Product Description
Details are provided on a per security basis, with daily transactions aggregated and associated derived calculations provided across liquidity, valuation and risk categories along with additional reference data specific to government bonds.
The coverage universe includes all Government Bonds that are eligible to be cleared via the Canadian Depository for Securities (CDS) with +5 years of historical details available.
Benefits and Use Cases
TMX Datalinx’s offering outlines extensive risk, liquidity and reference data required to evaluate the investable Canadian corporate debt universe, in support of: (i) investment research and back testing, (ii) risk management evaluation, (iii) market sizing and scoping and (iv) trade execution and portfolio evlauation requirements.
Specifications
Frequency: Daily, with historical data available
Format: .csv
Delivery: SFTP; API
File Naming Convention: TMX_FITDCGB_YYYYMMDD.csv
For further information please contact Datalinx via the Contact Us form.