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
Download overview
CLS Award Data FX Markets Asia 2020

Largest single source of FX executed data

Our datasets include data based on over 3 billion trades executed since 2011.

 

Clsmarketdata Largest Single Sourcefx Feb2022

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