Bond Data Aggregation

Bond Data Aggregation

Bond data aggregation entails combining the incomplete bond transaction data available from multiple sources into one quasi-consolidated tape.

Bond data aggregation entails combining the incomplete bond transaction data available from multiple sources into one quasi-consolidated tape

The Overbond platform sources raw trading and fundamental data via automated scripts. Data sources include Thompson Reuters (secondary bond issuance and trading levels), S&P Global Market Intelligence (company level fundamental data), rating agency composite (company ratings and macro market data), and Euroclear LiquidityDrive (OTC settlement-layer data) as well as various other sources. Overbond sources proprietary data, aggregated and anonymized dealer quotations from a community of large IG issuers, and investor preferences through direct feedback loops.

COBI-Pricing LIVE structures and maps the trade data and fundamental data to the appropriate issuer ID and the data is systematically scrubbed for anomalies and null values.