Bond Pricing

curl --request GET \
  --url https://api.debtstack.ai/v1/pricing

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://api.debtstack.ai/v1/pricing",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "GET",
]);

$response = curl_exec($curl);
$err = curl_error($curl);

curl_close($curl);

if ($err) {
  echo "cURL Error #:" . $err;
} else {
  echo $response;
}

package main

import (
	"fmt"
	"net/http"
	"io"
)

func main() {

	url := "https://api.debtstack.ai/v1/pricing"

	req, _ := http.NewRequest("GET", url, nil)

	res, _ := http.DefaultClient.Do(req)

	defer res.Body.Close()
	body, _ := io.ReadAll(res.Body)

	fmt.Println(string(body))

}

require 'uri'
require 'net/http'

url = URI("https://api.debtstack.ai/v1/pricing")

http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true

request = Net::HTTP::Get.new(url)

response = http.request(request)
puts response.read_body

{
  "data": [
    {
      "cusip": "<string>",
      "bond_name": "<string>",
      "last_price": 123,
      "last_trade_date": "<string>",
      "ytm": 123,
      "spread": 123,
      "staleness_days": 123
    }
  ]
}

GET

pricing

Bond Pricing

curl --request GET \
  --url https://api.debtstack.ai/v1/pricing

<?php

$curl = curl_init();

curl_setopt_array($curl, [
  CURLOPT_URL => "https://api.debtstack.ai/v1/pricing",
  CURLOPT_RETURNTRANSFER => true,
  CURLOPT_ENCODING => "",
  CURLOPT_MAXREDIRS => 10,
  CURLOPT_TIMEOUT => 30,
  CURLOPT_HTTP_VERSION => CURL_HTTP_VERSION_1_1,
  CURLOPT_CUSTOMREQUEST => "GET",
]);

$response = curl_exec($curl);
$err = curl_error($curl);

curl_close($curl);

if ($err) {
  echo "cURL Error #:" . $err;
} else {
  echo $response;
}

package main

import (
	"fmt"
	"net/http"
	"io"
)

func main() {

	url := "https://api.debtstack.ai/v1/pricing"

	req, _ := http.NewRequest("GET", url, nil)

	res, _ := http.DefaultClient.Do(req)

	defer res.Body.Close()
	body, _ := io.ReadAll(res.Body)

	fmt.Println(string(body))

}

require 'uri'
require 'net/http'

url = URI("https://api.debtstack.ai/v1/pricing")

http = Net::HTTP.new(url.host, url.port)
http.use_ssl = true

request = Net::HTTP::Get.new(url)

response = http.request(request)
puts response.read_body

{
  "data": [
    {
      "cusip": "<string>",
      "bond_name": "<string>",
      "last_price": 123,
      "last_trade_date": "<string>",
      "ytm": 123,
      "spread": 123,
      "staleness_days": 123
    }
  ]
}

Overview

Retrieve bond pricing data including last trade price, yield to maturity (YTM), and spread to treasury. Pricing data is sourced from FINRA TRACE.

Bond pricing is available on Pro tier and above. Free tier users can access pricing through the /v1/bonds endpoint with has_pricing=true.

Request

string

Comma-separated company tickers.Example: RIG,VAL

string

Comma-separated CUSIPs.Example: 893830AK8,89157VAG8

string

Pricing as of date (YYYY-MM-DD).

string

Historical pricing start date.

string

Historical pricing end date.

string

default:"latest"

Aggregation mode: latest, daily, weekly

number

Minimum YTM (%).

number

Maximum YTM (%).

integer

Minimum spread (bps).

string

Fields to return.

string

Sort field.Example: -ytm

integer

default:"50"

Results per page.

Response

array

Array of pricing objects.

Show properties

string

Bond CUSIP.

string

Bond name.

number

Last trade price (% of par).

string

Date of last trade.

number

Yield to maturity (%).

integer

Spread to treasury (bps).

integer

Days since last trade.

