Liquidez y negociación

Parte del diccionario de datos de LatAm Bonds by SQX. Lista de campos (.csv)

Liquidez y negociación

CampoTipoAdmite vacíoDescripción
exchange_closedecimalfilled when an exchange quotes the bond, else blankMedian 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_venuestextfilled when an exchange quotes the bond, else blankMarket identifier codes (ISO 10383) of the venues in exchange_close, space separated.
exchange_venue_countintegerfilled when an exchange quotes the bond, else blankNumber of venues in exchange_close. Unit: venues.
exchange_datedatefilled when an exchange quotes the bond, else blankLatest price date among the venues in exchange_close.
sqx_minus_exchangedecimalfilled when an exchange quotes the bond, else blankclean_price minus exchange_close. Unit: percent of par.
trace_last_pricedecimalfilled when TRACE reports a trade, else blankPrice 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_datedatefilled when TRACE reports a trade, else blankDate of the bond's last trade reported to FINRA TRACE.

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