Corporate Bond Data API
QUODD delivers U.S. corporate and agency bond pricing, rates, yields, reference data, and historical TRACE traded prices through flexible APIs, streaming delivery, and cloud files for financial applications, wealth platforms, risk systems, and market data teams.
Fixed Income Pricing Data
QUODD’s corporate bond data APIs are designed to help firms integrate reliable fixed income pricing and rates data directly into their workflows. Our solutions support applications that require corporate bond prices, agency debt prices, historical traded prices, bond yields, reference data, and related analytics.
Real-Time Market Data
API, streaming, cloud delivery
Historical Data
API, cloud file
Corporate Bond Market Data Coverage
QUODD provides market data coverage for U.S. corporate bonds and agency debt, including the pricing and reference data needed to power fixed income applications, portfolio tools, compliance workflows, and investor-facing platforms.
Available Content
- Corporate bond prices
- Agency debt prices
- FINRA TRACE traded prices
- Corporate bond yields and rates
- Historical bond prices
- Bond reference data
- CUSIP and ISIN identifiers
- Issuer, maturity, coupon, and par value data
- Price, yield, and fixed income analytics
Real-Time Corporate Bond Prices API
Use QUODD’s corporate bond prices API to access real-time and delayed traded price data for U.S. corporate and agency bonds. Our APIs make it easier to embed fixed income pricing data into websites, mobile apps, advisor platforms, spreadsheets, portfolio systems, and enterprise applications.
FINRA TRACE Corporate Bond Data
QUODD’s fixed income data solutions include access to corporate and agency debt traded prices sourced from FINRA TRACE. TRACE data helps firms support fixed income transparency, historical price analysis, compliance review, valuation workflows, and investor-facing bond research tools.
Supports Common Workflows:
- Historical price lookup
- Bond price validation
- Portfolio analytics
- Compliance and reporting workflows
- Investor research
- Fixed income application development
Corporate Bond Reference Data API
QUODD also provides bond master and reference data for U.S. corporate bonds. This data helps firms identify, classify, and manage fixed income securities across internal systems and client-facing applications.
Reference data may include:
- CUSIP
- ISIN
- Issuer name
- Coupon
- Maturity date
- Coupon type
- Par value
- Bond description
- Security type
- Issue details
Modern API, Streaming, and Cloud Delivery
QUODD gives developers and market data teams flexible ways to access corporate bond market data. Whether your application needs real-time corporate bond prices, historical TRACE data, reference data, or scheduled fixed income files, QUODD can support delivery through modern, integration-ready options.
Advanced API Delivery Supported
QUODD offers advanced APIs and delivery options for firms that need reliable market data without the complexity of legacy fixed income feeds.
Common use cases include:
- Wealth management platforms
- Bond price lookup tools
- Portfolio analytics
- Risk and compliance systems
- Advisor workstations
- Investor portals
- Market data displays
- Fixed income research applications
- Security master workflows
- Historical price analysis
Cloud Streaming
Stream real-time market data directly to servers, applications, mobile devices, and web platforms with minimal infrastructure.
Cloud Files
Access historical and end-of-day corporate bond data through scalable cloud-based delivery.
API Access
Integrate corporate bond prices, rates, yields, reference data, and historical traded prices directly into your applications.
Built for Fixed Income Applications
QUODD’s corporate bond data APIs help firms reduce the time and complexity required to launch fixed income tools and workflows.
Unique Corporate Bond Data API Features
The difference between a quick, successful project and one that takes months often comes down to data coverage, delivery flexibility, documentation, and support.
QUODD fixed income APIs are built to support financial applications that need reliable corporate bond data, modern delivery, and scalable access to pricing and reference information.
Historical FINRA TRACE traded prices
Corporate and agency debt coverage
Bond reference and security master data
Price, yield, and fixed income analytics
Developer-friendly integration options
Built for Developers and Data Teams
Developer Portal
Gives access to resources needed for setup, testing and onboarding for the smoothest and most effective deployments. With a comprehensive catalog of APIs and streaming solutions, our cloud-based market data platform is ready to integrate with a wide range of systems.
Customizable Data Pipelines
Users can hit the ground running with a minimum of effort. Its permissions, usage tracking and integration speed also help ensure institutional readiness. QUODD offers data access plans that scale along with the client's needs.
QUODD’s data accessibility and comprehensive content make it a perfect partner for Infosel. The ease of accessing and redistributing their data, combined with the breadth of content, including real-time and historical data on global currency pairs, indices, and more, allows us to deliver exceptional value to our clients and continue disrupting the investment industry in Mexico and across Latin America.
Ostium's model only works if the underlying data is institutional grade: accurate, real-time, and deep enough to support tight execution across asset classes. QUODD delivers exactly that, giving us the pricing quality and market depth we need to scale confidently across assets while maintaining the execution standards our traders rely on.
Agents are increasingly handling research and analysis. Without reliable, timely data, their work can’t be trusted - especially where accuracy is non-negotiable. QUODD delivers investor-grade market data with the quality, coverage, and developer-friendliness modern developers need.
Inside the QUODD Data Catalog
Choosing to work with QUODD gives financial institutions access to a wide array of content. We deliver more data than just about anyone else in the marketplace. Our clients can trust the data they receive to be standardized for maximum convenience, thanks to our highly curated sources and AWS-hosted resources.
- >250 Billion Data points > 0 Billion Data points
- >200 Financial Markets > 0 Financial Markets
- >150 Global Exchanges > 0 Global Exchanges
Pricing Data
Including real-time, delayed, and historical for all asset classe
Pricing Data
Including real-time, delayed, and historical for all asset classe
Pricing Data
Including real-time, delayed, and historical for all asset classe
Try QUODD Fixed Income Data
Access corporate bond prices, rates, yields, reference data, and historical TRACE traded prices through flexible APIs and modern data delivery.
