There are several options available to research fixed income data on WRDS, including Mergent FISD, Trace, and CRSP Treasuries.
Most of the FISD database from Mergent covers "terms and conditions", all the details about the bond itself. The NAIC section covers bond purchases and sales by insurance companies starting in 1994. While this does not cover the entire market, they are some of the biggest buyers and sellers.
Trace comes from FINRA, a non-governmental regulator of the entire securities industry. It consolidates transaction data for over 99 percent of total U.S. corporate bond market activity in over 30,000 securities. Data starts in 2002.
The CRSP US Treasuries database includes historical descriptive information and market data since 1925 for most monthly series and 1961 for daily series.