简介:
该库为美国金融业监管局所提供的公司债券场外交易实时报价服务,旨在公司债券市场透明化,为交易提供了一个公平竞争的环境。通过该库,个人投资者或市场专业人士可查阅美国证券市场上30,000多只合规公司债券的场外交易情况,包含其投资等级,高收益率及可转换债券等信息。
通过WRDS平台,可访问TRACE数据库的历史数据,库中可查询公开交易公司债券的价格,收益,成交量及执行时间等信息。
信息类型:金融市场数据
涵盖国家和地区:全球
时间跨度:2002-
语言:英文
更新周期:不定期
访问方式:沃顿平台
Summary:
TRACE - Trade Reporting and Compliance Engine is FINRA's over-the-counter (OTC) corporate bond market real-time price dissemination service. Bringing transparency to the corporate bond market, it helps create a level playing field for all market participants by providing comprehensive, real-time access to corporate bond price information.
Introduced in July of 2002, 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.
Type of information: Financial Market Data
Geographical Coverage: Global
Data range: 2002-
Language: English
Frequency: Constantly
Access: WRDS Platform
访问方式:
沃顿平台->左侧导航栏“TRACE”