EBS Spot FX & NDF Ultra Binary
High-fidelity historical data for deep-market liquidity analysis.
The EBS Spot FX & NDF Ultra Binary data provides a high-granularity historical feed of market data for spot FX and NDFs. Sourced from the primary market central limit order book, this dataset provides unscreened, continuous order book and trade data, enabling improved price discovery and enhanced insight into market depth and liquidity. The data is delivered in a high-performance Simple Binary Encoding (SBE) format, making it an essential tool for market participants who require precise, high-fidelity data for their back-testing and historical analysis.
ASSET CLASS
Foreign Exchange
PRODUCT GROUP
Cash Markets Data
Key features
High-frequency trading
Optimize execution based on granular market movements by developing and executing high-frequency trading strategies with ultra binary data.
Arbitrage opportunities
Leverage detailed, high-resolution data to identify and exploit arbitrage opportunities within the FX and NDF markets.
Risk management
Implement precise hedging strategies to manage currency risk in international portfolios, using both spot and NDF data for optimal risk management.
Algorithmic trading
Develop and deploy sophisticated algorithmic trading strategies based on real-time FX and NDF price movements.
Ideal for
Buy side (asset managers/hedge funds/CTAs)
- FX portfolio management: Uses comprehensive spot FX and NDF data for accurate portfolio valuation and performance tracking of currency holdings.
- Algorithmic trading: Develops and deploys sophisticated algorithmic trading strategies based on real-time FX and NDF price movements.
- FX exposure hedging: Implements precise hedging strategies to manage currency risk in international portfolios, ensuring compliance with regulatory standards.
Commercials
- International transactions: Optimizes cross-border transactions by monitoring real-time spot FX and NDF rates, minimizing currency conversion costs.
- Treasury management: Integrates FX and NDF data into Treasury management systems to manage cash flows and exposure to currency fluctuations effectively.
Banks
- FX and NDF trading: Enhances trading strategies in the FX and NDF markets with detailed, real-time data.
- Product development: Develops new financial products linked to FX and NDF rates, offering clients more investment options.
- Risk management: Uses accurate FX and NDF data to manage exposure to currency risk in various financial products.
Intermediary/broker
- Client advisory: Provides clients with detailed FX and NDF market insights to support their trading and investment decisions.
- Order execution: Improves order execution quality for FX and NDF trades by leveraging comprehensive market data.
Retail
- Investment strategies: Uses spot FX and NDF data to make informed decisions about trading and investing in currencies.
- Currency exposure management: Utilizes NDF data to manage currency exposure in investments involving restricted currencies.
Data connection options
SFTPCSVVaries
| Platform | Data Format | Latency |
|---|---|---|
| Distributors | Varies | Varies |
| Platform | Data Format | Latency |
|---|---|---|
| DataMine | Varies | Varies |
Get connected: Steps for licensing and access
Step 1
Get licensed for use
Licensing and costs vary based on your specific use case. Please contact us, and a data expert will get back to you.
Step 2
Complete EBS Customer Agreement
If you do not already have one, you will need to complete an EBS Customer Agreement or update an existing one to include licenses for this data.
Step 3
Access data
Once licensing is complete, you can begin accessing the data via your chosen connectivity option.
Contact a Data expert
Connect with a member of our team to get more information about our products and services.
