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Fixed Income Data | Derived

Composite - Bond

Composite bond dataset providing derived fixed income data for bond pricing, valuation and market analysis.

  1. Key facts
  2. Overview
  3. Description
  4. Access
  5. All categories
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Key facts for Composite - Bond

Coverage metric

Geography:
North America, Asia / Pacific, EMEA, Latin America and the Caribbean
History:
From 1990
Coverage count:
Asset Classes - 150000+ RICs
Asset Class
Bond & STIR Futures & Options, Bonds, Fixed Income

Delivery metadata

Data Frequency
Real‑Time
Language
English (United Kingdom)
Delivery methods:
Excel, Web Service, API, Deployed/Onsite Servers, SFTP, Cloud, Desktop, FTP, Bulk, Website, Digital Files
Data formats:
CSV, GZIP, JSON, Delimited, Metafile Picture, Text, Bitmap, PCAP, Zip Archive, PDF, XML, Python, HTML, MPEG, User Interface
Minimum service frequency
Real‑Time

Overview of Composite - Bond

It aggregates pricing data from multiple contributor and exchange RICs on the All Quotes chain into a single unified price.


Fixed Income Bond Superrics

The latest price from any contributor can flow onto the SuperRIC if it meets LSEG's internal filter algorithm. Uses standard mathematical averages and applies proprietary quality parameters to determine which prices to include or exclude.


Description of the dataset

  • Built for fixed income valuation and benchmarking, LSEG delivers consolidated composite prices for global bonds across sovereign, corporate, municipal and securitised sectors. We combine multiple qualified market inputs to create a single composite view of bond pricing.
  • LSEG derives composite levels from sources such as dealer quotes, executed trades, evaluated prices and trade tape observations. We provide associated bid, ask, yield and accrued interest fields to help customers assess price quality and market context.
  • Our content includes instrument identifiers such as ISIN and CUSIP, alongside coupon, maturity and quality flags for transparency. We deliver both intraday and end-of-day snapshots so customers can support time-sensitive workflows as well as daily valuation processes.
  • LSEG maintains historical time series and consistent methodologies to support auditability, risk analysis and performance review. We help customers integrate composite bond pricing into valuation, benchmarking and portfolio management workflows.

Accessing the dataset

This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

Tick History
Historical tick data service providing intraday trades, quotes and market-depth data dating back to 1996. Covering OTC and exchange-traded instruments across hundreds of global venues, Tick History delivers cleaned, structured and normalised data using RIC symbology and LSEG's data model to support consistent analysis across workflows. Access historical market data via web applications, APIs, cloud-based query services or scalable file delivery, with support for on-premises, cloud and hybrid deployment models.
  • Data formats:
    • GZIP, XML, JSON, CSV, SQL, Text, Metafile Picture, Python, Bitmap, User Interface
  • Delivery methods:
    • Excel, API, Cloud, Desktop, FTP, SQL, Website
  • Minimum service frequency:
    • Real‑Time
  • Service Frequency Description:
    • Continuous, Continuous And End Of Day, Daily, Daily Updates, End Of Day, Intraday, Intraday Snapshot, Monthly, Most Of The Records In This Service Updates Real-Time, On Demand, Once A Day, Real Time, Real Time Delayed, Real-Time, Real-Time And End Of Day, Streaming, Weekly

All categories

Full list of all categories