Our API at a glance
Welcome to Terrapin, the modern fixed-income data source.
At Terrapin we’re dedicated to improving access to data on over-the-counter (OTC) instruments, starting with fixed income. Our goal is to bring you top quality data on global bonds, including both reference and pricing, with the best possible API.
We are tackling a hard problem since bond data is hard to source, structure and distribute, so we welcome any feedback, tips or suggestions you might have.
Coverage
Self-serve API
The self-serve API currently includes reference, pricing and cash flow data on about 35,000 government and corporate bonds.
Enterprise
We have expanded coverage on government, corporate and US municipal bonds, available via our Enterprise offering. This data includes a number of complex data fields such as complete call schedules (including make-whole clauses), sinking fund schedules, issuer sectors, source of repayment, full cash flow information, IG/HY flags, among many others.
Roadmap
Government and corporate bonds
- Add full call schedules to the existing universe and use them to add Yield-to-Call and Yield-to-Worse to the pricing endpoint, which currently has only Yield-to-Maturity.
- Expand the universe in order to cover most investment grade government and US corporate bonds.
US municipal bonds
- Add a pricing endpoint feed with realized prices and every common pricing metric (YTM, YTC, YTW, YTAL, durations, convexity, etc.)