OTC Derivatives Market Data
Millions of cross-asset data points received every day
ICE Data Derivatives supports critical processes across front, middle and back offices around the world. We help support intraday, real-time decision making in financial organizations assisting our customers link strategic objectives with actions.
Cross-asset coverage
A wide range of Derivatives data solutions:
Up to 12 years of history across each asset class* underpins our market data, valuation capabilities, analytics and solutions. Virtually all data used in model building and calibration is implied from trading levels.
*Subject to coverage confirmation by IDD, on an underlying by underlying basis
Curves
FX Forwards, LIBOR Yield Curves, OIS, BMA, Cross Currency, Basis Swap, Inflation, Equity Forward, Dividend, VAR Swap, Precious & Base Metals, Agriculture, Energy & Softs, CDS, CDX, Tranche & Sector
Volatilities
Currency, Swaption, Cap & Floor, Caplet/Floorlet, Inflation Pricing Surface, Precious & Base Metals, Agriculture, Energy & Softs, Equity Indices, Equity Single Names, CDX
Correlations
Currency-Currency, CMS Spread, Commodity, Index-Index, Index-Currency, Single Name-Single Name & Single Name-Currency
Curves
FX Forwards, LIBOR Yield Curves, OIS, BMA, Cross Currency, Basis Swap, Inflation, Equity Forward, Dividend, VAR Swap, Precious & Base Metals, Agriculture, Energy & Softs, CDS, CDX, Tranche & Sector
Volatilities
Currency, Swaption, Cap & Floor, Caplet/Floorlet, Inflation Pricing Surface, Precious & Base Metals, Agriculture, Energy & Softs, Equity Indices, Equity Single Names, CDX
Correlations
Currency-Currency, CMS Spread, Commodity, Index-Index, Index-Currency, Single Name-Single Name & Single Name-Currency
Multiple frequencies and delivery options to fit client workflows:
- Real-time streaming light weight API
- Consolidated Feed
- Intraday Snapshots
- End of Day
- History
- Tick History
Our delivery formats include:
- Market standard CSV, XLS or XML
- Data can be delivered as an entire set or clients can request specific data points