TRACE Academic Corporate Bond Data, 2002-2016

Historic transaction-level data on transactions in corporate bonds reported to TRACE.

Includes security identifier, execution date and time, price, yield, quantity, commission, buy or sell, capacity (principal or agency), and reporting and contra parties (masked identifiers for FINRA members). The Academic Data Set is provided to FINRA pursuant to FINRA Rule 7730, on reports of sales and purchase, which requires FINRA members to, among other things, report certain inter-dealer transactions and customer transactions in corporate bonds to FINRA.

License Information

Users: Harvard University
Vendor: FINRA
Start Date: 2017

Coverage

Start Date: 2002, End Date: 2016

Access Notes