Files consist of 11 fixed income derived data fields and 16 fields from the Last Trade file and are delivered the next day at 8 am GMT
16 fields taken from the Last Trade data set are:
Exchange Code, Market Close Date, Last Trade Date, Closing Price, Price Currency, Open, High, Low, Mid, Ask, Bid, Bid Size, Ask Size, Traded Volume, Volume Flag, Settlement Data.
11 fixed income derived data:
Files can easily be customized and include another 25 identifiers and reference data fields, and keys for the calculations, for example, ISIN, US Code, Security ID, Local Code, etc.