Corporate Bond Data is coming to the BIGFI DataHub soon, with our SQL query builder.
This page contains data on individual bond prices, returns and other bond characteristics. A bond transaction is uniquely identified by the bond cusip and by the day it is trading.
The data is based on the paper Corporate Bond Factors: Replication Failures and a New Framework
For a small subset of the data, along with downloadable CSVs ready now, read more at Christian Stolborgs website Corporate Bond Data
The source code used to create the data can be found here https://github.com/Cstolborg/corp-bond-data