Fair Value
The Fair Value dataset provides prices for bonds and equities outside active trading hours.
Market Intelligence
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The Fair Value dataset, originated from IHS Markit, provides prices for bonds and equities outside active trading hours. When market quotations are not readily available, such as when a foreign security's primary market is closed, many funds switch to fair value pricing to ensure long-term investors benefit from the most accurate share prices possible.
This dataset includes:
- Daily fair value adjustment factors and best-estimate calculated prices for more than 150,000 equity and fixed income securities
- Security-level and aggregate-level fair value adjustment factors to help you meet your regulatory and compliance requirements
- Global hourly snaps with the ability to add custom snap times tailored to your requests
- Frequency
- Intraday
- Latency
- Intraday
- Coverage Type
- Equity
- Coverage
- 160,000+
- History
- 2012
- Earliest Significant Coverage
- 2013
- Point In Time
- Yes
- Point In Time Description
- 20 snaps daily
- Data Source
- Equity exchange prices, Evaluated bond prices, FX rates, Index Futures prices
- Field Count
- 10s
- Added
- 2023-03-01
Industries
- Financials
- Real Estate
- Energy and Utilities
- Materials
- Healthcare
- Industrials
- Consumer
- Technology, Media & Telecommunications
Geographic Coverage
- Global
Delivery
- API
- Feed