Fixed Income Trading Data (FITD) Cash Government of Canada Bonds

MDC

Provider: TMX Webstore S3 Delivery

  • Frequency:
    Daily
  • Format:
    CSV

Please with your TMX Datalinx Webstore account to view pricing information.

TMX Datalinx’s Fixed Income Trading Data – Cash: Government Bonds trade fileprovide full coverage of CDS settled transactions in Canada on a daily basis.

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.