Coverage: DIH offers historical end-of-day bond prices going back as far as December 2002 from 135+ exchanges worldwide. We cover several types of fixed income securities, including:
Government bonds
Corporate bonds
Municipal bonds (USA and Canada)
Fixed rate, floating, & convertible bonds
All of our bond prices are checked before we publish them to make sure they are complete and accurate. This algorithmic and manual checking makes our bond prices a great solution for institutions tired of paying too much for low quality data.
Our bond prices files includes fields from our security reference data (e.g. ISIN, ticker symbol, issuer name, currency, primary exchange), and such price data as:
Open, High, Low, Close - OHLC
Traded Volume
Traded Value
Total Trades
Bond Type
Callable / Putable Flag
Coupon
Coupon Class
First Coupon Date
Issue Date & Details
Issuer Code
Maturity Date
Original Amount Issued
Municipal Bonds: We have transactional & evaluated prices for 1.25+ million muni bonds in the USA and Canada. Our municipal bond prices are collected from thousands of different sources to give you a broad view of the vast municipal bond market in the USA and Canada. When a transactional price is not available, an evaluated price is calculated. In some cases, a particular municipal bond may go more than a month without trading but our models will provide accurate daily prices.
Bond Analytics: In addition to bond prices, we also offer derived bond analytics, including:
Yield
Yield to Maturity
Yield to Call
Yield to Put
Yield to Worst
Accrued Interest
Macaulay Duration
Effective Duration
Modified Duration
Key-Rate Duration
Convexity
History: Varies by exchange, as far back as December 2002.
Updates: Files become available for download as soon as the closing prices become available.
Delivery: Bulk files are delivered as delimited text files via download. API also available.