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Fixed Income Products

Fixed Income Data

Purpose-built fixed income data for institutional firms. Four core products delivering structured, validated market data through scalable infrastructure.

Reference Data Corporate Actions Pricing
01

Reference Data

Structured access to reference data: ISINs, LEIs, ratings, instrument classification, and issuer hierarchies. REST and streaming endpoints built for real-time and batch consumption at institutional scale.

  • REST & streaming endpoints with JSON / FIX format support
  • ISIN, LEI, FIGI identifier coverage
  • Cross-asset class instrument classification and issuer hierarchies
  • Institutional-grade SLAs with 99.9% uptime guarantee
  • API key management and role-based access control
Request API Access

Endpoint Example

GET /v1/instruments/{isin}
Authorization: Bearer {api_key}

{
  "isin": "XS1234567890",
  "issuer_name": "...",
  "currency": "GBP",
  "maturity_date": "2035-03-15",
  "coupon_rate": 4.25,
  "credit_rating": "A+",
  "asset_class": "corporate_bond",
  "ma_eligible": true
}
02

Corporate Actions

Automated corporate action capture, entitlement processing, and downstream notification. Ensures timely, accurate reporting across the full lifecycle of fixed income events.

  • Automated event capture and standardised classification
  • Entitlement processing: coupons, calls, puts, sinking funds
  • Downstream alert and notification via webhook or API push
  • Portfolio event tracking for ongoing regulatory compliance
  • Full event history and audit trail for regulatory purposes
Enquire About Corporate Actions

Coupon Payment

Automated capture of scheduled and variable coupon payments with entitlement calculation and record-date processing.

Call / Put Events

Early notification of call and put option exercises, with downstream portfolio impact analysis.

Sinking Fund / Amortisation

Scheduled principal repayments and amortisation events tracked and notified with cashflow impact projections.

Maturity & Redemption

Final redemption events with full settlement details and portfolio lifecycle closure notifications.

03

Pricing

End-of-day pricing for fixed income assets. Normalised, validated, and structured to support institutional valuation requirements and internal risk models.

  • End-of-day price feed
  • Multi-source price validation
  • Instrument tagging and classification for regulatory portfolios
  • Historical price archives for backtesting and audit
Request Pricing Access
EOD

End-of-day pricing delivered within 30 mins of market close

99.9%

Data delivery uptime SLA

Multi-Source

Validated pricing across global fixed income markets

Ready to connect your infrastructure?

Talk to our team about API access, data trials, or integration support.

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