Where do companies like Bloomberg, Reuters, etc get data for bonds?
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MSCI, every firm has their team whether it be PA’s or FMA’s that are tasked to include the data into the database, Bloomberg source it from there.
there are various vendors for bond data that can be scraped (if you have the money)...for example, many bond trades are reported to TRACE...and bloomberg vaccuums up that data and incorporates it into their consolidated feed.
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