Dealerweb Fixed Income Treasury provides data describing all public orders and trades that occur on the Dealerweb Fixed Income (DWFI) US Treasury alternative trading system (ATS or System) and features the following data elements:

• Reference Data – Order book directory messages provide basic security data such as CUSIP, maturity, and coupon rate.
• Event controls – such as start of day, end of day and market holidays
• Order level messages – full order book depth is published through a series of order messages to track the lifecycle of each customer order.
• Trade messages – trade messages will be used to show traded size for reserve orders

Dealerweb

Dealerweb is a comprehensive and highly effective solution in the search for fixed income liquidity. As an SEC-registered alternative trading system (ATS), they act as an interdealer broker (IDB) between many of the world’s largest commercial and investment banks and principal trading firms (PTFs), facilitating trades between buyers and sellers on electronic, hybrid and voice platforms.

Key Features

• Exclusive source for U.S. Treasury pricing for the Reuters Capital Markets 19901 (RCM 19901)
• Market leading low latency central limit order book (CLOB)
• U.S. Treasury Actives OTR direct streaming liquidity platform that enables market participants to create data-driven, customized trading relationships
• e-Speed, an electronic order book platform that provides high speed interdealer brokerage trading services for financial securities such as U.S. Treasury bonds