EDI Financial Derivatives EoD Pricing | Benchmark Short Term Interest Rate Futures | Reference Rates | SONIA, SOFR & €STR | USD, GBP, EUR etc.
# | ContentType |
OperatingMIC |
MIC |
RootExchangeCode |
TickerSymbol |
ContractType |
ContractSubtype |
ContractShortDescription |
ContractName |
ContractID |
ContractAii |
ContractExchangeCode |
ContractCurrency |
ContractDescription |
ContractSize |
ExpirationDate |
StrikePrice |
ExerciseStyle |
ContractISIN |
ContractOSICode |
ContractCFICode |
ContractSedol |
ContractFIGI |
ContractFIGIComposite |
BBSecurityDescription |
UnderlyingSecID |
LastPricingDeliveryDate |
UnderlyingMIC |
UnderlyingBBTicker |
UnderlyingBBGFIGI |
UnderlyingSecurityDescription |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | xxxxxxxxxx | Xxxxxxxxx | xxxxxx | xxxxxxxxxx | Xxxxx | Xxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | Xxxxxxxxxx | xxxxxxxxx | Xxxxxxxxx | xxxxxxxxx | Xxxxxxx | xxxxxx | Xxxxx | xxxxxxxxxx | xxxxxx | Xxxxxxxxxx | xxxxxx | Xxxxx | Xxxxxx | xxxxx | xxxxxxxx | xxxxxxx | Xxxxx | Xxxxxxxx | xxxxxxxxxx | xxxxxx | Xxxxxxxxx | xxxxxx |
2 | Xxxxxxxxx | Xxxxxxxxx | xxxxxxxxxx | Xxxxxx | Xxxxx | xxxxxx | xxxxxxx | xxxxxxx | Xxxxx | xxxxxx | Xxxxxxxxxx | xxxxxxxx | xxxxxx | Xxxxx | Xxxxxxx | xxxxxx | Xxxxxxxx | Xxxxxxx | Xxxxx | xxxxxx | xxxxxxxxxx | Xxxxx | xxxxxxxxxx | xxxxxxxxx | Xxxxxxx | xxxxxxxx | xxxxxxxx | Xxxxxxxxxx | Xxxxxxxx | Xxxxxxxx | xxxxxxxxx |
3 | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | xxxxx | xxxxxxx | xxxxxxxxx | Xxxxxx | Xxxxxxx | Xxxxxxxxx | xxxxxxxxx | xxxxxxxxx | Xxxxx | xxxxxxxx | Xxxxxxx | xxxxxxxxx | Xxxxxxx | xxxxx | Xxxxxxx | xxxxxxx | Xxxxx | xxxxxxxxxx | Xxxxxxx | Xxxxx | xxxxxxxxxx | Xxxxxx | xxxxxx | Xxxxxxxxx | xxxxx | Xxxxxxxxxx | xxxxxx | xxxxx |
4 | xxxxxxxx | Xxxxxx | Xxxxxxxxxx | xxxxxxxxx | Xxxxxxxxxx | xxxxxxxx | xxxxx | Xxxxxx | xxxxxxxxxx | xxxxxxxxx | xxxxx | xxxxx | xxxxxxxx | xxxxxx | Xxxxxxxxxx | xxxxxxxxxx | Xxxxx | xxxxxxx | Xxxxxxxx | Xxxxxxx | xxxxx | xxxxxxxx | xxxxxxxxxx | Xxxxxx | xxxxxxxxx | Xxxxx | xxxxx | xxxxxxxxx | xxxxxxx | Xxxxxxxxx | Xxxxxxx |
5 | xxxxxxxxxx | Xxxxx | xxxxxxxxx | xxxxxxx | Xxxxxx | xxxxxxxxx | xxxxx | Xxxxxxx | xxxxxxxxx | Xxxxxxxx | xxxxxxxx | Xxxxxxxx | Xxxxxxxx | xxxxxxxx | xxxxxxxxx | Xxxxxxx | Xxxxxxxxx | xxxxxxxx | xxxxx | Xxxxxxxxxx | xxxxxxxxxx | xxxxxx | Xxxxx | Xxxxxxx | Xxxxx | Xxxxxx | Xxxxx | Xxxxxxxxx | xxxxxx | xxxxxxxx | Xxxxxxxxx |
