Pricing and Market Data

CanDeal DNA

An overview of CanDeal DNA

CanDeal Data & Analytics (CanDeal DNA) provides market participants globally with access to the highest quality coverage for Canadian fixed income securities, spanning highly liquid on-the-run bonds to highly illiquid mortgage pools and asset-backed securities. CanDeal DNA uses contributed prices, quotations and trade reports from Canada’s largest banks and dealers, along with proprietary methodologies and sophisticated algorithms for data validation. Access DNA Reference Prices, the best price selected from DNA’s Evaluated Composite Prices for those who need accuracy and breadth of coverage, and DNA Composite prices for when accuracy and observability are required.

Key Facts 

  • Geographical coverage
    Canada
    United States
  • History
    5th Sept 2022
  • Data format
    CSV
    Delimited
    GZIP
    JSON
    Python
    User Interface
    XML
    Zip Archive
  • Delivery mechanism
    API
    Desktop
    Excel
    FTP
    SFTP
  • Data frequency
    Intraday (Updates 3 times a day at 1:00, 3:00 and 4:00 PM EST)

Features & Benefits

What you get with CanDeal DNA

  • Create a Data as a Service Platform (6 founding banks + CanDeal DNA) to improve the quality of OTC pricing and reference data.
  • Improve the quality and scope of coverage provided by dealers and third parties.
  • Seek to inform pricing, reference data and analytics based on industry feedback and addressing domestic market conventions.
  • Establish best in class data governance standards and processes.

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.

Request Details

Help & Support

Already a customer?

Office locations

Contact Refinitiv near you