Energy & Commodities Market Data

Parameta’s energy and commodities market data is sourced directly from the global brokerage desks of TP ICAP, including PVM, Tullett Prebon and ICAP. These desks operate across major global trading centres and provide access to deep pools of over-the-counter market activity across oil, natural gas, LNG, power, metals, coal, environmental and freight markets.

By capturing broker inputs, pricing and transactional activity, Parameta’s datasets provide an independent view of how prices and liquidity are forming across fragmented OTC markets. The data is subject to multiple quality controls to support accuracy, consistency and reliable integration into trading, risk, valuation and analytical workflows.

Parameta’s energy and commodities data is available through flexible delivery options designed to integrate with clients’ existing trading, analytics, modelling and risk management infrastructure. Depending on the dataset and use case, clients can access real-time, intraday, end-of-day and historical data through APIs, WebSocket streaming, cloud platforms, secure file transfer and selected market data vendors.

Real-time feeds can support continuous monitoring of prices, trades and market activity, while end-of-day and historical datasets can be used for valuation, back-testing, risk analysis and regulatory reporting. Parameta’s technical onboarding specialists work with clients to identify the delivery method that best fits their infrastructure, latency requirements and intended application.

Trades and orders data captures executed transactions and order activity across energy and commodities markets. Parameta provides normalised, timestamped datasets covering oil, natural gas, LNG, power and metals, sourced directly from TP ICAP’s brokerage desks and trading activity across bilateral OTC agreements and exchange-cleared transactions.

Unlike exchange feeds, which typically concentrate activity around listed contracts and reference points, trades and orders data provides visibility into pricing and liquidity across fragmented OTC markets and bespoke trading structures. Firms can use the data to analyse executable pricing, order flow, traded volumes, liquidity pockets and market behaviour across futures, options, forwards, swaps and physical transactions.

Real-time broker-sourced pricing, intraday snapshots, trades and orders data can help trading teams monitor changes in market sentiment, liquidity and executable pricing throughout the day. This provides greater visibility into OTC markets, where material pricing activity may not always be fully represented by exchange data or delayed end-of-day assessments.

Clients can use intraday data to track price movements, spreads and forward structures, identify liquidity shifts and assess potential arbitrage opportunities. Live oil data can also support signal generation, intraday modelling and the analysis of refinery-driven or regional market dislocations across crude and refined products.

Firms should assess a provider’s data sourcing, market coverage, quality controls, delivery capabilities and experience in OTC energy and commodities markets. Data should provide sufficient granularity across relevant asset classes, instruments, locations and forward tenors, while offering a clear methodology and consistent historical record.

Delivery flexibility is also important, particularly for firms integrating data into trading platforms, quantitative models, risk systems or valuation processes. Independent, broker-sourced data can provide additional insight into genuine market pricing and liquidity across fragmented OTC markets, complementing exchange feeds and other reference data sources.

Parameta’s real-time oil data provides live broker-sourced pricing across crude oil, light ends, middle distillates, fuel oil and LPG markets in EMEA and APAC. Coverage includes key oil benchmarks and a broad range of swaps, spreads, cracks and flat-price instruments, reflecting activity across physical and derivatives markets.

The service is sourced from the PVM, Tullett Prebon and ICAP brokerage desks, providing visibility into pricing and liquidity across major oil trading centres, including London, Singapore and Dubai. Data can be accessed through APIs, WebSocket streaming, cloud platforms, secure file transfer and selected market data vendors, enabling integration into trading, modelling, risk and analytical workflows.