Liquidity and trading

One file of the LatAm Bonds by SQX data dictionary. Field list (.csv)

Liquidity and trading

FieldTypeNullableDescription
exchange_closedecimalblank unless an exchange quotes the bondMedian 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_venuestextblank unless an exchange quotes the bondMarket identifier codes (ISO 10383) of the venues in exchange_close, space separated.
exchange_venue_countintegerblank unless an exchange quotes the bondNumber of venues in exchange_close. Unit: venues.
exchange_datedateblank unless an exchange quotes the bondLatest price date among the venues in exchange_close.
sqx_minus_exchangedecimalblank unless an exchange quotes the bondclean_price minus exchange_close. Unit: percent of par.
trace_last_pricedecimalblank unless TRACE reports a tradePrice of the bond's last trade reported to FINRA TRACE (US over-the-counter trades). Unit: percent of par.
trace_datedateblank unless TRACE reports a tradeDate of the bond's last trade reported to FINRA TRACE.

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