Pricing and Market Data

Dealerweb Data 

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  1. Overview
  2. Features & benefits
  3. How it works
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An overview of Dealerweb Data 

We support Dealerweb US Treasury data, TBA Mortgage Backed Securities, and Repos.

Our coverage includes: Dealerweb-traded US Treasury notes and bonds, floating rate note locks, benchmark locks, interest and principal STRIPS, inflation protection securities, coupon rolls, basis swaps, issue swaps, zero swaps, lock swaps, floating rate note rolls, breakeven TIPS, TIPS swaps, and breakeven TIPS swaps.

Dealerweb is the largest TBA (MBS) inter-dealer broker with a dominant market share for over a decade. The electronic marketplace produces dynamic primary dealer TOB real-time prices. Our data is sought after by institutions globally. The MBS data provides a more reliable source of price discovery and a crucial trading asset for investment banks, asset managers, pension funds and regional banks.

Dealerweb provides the first intraday data for TBA markets, combining pricing quotes for the active traded TBA instruments in the US along with trade data.

Key Facts 

  • Geographical coverage
    United States
  • History
    From 2019
  • Data format
    CSV
    GZIP
    JSON
    PCAP
    Parquet
    Python
    SQL
    User Interface
    XML
  • Delivery mechanism
    API
    Cloud
    Desktop
    Excel
    SFTP
    SQL
    Website
  • Data frequency
    Real-time

Features & Benefits

What you get with Dealerweb Data 

  • Data enrichment and value add reference data are included to complement pricing.
  • Consolidated data is presented in a single workflow solution to increase productivity.
  • Enhances the ability to make effective intraday evaluations and recommendations.
  • Accessible exclusively in Workspace and via subscription as a feed on the LSEG Data Platform or Tick History.
  • Power your applications with market data feed handlers offering robust performance and comprehensive features or access our cloud data store of full-depth, raw exchange PCAP data.

How it works

Accessing the dataset

This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

DETAILED DATA SUPPORT

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