The diversity and complexity of the commodity market, due to both the number of assets and market conventions as well as issues of liquidity, could limit transparency on Commodity and Energy Markets.
Recent market volatility on commodities and energy market increased pressure on firms trading this market to access quality intraday and end of day data to manage the risk.
ICE’s proprietary technology is utilized to process a broad range of available market information on an intraday basis and generate validated, non-arbitraged, Theoretical Prices and Volatility Surfaces across liquid and thinly traded futures and options markets.
Specifications
Key Features
- Exchanges: We generate Theoretical Prices and Volatilities Surfaces on ICE exchanges products as well as many other major exchanges.
- Asset groups: Agriculture, Metals, Coal, Emission, Freight, Natural Gas, Oil and Power.
- Theoretical prices: Futures, Swaps, Cracks, Basis, Index and Swing.
- Volatility Surfaces: Option prices, Volatilities surfaces, European, Asian, Strip, Composite, Calendar & Crack spread options.
- Strike pillars: Delta, moneyness or listed strikes
- Greeks: Delta, gamma, vega and theta.
- Correlation: cross assets and time spreads
Products
The evolution of our file-based offering. Bringing together, in a unified solution Corporate Actions, Reference Data, Analytics and our wealth of pricing datasets including ICE Evaluations, CEP, Fair Value Information Services & Listed Market Pricing.
Buy-side and sell-side front offices continue to embrace more data and more technology in order to expand their opportunities and gain an edge over the competition. Enrich front office systems with ICE’s Data API solution, providing intraday access to fixed income pricing, on-demand analytics, reference data and more.
ICE Consolidated Feed is ICE’s Resilient, distributed and normalized Market data solution: providing Realtime access to Level 1,2 & 3 Market Data, News and Fundamental datasets through zero-footprint and throughput optimized API and connectivity options.
ICE Consolidated History is ICE’s Bulk History Offering: providing incremental updates and direct access to ICE’s archive of up to 15 years of tick-by-tick Level 1,2 and 3 historical tick level Market Data.
ICE Connect brings together access to cutting-edge trading tools with real-time cross-asset data, global news, and analytics all on one platform. Whatever your role, our platform can be tailored to your workflow for optimal efficiency.