Fixed Income Market Data

The Nasdaq Fixed Income electronic trading platform provides real-time institutional trading of benchmark U.S. Treasury Securities including:

  • T-Bills
  • T-Notes
  • T-Bonds
  • U.S. Treasury Floating Rate Notes (FRNs)

U.S. Treasuries market data is offered in real-time, intraday, end-of-day, historical and indicative formats through the following market data products:

Nasdaq Direct

Real-time data is delivered directly to clients' networks, using a point-to-point circuit or Internet connection for custom data distribution and is accessed through a simple API.

It provides global market coverage throughout Asian, European and U.S. trading sessions. Comprehensive information includes best bid/best offer, size and yield; VWAP, and aggregated Volume with complete limit order book and active market stack composition for U.S. Treasury Benchmarks and Floating Rate Notes (FRNs).

Nasdaq Tick History

The Tick and Trade Data series offers depth of price information from executed trades as well as executable-for-trade quote activity representation, available as both daily file services and historical archives through FTP dissemination.

U.S. Treasuries Snapshot

End-of-day pricing for U.S. Treasuries at 1P.M. through 5 P.M. EST of all On-the-Run Bills, Notes, Bonds, When Issued, available through FTP dissemination.

Nasdaq View

Active, real-time data for U.S. Treasuries with fully customizable views, permitting users to display selected content or screens of interest. With Open, High, Low, Close and Net Change data, as well as the composition of active Best Bid and Offer orders in its entirety (Active Market Stack).

Nasdaq Eye

Continuous real-time indicative pricing for U.S Treasury instruments, providing a two-sided market (Bid/Offer Price and Yield) for all quoted instruments.

Data is available through, Nasdaq Direct, Nasdaq View and Nasdaq RTD.

Nasdaq RTD (formerly AutoSpeed 2.0)

Direct access to our platform’s liquid, real-time, raw market data imported into a Microsoft Excel plug-in application, seamlessly and rapidly. With Real-Time Download, live data users can spot trends and relationships that can be analyzed, sorted, filtered, summarized, and charted.

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