing market microstructure, trading strategies or execution quality. LSEG Tick History Workbench includes SQL access to RTH-PCAP with 20+ petabytes of data including Level 1, Level 2, and Level 3 data feeds. Your business will be powered by the highest quality top-of-book and depth-of-book data.
- 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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