New TRACE Treasury Weekly Aggregates API
The TRACE Treasury Aggregate Statistics illustrate trading volume in US Treasury Securities reported to TRACE for the prior week. This data will be available via API beginning on March 10, 2020 to support system integration and automation.
Click here for more information on the new report available via finra.org (weekly).
The weekly data is published on the second business day following the end of the report week (i.e., on Tuesdays, except when Monday is a holiday, in which case the report is published on Wednesday).