Liquidez y negociación
Parte del diccionario de datos de LatAm Bonds by SQX. Lista de campos (.csv)
Liquidez y negociación
| Campo | Tipo | Admite vacío | Descripción |
|---|---|---|---|
exchange_close | decimal | filled when an exchange quotes the bond, else blank | Median of each venue's newest close for the bond in the 7 days up to the pricing date, in percent of par, after closes over 3% from the median are cut. Unit: percent of par. |
exchange_venues | text | filled when an exchange quotes the bond, else blank | Market identifier codes (ISO 10383) of the venues in exchange_close, space separated. |
exchange_venue_count | integer | filled when an exchange quotes the bond, else blank | Number of venues in exchange_close. Unit: venues. |
exchange_date | date | filled when an exchange quotes the bond, else blank | Latest price date among the venues in exchange_close. |
sqx_minus_exchange | decimal | filled when an exchange quotes the bond, else blank | clean_price minus exchange_close. Unit: percent of par. |
trace_last_price | decimal | filled when TRACE reports a trade, else blank | Price of the bond's last trade reported to FINRA TRACE (US over-the-counter trades) in the 7 days up to the pricing date. Unit: percent of par. |
trace_date | date | filled when TRACE reports a trade, else blank | Date of the bond's last trade reported to FINRA TRACE. |