Software for the professional Trading Room

Historical Data Feed

Overview

The Historical Data Feed is technically based on D3 audit and allows you to go back in time. Our price tracking solution builds a 24/7 data pool – be it weeks or several months into the past. 

With this service, we managed to achieve two main goals for our clients: 

  • Analysis and display of historical data
  • Traceability of exported prices

Stored data

Basically all data that is provided via the Swaps Data Feed is beeing recorded and stored: 

  • Aggregated historical prices for FX forwards, based on live feeds from major banks, adjusted by blending algorithms. 
  • Market feed calculated by the D3 Pricing System
  • Up to 40 tenors per currency pair - Standard terms as well as selected special dates including turn dates
  • Up to 200 currency pairs
  • Up to 10,000 data points per tenor and day

Key features

Here are some of the many USPs of this new service:

  • The Historical Data Feed helps you to be well-prepared for external audits to meet the requirements of financial authorities
  • Ability to recap more than just final prices of a deal
  • Analyze long-term developments and reveal correlations
  • The Excel® export lets you easily access the data excerpt of your interest for scenario evaluation and forecast modeling

Access and distribution

We offer various ways to access the historical data feed:

1. API interfaces:

  • REST API
  • Java language API

2. Web user interface with Excel export function

Request a demo

We are happy to answer all your questions and provide you with a live demo link where you can check the high quality of the data yourself. Please click on the button below and fill out the short form, we will get in touch immediately. 

Meet DIGITECs Partner: 360T 

Logo 360T

As Deutsche Börse Group’s FX powerhouse, 360T provides web-based trading technology for OTC instruments, integration solutions and related services. In addition to its existing cutting-edge multi-bank portal for FX, Cash, Money Market and MM Funds products, together with Deutsche Börse Group, it provides its clients with the most holistic offering on the market by combining FX OTC and on-exchange FX trading. 360T allows clients to directly reduce their operational costs and risks in all parts of the trading lifecycle while enhancing compliance and transparency at the same time.