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Executable-venue non-deliverable forward pricing and traded-volume history for emerging-market currencies, with a Latin America concentration — USD/BRL, USD/CLP, USD/COP, USD/PEN and the rest of the major LATAM NDF complex, quoted across the full straight-tenor ladder plus broken dates (weekly, 1M, 2M, 3M, 6M, IMM1, IMM2 and local-month conventions such as BMF1 and BMF2). Offered at three granularities: end-of-day closing points, intraday series, and real-time streaming from 8am New York. Because the venue runs an anonymous streaming order book rather than a request-for-quote-only workflow, the byproduct includes depth-of-book and bid-offer spread history for tenors that most venues only quote bilaterally, plus non-deliverable swap points and crypto NDF pricing on the same engine.

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Coverage

Universe, instruments and categories.

Industry: Financial Exchanges & Data
Instruments: fxderivativesequities
Categories: Price

Dataset card

Type: not stated
Format: Tabular time series — flat end-of-day data files with price and traded-volume columns per pair and tenor, plus streaming market data delivered through a FIX API and post-trade feeds via middleware or straight-through processing
Volume: est. 30K-40K end-of-day rows per year (roughly 25-35 currency pairs × 10-14 tenor points per pair per business day), with intraday and tick-level tiers orders of magnitude larger — a $9.4 billion average daily volume spread across that pair-and-tenor grid implies tens of millions of price events per year on the streaming tier
Users: est. 100-400 institutional counterparties (inferred from an institutional-only, credit-gated venue whose named participants include a bulge-bracket central dealer, commodity traders, crypto specialist desks and proprietary trading firms; the venue does not publish a client count)
History: 7 years
Update frequency: not stated
Growth: Actively growing — four separate volume records within 2026 alone ($9 billion January, $10.8 billion March, $12.2 billion May, $14.7 billion July, plus a $7.1 billion Korean won single-pair day), a non-deliverable swap product launch in 2025, direct clearing to an LSEG central clearing service, and an affiliated SEC-approved 23-hour equities venue in build-out
Launched: 2019 (the venue's own launch year, cited consistently across its volume-milestone releases)
Delivery: not stated
Entity mapping: not stated
Sample: not stated
Point-in-time: not stated
Licence: not stated

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