TFS-ICAP FX Options
Unparalleled market data for the FX options market.
The TFS-ICAP package delivers premier FX options market data, offering widely sought-after prices across 50+ currency pairs. Sourced from the TFS-ICAP trading platform, it includes a full volatility surface and indicative at-the-money straddles, helping market participants make informed trading decisions and manage risk.
ASSET CLASS
Foreign Exchange
PRODUCT GROUP
Cash Markets Data
Key features
Extensive currency pair coverage
Offers pricing for over 50 currency pairs.
Comprehensive volatility surface
Provides indicative at-the-money (ATM) straddles and a full volatility surface for 10 and 25 delta butterflies and risk reversals.
Long-dated tenors
Includes long-dated ATMs out to 20 years for the most liquid pairs.
Real-time and 24-hour operation
Operates 24 hours a day, the data feed provides real-time indicative volatilities driven by liquidity on the platform.
Ideal for
Traders
Uses volatility data for price discovery, to inform trading strategies and for speculation on the prospective direction of currency prices.
Financial analysts
Analyzes the volatility surface for various currency pairs and provides market insights to clients.
Risk managers
Manages currency exposure and conducts stress testing, scenario analysis and simulations using the data packages.
Portfolio managers
Optimizes portfolio management, asset allocation and for enhances yield by taking advantage of exchange rate movements.
Data connection options
| Platform | Data Format | Latency |
|---|---|---|
| WebSocket API | JSON | ~100ms |
| Distributors | Varies | Varies |
| Platform | Data Format | Latency |
|---|---|---|
| DataMine | 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 Information License Agreement (ILA)
If you do not already have one, you will need to complete an Information License Agreement (ILA) 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.
