CLSMarketData

CLSMarketData is a comprehensive suite of FX alternative data products designed to provide quality insight and analytics both on a timely and historical basis for financial efficiency, visibility and control.

Since its launch in 2002, CLS has warehoused the details of every trade by instrument (swap, spot, outright forward) for the 18 currencies it settles across 33 major currency pairs creating the largest single aggregated source of FX executed trade data available to the market. Access to this FX alternative data provides an unparalleled view of market activity to support best execution, risk mitigation and reporting requirements.

Our FX alternative data is transaction based, platform agnostic, and dynamic. By sharing our knowledge and partnering with clients, we can also offer bespoke FX analysis and insights for market and in-country research.

FX volume contains predictive information...which generates substantial economic value*.

FX alternative data highlights:

  • Access to over 50% of global FX volumes
  • Executed trade data for 18 currencies, settled by CLS reflected across 33 major currency pairs
  • Aggregated trade volumes delivered by currency pair and in terms of both number of trades and total value in USD equivalent on an intraday hourly, daily and monthly basis
  • Data sets are compatible with most industry wide statistical software and consist exclusively of aggregated executed trade data not quoted data
  • Standardized and easy-to-use data sets made available through an open data delivery
  • Quality-controlled by CLS and adjusted to equate to the same reporting convention used by the Bank for International Settlements (BIS) and the semiannual foreign exchange committee market reports.

CLSMarketData:

 The value and Volume in Foreign Exchange, 2017 - University of Melbourne and Cass University.

Why big data matters: using smart data and artificial intelligence to enhance FX trading

Download recent sample of our FX volume, forecast, pricing and order flow data

Data quality recognition