IHS Markit datasets available via the Data Lake
Daily pricing and analytics data on over 1.2 million Securitised products. Coverage includes; RMBS, CMBS, consumer ABS, CLO, illiquid securities, private placements in Europe, non-agency RMBS, agency pass through, agency CMO, consumer ABS, CMBS and CLO in the US. Our pricing process is driven by sophisticated categorisation, multi-scenario pricing processes and models and inputs that mirror widely accepted buyside and sellside techniques.
REST, Python, S3 Proxy, SQL
- PREPAYMENT TYPE
- BID PRICE
- MID PRICE
- ASK PRICE
- BID DISCOUNT MARGIN
- ASK DISCOUNT MARGIN
- MID DISCOUNT MARGIN
- DEAL NAME
- YIELD TO MATURITY
|Dataset Name||Dataset Description||Data Format||Publishing Frequency|
|Securitised Products Live Pricing||Intraday pricing and transparency metrics across 1400+, Agency Pass through, Agency CMO, Non-Agency RMBS, Consumer ABS, European ABS, CMBS, CDO and CLO asset classes.||Parquet||Weekday|
|Securitised Products Pricing Data||Evaluated pricing and transparency metrics across Agency Pass through, Agency CMO, Non-Agency RMBS, Consumer ABS, European ABS, CMBS, CDO and CLO asset classes.||Parquet||Weekday|
Discover the universe of IHS Markit Data
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IHS Markit analysts, data scientists, financial experts and industry specialists