Data
TFS-ICAP, as the leading broker in FX Options, has an
unparalleled market data offering.
The very best prices are available in over 50 currency pairs in
real time. TFS-ICAP can provide ATMs and a full volatility surface
(10 and 25 Delta Risk Reversals and Butterflies) out to 2 years on
all currency pairs with long dated ATMs for the most liquid dozen
or so. TFS-ICAP can also provide historical data.
These prices can be distributed in a number of different ways to
suit a client's specific requirements. End of Day snapshots and
intra-day marks can be sent via FTP. Likewise, designated real-time
feeds can be made available using a variety of industry standard
protocols.
The TFS-ICAP FX Options dataset is part of Tradition's overall
data offering. If you require further information please contact datasales@tradition.com.