Swedish bond market – Aggregated Transaction Data
Nordic Bond Pricing/Stamdata has been appointed as the service provider to the new bond market transaction reporting recommendation by SSMA in Sweden. Aggregated transaction data reflecting daily trading activity in Swedish bonds and related derivatives will be available from Stamdata starting July 1st.
The data set includes aggregated transaction data on SE-ISINs, denominated in Swedish kroner and listed on Swedish trading venues. Calculations are executed by Nordic Bond Pricing based on trades reported by investment firms contributing to the recommendation. Data distribution is provided by Stamdata.
Data set includes:
- Data points: ISIN, Ticker, VWAP, High, Low, Total Volume, Trade Date and Last Update date (deferrals)
- Updated daily (19.00 CET) – based on intraday trading activity
For access to the data feed or API, contact firstname.lastname@example.org
Read the FAQ here for further details.