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Leveraging our pricing data directly from Tradition’s twenty-two award-winning Energy & Commodities global brokerage desks, which is further enhanced by our in-house analytics teams, we provide reliable, independent, and market-driven data for traditionally opaque, voice-traded markets.
Our proprietary Oil Swap Model (OSM) is a unique pricing tool that delivers indicative market views across products and tenors, enabling clients to make confident, data-driven decisions.
The OSM integrates electronic data feeds with broker insights, leveraging an established model and proven methodology to create a reliable, independent and market-driven product. This powerful combination ensures that our indicative pricing and forward curves are accurate, timely, and reflective of real market conditions.
With the OSM, we provide indicative mid-prices for products and comprehensive forward curves that span monthly, quarterly, and calendar periods. End-of-day broker price assessments further expand TraditionData’s offer, making us a trusted source for decision-makers across the oil industry. Historical data is available on request, with 3+ years of records to support audit and compliance needs.
Prices are quoted in mid-format and are expressed in USD/USD per BBL/MT/Gallons and as a differential between products for the majority of contracts.
Data can be delivered direct, or through our various distribution partners.
The TraditionData Oil Swaps package is designed to meet the unique needs of professional users.
TraditionData’s Oil products are designed to provide transparency in markets that are largely OTC-traded. In such traditionally opaque, voice-traded markets, price discovery is a critical component of market activity. Our Oil indicative pricing model bridges this gap, offering independent, market-driven pricing that supports trading strategies, risk management, and compliance requirements.
300+ curves for a total of 17,300+ instruments over the full Oil and refined product spectrum: Crude Oil, Light Ends (Gasoline, Naphtha, LPG), Middle Distillates (Diesel, Jet Fuel, Gasoil), and Heavy Fuels (Fuel Oil). These products are supported by extensive forward curves that cater to various timeframes. Whether you require real-time updates, intraday snapshots, or end-of-day summaries, our delivery options ensure seamless integration into your existing workflows.
We align our products with the specific needs of different market participants. For traders and analysts in the front office, our real-time pricing and forward curves enable quick, informed decisions and identification of arbitrage opportunities. Front office can also use our RT prices to feed fundamentals and pricing models. Risk managers in the middle/back-office benefit from EOD data for P&L calculation, portfolio valuation, scenario analysis, and stress testing.
The oil market is characterised by its complexity and reliance on OTC transactions. Unlike exchange-traded products such as WTI or Brent futures, most refined products trade as spreads to crude benchmarks and/or differentials to more liquid products. Seasonal demand plays a significant role, particularly for products like gasoline, which experience sharp price fluctuations during peak consumption periods. Our data captures these dynamics through comprehensive forward curves.
Refined products are categorised into light ends, middle distillates, and heavy fuels. Each of these categories is supported by robust pricing data that reflects the underlying market structure and trading activity.
Our Oil Swap Model ensures that our pricing is accurate and reflective of the nuances of voice-traded markets. End-of-day broker assessments, combined with real-time and intraday data, provide a complete picture of market conditions.
The flexibility of our delivery methods further enhances our value proposition. This adaptability makes our products suitable for a wide range of applications, from sales and trading to risk management and compliance.
We are an established brokerage firm with a strong global presence, particularly in the Oil market. Our expertise allows us to deliver unparalleled insights, combining deep industry knowledge with market-leading analysis to support our clients in making informed decisions.
End of Day and Intraday (Hourly/Half hourly Snapshots) data is available in CSV format Via SFTP, or real time feed protocol.
48 files per day, snapped twice per hour throughout the trading day (Singapore / London / New York).
Intraday snaps are available from May 2020; EOD History is available for 10 years or more on some data sets.
Oil swaps mid-indicative prices.
Ready to enhance your trading and risk management strategies? Request sample data, subscribe to our services, or contact us for more information.
This data release offers a real-time source for oil swaps pricing data, drawing directly from Tradition’s 22 brokerage desks and analytics teams across the globe.
