Customer Logins

Obtain the data you need to make the most informed decisions by accessing our extensive portfolio of information, analytics, and expertise. Sign in to the product or service center of your choice.

Customer Logins

Liquidity Data

{ "infinite": true, "speed": 600, "fade":true, "adaptiveHeight": true, "slidesToScroll": 1, "slidesToShow":1, "dots": false, "arrows": false, "autoplay": true }
Daily liquidity metrics, market context and liquidity scores for fixed income instruments. Liquidity data is delivered with our fixed income pricing data and offers insight into the depth and breadth of the market. It helps enhance transparency across fixed income markets and supports changing regulatory and valuation requirements. The data supports risk management, including exit cost analysis and valuation uncertainty, as well as independent price verification, margin calculations, management information reports and portfolio management. It may also serve as an input to regulatory reporting under requirements such as IFRS 13, FASB's ASC Topic 820 (FAS 157), UCITS and EBA's prudent valuation standards.

Industry Domain:


Financial Markets

Publisher:


IHS Markit

Content Type:


Structured

Access/Delivery Methods:


REST, Python, S3 Proxy, SQL

Keywords

  • PVR
  • LIQUIDITY
  • PRICING
  • MOVING AVERAGE
  • LIQUIDITY SCORE
  • NUMBER OF DAILY QUOTES
  • AVERAGE QUOTES COUNT
  • BIDASK SPREAD
  • BID PRICE
  • ASK PRICE
  • ISIN
  • CUSIP
  • SEDOL
  • LXID
  • REGION
  • CURRENCY
  • AVERAGE TRADE SIZE
  • TRADE VOLUME
  • DAYS TRADED
Interested in this data? Download free data samples, dictionaries and documentation

Data Set

Dataset NameDataset DescriptionData FormatPublishing Frequency
Price Impact and Time to LiquidateDaily liquidity price impact and time to liquidity metrics by the position size, market impact, liquidity buckets, and assets class.ParquetWeekday
Trade Metrics by InstrumentAggregated daily trade data and metrics across multiple asset classes with values broken down by instrument.ParquetWeekday
Trade Metrics by OrganisationAggregated daily trade data and metrics across multiple asset classes with values broken down by organization.ParquetWeekday
Trade Metrics by SectorAggregated daily trade data and metrics across multiple asset classes with values broken down by instrument types and sectors.ParquetWeekday
Quote Metrics by InstrumentAggregated daily quote data and metrics across multiple asset classes with values broken down per instrument.ParquetWeekday
Cross Asset Liquidity ScoreInstrument level score from 1-5 indicating the liquidity at an individual level and sector level ; calibrated across asset classes.ParquetWeekday
Discover 1,500+ datasets across diverse industries. Fast. Use our free data discovery platform to search, browse, and evaluate our vast data estate - including financial services, automotive, maritime, and energy. All from a single user interface.

 


Discover the universe of IHS Markit Data

As the volume and variety of available data grows, firms have unparalleled opportunities to gain new strategic insights.

The IHS Markit Data Lake Catalogue gets you to the right data, faster.

Bringing together our vast, multi - industry data estate in one simple user interface, you can search, browse, and evaluate our datasets in an instant.

Why signup?

  • Discover 1500+ datasets from diverse industries: financials, energy, automotive, and maritime
  • Browse and search the IHS Markit data estate from a single interface
  • Rapidly find and evaluate datasets, using data dictionaries and samples

GET FREE ACCESS


1,500+

IHS Markit datasets available via the Data Lake

350+

Data packages curated by IHS Markit specialists

5,000

IHS Markit analysts, data scientists, financial experts and industry specialists

{"items" : [ {"name":"share","enabled":true,"desc":"<strong>Share</strong>","mobdesc":"Share","options":[ {"name":"facebook","url":"https://www.facebook.com/sharer.php?u=http%3a%2f%2fihsmarkit.com%2fproducts%2fliquidity-data-data-lake.html","enabled":true},{"name":"twitter","url":"https://twitter.com/intent/tweet?url=http%3a%2f%2fihsmarkit.com%2fproducts%2fliquidity-data-data-lake.html&text=Liquidity+Data+%7c+IHS+Markit+Data+Lake","enabled":true},{"name":"linkedin","url":"https://www.linkedin.com/sharing/share-offsite/?url=http%3a%2f%2fihsmarkit.com%2fproducts%2fliquidity-data-data-lake.html","enabled":true},{"name":"email","url":"?subject=Liquidity Data | IHS Markit Data Lake&body=http%3a%2f%2fihsmarkit.com%2fproducts%2fliquidity-data-data-lake.html","enabled":true},{"name":"whatsapp","url":"https://api.whatsapp.com/send?text=Liquidity+Data+%7c+IHS+Markit+Data+Lake http%3a%2f%2fihsmarkit.com%2fproducts%2fliquidity-data-data-lake.html","enabled":true}]}, {"name":"rtt","enabled":true,"mobdesc":"Top"} ]}
Filter Sort