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End-of-Day US Corporate and Municipal Bond Analytics API

This API offers end-of-day analytics for over 30,000 U.S Corporate bonds and 1.25 million USMunicipal Bonds, including more than 8 years of daily history. This API delivers yield to maturity,yield to worst, modified duration, effective duration, convexity, effective convexity, option adjusted spread. For more information please contact BondsQA@xignite.com.

Key Features

  • Bond identification using CUSIP
  • Coverage of 9 fixed income analytical data points
  • Key rate durations
  • Historical analytics going back 8 years
  • Updated daily

Key Benefits

  • Obtain end-of-day bond analytics without requiring any additional data license
  • Use a single easy-to- use API to obtain comprehensive, institutional quality corporate bond and municipal bond evaluated prices
  • Easily embed bond analytics information in your applications-- including spreadsheets, websites, mobile apps and other corporate applications
  • Dramatically reduce time to market for apps that need fixed income analytics data
  • Eliminate the pains and complexity of legacy fixed income feeds by using cloud APIs

Data Coverage At-A-Glance

  • Asset Classes: Fixed Income including:

    • US Corporate Bonds
    • US Municipal Bonds
  • Timeliness: End of Day

Key Data Points

  • Issue Identifiers: CUSIP
  • Security Information: Date, coupon
  • Calculations: Modified duration, Macaulay duration, effective duration, option adjusted spread, zero volume spread, straight volume spread, effective convexity, convexity, yield to maturity, key rate durations