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Market Data

Pull live and historical data for Eris Swap Futures from CME Group, Eris, or through external vendors.

Volume and Open Interest
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Trade Recap

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Live Eris SOFR Markets

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Yield and Price Calculator

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Current Data
  CME Group Sources Eris Sources Other Sources
  Website FTP Site Data Mine CME Direct Website FTP Site Live Curve Add-in Bloomberg / 3rd Party
Today's Volume / Open Interest Yes     Yes Yes     Yes
Bid / Ask Prices Yes*     Yes Yes   Yes Yes*
Margin Requirements Yes       Yes   Yes Yes
Yesterday's Settlement Prices Yes Yes   Yes Yes Yes Yes Yes
PV01, DV01         Yes Yes Yes Yes
Par Rate Equivalent Prices         Yes Yes Yes  
Spot Starting Rates (Based on Eris Curve)             Yes Yes
Current B & C Values   Yes Yes   Yes Yes Yes  
Trade Recap       Yes Yes     Yes
Block Trades Yes     Yes Yes     Yes
Discount Factors           Yes    
*Live prices may require data license

 

Historical Data
  CME Group Sources Eris Sources Other Sources
  Website FTP Site Data Mine CME Direct Website FTP Site Live Curve Add-in Bloomberg / 3rd Party
Volume / Open Interest Yes         Yes   Yes
Settlement Prices Yes Yes       Yes   Yes
PV01, DV01     Yes     Yes   Yes
B & C Values     Yes     Yes    
Tick Data     Yes          
Block Trades Yes       Yes     Yes
Discount Factors           Yes    

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1-646-961-4480
info@erisfutures.com
Chicago

27 N Wacker Drive, Suite 422

Chicago, IL 60606

           

             

 

 

 

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