6 | Xxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxx | Xxxxxxx | xxxxxxxxx | Xxxxx | xxxxx | Xxxxxx | xxxxxxxxx | xxxxxxx | xxxxxxxxx | Xxxxxxxxxx | xxxxxxxxx | Xxxxx | Xxxxx | Xxxxxxxxx | xxxxxxxxxx | xxxxxx | xxxxxxxxx | xxxxxxx | Xxxxxxx | Xxxxxxxxxx | Xxxxxxxxxx | Xxxxxxxx | Xxxxxxxxx | xxxxx | Xxxxxxx | xxxxxxxxxx | Xxxxxxxxx | Xxxxxxxx |
7 | xxxxxxxxxx | xxxxxxx | Xxxxxxxx | xxxxx | Xxxxxx | xxxxxx | xxxxxxxx | xxxxxxx | Xxxxx | Xxxxxxxxx | Xxxxx | Xxxxxxx | Xxxxxxxx | xxxxxxxxx | xxxxxxxx | xxxxx | Xxxxxxxxxx | Xxxxxxx | xxxxxxxxx | xxxxxxx | xxxxxxxxxx | xxxxxx | xxxxx | Xxxxxxxxxx | Xxxxxxxxx | xxxxxxx | Xxxxxx | Xxxxx | Xxxxxxxx | xxxxxxxxx | xxxxxxxx |
8 | Xxxxxx | xxxxxxxxxx | xxxxxxxxx | xxxxx | Xxxxx | xxxxxxx | xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | xxxxxxx | Xxxxxxxx | xxxxx | xxxxx | Xxxxxxxxxx | Xxxxxxx | Xxxxxxxx | Xxxxxxx | xxxxx | xxxxxxx | Xxxxx | xxxxxxxxxx | Xxxxxxxxxx | xxxxxxx | Xxxxx | xxxxxxxxx | xxxxxxxx | Xxxxxxxx | xxxxxxxx | Xxxxxxx | Xxxxxx | Xxxxxxxxx |
9 | Xxxxxxxx | Xxxxxxxxxx | Xxxxxxx | Xxxxxx | Xxxxxxxxxx | xxxxxxxxxx | xxxxxxxxxx | Xxxxxxx | Xxxxx | Xxxxx | Xxxxx | Xxxxxxx | xxxxx | xxxxxxxxx | xxxxxxx | Xxxxxxx | xxxxxx | xxxxxxxxxx | xxxxxxxxxx | Xxxxxxx | xxxxxxxxx | Xxxxx | xxxxxxx | Xxxxxx | Xxxxx | xxxxxxxxxx | xxxxxxxxx | Xxxxxxxxxx | Xxxxxxxxx | Xxxxxxxx | xxxxxxxxx |
10 | Xxxxxxx | Xxxxxxx | Xxxxx | xxxxxxxxxx | Xxxxxxxxx | Xxxxxxx | Xxxxxxx | xxxxxxxx | xxxxx | Xxxxx | Xxxxxxxx | xxxxxxxx | Xxxxxxxxx | xxxxxxxxxx | xxxxxxxxxx | xxxxxxxxx | xxxxxxxxx | Xxxxxxx | Xxxxxxx | Xxxxxxx | Xxxxxxx | xxxxxxx | Xxxxxxxxxx | xxxxxxxx | Xxxxx | xxxxxxxxxx | xxxxxxxxxx | xxxxxx | xxxxxxxx | Xxxxxxxx | xxxxxx |
... | xxxxxxxx | xxxxxx | Xxxxxxxx | xxxxxxxxx | xxxxx | Xxxxxxxxxx | Xxxxxxxxx | Xxxxxxx | xxxxxxxx | Xxxxxxx | Xxxxxxxxxx | Xxxxxxxxx | xxxxxxxxxx | xxxxxxx | Xxxxxxxxx | xxxxxxxxx | xxxxxxxx | xxxxxxxxx | xxxxx | Xxxxx | Xxxxxxxx | xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | Xxxxxxxxxx | xxxxxxx | Xxxxxxxxxx | Xxxxxxxxx | Xxxxxx | xxxxxxxx | xxxxxxxxxx |
# | OperatingMIC |
MIC |
RootExchangeCode |
TickerSymbol |
ContractType |
ContractSubtype |
ContractID |
ContractAii |
ContractExchangeCode |
MarketCloseDate |
High |
Low |
Open |
Close |
Last |
Ask |
Bid |
BidSize |
AskSize |
TradedVolume |
