Comprehensive pre-trade data

sourced from the institutional trading community

hundred of market makers come together to make’s data //one of the most accurate data sources available in credit markets

live order book pricing /// the gold standard for reliability

Over 20,000 bonds covered


/// Tick-by-tick

Top of Book or Full Depth

30-100mm+ updates per day

/// Intra-day intervals

/// End of day

/// Historical

Executable – not indicative – prices directly from the trading platforms offering market-leading liquidity

Continuous real-time pricing throughout the trading day with market depth and all associated volumes

Historical data as granular as tick-by-tick level, covering up to 15 years

Analyze and automate

Decipher market behavior

in real time

  • Live pre-trade data: observe trade formation before it happens
  • Order book details: illuminate liquidity patterns
  • Executable prices: far less noisy than quote data

Develop better

automated trading

  • Create more accurate algorithms using live order book data, not just implied quotes
  • Detailed, live markets for back-testing models and trading strategies
  • Employ large historical data sets for ML/AI teaching models

Portfolio valuation

and risk assessment

  • Trade data tells a highly incomplete story
  • Pre-trade pricing and liquidity data help complete the picture