Basic information on financial databases: cook books, tips and tricks & economic news

This blog contains schematic easy to grasp - hands on - help in performing searches in economic databases, making work sets and making them inter-exchangeable between the databases.

* Disclaimer. I am not a finance professional. Most posts are the result of personal findings.

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Bonds trading Compustat

Wharton covers database TRACE

. TRACE consolidates transaction data for all eligible corporate bonds - investment grade, high yield and convertible debt. As a result, individual investors and market professionals can access information on 100 percent of OTC activity representing over 99 percent of total U.S. corporate bond market activity in over 30,000 securities. Real-time price dissemination service  .

Note: this particular database can provide massive output files (Terrabytes) as it covers data per click.

Example: Trace Bond Trades, company: Microsoft Corp, period: May 1st - June 30th 2013
Downloaded items:

One month of data of a single bond. 
Output: (size: 282 KB, 4465 observations 8 variables; tab delimited TXT, preset in columns)

This is something to keep in mind, as data from a work set of companiers over an extended period can provide enormous output data.

For opening your output file TXT, see this blog (click)

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