IHS Markit datasets available via the Data Lake
Daily pricing and analytics data on over 1.1 million Municipal Bond instruments including tax exempt investment grade, high yield and taxable municipal bonds. Data sourced from internal parsing technology and from the Municipal Securities Rule Making Board (MSRB) feed directly into the pricing engine to quickly update municipal bond prices. Pricing methodology accounts for the financial condition of each state and municipality, uses of proceeds, and issue-level factors that drive price movements, regardless of the credit rating. In addition to tracking bond prices in real time, there are value-added metrics and liquidity scores.
REST, Python, S3 Proxy, SQL
- MATURITY DATE
- BID PRICE
- MID PRICE
- ASK PRICE
- YIELD TO WORST
- SPREAD TO WORST
- TAX STATUS
- USE OF PROCEEDS
- DIRTY PRICE
- DEALER COUNT
|Dataset Name||Dataset Description||Data Format||Publishing Frequency|
|Municipal Bond Pricing Data||Pricing data for over 1.1 million municipal bonds and additional value-added metrics including liquidity scores.||Parquet||Weekday|
|Municipal Bond Sector Curves||Sector curve data for municipal bonds generated daily post end of day pricing. on over 1.1 million Municipal Bond instruments including tax exempt investment grade, high yield and taxable municipal bonds.||Parquet||Weekday|
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