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

Horizon Database FAQs

What data is in the Horizon database ?

Horizon uses an extensive historical database of end day rates extending back over 30 years, and contains a broad range of asset classes including:

  • Derivatives, 
  • Fixed Income
  • F/X
  • Money Market
  • Equities commodities. 

The data is sourced from multiple contributors and is always up-to-date and accurate.

A full list of our data coverage can be found by clicking Horizon Database and following the links to the different data sets.

Do you collect all data in all time zones ?

No. We only take USD, CAD and JPY out of their normally traded time zones.

USD is collected all three times, but CAD and JPY only two, their home zone plus London close.

As different instruments close at different times when do you take your closing prices ?

We take our closing prices to coincide with the close of the futures markets.

How do you reconcile your data collection with the different time zones around the world ?

Our historic closing price data is collected three times a day:

  • at Hong Kong close
  • at London close
  • at New York close.
How do you avoid bad data points creeping into your database ?

Although bad data is impossible to avoid entirely, it is kept to an absolute minimum by taking and comparing multiple sources of non-exchange data. Our data collection process involves a number of filtering processes as well as some manual intervention. We also respond very quickly to evidence of possible bad data and correct or justify when a spike comes to light.

We believe that our historic data is one of the most accurate historical databases currently available. To see some comments from our satisfied customers click on Client Comments.

If I can’t find a particular instrument in Horizon database, can you provide it ?

We have a reputation for being very customer responsive. If you tell us you need something not currently in our database, we will endeavour to source it.  Click on Contact Support for details.

Last Section