​​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.

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