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:
Deep history since 2007 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:
- Deep History
- Streaming
- Intraday Snapshots
- End-of-Day
Our delivery options:
- File (SFTP): CSV | JSON | XML
- API (on-demand access)
- ICE Consolidated Feed
Derivatives Data Portal
With the Data Portal you can easily create, configure and manage datasets across asset classes and adjust your data independently – when and how you need it. Take control of your data across asset classes.
Create: Setting up datasets with the required parameters and desired output fields
Configure: Defining runtime schedules and the desired output format
Extract: Retrieving data by downloading a file or pulling from FTP
Flexibility to match your needs
Customize your datasets and select data fields that matter to you most.
Responsiveness
Make real-time changes to the datasets to keep pace with your needs and the market.
Data update frequency
Access intraday snaps, end-of-day data, and a historical range of dates for comprehensive data coverage.
Multiple file formats
Choose between CSV or XML formats for your data output, for compatibility with your internal systems.
API Access
Leverage our API for seamless data collection and integration, enabling you to retrieve data effortlessly.