Futures and options
reference data solutions
Most providers of market reference data operate a model of ‘one size fits all’. This leads to overpaying for the data you need because they include a lot of data sets you never use.
With FOW, you only pay for the data you want, ensuring that every client is getting a tailored data set based on their needs.
FOW’s reference data is also widely used to validate data from other sources, so if you are trading futures and options our solutions will enable you to reduce the risk of trade breaks, increase operational efficiency and better comply with changing regulation.
Many of our clients are already using other established data providers, however, it’s unlikely that they can give you access to all the data you need.
With over 110 exchanges covered, we deliver the most comprehensive futures and options data sets you can get.
We also work with 20+ partners including Bloomberg and Refinitiv, and it is this multi-vendor participation in our Symbol Mapping service that sets us apart.
The demand for processing and reporting reference data in derivatives trading has increased in the past decade. This has resulted in heightened concerns over financial and reputational risks associated with inaccurate data, making compliance departments more vigilant.
To establish an efficient workflow, minimise operational costs, and meet reporting requirements, the sell-side must better manage reference data internally and externally.
Improve your operational efficiency and enhance your client experience with the industry’s leading symbology service.
- Proven symbol mapping
- 20+ distinct symbologies
- Multi-vendor compatibility
Minimise the risk associated with non-compliant MiFID, EMIR and CFTC transaction reporting.
- Trusted data
- Easy integration
- Fit for purpose
Access detailed fit-for-purpose contract specification and comprehensive exchange-related data points for global listed derivatives markets.
- Complete and accurate data
- Comprehensive coverage
- Customised to your need
Proactively manage client portfolios without missing a trade execution.
- Increased effectiveness
- Symbol-mapped data
- Designed around your needs
Access timely and accurate corporate actions so portfolios are priced correctly, shareholder votes aren’t missed and trades are reconciled.
- Global coverage
- Timely updates
- Link to original notice
Access historical listed derivatives reference data, EMIR and MiFID Aii and ISINs back to January 2008.
- Comprehensive archive
- Plug and play data
- Enriched with symbology
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A single, easy-to-use portal that puts all of FOW’s data at your fingertips. -
Apps that fit your workflow and put the power of data exactly where you want it.
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Anytime access to machine-readable, high-quality reference data directly into your systems.
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Effortless desktop access and sharing of FOW’s data sets through our easy-to-use Excel add-in.
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Apps that fit your workflow and put the power of data exactly where you want it
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Anytime access to machine-readable, high-quality reference data directly into your systems
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Effortless desktop access and sharing of ETD’s data sets through our easy-to-use Excel add-in
Delivering more together.
Partnering with exchanges, data and technology innovators has helped us create the go-to reference data service. Work with us to build the next big innovation.
sample data file
Complete the form and a member of our team will be in touch to provide you with a unique sample data file.
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Article
Not only is there a requirement to report additional information, EMIR Refit also places enormous emphasis on enhancing and harmonising the quality of the data itself to support end to end validation and data reconciliation obligations, and to mitigate the risk of misreporting - and having to report associated reporting failures.
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Article
Big isn’t necessarily always best when it comes to data services delivery and it’s important for financial firms to weigh up the relative pros and cons when considering what makes the most sense for them to support their data management needs.
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Article
While perhaps regarded as being at the less glamorous end of the transaction data spectrum, reference data in fact accounts for some 70% of all of the data required to be captured in every financial market transaction.
