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360T FX Snapshots Near-time snapshots for cash management

Designed for

Market participants such as

  • Corporate clients
  • Market makers
  • Brokerage firms
  • Systematic trading firms
  • Custodians

Benefits

  • FX spot snapshot rates are sourced from 360T®’s global execution platform, ‘Hypersonic’, representing disclosed executable prices for more than 50 currency pairs
  • High quality, independent and reliable FX swap data with full granularity across the curve from O/N up to ten years in over 40 currency pairs and 1.800 crosses across G10, local markets and non-deliverable forwards
  • Data can be used for the comparison of FX market rates with public fixings
  • Excellent rates for cash management

Data details

  • FX spot snapshots for calculated mid and bid/offer spreads in bands of 1 and 5 million notional
  • FX swap snapshots including special dates, turn dates and broken dates based on the contribution of more than 20 Tier 1 and specialist banks
  • Aggregated, anonymized and sanitised using the DIGITEC D3 state-of-the-art pricing system
  • One snapshot per day
  • CSV format on a T+0 daily basis

Information products

  • 360T FX Spot Snapshot sourced from 360T’s Essential Data Feed (EDF)
  • 360T FX Swap Snapshot sourced from 360T’s Swap Data Feed (SDF)

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