VedexProductsFenics Market DataInterest Rate Derivatives Data

Interest Rate Derivatives Data

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Fenics Market Datadiscovery
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Expected product line given BGC's significant presence in interest rate swaps and derivative markets

API Access
Est. Price

~$15,000/yr est.

Update Frequency

Real-time

Pricing Tiers

1

Regions

1

Quality SignalsB

Freshness

Recently enriched

81

Complete

81%

API

API Available

Product Overview

OTC Derivatives Market Data$$

Offering: Real-time and historical tick-by-tick data, evaluated pricing, and analytics for global OTC derivatives, sourced exclusively from BGC Group liquidity pools.

Best for: Quant funds and risk desks requiring high-fidelity OTC derivatives data for backtesting, valuation, and regulatory reporting.

Benefits
  • Exclusive access to BGC Group proprietary liquidity data
  • Comprehensive coverage of complex OTC interest rate and credit derivatives
  • Flexible delivery via REST API
  • SFTP
  • and S3
  • Competitive pricing for institutional-grade derivatives data
Drawbacks
⚠ Limited focus outside of OTC derivatives and fixed income · ⚠ Less breadth in multi-asset class coverage compared to major exchange-based data providers

Product Intelligence

Value Score
45
quality per $
Price Position
P25
below avg
Coverage
75
geo × freq × depth
Try-ability
15
ease of trial
Market concentration: 53% (concentrated — few vendors)

Product Details

Use Cases
Asset ValuationRisk ManagementQuantitative ResearchAlgorithmic TradingRegulatory Reporting
Categories
Asset ValuationFinancialQuantitative AnalysisRisk AnalysisMarket Data
Coverage
Global
Delivery
REST APISFTPS3 BucketWeb UI download
Data Sources
financial exchanges
Detected Use Cases
compliance regulatoryrisk management

Pricing Tiers

Vedex estimate
~$15,000/yr est.
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Get an instant price estimate based on your organization profile — seats, usage rights, and contract term.Estimated ~$15,000/yr est.

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Web Authority

Notable
22
5 mentions·2 platforms
Academic Papers
2 × 8 pts+16
LinkedIn
3 × 2 pts+6
Evidence5 sources
Academic Papers

the relation between counter-party default and interest

automatic calibration to credit default swaps and interest rate derivatives data. In The 6-th Columbia-JAFEE International Conference, Tokyo, March 2003. [8] ...

Academic Papers

Trading Activity and Price Transparency in the Inflation ...

The interest rate derivatives data were provided by the dealers to their primary supervisors so that regulators could assess the derivatives market's ...

LinkedIn

Interest Rate Derivatives Data | TraditionData

Interest Rate Derivatives Data | TraditionData https://www.traditiondata.com. 40 2 Comments.

Data Dictionary

Expected fields and columns in this data product


About Interest Rate Derivatives Data

Interest Rate Derivatives Data is a asset valuation data product offered by Fenics Market Data, available on discovery. Data is updated real-time. API access is available for programmatic integration. Vedex estimates pricing at roughly $15,000/yr (an estimate, not a vendor-published price).

Expected product line given BGC's significant presence in interest rate swaps and derivative markets

About Fenics Market Data

Fenics Market Data is a data provider vendor based in New York, US. Fenics Market Data's Global OTC Derivatives Data offers comprehensive tick-by-tick data for global over-the-counter (OTC) derivatives markets, sourced from the deep liquidity pools and market-leading ...

View Fenics Market Data Profile

Related Data Categories

Asset ValuationFinancialQuantitative AnalysisRisk AnalysisMarket Data

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