Full Record: TRACE enhanced historical data (via WRDS)

TRACE enhanced historical data (via WRDS) View Full RecordND-onlyND Catalog Record
Coverage: Began in 2000s?
Description: Includes transaction-level data for all TRACE-Eligible Securities reported since July 1, 2002, except Rule 144A transactions. TRACE Enhanced data includes transactions that, at the time of reporting, were not subject to dissemination, such as Non-Investment Grade corporate bond transactions. Also, includes certain transaction-level information—such as actual trade volume (or size)—that currently is not publicly available for larger transactions. TRACE Enhanced data is subject to the following: Transaction data must have aged at least 18 months before FINRA will include it in TRACE Enhanced. Does not include the identity of any broker-dealer that is a party to a transaction.

This resource has been identified as being useful for the following areas; it appears on these pages.