FINRA bonds data

Robinrob · 2025-01-02T19:05:34+00:00

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Hi all,

I am attempting to retrieve bond data from the TRACE provider, but I’ve encountered issues with the current code. Some fields return empty cells, even though the data exists when checked manually. For instance, volume data is one such example. Additionally, the code is not outputting dates.

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Jirapongse

@Robinrob

Thank you for reaching out to us.

It should be the 'TR.ACCUMULATEDVOLUME' field and you can use the get_history method instead.

If it is not the 'TR.ACCUMULATEDVOLUME' field, you can contact the helpdesk team directly via MyAccount and ask for the fields. Otherwise, you can use the Data Item Browser tool to search for other fields.

raksina.samasiri

Hi @Robinrob ,

Please let me add that, to retrieve date of the data with get_data function, you can add '.date' suffix into the field name to retrieve the field's date.

The available output of each field can be found in Data Item Browser in the parameters tab > Output dropdown.
Default field output is Value (.value)

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