FX Spot, Forwards & Options Data

Foreign Exchange Data

We provide high-quality FX pricing and liquidity data across global spot and forward markets, powered by leading FX market makers.

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The Parameta Solutions difference

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FX data from leading liquidity venues
Sourced from electronic trading and voice broking data from the world’s leading FX market makers, our feeds are carefully calibrated to ensure consistency, accuracy, and reliability.
Extensive coverage beyond the majors
We provide data from a range of 195+ currencies and can create 40,000+ currency pairs. This includes approximately 1200 spots/crosses, 39 forwards, 23 NDFs, and 35 FX options.
Real time & 25+ years of historical data
We offer real‑time, intraday snaps, end‑of‑day, and historical data from 2001 to support comprehensive back-testing and model validation.
Deeper insight into FX Market Convention
We go beyond standard bid/ask quotes by offering deeper insight into FX market conventions, including the settlement information behind each trade.
Data delivered how & where you need it
Seamless and secure data delivery sent direct, via third‑party cloud providers or through your preferred platform.
Award Winning FX Broker Data
For six consecutive years TP ICAP have been recognised with top industry FX awards in brokerage, derivatives, and data platforms.

Our FX Data Coverage

FX Spot

1200+ spot and cross rates delivering real‑time market‑sourced pricing for immediate currency exchange, supported by deep global liquidity.

Deliverable Forward

39+ deliverable forwards offering future‑dated, physically settled FX pricing, enabling accurate hedging and forward‑curve discovery.

Deliverable Forward Outrights

All‑in forward rate for a single settlement date, enabling firms to hedge currency risk with full delivery of the underlying currencies when the contract expires.

Non-Deliverable Forward

Data showing cash‑settled FX contracts used to lock in future exchange rates for restricted or illiquid currencies, settled in a freely tradable currency.

NDF Outrights

Cash‑settled forward contract that lets clients lock in a future exchange rate for a restricted currency without requiring physical delivery.

NDF Swap Points

Broker‑calibrated point‑based differentials between spot and forward NDF levels, used to construct forward curves.

NDF Onshore/Offshore Spreads

Transparent pricing on the spread between regulated onshore and offshore FX markets for restricted EM currencies.

FX Options

35+ FX options delivering real‑time, broker‑calibrated volatility surfaces and structures, including risk reversals, butterflies and delta‑neutral strategies.

Data to support across the trade lifecycle

Pre-trade

Assess illiquid and complex markets, turn raw data into actionable insights and find alpha in opaque instruments.

Point-of-trade

Use real time data for price discovery and to assist with entry and exit decisions.

Post-trade

We provide data to compliance teams to monitor market activities in real-time and detect potential compliance violations.

Three easy ways to connect to our FX data

Direct

Instant access through API or SFTP channels.

Cloud delivery

Access via our cloud partners including Snowflake and AWS.

Channel partners

Connect via our extensive network of partners including Bloomberg, Blackrock, BT Radianz, Chainlink, Cogencis, FactSet, FIS, ICE, IRESS, KG ZEROIN, KOSCOM, LSEG, QUICK, S&P (CapIQ), SIX Telekurs and Yonhap.

The numbers speak for themselves

24

+

years of historical data

80

+

currencies

1200

+

Spot/cross pairs

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FX data FAQs

Where does our FX market data come from?

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Our FX data is produced through a combination of proprietary pricing models, leading exchange rate providers and high-quality market inputs sourced from tier-1 liquidity providers.

Proprietary internal pricing system

We generate FX pricing through an internal system that integrates live market data, executed broking activity and order flow from Tullett Prebon and ICAP broking desks.

Additional FX liquidity venues

We also source data from specialist FX venues across multiple currencies:

Crest India – INR Specialist Venue
- Spot FX (USD/INR)
- Deliverable forwards (1M–1Y, including month-end)
- Non-Deliverable Forwards (1M–1Y)
- Onshore vs offshore INR spread markets
- FX options (volatility surfaces)
TPSITICO
- CNY & USD pricing across spot, deliverable forwards, outrights, and volatility structures
Totan
- Spot & deliverable FX across 16 currencies including AUD, CAD, CHF, DKK, EUR, GBP, HKD, JPY, KRW, NOK, NZD, SEK, THB & USD
NetDania
- Global multi-currency coverage
OANDA
- Global multi-currency coverage

Market-standard delivery format

All models are delivered in a market-standard format to ensure consistency, transparency and usability across trading, risk and valuation systems.

Access to unique liquidity

Our exclusive access to Tullett Prebon and ICAP liquidity provides real-world negotiated prices not visible on exchanges, offering transparency into otherwise opaque OTC currency markets.

How is the FX data delivered to clients?

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We offer a broad range of delivery mechanisms to accommodate different client infrastructures.

Direct delivery options

Fusion by Parameta (Insights platform)
Real-time streaming (WebSocket APIs)
End-of-day or intra-day snapshots (SFTP)
Cloud delivery (Snowflake, AWS)

Distribution via third-party platforms

Bloomberg
LSEG
SIX
ICE

How can FX data be used?

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Example use cases

Hedging future cash flows for imports/exports
Investment risk management for cross-border portfolios
Short-term hedging of overnight or intra-day exposures

Broader benefits

Market insight: Understand currency movements and market expectations
Decision support: Pricing, risk management, and trading strategy
Regulatory compliance: Support valuation accuracy and regulatory reporting

What FX options data do we offer?

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We provide comprehensive FX options data including:

Volatility surfaces
Risk reversals
Butterflies
ATM volatility
Delta-based vol points
Smile/skew parameters
NDF options where applicable

Who is our FX data designed for?

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Our solutions support a wide range of market participants:

Banks
Insurance companies
Investment firms
Hedge funds
Broker/dealers
Exchanges
Treasury teams
Risk managers
Benchmark administrators
Fintech and analytics providers

What currency pairs do you cover and how extensive is the universe?

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We offer broad coverage across majors, minors and EM, with wholesale broker feeds, ensuring global depth.

How many contributors do you use per currency pair?

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Typically 4–5 contributors per pair, with redundancy and source diversity.

How do you ensure price accuracy and consistency across contributors?

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Our data goes through a robust quality assurance process, including cross-venue validation, outlier removal, stale-price checks and weighting models.

Do you provide both onshore and offshore markets for CNY, INR, KRW?

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Yes. We provide coverage for both onshore and offshore markets, including CNH and CNY; INR onshore and NDF; and KRW deliverable and NDF.

What are some of the data quality controls and validation checks applied?

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Range checks, price deviation limits, zero spread checks, contributor health monitoring and time-based checks are all applied as a part of our quality assurance.