Sample data - Liquidity Data

The files below offer a sample of our soon to launch data product, Euroclear LiquidityDriveTM.  Building on the vast set of fixed-income settlement data managed by Euroclear, this new product brings further insights into the liquidity of more than 460,000 fixed income instruments.

The sample contains data for 1 day of activity, namely the 6th of December 2019, on all Eurobonds (ISINs starting with XS) issued by corporates and issuers other than sovereign, supranationals or agencies, with a tenor over 1 year as at the reference date.  A small number of data elements are not filled in yet due to this initial sample covering only one day’s worth of data: this concerns the historical averages (SMA 30, SMA 60 and SMA 260) attached to most of the aggregate indicators.

The .zip files contain JSON files of which each corresponds to the data for an individual ISIN.

Should you have any question, please reach out to your Euroclear contact.

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