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Fixed Income & Data Services/Data & Analytics/Derivatives Data

Derivatives Data

To meet demand for quality derivatives pricing and analytics, we continually build solutions for global client needs. ICE Data Derivatives offers cross-asset analytical solutions, market data and valuation capabilities, powered by up to 16 years* of history.

Connect to derivatives data

Benefits

Market Data

  • Volatilities
  • Correlations
  • Up to 16 years of history*
  • Real-time
  • Intraday
  • EOD

Valuations

  • Calculated valuations
  • Simple products
  • Advanced products
  • Complex Valuations
  • Exotic Valuations
  • Best Execution
  • Risk Sensitives (Greeks)
  • Flexible delivery options

Analytics & Solutions

ICE Portfolio Analytics - Derivatives

  • Pricing & parsing tools
  • Portfolio and risk management
  • Structuring and dissemination
  • Internal RFQ/trading solutions

Analytics & Solutions

Integration & API

  • STP and trade management
  • Pricing and portfolio analytics API

Market Data

  • Volatilities
  • Correlations
  • Up to 16 years of history*
  • Real-time
  • Intraday
  • EOD

Valuations

  • Calculated valuations
  • Simple products
  • Advanced products
  • Complex Valuations
  • Exotic Valuations
  • Best Execution
  • Risk Sensitives (Greeks)
  • Flexible delivery options

Analytics & Solutions

ICE Portfolio Analytics - Derivatives

  • Pricing & parsing tools
  • Portfolio and risk management
  • Structuring and dissemination
  • Internal RFQ/trading solutions

Analytics & Solutions

Integration & API

  • STP and trade management
  • Pricing and portfolio analytics API

*Subject to coverage confirmation by ICE Data Derivatives, on an underlying-by-underlying basis

Your one-stop-shop for your derivatives needs

A comprehensive multi-asset derivatives solution designed for front to middle office participants:

Supporting pre-trade price discovery and analysis, idea generation, structuring and dissemination, internal communication and trading, market risk management, real-time position management and investigation and more.

Cross-asset coverage

ICE Portfolio Analytics - Derivatives covers cash and derivatives products in foreign exchange, interest rates, equities, credit, energy and commodities. This is supported by methodologies designed to reflect global best practices.

Comprehensive multi-asset structure catalog

Extensive catalogue of vanilla, complex and exotic structures for a wide range of markets and underlyings.

State-of-art technologies

Flexible delivery mechanisms of OTC proprietary content via a consolidated feed, FIX protocol or flat file for snapshot data in multiple formats.

Range of regulatory solutions to help your compliance efforts

Comprehensive products and services tailored to help you achieve regulatory compliance across MIFID II, Basel III Requirements, CCR, SIMM and Prudent Valuations.

Cross-asset coverage

ICE Portfolio Analytics - Derivatives covers cash and derivatives products in foreign exchange, interest rates, equities, credit, energy and commodities. This is supported by methodologies designed to reflect global best practices.

Comprehensive multi-asset structure catalog

Extensive catalogue of vanilla, complex and exotic structures for a wide range of markets and underlyings.

State-of-art technologies

Flexible delivery mechanisms of OTC proprietary content via a consolidated feed, FIX protocol or flat file for snapshot data in multiple formats.

Range of regulatory solutions to help your compliance efforts

Comprehensive products and services tailored to help you achieve regulatory compliance across MIFID II, Basel III Requirements, CCR, SIMM and Prudent Valuations.