ICE is one of the leading providers of Intraday Net Asset Value calculation services globally, supporting over 80% of U.S. listed Exchange Traded Products. The iNAV calculations use intra-day market data across a broad range of asset classes from around the globe, including leveraging ICE Data Pricing & Reference Data LLC's reference data and Continuous Evaluated Pricing (CEP™) for fixed income, global coverage of equities, FX Rates and other OTC products. In addition, Fair Value Information Service pricing is available for equities whose local market is closed when the iNAV is calculated.
Calculations are generally performed up to every second, 23.5 hours, 6 days per week, and include the ability to calculate iNAV for exchange traded notes (ETNs). Delivery & dissemination occurs over the ICE Data Global Index Feed (GIF) and Consolidated Tape B, fed to over one thousand end user firms and hundreds of thousands of end users.
Specifications
Key Features
Using ICE Data Indices iNAV Calculation services allows clients to benefit from around-the-clock global support and operational oversight, including real-time monitoring, incoming ETF basket composition file verification, and price fluctuation tolerance review.
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.