New TRACE Treasury Daily and Monthly Aggregates Dataset
The Treasury Daily Aggregate Dataset provides a snapshot of daily trading volume in US Treasury Securities reported to TRACE for the prior day. This data has been made available via API beginning on February 13, 2023. The Treasury Monthly Aggregate Dataset illustrate the trading volume in US Treasury Securities reported to TRACE for the prior month. This data will be made available via API beginning on March 2, 2023.
The daily data is published the day after the end of the trading day and the monthly data is published on the second business day following the end of the report month.
Both these datasets are publicly available and require an API token for access. Please refer to the documentation section on developer.finra.org on how to set up an account.
These two datasets are replacing the Treasury Weekly Aggregate Statistics. No new data is provided for the weekly aggregates after February 14, 2023. The Treasury Weekly Aggregate Statistics has been marked “Deprecated” but will remain available for users that need to access historical data.
Click here for more information on the new daily report available via finra.org.
Click here for more information on the new monthly report available via finra.org.