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Fixed Income Datasets

The datasets shown in the table below are available as part of the Fixed Income API.

The API platform utilizes the concept of datasets to deliver a variety of data via the GET Data and POST Data endpoints. All datasets are associated with a dataset group and have a dataset name. Therefore the GET Data and POST data endpoints utilize the following structure:

/data/group/{group name}/name/{dataset name}

Utilize the /metadata/group/{group name}/name/{dataset name} endpoint to retrieve details of the fields for each dataset.

 

IMPORTANT:

  1. Only the test datasets are available using your API Developer Center credentials obtained via the REQUEST TEST ACCESS menu option. The production datasets will only be available once you have gone through the production provisioning process, for those datasets requiring production provisioning (as shown in the table below).
  2. The data provided in the test datasets is a small SAMPLE of the data available in production.

 

API dataset group name dataset name test dataset name status production provisioning required
Fixed Income FixedIncomeMarket        
NEW   corporatesAndAgenciesCappedVolume corporatesAndAgenciesCappedVolumeMock available yes
    agencyMarketBreadth agencyMarketBreadthMock available yes
    agencyMarketSentiment agencyMarketSentimentMock available yes
    corporate144AMarketBreadth corporate144AMarketBreadthMock available yes
    corporate144AMarketSentiment corporate144AMarketSentimentMock available yes
    corporateMarketBreadth corporateMarketBreadthMock available yes
    corporateMarketSentiment corporateMarketSentimentMock available yes
    securitizedProductsCappedVolume securitizedProductsCappedVolumeMock available yes
    treasuryWeeklyAggregates treasuryWeeklyAggregatesMock available yes