ICE Data Derivatives supports critical processes across front, middle and back offices around the world. We help support intraday, real-time decision making in financial organizations assisting our customers link strategic objectives with actions.
Cross-asset coverage:
Commodities »
Universe: Precious metals, base metals, energy, power, agricultures, commodity indices and sub-indices
Credit »
Universe: Up to 2,000 single names, 500 indices
Equities »
Universe: Up to 8,000 single names and 600 indices & ETFs
FX »
Universe: More than 200 currency pairs
Interest Rates »
Universe: Up to 60 currencies
A wide range of Derivatives data solutions:
Up to 12 years of history across each asset class* underpins our market data, valuation capabilities, analytics and solutions. Virtually all data used in model building and calibration is implied from trading levels.
*Subject to coverage confirmation by IDD, on an underlying by underlying basis
FX Forwards, LIBOR Yield Curves, OIS, BMA, Cross Currency, Basis Swap, Inflation, Equity Forward, Dividend, VAR Swap, Precious & Base Metals, Agriculture, Energy & Softs, CDS, CDX, Tranche & Sector
Currency, Swaption, Cap & Floor, Caplet/Floorlet, Inflation Pricing Surface, Precious & Base Metals, Agriculture, Energy & Softs, Equity Indices, Equity Single Names, CDX
Currency-Currency, CMS Spread, Commodity, Index-Index, Index-Currency, Single Name-Single Name & Single Name-Currency
Multiple frequencies and delivery options to fit client workflows:
- ✓ Real-time streaming light weight API
- ✓ Consolidated Feed »
- ✓ Intraday Snapshots
- ✓ End of Day
- ✓ History
- ✓ Tick History
Our delivery formats include:
- ✓ Market standard CSV, XLS or XML
- ✓ Data can be delivered as an entire set or clients can request specific data points