— Pricing Data —

How We Build Our Pricing Data

Most of DIH’s raw pricing data is sourced directly from exchanges and trading venues after the market close. That is, we do not collect data in real-time from a streaming feed. Such collection can often result in gaps and errors in the data archive.

So we prefer to use pricing data that has been archived at the source and then downloaded in a batch end-of-day process. An exception to this is our streaming real-time forex rates.

A myriad of algorithmic checks is made to ensure the completeness and accuracy of our pricing data. Where relevant we also include reference data for easy integration of our data into your workflows.

Pricing data for multiple asset classes from around the world. - DIH

Use Cases for Our Pricing Data

A wide variety of firms rely upon DIH’s pricing data, including:

  • Investment banks
  • Brokerage firms
  • Hedge funds (systematic & non-systematic)
  • Asset managers
  • Private equity firms
  • Venture capitalists
  • Proprietary trading firms
  • High net worth investors
  • Exchanges and trading venues
  • Service providers (e.g. FinTech, OMS, EMS, data vendors, etc.)

Institutional market participants use our pricing data for various tasks, including:

  • Back-testing trading strategies
  • Performing portfolio valuations
  • Risk management
  • Index calculations
  • Benchmarking positions
  • Generating research & analytics for their clients