Data sources
Reference data, market data and calculated indicators used in TrackRecords
Cloud editions of TrackRecords already include reference and market data. You do not have to connect a separate market-data vendor to start portfolio accounting, performance, ratings, limits and risk.
Data used in the terminal
| Data | Source | Notes |
|---|---|---|
| Security and issuer reference data | Included reference feed | Identifiers, classifications, calendars |
| Exchange prices and trading results | Market-data feed | Used for valuations and analytics |
| Yield, duration, real yield and similar metrics | TrackRecords | Calculated on positions, trades and calculators |
| Aggregated credit ratings | TrackRecords | See Aggregated credit rating |
| Implied rates for floaters and inflation-linked bonds | TrackRecords | See Floaters and inflation-linked bonds |
Selected market indicators
These series are loaded from public sources and used in scenarios, curves and comparables.
| Code | Description | Source |
|---|---|---|
| VAR_10Y_USD | 10-year US Treasury yield, % p.a. | US Treasury |
| VAR_5Y_USD | 5-year US Treasury yield, % p.a. | US Treasury |
| VAR_2Y_USD | 2-year US Treasury yield, % p.a. | US Treasury |
| VAR_10Y_EUR | 10-year German Bund yield, % p.a. | Deutsche Bundesbank |
| VAR_5Y_EUR | 5-year German Bund yield, % p.a. | Deutsche Bundesbank |
| VAR_2Y_EUR | 2-year German Bund yield, % p.a. | Deutsche Bundesbank |
| VAR_6M_EURIBOR | 6-month EURIBOR | Market rates |
| VAR_US_CPI | US CPI, % y/y | Public statistics |
| VAR_USD_LIBOR_6M | Historical 6-month USD LIBOR | Market rates (legacy) |
Additional local rates, FX and inflation series can be enabled for a given book. Contact support@trackrecords.app if you need a specific source connected.