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, Deployed/Onsite Servers, API, Web Service, SFTP, Cloud, Desktop, FTP, Bulk, Website, Digital Files
Data formats:
CSV, GZIP, JSON, Delimited, Text, Metafile Picture, Bitmap, PCAP, Zip Archive, PDF, XML, Python, MPEG, HTML, 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
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