Product Description
Details are provided on a per security basis, with daily transactions aggregated and associated derived calculations provided across liquidity, risk, tenor buckets and additional reference categories.
The coverage universe includes Provincial 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 backtesting, (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_FITDRPB_YYYYMMDD.csv
For further information please contact Datalinx via the Contact Us form.