Examples

Current Pricing for Company

curl "https://api.debtstack.ai/v1/pricing?ticker=RIG&aggregation=latest&fields=cusip,bond_name,last_price,ytm,spread,staleness_days" \
  -H "X-API-Key: ds_xxxxx"

import requests

response = requests.get(
    "https://api.debtstack.ai/v1/pricing",
    params={
        "ticker": "RIG",
        "aggregation": "latest",
        "fields": "cusip,bond_name,last_price,ytm,spread"
    },
    headers={"X-API-Key": "ds_xxxxx"}
)

for bond in response.json()["data"]:
    print(f"{bond['cusip']}: {bond['last_price']:.2f} ({bond['ytm']:.2f}% YTM)")

Response

{
  "data": [
    {
      "cusip": "893830AK8",
      "bond_name": "8.00% Senior Notes due 2027",
      "last_price": 94.25,
      "ytm": 9.42,
      "spread": 512,
      "staleness_days": 1
    },
    {
      "cusip": "893830AL6",
      "bond_name": "7.50% Senior Notes due 2031",
      "last_price": 87.50,
      "ytm": 9.85,
      "spread": 548,
      "staleness_days": 2
    }
  ],
  "meta": {
    "total": 8,
    "priced_count": 6,
    "stale_count": 2,
    "as_of": "2026-01-23T16:00:00Z"
  }
}

Historical Pricing

curl "https://api.debtstack.ai/v1/pricing?cusip=893830AK8&date_from=2026-01-01&date_to=2026-01-15&aggregation=daily" \
  -H "X-API-Key: ds_xxxxx"

Response:

{
  "data": [
    {
      "date": "2026-01-15",
      "cusip": "893830AK8",
      "last_price": 94.25,
      "ytm": 9.42,
      "spread": 512
    },
    {
      "date": "2026-01-14",
      "cusip": "893830AK8",
      "last_price": 94.50,
      "ytm": 9.38,
      "spread": 508
    },
    {
      "date": "2026-01-13",
      "cusip": "893830AK8",
      "last_price": 95.00,
      "ytm": 9.28,
      "spread": 498
    }
  ],
  "meta": {
    "total": 11
  }
}

High-Yield Screen

Find bonds with YTM > 10%:

curl "https://api.debtstack.ai/v1/pricing?min_ytm=10.0&sort=-ytm&limit=20" \
  -H "X-API-Key: ds_xxxxx"

Use Cases

Compare Bond Yields

# Get pricing for multiple bonds
response = requests.get(
    f"{BASE_URL}/pricing",
    params={
        "cusip": "893830AK8,893830AL6",
        "fields": "cusip,bond_name,ytm,spread,maturity_date"
    },
    headers={"X-API-Key": API_KEY}
)

bonds = sorted(response.json()["data"], key=lambda x: x["ytm"])
print("Bonds by YTM (ascending):")
for bond in bonds:
    print(f"  {bond['bond_name']}: {bond['ytm']:.2f}% ({bond['spread']}bps spread)")

Track Price Changes

# Get 2-week price history
response = requests.get(
    f"{BASE_URL}/pricing",
    params={
        "cusip": "893830AK8",
        "date_from": "2026-01-09",
        "date_to": "2026-01-23",
        "aggregation": "daily"
    },
    headers={"X-API-Key": API_KEY}
)

history = response.json()["data"]
if len(history) >= 2:
    first = history[-1]["last_price"]
    last = history[0]["last_price"]
    change = last - first
    print(f"2-week price change: {change:+.2f} ({first:.2f} -> {last:.2f})")

Notes

Pricing data is from FINRA TRACE
staleness_days indicates how fresh the pricing is
Bonds without recent trades may not have pricing
YTM calculations assume hold to maturity
Spread is calculated against the interpolated treasury curve

Overview

Companies

Bonds

Financials

Collateral

Entities

Documents

Covenants

Ratings

Market Data

Batch

Bond Pricing

Overview

Request

Response

Examples

Current Pricing for Company

Response

Historical Pricing

High-Yield Screen

Use Cases

Compare Bond Yields

Track Price Changes

Notes

​Overview

​Request

​Response

​Examples

​Current Pricing for Company

​Response

​Historical Pricing

​High-Yield Screen

​Use Cases

​Compare Bond Yields

​Track Price Changes

​Notes

Overview

Request

Response

Examples

Current Pricing for Company

Response

Historical Pricing

High-Yield Screen

Use Cases

Compare Bond Yields

Track Price Changes

Notes