EBS Ultra
EBS Ultra data is reflective of the EBS Live Ultra streaming near real-time trade feed of Spot FX & NDF prices sourced from the primary market central limit order book – EBS Market, with near continuous order book and trade data information. EBS Live Ultra is unscreened market data providing traders with a more contiguous order book with enhanced price discovery and a greater number of matching opportunities.
Historical data available for EBS Ultra:
EBS Ultra Spot FX
EBS Ultra NDF OFF SEF
EBS Ultra NDF ON SEF
Contents
- End of Market Summary
- BrokerTec Historical Data
- Time and Sales
- Order Book AI
- STL INT Settlements
- GovPX Historical Data
- GovPX End of Day Historical Data
- SOFR Strip Rates
- EBS Historical Data
- Registrar
- Collateral Eligibility Lists
- CVOL
- CME Group Petroleum Index
- FX Options Vol Converter
- CryptoQuant
- Historical Margin Data
- Asian Gold Spot
- CME Term SOFR
- Commodities Indices
- Repo Fund Rates
- MXN Price Alignment Amount Rate
- Cleared OTC IRS
- FX Close Quotes
- Market Depth
- Block Trades
- MBO FIX
- Volume and Open Interest
- Packet Capture Dataset
- TFS-ICAP FX Options
- Settlements FAQ
- Daily Bulletin
- OTC IRS Curves
- Fixing Prices
- Eris PAI Dataset
- Top of Book - BBO
- Premium FX Feed Historical Data
- CME Liquidity Tool Datasets
- AIR Futures
Dates Available
Available dates for historical data for EBS Ultra are as follows:
NDF ON SEF: March 22, 2018 - September 27, 2024
NDF OFF SEF: March 22, 2018
Spot FX: January 17, 2017
Trading of EBS NDF ON SEF ceased on September 27, 2024.
EBS NDF ON SEF on-going daily files are no longer available.
EBS NDF ON SEF data is only available for bulk historical purchase.
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