TradedValue |
MarginPrice |
OpenInterest |
SettlementPrice |
DateLastTraded |
TimeLastTraded |
CloseTime |
NonZeroAsk |
NonZeroBid |
NonZeroBidDate |
NonZeroBidTime |
NonZeroAskDate |
NonZeroAskTime |
FocsContractId |
FocsInstrumentId |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | xxxxxxxxxx | Xxxxxxxxx | xxxxxx | xxxxxxxxxx | Xxxxx | Xxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | Xxxxxxxxxx | xxxxxxxxx | Xxxxxxxxx | xxxxxxxxx | Xxxxxxx | xxxxxx | Xxxxx | xxxxxxxxxx | xxxxxx | Xxxxxxxxxx | xxxxxx | Xxxxx | Xxxxxx | xxxxx | xxxxxxxx | xxxxxxx | Xxxxx | Xxxxxxxx | xxxxxxxxxx | xxxxxx | Xxxxxxxxx | xxxxxx | Xxxxxxxxx | Xxxxxxxxx | xxxxxxxxxx | Xxxxxx |
2 | Xxxxx | xxxxxx | xxxxxxx | xxxxxxx | Xxxxx | xxxxxx | Xxxxxxxxxx | xxxxxxxx | xxxxxx | Xxxxx | Xxxxxxx | xxxxxx | Xxxxxxxx | Xxxxxxx | Xxxxx | xxxxxx | xxxxxxxxxx | Xxxxx | xxxxxxxxxx | xxxxxxxxx | Xxxxxxx | xxxxxxxx | xxxxxxxx | Xxxxxxxxxx | Xxxxxxxx | Xxxxxxxx | xxxxxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | xxxxx | xxxxxxx | xxxxxxxxx | Xxxxxx | Xxxxxxx |
3 | Xxxxxxxxx | xxxxxxxxx | xxxxxxxxx | Xxxxx | xxxxxxxx | Xxxxxxx | xxxxxxxxx | Xxxxxxx | xxxxx | Xxxxxxx | xxxxxxx | Xxxxx | xxxxxxxxxx | Xxxxxxx | Xxxxx | xxxxxxxxxx | Xxxxxx | xxxxxx | Xxxxxxxxx | xxxxx | Xxxxxxxxxx | xxxxxx | xxxxx | xxxxxxxx | Xxxxxx | Xxxxxxxxxx | xxxxxxxxx | Xxxxxxxxxx | xxxxxxxx | xxxxx | Xxxxxx | xxxxxxxxxx | xxxxxxxxx | xxxxx | xxxxx |
4 | xxxxxxxx | xxxxxx | Xxxxxxxxxx | xxxxxxxxxx | Xxxxx | xxxxxxx | Xxxxxxxx | Xxxxxxx | xxxxx | xxxxxxxx | xxxxxxxxxx | Xxxxxx | xxxxxxxxx | Xxxxx | xxxxx | xxxxxxxxx | xxxxxxx | Xxxxxxxxx | Xxxxxxx | xxxxxxxxxx | Xxxxx | xxxxxxxxx | xxxxxxx | Xxxxxx | xxxxxxxxx | xxxxx | Xxxxxxx | xxxxxxxxx | Xxxxxxxx | xxxxxxxx | Xxxxxxxx | Xxxxxxxx | xxxxxxxx | xxxxxxxxx | Xxxxxxx |
5 | Xxxxxxxxx | xxxxxxxx | xxxxx | Xxxxxxxxxx | xxxxxxxxxx | xxxxxx | Xxxxx | Xxxxxxx | Xxxxx | Xxxxxx | Xxxxx | Xxxxxxxxx | xxxxxx | xxxxxxxx | Xxxxxxxxx | Xxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxx | Xxxxxxx | xxxxxxxxx | Xxxxx | xxxxx | Xxxxxx | xxxxxxxxx | xxxxxxx | xxxxxxxxx | Xxxxxxxxxx | xxxxxxxxx | Xxxxx | Xxxxx | Xxxxxxxxx | xxxxxxxxxx | xxxxxx | xxxxxxxxx |
6 | xxxxxxx | Xxxxxxx | Xxxxxxxxxx | Xxxxxxxxxx | Xxxxxxxx | Xxxxxxxxx | xxxxx | Xxxxxxx | xxxxxxxxxx | Xxxxxxxxx | Xxxxxxxx | xxxxxxxxxx | xxxxxxx | Xxxxxxxx | xxxxx | Xxxxxx | xxxxxx | xxxxxxxx | xxxxxxx | Xxxxx | Xxxxxxxxx | Xxxxx | Xxxxxxx | Xxxxxxxx | xxxxxxxxx | xxxxxxxx | xxxxx | Xxxxxxxxxx | Xxxxxxx | xxxxxxxxx | xxxxxxx | xxxxxxxxxx | xxxxxx | xxxxx | Xxxxxxxxxx |
