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
The suite of content solutions
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.
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.
Important Disclosures
Fixed income evaluations, continuous evaluated pricing, end-of-day evaluations, evaluated curves, model-based curves, market sentiment scores, Size-Adjusted Pricing, and Fair Value Information Services related to securities are provided in the US through ICE Data Pricing & Reference Data, LLC and internationally through ICE Data Services entities in Europe and Asia Pacific. ICE Data Pricing & Reference Data, LLC is a registered investment adviser with the US Securities and Exchange Commission. Additional information about ICE Data Pricing & Reference Data, LLC is available on the SEC's website at adviserinfo.sec.gov. A copy of ICE Data Pricing & Reference Data, LLC ’s Form ADV is available here or upon request.