The Premium FX Feed delivers streaming FX spot and cross rates for a comprehensive list of currencies, providing a full view of the interdealer market. The Premium FX Feed rates are sources from multiple global contributors, including CME’s EBS FX trading platform. These rates reflect the activity of more than 2,500 traders on 800-plus trading floors. The feed provides daily indicative bid/offer quotes on a 24 hour/weekday basis. (Note that the update rate is liquidity dependent and consequently this will vary by individual currency).
Premium FX Feed- Contents
- Block Trades
- End of Market Summary
- Eris PAI Dataset
- Market Depth
- MBO FIX
- BrokerTec Historical Data
- Time and Sales
- Top of Book - BBO
- Volume and Open Interest
- Order Book AI
- STL INT Settlements
- GovPX Historical Data
- Packet Capture Dataset
- GovPX End of Day Historical Data
- Premium FX Feed Historical Data
- SOFR Strip Rates
- CME Liquidity Tool Datasets
- EBS Historical Data
- Registrar
- Collateral Eligibility Lists
- CVOL
- CME Group Petroleum Index
- AIR Futures
- FX Options Vol Converter
- OTC IRS Curves
- CryptoQuant
- Fixing Prices
- Historical Margin Data
- Asian Gold Spot
- Settlements FAQ
- CME Term SOFR
- Daily Bulletin
- Commodities Indices
- Repo Fund Rates
- TFS-ICAP FX Options
- MXN Price Alignment Amount Rate
- Cleared OTC IRS
- FX Close Quotes
Dates Available
Premium FX historical data is available from February 1, 2009 to present.*
*Actual start for some currency pairs maybe after February 1,2009