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TRACE enhanced historical data

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.

Access Links

  1. TRACE enhanced historical data

Details

Use of this database is via Wharton Research Data Services (WRDS). Please contact the Mahaffey Business Library staff for more information.

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