Flagship product offering tick-by-tick data for OTC derivatives.
API Access
Est. Price
~$25,000/yr est.
Update Frequency
Real-time
Pricing Tiers
1
Regions
1
Quality SignalsB
Freshness
Recently enriched
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 providersProduct Intelligence
Value Score
43
quality per $
Price Position
P75
premium
Coverage
75
geo × freq × depth
Try-ability
15
ease of trial
Market concentration: 53% (concentrated — few vendors)
Product Details
Use Cases
Algorithmic tradingquantitative researchrisk managementtransaction cost analysisregulatory reportingasset valuation
Categories
Asset ValuationFinancialMarket DataQuantitative AnalysisRisk Analysis
Coverage
Global
Delivery
REST APISFTPS3 BucketWeb UI download
Data Sources
financial exchanges
Detected Use Cases
compliance regulatoryrisk management
Pricing Tiers
Vedex estimate
~$25,000/yr est.
SUBSCRIPTIONMEDIUM
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Get an instant price estimate based on your organization profile — seats, usage rights, and contract term.Estimated ~$25,000/yr est.
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Web Authority
High Authority17 mentions·4 platforms
Academic Papers
8 × 8 pts+64
Blogs & Newsletters
5 × 2 pts+10
Reddit
3 × 3 pts+9
LinkedIn
1 × 2 pts+2
Evidence5 sources
Academic Papers
Intraday Value at Risk (IVaR) Using Tick-by-Tick Data with ...
The objective of this paper is to investigate the use of tick-by-tick data for market risk measurement. We propose an Intraday Value at Risk ...
Academic Papers
Reconstruction of Order Flows using Aggregated Data
by IM Toke · 2016 · Cited by 17 — In this work we investigate tick-by-tick data provided by the TRTH database for several stocks on three different exchanges.
Academic Papers
Intraday Limit Order Price Change Transition Dynamics ...
... tick-by-tick data for NASDAQ100 stocks. Consecutive limit order price changes are classified into nine discrete states based on their ...
Data Dictionary
Expected fields and columns in this data product
About Tick-by-Tick Data
Tick-by-Tick 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 $25,000/yr (an estimate, not a vendor-published price).
Flagship product offering tick-by-tick data for OTC derivatives.
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 ...
Related Data Categories
Asset ValuationFinancialMarket DataQuantitative AnalysisRisk Analysis