Interactive Data Prepares Real-Time Fair Value Service

Interactive Data has announced that its Real-Time Fair Value Information Service will be available sometime in Q2 this year.

The service will provide real-time evaluated prices for more than 15,000 international equities throughout the day. According to Interactive Data, these streaming evaluated prices reflect an independent opinion of international equity prices that would likely prevail following the close of local markets.

The Real-Time Fair Value Information Service will also be offered as a premium input to the company's Basket Calculation Service, which provides intra-day indicative values (IIVs) for exchange-traded structures and values for market indices.

This will enable exchange traded fund (ETF) sponsors and index providers to offer the investment community fair-value-adjusted IIVs throughout the day.
Other market participants, including market makers, authorized participants (APs) and traders, can utilize real-time fair-value information as an additional reference point to form their opinions of value and support trading activity, the creation/redemption decision-making process, and risk management.

Liz Duggan, managing director, global evaluations for Interactive Data, says the new service will benefit multiple market segments from ETF sponsors monitoring the behavior of their ETFs to APs and other investors estimating basket values to inform creation/redemption and trading decisions.

  • LinkedIn  
  • Save this article
  • Print this page  

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here:

You are currently unable to copy this content. Please contact [email protected] to find out more.

You need to sign in to use this feature. If you don’t have a WatersTechnology account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: