Equities
Index constituents and market breadth across twelve primary exchanges: realised volatility, drawdown, cross-sectional dispersion, and advance–decline balance, computed intraday and at the close.
12 MARKETSRECORD 1998→API · TERMINAL
SCALAR / COVERAGE · 01
Every market the instrument reads.
Scalar measures 42 primary markets across seven asset classes under one methodology. This page states the full extent of the coverage: what is measured in each class, how far back the record runs, and how each class is delivered.
THE EXTENT, RESTATED
42
PRIMARY MARKETS
7
ASSET CLASSES
<80 ms
WIRE-TO-SIGNAL BOUND
2014
AUDITED SINCE
Coverage is not sold by the row. Every tier reads the same 42 markets, the same depth of history, the same method; the tiers differ in seats and distribution, never in what is measured. The earliest record begins in 1987.
THE CLASS LEDGER
Seven classes, itemised.
What is measured, how far the record runs, and how each class is delivered. Delivery is identical across the ledger: API and terminal, no exceptions.
Rates
Sovereign benchmark curves for the G7 issuers: level, slope, and curvature at tenors from two to thirty years, plus policy-rate expectations implied by the listed futures strip.
7 MARKETSRECORD 1994→API · TERMINAL
Credit
Investment-grade and high-yield index spreads, curve shape across the rating stack, and the index-versus-single-name basis for the major CDX and iTraxx families.
5 MARKETSRECORD 2003→API · TERMINAL
FX
G10 and liquid emerging pairs against the dollar, euro, and yen. Realised volatility, carry, and momentum at windows from five days to twelve months.
8 MARKETSRECORD 1992→API · TERMINAL
Commodities
Energy, metals, and agriculture. Term structure from front month to fourth deferred, realised volatility at each point on the curve, and the roll yield that structure implies.
6 MARKETSRECORD 1987→API · TERMINAL
Inflation
Breakeven rates and zero-coupon swap fixings for the US and the euro area, and the surprise in each print measured against the surveyed consensus at release time.
2 MARKETSRECORD 2002→API · TERMINAL
Volatility
Implied-volatility surfaces and term structure for the US and euro-area benchmarks, and the realised-versus-implied spread at one-, three-, and six-month horizons.
2 MARKETSRECORD 1990→API · TERMINAL
PRICING, FROM
The price of a seat.
Coverage is identical at every tier: the same 42 markets, the same history, the same method. What changes is the seat and the right to distribute the feed inside the firm.
DESK$490 / MOOne seat. Full coverage, terminal and API read.
TERMINAL$1,200 / MODesk-wide terminal with API distribution inside the firm.
INSTITUTIONALBY REQUESTRedistribution, entitlements, and delivery on your schedule.
QUESTIONS ON COVERAGE
Asked by desks, answered plainly.
How are the 42 markets chosen?
A market enters the index when its primary venue publishes a complete, timestamped feed and daily turnover clears a fixed liquidity floor. The list is reviewed once a year; a class is never added mid-methodology.
Can we request a market outside the index?
Yes. Requests are assessed quarterly against data-quality criteria: continuity of the primary feed, verifiable timestamps, depth of usable history. If a market qualifies, it is added for every subscriber at once. Coverage is not sold by the row.
Is the historical depth included, or metered?
Included. Every tier reads back to each class's first record, 1987 for commodities, and there is no separate history product.
NEXT · 02 / METHODOLOGY
How the numbers are made.
Coverage tells you what the instrument reads. The methodology tells you why the reading holds: the pipeline, the versioned registry, and the audit record behind it.