Pricing and Market Data

Foreign Exchange

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  1. Overview
  2. Features & benefits
  3. How it works
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An overview of Foreign Exchange

  • Our Foreign Exchange (FX) Pricing Data offers exclusive access to specialist Foreign Exchange data, and the tools to manage trading analysis, risk and operations.
  • Our Foreign Exchange content offers comprehensive coverage of all financial reference, real-time pricing, historical pricing, and indices data relating to the trading of currencies, and currency derivative instruments; both listed and Over-the-Counter.
  • Our FX content offers exclusive trading venue pricing from our Matching and FXall that delivers unmatched levels of market insight.

** Information subject to Third-Party Providers' terms and conditions is not included in LSEG Data Access, unless included as part of a Capability in LSEG Data Access. Please refer to your account manager.

Key Facts 

  • Geographical coverage
    Global
  • History
    From 1975
  • Data format
    CSV
    Delimited
    GZIP
    JSON
    PDF
    Python
    SQL
    Text
    User Interface
    XML
    Zip Archive
  • Delivery mechanism
    API
    Cloud
    Deployed/Onsite Servers
    Desktop
    Digital Files
    Excel
    FTP
    SFTP
    Website
  • Data frequency
    Continuous
    Daily

Features & Benefits

What you get with Foreign Exchange

  • Our Foreign Exchange content covers real time prices for 175 currencies, from over 2,000 contributors for all key asset types.
  • Unrivalled price discovery – From the tradable matching venues of EBS and exclusively our Dealing and Matching to market leading brokers and OTC prices.
  • Superior Forwards content including best-in class NDF curve data, analytics and pricing from multiple brokers and bank sources across a range of non-deliverable markets. FX Blended Forwards composite includes turn adjusted rates for month end, quarter end and central bank dates.
  • Over 45 years of inter-day price history data, 30 days worth of full tick data and three months of one-minute interval data.
  • FX Buzz with intraday forward-looking analysis and commentary, focusing on flow, trade ideas, rumours, technical analysis and opinion.
  • Exclusive Emerging Market data – From developing frontier markets e.g. Africa, South East Asia and developing markets e.g. CIS/China, CEE and LatAm.
  • Unrivalled Implied Volatility data – Leading brokers and sell side institutions including GFI and TFS/ICAP.
  • Reuters Polls covering FX, Economic and Central Bank forecasts, provide up-to-the minute coverage into market activity to anticipate rate moves.
  • Our FX Blended Spot Composite provides the single most comprehensive source of indicative market rates, created from the largest Spot FX liquidity pool on the market (with average daily spot volumes traded, upwards of $120M).
  • Our data offers real-time pricing for 175 currencies, from over 2,000 contributors, for FX Spot Rates, FX Cross Rates, FX Forward Swaps, FX Fixings, FX Locking Rates, Currency Warrants, FX NonDeliverable Forwards (NDFs), FX OTC Options, FX Volatility Fixings, FX Volatility Surfaces, and Currency Indices.
  • WM FX benchmarks provide accurate data for more than 150 currencies — distributed throughout the day and available to subscribers of Eikon and real-time feeds, plus other third-party providers.
  • LSEG FX Venues Spot data for 75+ liquid pairs - an aggregated feed of multiple FX Liquidity Providers from the FXall Price Stream platform.
  • Crypto Currencies covering spot trades of the most liquid coins and tokens across multiple centralised exchanges.

RELEVANT USE CASES

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How it works

Accessing the dataset

This dataset can be used by the following products. Talk to us to learn more about different packages and offerings.

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