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OTC Derivatives Market Data

Millions of cross-asset data points received every day

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.

Learn more about ICE Data derivatives

Cross-asset coverage

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