Baker Library | Bloomberg Center

TRACE - OTC Corporate Bond Transaction Data

Description: Transaction data for OTC traded corporate bonds as of July, 2002

Introduced in July of 2002 by the Financial Industry Regulatory Authority, TRACE consolidates transaction data for all eligible corporate bonds - investment grade, high yield and convertible debt. As a result, individual investors and market professionals can access information on 100 percent of OTC activity representing over 99 percent of total U.S. corporate bond market activity in over 30,000 securities.

The TRACE Historical Time and Sales data is available through WRDS. The information collected and disseminated for all publicly traded corporate bonds by TRACE includes the time of execution, price, yield, and volume.

Content Type: Financial Markets Data, WRDS

Subject: Corporate Debt

Access:

  • Current HU faculty, students, and staff

  • Harvard University faculty, graduate students (including MBA students) and researchers can request a WRDS account
  • HU undergraduates may use WRDS in the Financial Databases Room.

Note: Use of WRDS is limited to academic and non-commercial research purposes. The right to access licensed databases and copyrighted material on the WRDS system is only for internal or academic research. You may not use data downloaded from WRDS for any commercial endeavor. In addition, you may not reveal, disclose, transfer, or share username and password information with anyone. Additional restrictions apply. See WRDS Terms of Use.

Use of this database implies acceptance of our Copyright and Licensing Restrictions.


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