Fixed Income

Dealerweb Fixed Income Treasury

Fixed Income

Dealerweb Fixed Income Treasury

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

Asset class
Treasuries
Region
United States
Data types
  • Bid/Ask
  • Last Sale
  • Price Level Book
  • Full Depth
  • Time and Sale
  • Summary
  • Profile
  • Candles