I'm looking to run a few regressions in the convertible bond market, but given that they're mostly OTC products I can't find much daily historical data. Anybody know of a good source / provider for this? Can't find much on Bloomberg. I'm looking for prices, volume, transactions, etc. as well as static data like sector / maturity / ratio / etc.
Of course, it'd be a bonus to also have the underlying stock data indexed by a common primary key.
