DATA SERVICES

End-of-Day Reports

We provide end-of-day (EOD) reports sourced directly from the ICE marketplace to help you evaluate historical trading activity and prepare for the next trading day. Depending on your preference, EOD reports can be delivered via email or accessed through secure downloads from our site.

We offer EOD reports across all our asset classes, including reports for:

  • North American Gas
  • North American Power
  • North American Gas Enterprise
  • North American Power Enterprise
  • NGLs Enterprise
  • Oil
  • Cocoa, Wheat, Coffee and Sugar Contracts
  • Equity Indexes
  • Interest Rates
  • Credit Products

Data Included in End-of-Day Reports

Each report contains three worksheets - (1) price indices, (2) market activity, and (3) tick data.

1. The price indices worksheet includes data from actively traded, day-ahead markets during the morning's trading session. This data includes a volume weighted average price (VWAP) of consummated trades, the change against the previous day, the high, low, total volume, number of transactions and number of counterparties involved.

2. The market activity worksheet contains detailed data for all active time periods ranging from intraday to forward months and years. The data covers the period 2:31 p.m. ET on the previous trading day to 2:30 p.m. ET on the current trading day. The report includes data such as volume weighted average price (VWAP), the last traded price, the high, low, total volume traded and the last bid/offer shown on the screen between 1:00 p.m. ET and 2:30 p.m. ET.

The tick data worksheet details every trade that took place on the ICE trading platform during the day's trading session. The time the trade took place and whether a bid was hit or an offer was lifted is provided for each deal.

If you'd like more information or a sample of the reports,
Contact Us