DTS - The Undisputed Global Leader in Powerful Data and Analytics Applications

Horizon Data

What makes Horizon and its data unique?
  • The quality of the data is the best of breed,
  • Data can be analysed in a variety of ways not available in most other solutions,
  • The depth of history of Horizon's raw data is some of the best available,
  • The range of asset classes and data coverage is excellent,
  • The structure of Horizon’s Data enables a degree of sophisticated analysis not available in any other solution.
The database used by the Horizon analytics comprises raw data collected at time intervals that correspond to the London, New York and Hong Kong financial markets and data that is derived using that collected data. To view a summary click on Horizon Data Overview.
For a complete list by Country of the data collected and derived by DTS view:

Horizon Collected Data

Foreign Exchange

Spot Rates going back to 1980. All cross rates are available. FX Spot, FX Forwards, FX Options
Money Market & Fixed Income

Cash Deposits, LIBOR & other IBORs, Interest Rate Swap, Overnite Index Swap, Basic Swaps, Spreads, Treasury Bills & Government Bonds
Futures

Options and Futures
OTC Options

Caps, Floors & Swaption Volatilities, Skew Data, History of OTC Option ATM Prices and Strikes
Equities

Indices, Constituents, Futures
Commodities

Cash and Future Prices for Base Metal, Energy, Precious Metals & Indices
Economic Indices

All the main indicators for many countries

Horizon Derived Data

Derived Series

Blended Yield Curve (constructed with & w/out futures) ,  Zero Coupon Yield Curve (constructed with & w/out futures),  Decreasing Maturity,  FX Forwards,  Discount Factors
Term Structures

Blended & Zero Coupon Yield Curve (constructed with & w/out futures),  Forward Zero & Forward Swap Yield Curve (constructed with & w/out futures),  Bond Curve and Libor curve Discount Factors
Functions

Correlation,  Compounding,  Maths,  Shift,  Spreads,  Statistics,  Volatility and many others built in functions. In addition the Horizon interface allows users to construct their own analysis quickly and efficiently (without the need for complex programming skills)