Neptune – Liquidity Scores FI

Neptune – Fixed Income Liquidity Scores

Neptune is a data connectivity network, supplying the highest quality pre-trade bond data (axes and inventory) from the Sell-Side to the Buy-Side via FIX workflows. Neptune’s technology enables real-time connectivity between banks and investors, which leads to meaningful conversations, satisfying the immediate requirements of each party and ultimately, increasing trade volumes. 

Data products currently in development include: USD, EUR and GBP HY and IG tradable Corporate bond universe, along with EUR and GBP rates.

Liquidity Features

Deconstructed Liquidity Score, showing many axe liquidity attributes for each bond, all normalized and scaled 0-1 for use in downstream scores and machine learning products.  

Liquidity Scores

Ranking of bonds by relative liquidity over recent history, scoring them from 1-10 across a variety of attributes. Bid and offer values will be available separately, and scoring will be market-specific (IG, HY, etc.). 

Our data purchase process

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