As part of our data suite, we expose several custom instruments. These may be used in place of an ISIN or CUSIP, wherever an instrument is currently used, and will refer to the underlying symbol.
At the moment, the special instruments are:
Special Symbol | Description | Example |
---|---|---|
UST_<tenor> | Points to the latest tradable on-the-run of a given tenor. Valid tenors are [1M, 6W, 2M, 3M, 4M, 6M, 1Y, 2Y, 3Y, 5Y, 7Y, 10Y, 20Y, 30Y] . | UST_6M |