Do any readers know of a good data source for trading volumes for fixed income assets (corporates [by rating, if possible], Treasuries, MBS and ABS) that provides historical data (back to 2008)? FINRA provides data from 2017 forward, but I require data from previous years as well.
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It's not clear at what frequency you wish for the trading statistics to be quoted but SIFMA SIFMA Research Statistics has data going back to 2012 on an annual basis (including corporates by Rating). They do report the source of the data being FINRA TRACE.
Sharad
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Thank you for the helpful links. – user69799 Nov 10 '23 at 22:25