7 | Xxxxxxxxx | xxxxxxx | Xxxxxx | Xxxxx | Xxxxxxxx | xxxxxxxxx | xxxxxxxx | Xxxxxx | xxxxxxxxxx | xxxxxxxxx | xxxxx | Xxxxx | xxxxxxx | xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | xxxxxxx | Xxxxxxxx | xxxxx | xxxxx | Xxxxxxxxxx | Xxxxxxx | Xxxxxxxx | Xxxxxxx | xxxxx | xxxxxxx | Xxxxx | xxxxxxxxxx | Xxxxxxxxxx | xxxxxxx | Xxxxx | xxxxxxxxx | xxxxxxxx | Xxxxxxxx | xxxxxxxx |
8 | Xxxxxxx | Xxxxxx | Xxxxxxxxx | Xxxxxxxx | Xxxxxxxxxx | Xxxxxxx | Xxxxxx | Xxxxxxxxxx | xxxxxxxxxx | xxxxxxxxxx | Xxxxxxx | Xxxxx | Xxxxx | Xxxxx | Xxxxxxx | xxxxx | xxxxxxxxx | xxxxxxx | Xxxxxxx | xxxxxx | xxxxxxxxxx | xxxxxxxxxx | Xxxxxxx | xxxxxxxxx | Xxxxx | xxxxxxx | Xxxxxx | Xxxxx | xxxxxxxxxx | xxxxxxxxx | Xxxxxxxxxx | Xxxxxxxxx | Xxxxxxxx | xxxxxxxxx | Xxxxxxx |
9 | Xxxxxxx | Xxxxx | xxxxxxxxxx | Xxxxxxxxx | Xxxxxxx | Xxxxxxx | xxxxxxxx | xxxxx | Xxxxx | Xxxxxxxx | xxxxxxxx | Xxxxxxxxx | xxxxxxxxxx | xxxxxxxxxx | xxxxxxxxx | xxxxxxxxx | Xxxxxxx | Xxxxxxx | Xxxxxxx | Xxxxxxx | xxxxxxx | Xxxxxxxxxx | xxxxxxxx | Xxxxx | xxxxxxxxxx | xxxxxxxxxx | xxxxxx | xxxxxxxx | Xxxxxxxx | xxxxxx | xxxxxxxx | xxxxxx | Xxxxxxxx | xxxxxxxxx | xxxxx |
10 | Xxxxxxxxxx | Xxxxxxxxx | Xxxxxxx | xxxxxxxx | Xxxxxxx | Xxxxxxxxxx | Xxxxxxxxx | xxxxxxxxxx | xxxxxxx | Xxxxxxxxx | xxxxxxxxx | xxxxxxxx | xxxxxxxxx | xxxxx | Xxxxx | Xxxxxxxx | xxxxxxxxxx | Xxxxxx | Xxxxxxxxx | Xxxxxxxxxx | xxxxxxx | Xxxxxxxxxx | Xxxxxxxxx | Xxxxxx | xxxxxxxx | xxxxxxxxxx | xxxxxxxx | Xxxxx | xxxxxxxx | xxxxxxxxxx | xxxxxxxx | Xxxxx | xxxxxxxx | xxxxxx | Xxxxxxxx |
... | xxxxxxxxxx | Xxxxxxx | xxxxxxxxxx | Xxxxxxx | Xxxxxxxxx | xxxxxx | Xxxxx | Xxxxx | Xxxxxx | Xxxxxxxxx | Xxxxxxxxx | xxxxx | Xxxxx | Xxxxxxxxxx | Xxxxxxx | Xxxxxxxxxx | Xxxxxxxx | xxxxxxx | xxxxxxxx | Xxxxxx | Xxxxxxxxx | Xxxxxxxxxx | Xxxxxx | Xxxxxx | Xxxxxxx | xxxxxxxxxx | Xxxxxxx | Xxxxxxxxxx | xxxxx | xxxxxxx | xxxxxxxxx | xxxxxxxxx | xxxxxx | xxxxxx | Xxxxxxxxxx |
Data Dictionary
Attribute | Type | Example | Mapping |
---|---|---|---|
ContentType
|
Integer | 1 | |
OperatingMIC
|
String | XCME | |
MIC
|
String | XCME | |
RootExchangeCode
|
String | @SON | |
TickerSymbol
|
String | @SON24M | |
ContractType
|
Boolean | f | |
ContractSubtype
