Bond Market Data
Built for Builders

Access structured bond market data across Treasurys, Corporates, and Municipals — for analysts, portfolio teams, AI agents, and the systematic tools they build with.

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Market Data Snapshot

For illustrative purposes only

T 4.375 2034

98.234

▲ +0.041 (+0.04%)

Yield (10Y)

4.512%

▼ -0.008 bps

T 3.875 2028

97.891

▲ +0.012 (+0.01%)

Volume (Today)

$8.24B

▲ +12% vs avg

$25B+

Underpinning Liquidity

Dealer quotes active in the market

15+

API Endpoints

Purpose-built for data workflows

99.9%

Uptime

Enterprise-grade reliability

Data Products

Bond Market Data for Every Workflow

Comprehensive bond market data for every workflow — from pricing to analytics.

Reference Data

Bond attributes — coupons, maturities, issue sizes, and benchmarks — across Treasurys, Corporates, and Municipals.

GET/reference/security/{id}

Covers Treasurys, Corporates & Municipals
Coupon, maturity, issue size & benchmark data
Corporate issuer lookup by ticker

Pricing

Intraday and end-of-day prices with yields included — across all covered asset classes.

GET/prices/intraday/{id}

Intraday mid prices
Yields included
End-of-day close prices
Treasurys, Corporates & Municipals

Bond Analytics

Instant bond calculations on demand — price/yield conversions, cash flows, and spread-to-benchmark. Get the numbers your team needs without building the math engine.

POST/compute/bondcalc

Price ↔ yield ↔ spread conversion
Full cash flow schedules
Accrued interest

Trade Data

Reported corporate and municipal trade prints from FINRA TRACE and MSRB, with volume statistics for market context.

GET/reported/stats/{id}

Reported trade prints
Daily volume statistics
Corporate & municipal coverage

Data Coverage

What's Available and How?

Data Product	ATS Subscribers	Non-ATS Clients	Protocol
Quotes — Depth of Book	Included	Not Available	FIX
Top of Book — High / Low / Change	Included	Not Available	FIX
Trade Tape — OpenYield Executions	Included	Add-on	FIX
Reference Data — Bond Attributes	Add-on	Add-on	REST
Bond Calculator — Yield / Price / Spreads	Add-on	Add-on	REST
TRACE / MSRB Trade Prints	Add-on	Add-on	REST / Flat File
Intraday Pricing	Add-on	Add-on	REST

TRACE data requires a separate license agreement

Documentation

Machine & Human Readable
Documentation

Feed your agent docs.openyld.com and it can build working integrations in minutes. Every endpoint, schema, and response is structured for both humans and machines.

OpenYield API terminal — GET /prices/intraday/government response example

Why OpenYield

Data That Works
As Hard As You Do

Built from the ground up for systematic workflows — not bolt-on data from a legacy terminal provider.

Get Started Today

Derived Market Data

Mid-market prices derived from firm, all-to-all order book activity — not stale dealer submissions, opaque proprietary marks, or IOIs and RFQs. The true pulse of the market.

API-First Delivery

Plug into your stack in minutes. REST endpoints, FIX protocol for order flow, and flat-file batch delivery — no terminals, no proprietary software.

AI & Agent Ready

Consistent schemas, predictable responses, and documentation structured so any LLM or AI agent can parse it and build working integrations immediately.

Broad Asset Coverage

Treasurys, Corporates, and Municipals — with Agencies, CDs, and Emerging Markets coming soon.

Unbiased & Transparent

OpenYield is an independent ATS — our data reflects real market activity, not quoted prices.

Enterprise Security

Token-based authentication with role-based permission tiers. Every API call is authenticated and authorized.

Use Cases

Who Uses OpenYield Data

From quants to compliance teams, our data powers workflows across the fixed income ecosystem.

Quantitative Finance

Quant Researchers

Power your backtests, strategy development, and liquidity studies with structured, machine-ready bond data.

Intraday price series for backtesting fixed income strategies
Yield curve construction from synchronized data snapshots
TRACE print data for transaction cost analysis
Cash flow schedules for fixed income cash flow modeling

Portfolio Management

Portfolio Managers

Fair mid-market benchmarks for NAV, internal pricing, and P&L attribution on fixed income books.

Mid-market marks for fund accounting and compliance
Daily closing prices across all covered securities
Spread-to-benchmark analytics via Bond Calculator API
Bulk asset-class snapshots for portfolio monitoring

Fintech Development

Fintech Developers

Build bond trading platforms, robo-advisors, and wealth management tools with a modern REST API designed for developers.

Portfolio analytics with live yield and spread calculations
Bond lookup and filter APIs
Ticker-based bond lookup for equity-first platforms

Compliance & Risk

Compliance & Risk Teams

Independent, auditable pricing benchmarks for best execution analysis, surveillance, and regulatory reporting.

TCA: compare executions against derived mid-market benchmarks
Timestamped price data to feed best ex processes
TRACE prints for trade surveillance and anomaly detection

Ready to Get Started

Stop Relying on
Stale Bond Data

Power your applications with high-fidelity fixed income data derived directly from the OpenYield marketplace — designed for the way modern fixed income teams actually work. Feed your agent docs.openyld.com and start building in minutes.

Request a Demo Explore the Docs →

Questions? Reach us directly at sales@openyld.com

Bond Market DataBuilt for Builders