Historical data feed

Historical Data Feed (HDF)


Available within the DIGITEC D3 audit software, the Historical Data Feed allows you to retrieve and manage historical data. Our price tracking solution builds a 24/5 data pool, whether weeks or several months in the past. This innovative solution supports clients in the analysis and display of historical data as well as traceability of exported prices.

Stored data

All data within the Swaps Data Feed, in combination with Spot pricing from the Essential Data Feed is recorded and stored, including:

  • Aggregated historical prices for FX Forwards, based on live feeds from major banks and adjusted by blending algorithms
  • Independent Historical Market Data
  • More than 40 CCY pairs, across G10, LM, NDFs with all Cross CCY combinations
  • Standard tenors, turn dates plus IMM and special dates
  • Filtered and sanitised rates via algorithm sanity checks

A specialised API is available for automatic access to the data.

Key features

The HDF can be used to:

  • Support external audit requirements
  • Recap price stages of a deal
  • Analyse long-term developments and expose correlations
  • Support scenario evaluation and forecasting modelling

Deutsche Börse Data Shop

360T and DIGITEC have made this data available for purchase online via the Deutsche Börse Data Shop. Registration is simple – click here to learn more.

Historical-Data-Feed Screenshot

Meet our partner

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.

Deutsche Boerse Data Shop

Frequently asked questions

Find answers to the most frequently asked questions about market data.