ICE Consolidated Feed
Aggregated content from 600+ global sources
Blue Ocean ATS overnight real-time equity data
To support the needs of the Asia trading community and beyond, we’ve added Blue Ocean Alternative Trading System (BOATS) overnight real-time equity data to the ICE Consolidated Feed, providing greater transparency into U.S. equity trading during Asian business hours.
- Continuous Evaluated Pricing (CEP) for fixed income covering 2.5 million bonds*
- Derivatives data, including curves and volatility surfaces across commodities, FX and interest rates**
- CDS data on Single Names, Indices, Sovereigns, CDS Tranches
- Composite bond pricing on actively quoted government, corporate and convertible bonds
- 300+ exchanges and MTFs
- Leading equities and derivatives exchanges globally
- Full order book data (level 2)
- New markets regularly added
- Top global index providers’ price levels and constituents
- Cross-asset contributed OTC data
- Leading FX pricing
- Benchmark fixings and risk-free reference rates
- Contributions from the major inter-dealer brokers
- Globally sourced full level 1 & 2 crypto data
Configurable Content Output Profiles
Optimize service and control downstream bandwidth to applications:
Dynamic Conflation | Support for both intervalized and trade safe conflation. Configure conflation rates down to the instrument level and enable dynamically by each application with no backend configuration. |
Field Filtering | Allows applications to state the “subset of tokens/fields” that are of interest, to optimize bandwidth and CPU resources. |
Compression | Can be enabled on the wire to further optimize bandwidth use. |
Instrument Discovery/Alternative Symbology
Capabilities to aid with instrument discovery:
Proprietary Symbology | A highly normalized identifier based on exchange tickers, allowing for easy instrument discovery for clients familiar with local exchange tickers. |
Alternative Symbology | Subscribe with popular identifiers including ISIN, SEDOL, CUSIP and FIGI -- allowing for easy instrument discovery for clients dependent on non-exchange identifiers. |
Customizable Access & Integration Options
Access and integration options ranging from custom applications to integration into third-party environments:
APIs | A suite of APIs (C++, Java and .Net) to allow optimized and flexible access. Example programs and a dedicated trial environment are also available to allow for rapid development and integration. |
Connectivity from all major cloud providers globally. This solution extends the ICE Global Network through high-capacity, resilient regional on-ramps. | |
Shared Farms | Connectivity through either a dedicated infrastructure solution tailored to clients’ needs or via Shared Farms. Shared Farms offer a “managed” experience using ICE hosted and managed resilient, multi-tenant environments. |
Using the RTDS adapter, the feed can connect as a third-party feed to an existing RTDS environment. |
Content Capabilities
Several advanced content capabilities to support reference and trading use cases:
ETD Chaining | Subscribe or query reference data for Exchange Traded Derivatives (ETD) by product root, based on local exchange product codes. This gives clients a targeted instrument discovery and subscription tool, allowing them to focus subscriptions on desired watchlists. |
Futures Continuous Symbols | Exchange traded futures curves ordered by expiration. The feeds also support continuous symbols, allowing clients to subscribe to the front month of a curve without having to specify a specific expiration date. |
Strategy Leg Data | The feed provides superior strategy leg reference data. Typical data fields include leg count sides, ratios and reference to underlying securities. |
T0 Corporate Actions | Corporate action events are processed at T0, before the start of local market opens, this includes the timely addition of instrument adds (including IPOs), modifies and delistings. |
L2 MBO > MBP | For exchanges which present market depth in market-by-order format, the feed performs optional depth aggregation on the edge device to present the data in an easier to consume and display market-by-price format. |
Flexible Requests
Advanced, flexible request capabilities:
Wildcards/Regular Expressions | With a single request, subscriptions can be made for entire markets. In addition, regular expressions can be made across single or multiple market(s) using proprietary or alternative symbology. |
On-demand security master | A request can be made for the “non-pricing data” associated with an instrument or set of instruments. The response will include the contents of the security master, including ISIN, SEDOL, CUSIP, BBG identifiers and MIC Code. |
Normalized Presentation
Data normalization functionality allows for seamless application programming:
Symbology | The ICE Consolidated Feed's proprietary symbology is an easy to consume, human-readable identifier based on exchange tickers. |
Reference Data | Several reference data fields are presented in consistent format with popular fields such as Instrument Types, Marketplace Codes and Instrument Names available in both ICE proprietary and native exchange format. |
Market Phases & Instrument Status | Covering both individual instrument status (normal/halted/suspended) and market phase (auction/continuous/etc.), the ICE Consolidated Feed presents status as a globally consistent set of values, while also maintaining a separate set of fields with native exchange values. |
Timestamps | Carries both native exchange timestamps in their original time zone and granularity and ICE system timestamps in UTC, giving clients flexibility and choice. |
Case Studies
ICE CONSOLIDATED FEED
Tier 1 Client Enterprise Integration
Tier 1 sell-side institution integrates the ICE Consolidated Feed into Refinitiv’s Real-Time Distribution System, powering their enterprise applications with ICE’s broad, real-time data sets, which helps them remain competitive in a dynamic environment.
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