Pricing and Market Data

Fixed Income Instruments and Pricing

Name: Fixed Income Instruments Pricing
Creator: LSEG
Published: 2024-11-25T10:04:14.783
License: https://www.lseg.com/en/policies/website-disclaimer

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Overview
Features & benefits
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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

Geographical coverage

Asia

EMEA

United States

Canada

Latin America

History

From 1990

Data format

Bitmap

CSV

Delimited

GZIP

JSON

PCAP

Parquet

Python

SQL

String Format

User Interface

XML

Zip Archive

Delivery mechanism

API

Cloud

Deployed/Onsite Servers

Desktop

Excel

FTP

SFTP

SQL

Website

Data frequency

Continuous

Daily

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 just under 3 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.

RELEVANT USE CASES

Real-Time & Distribution use case

Covering everything from building a real-time infrastructure to using our APIs.

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Products

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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

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Data Formats:: XML

Delivery Mechanisms:: FTP; API

Service Frequencies:: Real time; Real Time Delayed; Daily

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Data Formats:: CSV; XML; Zip Archive; GZIP; Delimited

Delivery Mechanisms:: FTP; API; SFTP

Service Frequencies:: Real time; Real time delayed; Intraday snapshot; Daily

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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

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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

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Data Formats:: CSV; SQL; Python

Delivery Mechanisms:: Website; API; SQL

Service Frequencies:: Real time delayed, Daily

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Fixed Income Instruments and Pricing

An overview of Fixed Income Instruments and Pricing

Key Facts

What you get with Fixed Income Instruments and Pricing

RELEVANT USE CASES

Accessing the dataset

LSEG Data Platform

Knowledge Direct

LSEG Datastream

LSEG DataScope Select

LSEG Quantitative Analytics

LSEG Workspace

LSEG DataScope Plus

LSEG Tick History

LSEG Real-Time - Ultra Direct

LSEG Real-Time - Direct

LSEG Tick History - PCAP

LSEG Tick History Workbench

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