bond_prices
Search TRACE-reported bonds, with reference data and the last reported sale.
Examples
from openbb import obb
# Look up a bond by CUSIP; its TRACE product is detected.
obb.finra.fixedincome.bond_prices(cusip='037833EH9', provider='finra')
# Outstanding bonds of an issuer, matching every word.
obb.finra.fixedincome.bond_prices(issuer_name='apple', provider='finra')
# Treasury notes and bonds maturing within a window.
obb.finra.fixedincome.bond_prices(bond_type='TS', maturity_date_min='2030-01-01', maturity_date_max='2035-12-31', provider='finra')
Parameters
- standard
- finra
country: str | None
The country to get data. Matches partial name.
issuer_name: str | None
Name of the issuer. Returns partial matches and is case insensitive.
isin: list | str | None
International Securities Identification Number(s) of the bond(s).
lei: str | None
Legal Entity Identifier of the issuing entity.
currency: list | str | None
Currency of the bond. Formatted as the 3-letter ISO 4217 code (e.g. GBP, EUR, USD).
coupon_min: float | None
Minimum coupon rate of the bond.
coupon_max: float | None
Maximum coupon rate of the bond.
issued_amount_min: int | None
Minimum issued amount of the bond.
issued_amount_max: str | None
Maximum issued amount of the bond.
maturity_date_min: date | None
Minimum maturity date of the bond.
maturity_date_max: date | None
Maximum maturity date of the bond.
ytm_max: float | None
Maximum yield to maturity of the bond.
ytm_min: float | None
Minimum yield to maturity of the bond.
country: str | None
The country to get data. Matches partial name.
issuer_name: str | None
Name of the issuer. Returns partial matches and is case insensitive.
isin: list | str | None
International Securities Identification Number(s) of the bond(s).
lei: str | None
Legal Entity Identifier of the issuing entity.
currency: list | str | None
Currency of the bond. Formatted as the 3-letter ISO 4217 code (e.g. GBP, EUR, USD).
coupon_min: float | None
Minimum coupon rate of the bond.
coupon_max: float | None
Maximum coupon rate of the bond.
issued_amount_min: int | None
Minimum issued amount of the bond.
issued_amount_max: str | None
Maximum issued amount of the bond.
maturity_date_min: date | None
Minimum maturity date of the bond.
maturity_date_max: date | None
Maximum maturity date of the bond.
ytm_max: float | None
Maximum yield to maturity of the bond.
ytm_min: float | None
Minimum yield to maturity of the bond.
cusip: str | None | list[str | None]
The CUSIP or FINRA symbol of the bond. The bond type is detected when it is not given. Multiple items allowed.
bond_type: str | None
The TRACE product - CA (corporate and agency), TS (U.S. Treasury), TBA, MBS, ABS, or CMO. Corporate and agency when neither this nor a cusip is given. Issuer names match the issuing agency for TBA and MBS.
include_matured: bool | None
Default: False
Include the bonds that have matured.
limit: int | None
The most bonds to return. All when empty.
Returns
results: FinraBondPrices
Serializable results.
provider: str | None
Provider name.
warnings: Optional[list[Warning_]]
List of warnings.
chart: Optional[Chart]
Chart object.
extra: dict[str, Any]
Extra info.
Data
- standard
- finra
isin: str | None
International Securities Identification Number of the bond.
lei: str | None
Legal Entity Identifier of the issuing entity.
figi: str | None
FIGI of the bond.
cusip: str | None
CUSIP of the bond.
coupon_rate: float | None
Coupon rate of the bond.
price: float | None
Price of the bond.
current_yield: float | None
Current yield of the bond.
ytm: float | None
Yield to maturity of the bond.
ytw: float | None
Yield to worst of the bond.
duration: float | None
Duration of the bond.
maturity_date: date | None
Maturity date of the bond.
call_date: date | None
The nearest call date of the bond.
isin: str | None
International Securities Identification Number of the bond.
lei: str | None
Legal Entity Identifier of the issuing entity.
figi: str | None
FIGI of the bond.
cusip: str | None
CUSIP of the bond.
coupon_rate: float | None
The coupon rate of the bond, as a percent.
price: float | None
The price of the last reported sale.
current_yield: float | None
Current yield of the bond.
ytm: float | None
Yield to maturity of the bond.
ytw: float | None
Yield to worst of the bond.
duration: float | None
Duration of the bond.
maturity_date: date | None
Maturity date of the bond.
call_date: date | None
The nearest call date of the bond.
bond_type: str
The TRACE product of the bond - Corporate & Agency, U.S. Treasury, To-Be-Announced MBS, Mortgage-Backed, Asset-Backed, or Collateralized Mortgage Obligations.
symbol: str | None
The FINRA symbol of the bond.
finra_security_id: str | None
The FINRA security identifier.
issuer_name: str | None
The name of the issuer.
issuing_agency: str | None
The issuing agency, or trust, of the security.
issue_description: str | None
The description of the issue.
security_description: str | None
The description of the security.
product_type: str | None
The product type.
product_sub_type: str | None
The product sub-type code.
sub_product_type: str | None
The sub-product type.
coupon_type: str | None
The coupon type.
interest_type: str | None
The interest type code of an asset-backed tranche.
is_perpetual: bool | None
Whether the bond has no maturity date.
is_callable: bool | None
Whether the bond is callable.
is_convertible: bool | None
Whether the bond is convertible.
is_144a: bool | None
Whether the bond is a Rule 144A security.
industry_group: str | None
The industry group of the issuer.
grade: str | None
The TRACE grade - investment grade or high yield.
moodys_rating: str | None
The Moody's rating.
moodys_rating_date: date | None
The date of the Moody's rating.
sp_rating: str | None
The S&P rating.
sp_rating_date: date | None
The date of the S&P rating.
benchmark_term: str | None
The benchmark term of a Treasury security.
price_type: str | None
How the last sale was priced - Decimal, Yield, or Negative Yield.
last_sale_yield: float | None
The yield of the last reported sale, as a percent.
last_trade_date: date | None
The date of the last reported sale.
last_trade_time: str | None
The time of the last reported sale.
price_change: float | None
The change in the last sale price.
price_change_percent: float | None
The change in the last sale price, as a percent.
settlement_month: str | None
The settlement month of a TBA contract.
pool_number: str | None
The pool number of a mortgage-backed security.
reference_data_id: str | None
The reference data identifier of the pool.
mortgage_product: str | None
The mortgage product code.
amortization_type: str | None
The amortization type code.
original_maturity_term: float | None
The original maturity term of the pool, in months.
weighted_average_coupon: float | None
The weighted average coupon of the pool, as a percent.
weighted_average_maturity: float | None
The weighted average maturity of the pool, in months.
weighted_average_loan_age: float | None
The weighted average loan age of the pool, in months.
loan_to_value: float | None
The loan-to-value ratio of the pool, as a percent.
average_loan_size: float | None
The average loan size of the pool.
deal_id: str | None
The deal identifier.
tranche_id: str | None
The tranche identifier.