|
Boolean | f | |
ContractShortDescription
|
String | @SON 18/09/2024 F | |
ContractName
|
String | Quarterly IMM SONIA Futures (SONM4) | |
ContractID
|
String | d6914adc43d82b4a4a4a820145be456c | |
ContractAii
|
String | XCMESONFF20240918 | |
ContractExchangeCode
|
String | SON | |
ContractCurrency
|
String | GBP | |
ContractDescription
|
String | @SON Future 18/09/2024 | |
ContractSize
|
String | 250.000.000 | |
ExpirationDate
|
Date | 18.09.2024 | |
StrikePrice
|
Float | 0.0 | |
ExerciseStyle
|
String | X | |
ContractISIN
|
|||
ContractOSICode
|
|||
ContractCFICode
|
String | FFXXXX | |
ContractSedol
|
|||
ContractFIGI
|
String | BBG00R1WMTW5 | |
ContractFIGIComposite
|
|||
BBSecurityDescription
|
String | ONSU4 | |
UnderlyingSecID
|
|||
LastPricingDeliveryDate
|
Date | 16.08.2024 | |
UnderlyingMIC
|
|||
UnderlyingBBTicker
|
|||
UnderlyingBBGFIGI
|
|||
UnderlyingSecurityDescription
|
Attribute | Type | Example | Mapping |
---|---|---|---|
OperatingMIC
|
String | XCME | |
MIC
|
String | XCME | |
RootExchangeCode
|
String | @ESR | |
TickerSymbol
|
String | @ESR0W | |
ContractType
|
Boolean | f | |
ContractSubtype
|
Boolean | f | |
ContractID
|
String | 60d63784bea4ff238a29d558e51f55e4 | |
ContractAii
|
String | XCMEESRFF20240618 | |
ContractExchangeCode
|
String | ESR | |
MarketCloseDate
|
String | 16.06.2024 | |
High
|
String | 9.609.375 | |
Low
|
String | 9.609.375 | |
Open
|
String | 9.609.375 | |
Close
|
String | 9.609.375 | |
Last
|
String | 9.609.375 | |
Ask
|
String | 9.609.375 | |
Bid
|
Float | 960.925 | |
BidSize
|
Integer | 3073 | |
AskSize
|
Integer | 265 | |
TradedVolume
|
Integer | 1 | |
TradedValue
|
Integer | 0 | |
MarginPrice
|
Integer | 0 | |
OpenInterest
|
Integer | 15682 | |
SettlementPrice
|
String | 9.609.375 | |
DateLastTraded
|
String | 14.06.2024 | |
TimeLastTraded
|
Time | 17:55:43 | |
CloseTime
|
|||
NonZeroAsk
|
Integer | 0 | |
NonZeroBid
|
Integer | 0 | |
NonZeroBidDate
|
|||
NonZeroBidTime
|
|||
NonZeroAskDate
|
|||
NonZeroAskTime
|
|||
FocsContractId
|
Integer | 269857 | |
FocsInstrumentId
|
Integer | 69238716 |
Description
Country Coverage
Pricing
Suitable Company Sizes
Delivery
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Frequently asked questions
What is EDI Financial Derivatives EoD Pricing Benchmark Short Term Interest Rate Futures Reference Rates SONIA, SOFR & €STR USD, GBP, EUR etc.?
