skip to Main Content

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.

Back To Top