About this data
The service combines EDI's Worldwide Fixed Income and Bond-Pricing Data with algorithms from our partner who specialises in cloud based financial applications.
bondΣ currently covers 150,000 exchange traded debt securities including government and corporate, fixed rate, floating, and convertible issuance, providing clients with an insightful report on the global fixed income market. Files consist of a set of 11 fixed income derived data fields along with 16 fields from the Last Trade file and are delivered the next day at 8am GMT.
Files can easily be customized and include another 25 identifiers and reference data fields, keys for the calculations, for example, ISIN, US Code, Security ID, Local Code, etc. Use bondΣ to get the necessary data required to efficiently control the risk associated with fixed income portfolios, portfolio returns, as well as complying with regulatory requirements.