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ICE Consolidated Feed

Aggregated content from 600+ global sources

Access to a broad universe of low-latency financial information with full depth-of-market data is increasingly important for market participants - firms need to acquire high-quality data from a range of different sources in a cost-efficient manner.

Connect to the ICE Consolidated Feed

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The ICE Consolidated Feed aggregates content from 600+ sources in a normalized format. Used by Tier 1, 2 and 3 banks, asset managers, hedge funds, ISVs and redistributors, this cost-effective solution delivers a range of global financial information with multi-asset class coverage, including equities, derivatives, fixed income, foreign exchange, money markets, commodities, energy and ETFs.

Broad Market Coverage


25m+

Instruments

1,100+

Entitlement Options

600+

Sources

300+

Venues

  • Continuous Evaluated Pricing (CEP) for fixed income covering 2.5 million bonds*
  • Derivatives data, including curves and volatility surfaces across commodities, FX and interest rates**
  • CDS data on Single Names, Indices, Sovereigns, CDS Tranches
  • Composite bond pricing on actively quoted government, corporate and convertible bonds

Securing streaming data access in all

market conditions

As data volumes proliferate, companies seek new ways to consume information reliably

Configurable Content Output Profiles


Optimize service and control downstream bandwidth to applications:

Dynamic Conflation
Support for both intervalized and trade safe conflation. Configure conflation rates down to the instrument level and enable dynamically by each application with no backend configuration.
Field Filtering
Allows applications to state the “subset of tokens/fields” that are of interest, to optimize bandwidth and CPU resources.
Compression
Can be enabled on the wire to further optimize bandwidth use.

Instrument Discovery/Alternative Symbology


Capabilities to aid with instrument discovery:

Proprietary Symbology
A highly normalized identifier based on exchange tickers, allowing for easy instrument discovery for clients familiar with local exchange tickers.
Alternative Symbology
Subscribe with popular identifiers including ISIN, SEDOL, CUSIP and FIGI -- allowing for easy instrument discovery for clients dependent on non-exchange identifiers.

Customizable Access & Integration Options


Access and integration options ranging from custom applications to integration into third-party environments:

APIs
A suite of APIs (C++, Java and .Net) to allow optimized and flexible access. Example programs and a dedicated trial environment are also available to allow for rapid development and integration.
Connectivity from all major cloud providers globally. This solution extends the ICE Global Network through high-capacity, resilient regional on-ramps.
Shared Farms
Connectivity through either a dedicated infrastructure solution tailored to clients’ needs or via Shared Farms. Shared Farms offer a “managed” experience using ICE hosted and managed resilient, multi-tenant environments.
Using the RTDS adapter, the feed can connect as a third-party feed to an existing RTDS environment.

Content Capabilities


Several advanced content capabilities to support reference and trading use cases:

ETD Chaining
Subscribe or query reference data for Exchange Traded Derivatives (ETD) by product root, based on local exchange product codes. This gives clients a targeted instrument discovery and subscription tool, allowing them to focus subscriptions on desired watchlists.
Futures Continuous Symbols
Exchange traded futures curves ordered by expiration. The feeds also support continuous symbols, allowing clients to subscribe to the front month of a curve without having to specify a specific expiration date.
Strategy Leg Data
The feed provides superior strategy leg reference data. Typical data fields include leg count sides, ratios and reference to underlying securities.
T0 Corporate Actions
Corporate action events are processed at T0, before the start of local market opens, this includes the timely addition of instrument adds (including IPOs), modifies and delistings.
L2 MBO > MBP
For exchanges which present market depth in market-by-order format, the feed performs optional depth aggregation on the edge device to present the data in an easier to consume and display market-by-price format.

Flexible Requests


Advanced, flexible request capabilities:

Wildcards/Regular Expressions
With a single request, subscriptions can be made for entire markets. In addition, regular expressions can be made across single or multiple market(s) using proprietary or alternative symbology.
On-demand security master
A request can be made for the “non-pricing data” associated with an instrument or set of instruments. The response will include the contents of the security master, including ISIN, SEDOL, CUSIP, BBG identifiers and MIC Code.

Normalized Presentation


Data normalization functionality allows for seamless application programming:

Symbology
The ICE Consolidated Feed's proprietary symbology is an easy to consume, human-readable identifier based on exchange tickers.
Reference Data
Several reference data fields are presented in consistent format with popular fields such as Instrument Types, Marketplace Codes and Instrument Names available in both ICE proprietary and native exchange format.
Market Phases & Instrument Status
Covering both individual instrument status (normal/halted/suspended) and market phase (auction/continuous/etc.), the ICE Consolidated Feed presents status as a globally consistent set of values, while also maintaining a separate set of fields with native exchange values.
Timestamps
Carries both native exchange timestamps in their original time zone and granularity and ICE system timestamps in UTC, giving clients flexibility and choice.

Case Studies


ICE CONSOLIDATED FEED & ON-DEMAND BARS

Powering a Premier Electronic Trading Platform

A broker-neutral electronic trading provider whose application provides users with access to global market data, news, charts and analytics, engaged with ICE to integrate the ICE Consolidated Feed and the ICE DataVault On-Demand Bars solution.

ICE CONSOLIDATED FEED

Tier 1 Client Enterprise Integration

Tier 1 sell-side institution integrates the ICE Consolidated Feed into Refinitiv’s Real-Time Distribution System, powering their enterprise applications with ICE’s broad, real-time data sets, which helps them remain competitive in a dynamic environment.

ICE DATAVAULT

Enterprise Integration of Historical Data

A large North American investment bank wanted to streamline their historical data from fragmented, department-based data repositories to a centralized data warehouse that supports their core business needs globally.