FX Pricing
Volume and time-weighted executed trade spot pricing data provides a comprehensive view of market activity to help improve your analysis of pricing trends.
Our FX pricing spot data is created using market standard VWAP/TWAP conventions and broken down by five-minute intervals and updated hourly, helping you to measure the quality of your business decisions and enhance data-driven trading algorithms.
Improve:
- Trading algorithms
- Transaction cost analysis
- Best execution
- Trading strategies
- Financial risk management
Reduce:
- FX trading costs
- Market risk – price verification
Largest single source of FX executed data
Our datasets include data based on over 3 billion trades executed since 2011.
Find out more
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