Full Record: TRACE enhanced historical data (via WRDS)

TRACE enhanced historical data (via WRDS) View Full RecordND-onlyND Catalog Record
Description: Trade Reporting and Compliance Engine (TRACE) consolidates transaction data for all eligible corporate bonds - investment grade, high yield and convertible debt - 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. Use of this database is via Wharton Research Data Services (WRDS). Please contact the Mahaffey Business Library staff for more information.

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

Formats:

Subjects: