Features & benefits
One timely delivery for your data needs
A single API captures data and analytics to feed existing applications such as trading systems, auto bidders, market monitors and other front office tools.
Customizable and dynamic API service
Access fixed income analytics based on ICE pricing and reference data or your own data sources. Use bid prices or trades to receive custom Best Ex and TCA values or target a Best Ex score and receive the corresponding market implied size-adjusted price.
Easy to add data sets
Additional data sets can be easily on boarded with minimal technology development.
One timely delivery for your data needs
A single API captures data and analytics to feed existing applications such as trading systems, auto bidders, market monitors and other front office tools.
Customizable and dynamic API service
Access fixed income analytics based on ICE pricing and reference data or your own data sources. Use bid prices or trades to receive custom Best Ex and TCA values or target a Best Ex score and receive the corresponding market implied size-adjusted price.
Easy to add data sets
Additional data sets can be easily on boarded with minimal technology development.
Data sets
- Market-leading fixed income evaluations and reference data
- Continuous Evaluated Pricing (CEPTM) covers ~2.5 million bonds
- Liquidity scores and Projected Trade Volume Capacity (PTVC)
- Best Ex statistics leveraging CEP or custom prices
- Transaction Cost Analysis (TCA) provides valuable insight for trades of all sizes
- Proprietary structured finance deal library to generate cash flows and risk analytics on security types such as ABS/MBS/CMO
- Modeling is available on over 98% of all public deals across Agency CMOs, Whole Loan CMOs, HELs, Student Loans, Credit Card Autos, etc
- Analytics can be calculated using CEP and intraday curves
- Leverage your own terms and conditions reference data as well as prices to request analytics through the API
Related content
Transaction analysis: gaining an edge
Evolving beyond Best Execution
Bringing transparency to fixed income markets
By Lynn Martin, President of ICE Data Services
Transaction analysis: gaining an edge
Evolving beyond Best Execution
Bringing transparency to fixed income markets
By Lynn Martin, President of ICE Data Services