The following reports are available:
If you would like more information or a sample of the reports, please contact: data@theice.com
The following Enterprise reports are available:
If you would like more information or a sample of the reports, please contact: data@theice.com
The reports contain three worksheets - price indices, market activity and tick data. The price indices worksheet contains data from actively traded Day Ahead markets during the morning's trading session. The data includes a volume weighted average price of consummated trades, the change against the previous day, the high, the low, the total volume, number of transactions and number of counterparties involved.
The tick data worksheet details every trade that took place on the ICE during the day's trading session. The time the trade took place and whether a bid was hit or an offer was lifted is provided for each deal.