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Best Swaps Datasets, Databases & APIs

What is Swaps Data?

Swaps data is data that covers information related to the exchange of business instruments between two parties. It's used by banks and financial markets to calculate solid or floating charges on liabilities and assets. Datarade helps you find the right swaps data providers.Learn more

Recommended Swaps Data Products

2 Results

FinPricing Swap Rate Curve, Basis Curve, OIS Curve Data (Global)

Provide swap rate curves, basis curves, OIS curves, and yield curves in 34 currencies and more than 60 countries, including deposit rates, interest rate futures, swap rates, basis spreads, etc.
Available for 150 countries
9.2M records
5 years of historical data
100% market quotes
Available Pricing:
Yearly License
Free sample available

FinPricing Cross Currency Basis Curve Data - USA, UK, Europe, Mexico, Japan, South Korea

Cross currency swap differs from single currency swaps in that the interest rate payments on the two ... Cross currency swaps are powerful instruments to transfer assets or liabilities from one currency to
Available for 59 countries
100K records
100% market quotes
Pricing available upon request
Free sample available
FinPricing
Based in Canada
FinPricing
FinPricing provides highly accurate global financial market data from real time to historical via GUI and API. The data are collected from various sources, i...
>5 years
Historical
> 60 years
Curve tenors
>45
Interest rate coverage
DTCC
Based in USA
DTCC
DTCC is a data provider offering Credit Default Swap (CDS) Data, OTC Derivatives Data, and Swaps Data. They are headquartered in United States of America.
CME Group
Based in USA
CME Group
CME Group is a data provider offering Stock Market Data, Research Data, Commodity Data, Indices Data, and 5 others. They are headquartered in United States o...
datarade.ai - Bloomberg profile banner
Bloomberg
Based in USA
Bloomberg
Bloomberg is the world's primary distributor of financial data and a top news provider of the 21st century. A global information and technology company, we u...
xignite
Based in USA
xignite
xignite is a data provider offering Stock Market Data, Futures Price Data, Options Price Data, Alternative Data, and 14 others. They are headquartered in Uni...
Quandl
Based in Canada
Quandl
Quandl is a data provider offering Stock Market Data, Futures Price Data, Alternative Data, ETF Data, and 17 others. They are headquartered in Canada.

The Ultimate Guide to Swaps Data 2023

Learn about swaps data analytics, sources, and collection.

What is Swaps Data?

Swaps data is data that includes agreements between two counterparties to trade financial instruments or cashflows or payments for a specific time. The general swaps data can also be known as a series of forwarding deals through which two parties exchange business instruments, resulting in a common set of exchange dates and two streams of instruments. Swaps data is essentially information about over-the-counter contracts among companies or financial institutions. Swaps data involves a custom-tailored bilateral contract in which cash flows are defined by applying a prearranged formula for exchanging assets.

How is Swaps Data collected?

Swaps data collection is a method in which the data on various swap agreements, properties, assets, financial data, and cashflow is collected. Here are some ways in which we can collect swaps data:

  1. Broker surveys: Swaps data providers can conduct surveys online, across email, over the phone or in person to get information on swaps directly from the brokers facilitating the exchange.

  2. Transactional data tracking: This data comes from the website/online pixels or cookies. Transactional data can give you valuable insights about swaps data and all the dealings of financial instruments between two parties. This information can give you insights regarding how many financial instruments are exchanged between two parties, what types of instruments are most popular, and how often traders deal with them.

What are the attributes of Swaps Data?

The major attributes of swaps data are:

  1. Interest rate swaps data: An interest rate swap is a contractual understanding to exchange a series of cash flows. One leg of cash flow is based on a secured interest rate and the other leg is based on a free interest rate over a period of time.
  2. Currency swaps data: Currency swaps data is the data that covers the details about the cash flows of one currency traded with cash flows in another currency. A currency swap is related to an interest rate swap.
  3. Basis swaps data: A basis swap involves a constant exchange of cash flows, both of which are based on floating interest rates.

What is Swaps Data used for?

Here are some of the main uses of swaps data:

  1. To build either synthetic fixed or floating rate mortgages or assets
  2. To hedge on adverse movements
  3. As an asset-liability administration tool
  4. To overcome funding costs by using the comparative advantage that each counterparty has in the set/floating rate markets
  5. For dealing in financial instruments.

How can a user assess the quality of Swaps Data?

Swaps data quality can be divided into data completeness, data precision, data efficiency and data consistency.

How can I get Swaps Data?

You can get Swaps Data via a range of delivery methods - the right one for you depends on your use case. For example, historical Swaps Data is usually available to download in bulk and delivered using an S3 bucket. On the other hand, if your use case is time-critical, you can buy real-time Swaps Data APIs, feeds and streams to download the most up-to-date intelligence.