Eris Innovations provides resources for tracking current and historical data. Most files can be accessed through our FTP site and may require a username and password
ftp://ftp.erisfutures.com (alternate site) http://files.erisfutures.com/ftp/
View our glossary of field names here
This guide will help navigate the files themselves and the content within
Discount Factors (Intraday)
Current Prices, Including PV01, DV01, Par Rate Equivalents
Historical Prices (In One Time Series)
Par Coupon Curve (End of Day)
Daily Settles (End of Day)
Top Day Price File (Beginning of Day)
Priced Swap Leg Analysis (End of Day)
Discount Factors (End of Day)
Disclaimer: The data provided by Eris Innovations (Eris) on erisfutures.com and ftp.erisfutures.com (Eris Public Data) are provided on an as is, as available basis. Users of Eris Public Data bear the sole risk of all exploitation of and other uses of it, as well as any misuse or unauthorized access thereto. To the full extent permissible under applicable laws, Eris makes no, and hereby disclaims all, representations, warranties and conditions of any kind, express and/or implied, including as to the transmission, availability, suitability, completeness, timeliness, currency, accuracy, or sequence of the Eris Public Data, including but not limited to any representations, warranties or conditions of merchantability, quality, fitness for a particular purpose, title, and non-infringement, and implied representations, warranties or conditions arising from a course of dealing, course of performance or usage of trade. In addition, Eris is not responsible for any errors or omissions in any Eris Public Data, any failures, delays or interruptions in the availability of Eris Public Data, or for any adverse consequences resulting from use of, inability to use or reliance on any Eris Public Data. Further, Eris expressly disclaims any representations, warranties or conditions that the Eris Public Data will be uninterrupted, secure, or free of malicious code, errors or other harmful components.