. 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)
No comments:
Post a Comment