Your Window into the FX Swaps Market

Our Swaps Data Feed (SDF) combines the market leading infrastructure of the DIGITEC D3 product with the global distribution of the 360T network.

The SDF offers an innovative solution to a key market issue – the need for accurate, reliable FX Swaps market data and granular pricing around broken and special dates. The feed offers full granularity across the curve from O/N out to ten years in over 40 pairs, providing Streaming Swaps Market Data in 1,800 crosses in G10, LM and NDF currency pairs. Sourced directly from the pricing engines of banks, the data is aggregated, anonymised and sanitised using the DIGITEC D3 state-of-the-art pricing system. The SDF provides clients with the reliable accuracy across the Forward curve, taking the guess work out of price determination, helping clients to both reduce costs and boost returns.

 

How to Access 360T´s Data Offering

Contact us for 360T´s data products:
Request 360T Data Demo
Purchase 360T´s data here:
Deutsche Börse Data Shop

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Swaps Data Feed
Swaps Data Feed. A unique, independent, reliable source of Streaming Swaps market data from the OTC market.
Streaming Swap Bid/Offer and Mid from O/N to ten years
Aggregated with the EDF, creates reliable Forward pricing
Composed of 20+ contributing banks, including Tier 1 and super-regional specialist banks
Independent Market Data that reflects the real market, created by pricing engines and traders
Promoting solid governance, logic and methodology is clearly documented and transparent to all market participants
40+ CCY pairs, across G10, LM, NDF pairs with 1800 Cross CCY combinations
Standard tenors, turn dates plus IMM and special dates (request as broken dates)
Unique ability to request streaming broken dates
Data quality is assured through a unique set of processes to ensure true reflection of the market
All rates are filtered and sanitised through algorithm sanity checks, ensuring accuracy and quality
Streaming Mids and Spreads, available real time, intra-day, historic or categorised that can be categorised into bespoke packages per client requirements
Standard FIX API, can be easily integrated into virtually any existing application software
API feed with no limitation to the number of users and consuming inhouse applications
The streaming service is available via the CEF infrastructure of the Deutsche Börse, and its partner data vendors
Seamlessly integrated access via 360T platform (EMS, ADS & MMC)
View only webpage with the option to calculate broken dates and crosses
In the evaluation of your outbound Forward curves
Performance benchmarking and best execution
Fund Valuations and mark to market calculations
For competitive comparison of true executable pricing in the Forwards market
Rate reasonability compliance
Historical back-testing and model development
Academic analysis and research
Audit and accounting

360T Market Data Services

Actionable Insights


360T Data Solutions are specifically designed to provider market participants with high-quality, actionable information whilst also supporting price discovery and competitive price determination.

Data From Across the Industry


Our Market Data suite encompass market activity across Interbank, Institutional and Corporate customer segments, on disclosed and undisclosed connections, across multiple time zones.

Delivered How You Need It


Delivering real time and historical data via dedicated FIX connections or via a number of information venues, 360T can connect to virtually any application software, facilitating streamlined sourcing of market information.

Our Partnership with DIGITEC

A strategic alliance that has produced best-in-class market data products.


DIGITEC is the global market-leading software provider of eFX pricing solutions. 40+ customers, from tier 1 banks to local champions, already trust in the D3 technology for their Forward, Swaps, and Money Market pricing. With their pricing engine, customers can import market data to build G10, LM and NDF core prices and distribute them to downstream systems/ e-commerce platforms such as 360T’s ADS. D3 is furthermore the power house behind the SDF, where the data of the SDF contributors is being sourced, aggregated, anonymised and sanitised.

Combining D3’s fully scalable SaaS solution with the SDF, both products become even more powerful as now banks of any size within FX have the chance to become competitive market makers. For more information: please visit www.digitec.de

360T Market Data Services

Additional Resources
Download the Brochure

Swaps Data Feed View

Additional Resources
Download the Brochure