Liquidity and trading
One file of the LatAm Bonds by SQX data dictionary. Field list (.csv)
Liquidity and trading
| Field | Type | Nullable | Description |
|---|---|---|---|
exchange_close | decimal | blank unless an exchange quotes the bond | Median of the exchange closes for the bond in percent of par, after closes over 3% from the median are cut. Unit: percent of par. |
exchange_venues | text | blank unless an exchange quotes the bond | Market identifier codes (ISO 10383) of the venues in exchange_close, space separated. |
exchange_venue_count | integer | blank unless an exchange quotes the bond | Number of venues in exchange_close. Unit: venues. |
exchange_date | date | blank unless an exchange quotes the bond | Latest price date among the venues in exchange_close. |
sqx_minus_exchange | decimal | blank unless an exchange quotes the bond | clean_price minus exchange_close. Unit: percent of par. |
trace_last_price | decimal | blank unless TRACE reports a trade | Price of the bond's last trade reported to FINRA TRACE (US over-the-counter trades). Unit: percent of par. |
trace_date | date | blank unless TRACE reports a trade | Date of the bond's last trade reported to FINRA TRACE. |