Fair Value
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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
Vendor information
At S&P Global Market Intelligence, we understand the importance of accurate, deep and insightful information. Our team of experts delivers unrivaled insights and leading data and technology solutions, partnering with customers to expand their perspective, operate with confidence, and make decisions with conviction.
- Primary Entity TypeEquity
- Coverage Count160,000+
- Geographic CoverageGlobal
- Industry CoverageConsumer, Energy and Utilities, Financials, Healthcare, Industrials, Materials, Real Estate, Technology, Media & Telecommunications
- History Initiated2012
- Earliest Significant Coverage2013
- Point In TimeYes
- Point In Time Details20 snaps daily
- Data SourceEquity exchange prices, Evaluated bond prices, FX rates, Index Futures prices
- Field Count10s
- Delivery ChannelAPI, Feed
- Delivery PlatformAPI, FTP
- Reporting FrequencyIntraday
- Dataset LatencyIntraday