Software for the professional Trading Room

Swaps Data Feed

Overview

360T and DIGITEC present the 'Swaps Data Feed' (SDF) - a unique, independent, reliable source of Swaps market data from the FX OTC market. Full curve granularity out to two years in over 25 pairs, across G10 and EM - this results in over 400 crosses.

Combining the market leading infrastructure of the Digitec D3 product with the award winning global distribution of the 360T network the SDF offers an innovative solution to a key market issue - round the clock reliability in the FX Swap market as well as the need for broken and special dates.

Customers will be able to consume data in separate currency buckets:

  • G10
  • Emerging Markets 
  • NDFs (projected)

How the market data is aggregated 

360T and DIGITEC have built a pool of data from participating D3 clients and liquidity providers that are streaming FX Swaps into the 360T infrastructure. Streams are anonymised, aggregated and filtered. The result is a data feed based on participating banks raw pricing, not including any sales skew or client margining, thus representative and of interbank quality. Outliers are removed to discount individual skew; holiday rules are included.

In addition to the Swaps Data Feed you can also get the Historical Data Feed - an historical data access for back-testing, rate reasonability and model building. Coming soon, please contact our sales team for more information. 

Proposed operational advantage and use

Suggested recommended use of these data series could be

  • In the evaluation of your outbound FWD curves
  • In the assessment of best execution
  • For competitive comparison of true executable pricing in the Forwards market
  • Rate reasonability compliance
  • Historical back-testing and model development
  • Academic research

Key functionality features

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

  • Independent market data that reflects the real market, created by pricing engines and traders
  • Access to special dates such as turn dates around the year, quarter, month end / beginning, IMM’s as well as central bank meetings
  • Ability to request any broken date and any cross currency combination up to 2 years
  • Algorithm sanity checks - outliers are dropped out automatically to ensure best data quality
  • Up to 1000 parallel subscriptions are possible

Distribution

We offer various subscription models tailor-made for our clients needs:

1. API feed with no limitation to the number of users and consuming inhouse applications 

2. The limited-access feed via the 360T platform

3. Read only webpage with the option to calculate broken dates and crosses

Please also note, that a streaming service will soon be available via Deutsche Börse Market Data and Services. 

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.