Historical Data Feed

The 360T Historical Data Feed is available within the DIGITEC D3 audit software and allows you to retrieve and manage Historical Data. Our price tracking solution builds a 24/5 data pool – be it weeks or several months into the past.

This innovative solution supports clients in:

  • Analysis and displaying of Historical Data
  • Traceability of exported prices

Stored data

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

  • Aggregated historical prices for FX Forwards, based on Live Feeds from major Banks, adjusted by blending algorithms.
  • Independent Historical Market Data source that reflects the real market, created by pricing engines and traders
  • 37 CCY pairs, across G10, EM, NDF pairs with all Cross CCY combinations
  • Standard tenors, turn dates plus IMM and special dates (FED, ECB meeting…)
  • Filtered and sanitised rates through algorithm sanity checks, guaranteeing accuracy and quality
  • A specialised API is available for automatic access to the data

Key features

Access to 360T Historical Data service will:

  • Support 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
  • Analyse long-term developments and reveal correlations
  • The Excel® export lets you easily access the data excerpt of your interest for scenario evaluation and forecast modelling

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

Learn more about 360T’s innovative solutions. Request a demo.