Horizon Database

Horizon Collected Data

(also referred to as Horizon Raw Data and Market Data)

• For a detailed summary of the data that is collected by DTS click on the link to the left.

• We collect financial and other data from numerous sources and this is aggregated and filtered before it is added to the principal database used by the Horizon applications. For many data elements we collect 3 or more different samples and we check each for reasonableness before they are averaged.

• We do not disclose our data sources other than to confirm that our data is collected from a range of data vendors and financial institutions.

• Our users value the accuracy of our data and recognize the importance of having accurate market data for doing their analysis.

Horizon Derived Data

(also referred to as Value Added Data, Calculated Data and Processed Data)

• Once the raw market data has been collected each day, a series of processes are run at the offices of DTS to create the vast array of “value added” data that is distributed with the Horizon database.

• To see a detailed summary of the derived data click on the link to the left.

• In collecting the data that is used to build the yield curves we use cash, futures and swap rates that are sampled at the time of the close of the relevant futures exchange. This assures consistency with the data build process.