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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 Data API: Timely and customizable delivery for your data needs

Features & Benefits

One timely delivery for your data needs

A single API captures data and analytics to feed existing applications such as trading systems, auto bidders, market monitors and other front office tools.

Customizable and dynamic API service

Access fixed income analytics based on ICE pricing and reference data or your own data sources. Use bid prices or trades to receive custom Best Ex and TCA values or target a Best Ex score and receive the corresponding market implied size-adjusted price.

Easy to add data sets

Additional data sets can be easily on boarded with minimal technology development.

Data sets

  • Market-leading fixed income evaluations and reference data
  • Continuous Evaluated Pricing (CEPTM) covers ~2.5 million bonds
  • Liquidity scores and Projected Trade Volume Capacity (PTVC)
  • Best Ex statistics leveraging CEP or custom prices
  • Transaction Cost Analysis (TCA) provides valuable insight for trades of all sizes
  • Proprietary structured finance deal library to generate cash flows and risk analytics on security types such as ABS/MBS/CMO
  • Modeling is available on over 98% of all public deals across Agency CMOs, Whole Loan CMOs, HELs, Student Loans, Credit Card Autos, etc
  • Analytics can be calculated using CEP and intraday curves
  • Leverage your own terms and conditions reference data as well as prices to request analytics through the API

Related Content

Transaction analysis: gaining an edge

Evolving beyond Best Execution

Bringing Transparency to Fixed Income Markets

By Lynn Martin, President of ICE Data Services