Pricing and Market Data

Dealerweb Data

Name: Dealerweb Data
Creator: Refinitiv
Published: 2022-12-07T12:11:53.003
License: https://www.refinitiv.com/en/policies/terms-of-use

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Overview
Features & benefits
How it works

An overview of Dealerweb Data

Refinitiv supports Dealerweb US Treasury data, TBA Mortgage Backed Securities, and Repos.

Our coverage includes: Dealerweb-traded US Treasury notes and bonds, floating rate note locks, benchmark locks, interest and principal STRIPS, inflation protection securities, coupon rolls, basis swaps, issue swaps, zero swaps, lock swaps, floating rate note rolls, breakeven TIPS, TIPS swaps, and breakeven TIPS swaps.

Dealerweb is the largest TBA (MBS) inter-dealer broker with a dominant market share for over a decade. The electronic marketplace produces dynamic primary dealer TOB real-time prices. Our data is sought after by institutions globally. The MBS data provides a more reliable source of price discovery and a crucial trading asset for investment banks, asset managers, pension funds and regional banks.

Dealerweb provides the first intraday data for TBA markets, combining pricing quotes for the active traded TBA instruments in the US along with trade data.

Key Facts

Geographical coverage

United States

History

From 2019

Data format

CSV

GZIP

HTML

JSON

PCAP

Parquet

Python

SQL

User Interface

XML

Delivery mechanism

API

Cloud

Deployed/Onsite Servers

Desktop

Excel

SFTP

SQL

Website

Data frequency

Real-time

Features & Benefits

What you get with Dealerweb Data

Data enrichment and value add reference data are included to complement pricing.
Consolidated data is presented in a single workflow solution to increase productivity.
Enhances the ability to make effective intraday evaluations and recommendations.
Accessible exclusively in Eikon and via subscription as a feed on the Refinitiv Data Platform or Tick History.
Power your applications with market data feed handlers offering robust performance and comprehensive features or access our cloud data store of full-depth, raw exchange PCAP data.

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.

Products

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

Delivery Mechanisms:: API; Desktop; Deployed/Onsite Servers; SQL

Service Frequencies:: Continuous; On Demand; Intraday; End of Day

Eikon Premium

For financial professionals seeking to profit from trading and investment opportunities around the globe, 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; HTML

Delivery Mechanisms:: API; Desktop; Deployed/Onsite Servers

Service Frequencies:: Continuous; On Demand; Intraday; End of Day

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; User Interface; Python

Delivery Mechanisms:: API; Desktop; Excel

Service Frequencies:: Continuous; On-Demand; Intraday; End of Day

Refinitiv Tick History

Tick History provides superior coverage of complete, timely, and global nanosecond tick data. This enables you to download the data you need when you need it, via a single interface. Coverage goes back as far as 1996 with a standardized naming convention based on RIC symbology that helps lower your data management cost. Captured from real-time data feeds, Tick History offers global tick data since 1996 across all asset classes, covering both OTC and exchange-traded instruments from 500+ exchanges and third-party contributor data, the majority available two hours after markets close.

Data Formats:: CSV; JSON; GZIP

Delivery Mechanisms:: Website; API; Cloud

Service Frequencies:: Intraday

Refinitiv Tick History - PCAP

Refinitiv Tick History - PCAP is a cloud-based, 20+ petabyte repository of ultra-high quality global market data, captured directly in the exchange data centres. It enables you to access complete sets of lossless, top-of-book and full-depth data (Levels 1, 2 and 3) in your choice of format. You can save bandwidth and compute costs by bringing your query to our cloud, seamlessly pulling down only the data or pre-configured analytics you need.

Data Formats:: CSV; PCAP; Parquet

Delivery Mechanisms:: API; SFTP; Cloud

Service Frequencies:: Real time delayed, Daily

Refinitiv Tick History Workbench

We developed Analytics Workbench with the analyst in mind leveraging standard tools and pre-built examples. Move away from data management and focus on analysing market microstructure, trading strategies or execution quality.Analytics Workbench includes SQL access to RTH-PCAP with 20+ petabytes of data including Level 1, Level 2, and Level 3 data feeds. Your business will be powered by the highest quality top-of-book and depth-of-book data.

Data Formats:: CSV; SQL; Python

Delivery Mechanisms:: Website; API; SQL

Service Frequencies:: Real time delayed, Daily

DETAILED DATA SUPPORT

First name

Last name

Email address

Phone number (numerals only; no dashes)

Country/territory

City(optional)

Company

Job title

Area of interest: Help us connect you to the right expert(optional)

Call your local sales team

Americas
All countries (toll free): +1 800 427 7570
Brazil: +55 11 47009629
Argentina: +54 11 53546700
Chile: +56 2 24838932
Mexico: +52 55 80005740
Colombia: +57 1 4419404

Europe, Middle East, Africa
Europe: +442045302020
Africa: +27 11 775 3188
Russia and CIS: +7 495 775 1200
Middle East & North Africa: 800035704182

Asia Pacific (Sub-Regional)
Australia & Pacific Islands:
+612 8066 2494
China mainland: +86 10 6627 1095
Hong Kong & Macau: +852 3077 5499
India, Bangladesh, Nepal, Maldives & Sri Lanka:
+91 22 6180 7525
Indonesia: +622150960350
Japan: +813 6743 6515
Korea: +822 3478 4303
Malaysia & Brunei: +603 7 724 0502
New Zealand: +64 9913 6203
Philippines: 180 089 094 050 (Globe) or
180 014 410 639 (PLDT)
Singapore and all non-listed ASEAN Countries:
+65 6415 5484
Taiwan: +886 2 7734 4677
Thailand & Laos: +662 844 9576

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Dealerweb Data

An overview of Dealerweb Data

Key Facts

What you get with Dealerweb Data

Accessing the dataset

Eikon

Eikon Premium

Workspace

Refinitiv Tick History

Refinitiv Tick History - PCAP

Refinitiv Tick History Workbench

DETAILED DATA SUPPORT

Request Details

Call your local sales team

Already a customer?

Contact Refinitiv near you

We're here for you

Need help?

Get in touch

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