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Is it possible to extract the volume of Corporate bonds in Bloomberg with BDP, BDH or BDS function ? Example : 958254AC8 Corp; 98389BAM2 Corp; 94974BFP0 Corp. Doesn't seem like it's possible, even if we can see some trades in the TDH menu.

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    $\begingroup$ Have you asked HELP HELP? $\endgroup$ – assylias Sep 13 '16 at 18:05
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On Bloomberg, you can do this through the TRACE reporting system, which requires dealers to publish prices soon after completing a trade. A summary of recent price and volume activity can be accessed via Bloomberg using the TDH (Trade History) command. However, this doesn't list down all instruments but mainly gives you a way to analyse the market trend.

In addition to TDH, Bloomberg also provides, Corporate Bond Analysis & Valuation Function (TACT) function via which you can analyse the bonds, it's pricing, marker data along with other indicators. As you would already know, Bloomberg HELP is always available instantly if you need any further information on these commands.

Last but not the least, the FINRA MarketData provides this and other related information on its website, and is quite useful. It also provides a way to search for different asset classes using identifiers (e.g. ticker, etc.). Hth.

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You would find volume information on T-bills and some TRACE reported bonds. However for any other bond is not possible to get Volume information. You cannot witness the market activity

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