We provide end-of-day (EOD) reports sourced directly from the ICE marketplace to help you evaluate historical trading activity and prepare for the next trading day. Depending on your preference, EOD reports can be delivered via email or accessed through secure downloads from our site.
We offer EOD reports across all our asset classes, including reports for:
Data Included in End-of-Day Reports
Each report contains three worksheets - (1) price indices, (2) market activity, and (3) tick data.
1. The price indices worksheet includes data from actively traded, day-ahead markets during the morning's trading session. This data includes a volume weighted average price (VWAP) of consummated trades, the change against the previous day, the high, low, total volume, number of transactions and number of counterparties involved.
2. The market activity worksheet contains detailed data for all active time periods ranging from intraday to forward months and years. The data covers the period 2:31 p.m. ET on the previous trading day to 2:30 p.m. ET on the current trading day. The report includes data such as volume weighted average price (VWAP), the last traded price, the high, low, total volume traded and the last bid/offer shown on the screen between 1:00 p.m. ET and 2:30 p.m. ET.
The tick data worksheet details every trade that took place on the ICE trading platform during the day's trading session. The time the trade took place and whether a bid was hit or an offer was lifted is provided for each deal.
If you'd like more information or a sample of the reports,
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Important Disclosures
Trading and execution services are offered through ICE Bonds Securities Corporation or ICE Bonds, member FINRA, MSRB and SIPC. The information found herein, has been prepared solely for informational purposes and should not be considered investment advice, is neither an offer to sell nor a solicitation of an offer to buy any financial product(s), is intended for institutional customers only and is not intended for retail customer use. ICE Bonds offers extended hours trading on ICE BondPoint. Before engaging in extended hours trading, you should consider the points contained in ICE Bonds’ Extended Hours Trading Risk Disclosure, which can be found here.
Fixed income evaluations, continuous evaluated pricing, end-of-day evaluations, evaluated curves, model-based curves, market sentiment scores, Size-Adjusted Pricing, and Fair Value Information Services related to securities are provided in the US through ICE Data Pricing & Reference Data, LLC and internationally through ICE Data Services entities in Europe and Asia Pacific. ICE Data Pricing & Reference Data, LLC is a registered investment adviser with the US Securities and Exchange Commission. Additional information about ICE Data Pricing & Reference Data, LLC is available on the SEC's website at adviserinfo.sec.gov. A copy of ICE Data Pricing & Reference Data, LLC ’s Form ADV is available here or upon request.