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Corporate Bond Pricing and Analytics

Intrinio API
Frequency
Daily
History
2015
Coverage
Global
Customizable

Feed Details

SQX offers daily corporate bond pricing, analytics, and data scrubbing. We combine market and security information with our proprietary model and term structure, for accurate and transparent price evaluations. Our algorithms reduce risk by providing more precise evaluations than traditional methods (such as bootstrapping, interpolation and matrix pricing). Our pricing methodology is based on the Term Structure of Rates (TSR), calculated for all global treasuries, real rates, Libor (Swaps), and global corporate rates for all issuers. Our pricing algorithms depend on the aggregate of the traded securities of an issuer, rather than one or two reference securities. Additionally, we perform both cross-sectional (comparison of all securities on a daily basis) and time-series analysis, in order to make sure that inconsistent data is filtered out. 

  • Customizable: Pricing methods and analytics can be customized to suit your needs 
  • Cost-effective: Less expensive than hiring a quant 
  • Transparent: Inputs, outputs, and methods available upon request 
  • History available back to 2015

Access Methods

API
Excel
CSV
Web Socket

Compare Plans

Individual

$499/yr.
API Calls Per Minute
120
Live Support Seven Days a Week
Ticketing System
Student/Military Discount
Unlimited Collaborators
External Display Rights
Dedicated Account Manager
Startup Discount
Small Business Discount
Comarketing Opportunities

Business

Custom Pricing
API Calls Per Minute
Customizable
Live Support Seven Days a Week
Ticketing System
Unlimited Collaborators
External Display Rights
Dedicated Account Manager
Startup Discount
Small Business Discount
Comarketing Opportunities

Annual Plans

Business

Custom Pricing

Individual

$
/yr.
Custom Pricing
API Calls Per Minute
Customizable
120
Live Support Seven Days a Week
Ticketing System
Student/Military Discount
Unlimited Collaborators
External Display Rights
Dedicated Account Manager
Startup Discount
Small Business Discount
Comarketing Opportunities

Compare Plans

Individual

$499/yr.
No items found.

Business

Custom Pricing
No items found.

Annual Plans

Business

Custom Pricing

Individual

$
/yr.
Custom Pricing
No items found.

FAQs

How is this data sourced? 

EDI

What is the asset class coverage for this dataset?

In the US/Americas, we cover: 

  • all corporate and high-yield bonds in major indexes plus most smaller issues 
  • all treasuries and agencies 
  • derivatives, including interest rate swaps, swaps, forwards, swaptions, CDs, OTC equity options and warrants, currency options, caps and floors, structured products, equity derivatives, and exotic options 

Internationally, we cover: 

  • all emerging markets’ debt in major indexes 
  • commonly-traded corporate and high-yield issues for most countries 
  • OTC equity options and warrants, currency options, caps and floors, structured products, equity derivatives, and exotic options 
     

How many years of history are available?  

We can provide history beginning 2015.
 

What are the advantages of this dataset?

  • Increased pricing accuracy 
  • Cost savings 
  • Custom analytics 
  • Offers transparency into the methods producing the valuations 

What if I want to display the data?  

This use-case would need to be negotiated with SQX. 
 

What are common use cases for this dataset?

  • End-of-day pricing 
  • Regulatory compliance 
  • Statistical analysis 
  • Academic research 

What type of delivery methods do you provide?  

CSV or other delimited text file.

Startup Program

Gain access to our full suite of real-time & historical financial data, for 90% off.

Bulletproof Documentation

Supplying data is only half of the battle. Our documentation is world class.