Release Date: February 23, 2026
Dataset Type: Analytical Pricing (VWAP)
Coverage: ICE Futures (Energy, Power, Environmental, Metals, Agriculture)
Availability: SFTP, AWS S3

Volume Weighted Average Price (VWAP) is one of the most widely used benchmarks for evaluating trade execution quality and fair market value. By incorporating traded volume into pricing, VWAP provides a more representative view of market activity than simple last price or settlement values.

This dataset delivers a standardized, exchange-aligned VWAP across ICE-listed futures. Financial and commodity firms can use this to benchmark execution, validate pricing models, and support post-trade analytics with confidence.

Dataset Details:

• