- Home
- Data Catalogue
- Pricing and Market Data
- Fixed Income
- Dealerweb Data
An overview of Dealerweb Data
We support 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 coverageUnited States
-
HistoryFrom 2019
-
Data formatCSVGZIPHTMLJSONPCAPParquetPythonSQLUser InterfaceXML
-
Delivery mechanismAPICloudDeployed/Onsite ServersDesktopExcelSFTPSQLWebsite
-
Data frequencyReal-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.
Eikon
- Data Formats:
- CSV
- Delivery Mechanisms:
- API
- Desktop
- Deployed/Onsite Servers
- SQL
- Service Frequencies:
- Continuous
- On Demand
- Intraday
- End of Day
Eikon Premium
- Data Formats:
- CSV
- HTML
- Delivery Mechanisms:
- API
- Desktop
- Deployed/Onsite Servers
- Service Frequencies:
- Continuous
- On Demand
- Intraday
- End of Day
LSEG Workspace
- Data Formats:
- CSV
- XML
- User Interface
- Python
- Delivery Mechanisms:
- API
- Desktop
- Excel
- Service Frequencies:
- Continuous
- On-Demand
- Intraday
- End of Day
Refinitiv Tick History
- Data Formats:
- CSV
- JSON
- GZIP
- Delivery Mechanisms:
- Website
- API
- Cloud
- Service Frequencies:
- Intraday
Refinitiv Tick History - PCAP
- Data Formats:
- CSV
- PCAP
- Parquet
- Delivery Mechanisms:
- API
- SFTP
- Cloud
- Service Frequencies:
- Real time delayed, Daily
Refinitiv Tick History Workbench
- Data Formats:
- CSV
- SQL
- Python
- Delivery Mechanisms:
- Website
- API
- SQL
- Service Frequencies:
- Real time delayed, Daily
Request Details
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
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
We're here for you
Have questions? We're here to help. Talk to a real person and get the answers that matter most.