US Treasury Bonds Data Product Specification

Product Code:

FII-BND-AME-UST

Description:

Gain comprehensive access to the U.S. Treasury market with real-time, hourly, and end-of-day data, offering unparalleled insights into the world's largest government bond market. The U.S. Treasury market plays a critical role in the global economy. Market participants worldwide depend upon this marketplace for investing, collateral and hedging, and as a benchmark for pricing other securities.

Data Source:

Directly sourced from Tradition’s Global Fixed Income trading desks , our executable prices provide unparalleled liquidity, ensuring accurate and reliable market data.

Delivery Method:

• real-time:Retrieve the current Top of Book (best bid and ask prices and quantities) or the full Depth of Book (all available bid and ask prices and quantities) in real-time through a FIX API integration.
• Hourly:Receive hourly snapshots of the top of the book delivered via SFTP.
• end-of-day:Obtain end-of-day snapshots of the top of the book delivered via SFTP.

Data Frequency:

The market data is updated in real-time, sourced directly from a variety of fixed income trading platforms.

Data Format:

CSV files for hourly snaps , FIX API for Real-time

Data Coverage:

• Asset Class: Fixed income
• Sub Class: Goverment bonds - U.S. Treasury
• Total: 360+ T-Bills, UST Notes and UST Bonds
• On-The-Run All 7 tenors

Off-The-Run UST Tenor Types	Total
2−year Treasury Notes	20+
3−year Treasury Notes	30+
5−year Treasury Notes	50+
7−year Treasury Notes	80+
10−year Treasury Notes	40+
20−year Treasury Bonds	15+
30−year Treasury Bonds	80+

Tradition Data Packages:

Product Code	Product Name
FII-BND-UST-EOD	Bonds.com EOD Snap Only - Top of Book - UST United States Treasury
FII-BND-AME-UST	Bonds.com Hourly Snaps - Top of Book - UST United States Treasury only
FII-BND-FIX-UST	Bonds.com UST United States Treasury , Real-time, full depth of book using FIX protocol
FII-BND-GLO-EOD	Bonds.com EOD Snap Only - Top of Book - Global
FII-BND-GLO-ALL	Bonds.com Hourly Snaps - Top of Book - Global
FII-BND-FIX-GLO	Bonds.com Real-time, full depth of book using FIX protocol - Global

FAQ:

Question	Answer
What historical data is available?	7 years (2017)
What is the source of the data?	BondsPro ATS via bonds.com
What is the timestamp precision for the datasets?	Minute for snap file and Millisecond for real-time
How many snap files are available per day?	11 files per day from 7am-5pm EST

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