EDI Financial Derivatives Pricing for Securities and Interest Rate Futures provides a detailed dataset for short to medium term benchmark interest rate futures contracts. The datasets includes all relevant prices and traded volume for different types of futures as SONIA, SOFR and €STR and others.
What is EDI Financial Derivatives EoD Pricing Benchmark Short Term Interest Rate Futures Reference Rates SONIA, SOFR & €STR USD, GBP, EUR etc. used for?
This product has 2 key use cases. Exchange Data International recommends using the data for Portfolio Optimization and Benchmarking. Global businesses and organizations buy Futures Price Data from Exchange Data International to fuel their analytics and enrichment.
Who can use EDI Financial Derivatives EoD Pricing Benchmark Short Term Interest Rate Futures Reference Rates SONIA, SOFR & €STR USD, GBP, EUR etc.?
This product is best suited if you’re a Small Business, Medium-sized Business, or Enterprise looking for Futures Price Data. Get in touch with Exchange Data International to see what their data can do for your business and find out which integrations they provide.
Which countries does EDI Financial Derivatives EoD Pricing Benchmark Short Term Interest Rate Futures Reference Rates SONIA, SOFR & €STR USD, GBP, EUR etc. cover?
This product includes data covering 54 countries like USA, Germany, United Kingdom, France, and Italy. Exchange Data International is headquartered in United Kingdom.
How much does EDI Financial Derivatives EoD Pricing Benchmark Short Term Interest Rate Futures Reference Rates SONIA, SOFR & €STR USD, GBP, EUR etc. cost?
Pricing information for EDI Financial Derivatives EoD Pricing Benchmark Short Term Interest Rate Futures Reference Rates SONIA, SOFR & €STR USD, GBP, EUR etc. is available by getting in contact with Exchange Data International. Connect with Exchange Data International to get a quote and arrange custom pricing models based on your data requirements.
How can I get EDI Financial Derivatives EoD Pricing Benchmark Short Term Interest Rate Futures Reference Rates SONIA, SOFR & €STR USD, GBP, EUR etc.?
Businesses can buy Futures Price Data from Exchange Data International and get the data via Email. Depending on your data requirements and subscription budget, Exchange Data International can deliver this product in .csv and .xls format.
What is the data quality of EDI Financial Derivatives EoD Pricing Benchmark Short Term Interest Rate Futures Reference Rates SONIA, SOFR & €STR USD, GBP, EUR etc.?
You can compare and assess the data quality of Exchange Data International using Datarade’s data marketplace.
What are similar products to EDI Financial Derivatives EoD Pricing Benchmark Short Term Interest Rate Futures Reference Rates SONIA, SOFR & €STR USD, GBP, EUR etc.?
This product has 3 related products. These alternatives include EDI Financial Derivatives EoD Pricing Benchmark Long Term Interest Rate Futures Gilt, Bunds, Treasury Bonds and others GBP, USD, EUR and others, CrawlBee Mortgage Data Homeownership Data Financial Services Lender Data, and Global Corporate Actions Bond Data Fixed Income Data API Reference Data 850K issues. You can compare the best Futures Price Data providers and products via Datarade’s data marketplace and get the right data for your use case.