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Pricing and Market Data

Fixed Income Instruments and Pricing

An overview of Fixed Income Instruments and Pricing 

  • Refinitiv offers global fixed income pricing from over 800 contributors and over 150 exchanges, including the world’s largest broker price platform.
  • Refinitiv's Fixed Income content offers market leading global coverage of debt instruments including pricing, indices, curves, league tables, documentation, and terms and conditions information. The flexibility and breadth of our coverage fit virtually any enterprise or application data requirement.
  • Our data is captured and managed by global experts who work with market participants and the world's leading Fixed Income data vendors to ensure the provision of the fastest, most accurate, and most comprehensive information.

Key facts 

  • Data format
    CSV
    Java Script Object Notation (JSON)
    Python
    SQL
    User Interface
    XML
  • Delivery mechanism
    API
    Cloud
    Deployed/Onsite Servers
    Desktop
    Excel
    FTP
    Website
  • Publishing frequency
    15-Minute
    20-Minutes
    Conflation
    Daily
    End of Day
    Event-Based
    Inter-day
    Intra-day
    On Demand
    Real-Time
    Varies

Features & Benefits

What you get with Fixed Income Instruments and Pricing 

  • 5.1 million live fixed income instruments globally spanning all key asset types. We offer both intuitive request-response and bulk access to a wide array of content including instrument & entity reference data, symbol cross reference, terms & conditions, bond schedules, factor histories, corporate actions, ratings, fund allocation, and ownership. It includes various industry-wide and proprietary coding systems to identify instruments, such as ISIN, CUSIP, SEDOL, RIC, and PermID.
  • Refinitiv Evaluated Pricing Service – our evaluated pricing experts calculate the fair market value of 2.7 million instruments daily.
  • Market leading and exclusive pricing from the world’s biggest electronic trading platforms such as: Tradeweb, MarketAxess, Yield Broker, TRACE, ICAP, Tullett and MiFID APA & Trading Venues.
  • The evaluations process encompasses strict validation procedures to monitor tolerance breaks, unchanged prices, broker quote consistency and data integrity.
  • Our professional and experienced evaluators apply consistent and transparent pricing methodologies, reflecting regulatory and accounting standards.
  • Over 175 proprietary analytics providing a full view on each fixed-income instrument daily, including duration, convexity, OAS analytics and yield calculations.
  • The Fixed Income databases for reference information are continually updated from hundreds of different sources including third party data feeds such as WM (Germany) and KOSCOM (Korea). In addition to our existing sources we are adding data from ANNA DSB, ESMA and Trading Venues to ensure full coverage of Reference Data required to meet the MiFID II regulatory obligation.
  • Pricing from over 800 contributors and over 150 exchanges.
  • End of day pricing for over 4,000 CDS curves across the globe.
  • Mark-to-Market pricing for US syndicated loans, in association with The Loan Syndication and Trading Association.

How it works

 Accessing the dataset

This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

Refinitiv Data Platform

The Refinitiv Data Platform delivers a single, consistent data experience to access, distribute and build with Refinitiv and third party data. With cloud-enabled platform capabilities and flexible distribution options, the Refinitiv Data Platform enables faster deployment of applications, greater scale with workflow-critical analytics and a reimagined approach to technology innovation, data distribution and management
Data Formats:
Java Script Object Notation (JSON)
Delivery Mechanisms:
API
Publishing Frequencies:
15-Minute
Event-Based
Real-Time
End of Day
20-Minutes
Inter-day
Intra-day
Conflation

Knowledge Direct

Knowledge Direct API uses industry standard protocols (SOAP and XML) to deliver Refinitiv content for inclusion within internal or external client applications. Using XML request/response, clients can access a comprehensive offering of company and economic Data (fundamentals, estimates, significant developments, etc.), market data, news and quotes and the associated capabilities, including charts, search and timeseries.
Data Formats:
CSV
XML
Delivery Mechanisms:
FTP
Publishing Frequencies:
On Demand

Refinitv Datastream

Welcome to Datastream, our historical financial database with over 35 million individual instruments or indicators across all major asset classes, including 14 million economic indicators. It features 100+ years of data, across 175 countries – the information and tools you need to interpret market trends, economic cycles, and the impact of world events. Datastream is available via Datastream Advance (EOL Sept 2021) or via Eikon DFO, Eikon R&A, Refinitiv Workspace for Students, Refinitiv Workspace for Academics, Refinitiv Workspace for Wealth. It is expected to be included in many more variants of Refinitiv Workspace during 2021. Datafeed access is via Datastream Data Loader & Datastream Web Service (which includes Matlab, EViews, Python, R & codebook integration) Client desktop tools include DFO (Datastream for Office) Datastream Charting, including Chartbook Navigator - Search & Navigation tool
Data Formats:
XML
Delivery Mechanisms:
FTP
API
Publishing Frequencies:
On Demand

Eikon

Refinitiv Eikon delivers a powerful combination of information, analytics and exclusive news on financial markets – delivered in an elegant and intuitive desktop and mobile interface.
Data Formats:
CSV
XML
Java Script Object Notation (JSON)
User Interface
Python
Delivery Mechanisms:
API
Desktop
Excel
Publishing Frequencies:
Daily
Varies
On Demand

Refinitiv DataScope

Refinitiv DataScope is a strategic custom delivery platform that supports a full cross-asset offering for pricing, reference data, and derived analytics. Covering all major asset classes, including fixed income, equities, futures and options, money, funds, loans, CDS/IRS and OTC equity options, as well as corporate actions data, estimates, entity data and news, Refinitiv DataScope Select provides flexible extraction capabilities, including file customization, scheduling and trigger options, intraday snaps and third-party entitlements. Cross-platform support is available for data retrieval and includes a zero-footprint web interface, FTP connection (internet or private network (BT Radianz (MPLS) or Delivery Direct) and API internet client server. Fee-liable, subject to terms and conditions.
Data Formats:
CSV
XML
Delivery Mechanisms:
FTP
Website
Publishing Frequencies:
Event-Based
Varies

Refinitiv Quantitative Analytics

Refinitiv Quantitative Analytics – a powerful, scalable platform to manage, maintain and integrate quantitative analysis and investment data.
Data Formats:
SQL
Delivery Mechanisms:
Deployed/Onsite Servers
Cloud
Publishing Frequencies:
Daily

Workspace

Refinitiv Workspace delivers a powerful combination of information, analytics and exclusive news on financial markets – delivered in an elegant and intuitive desktop and mobile interface.
Data Formats:
CSV
XML
Java Script Object Notation (JSON)
User Interface
Python
Delivery Mechanisms:
API
Desktop
Excel
Publishing Frequencies:
Daily
Varies
On Demand

Request details  

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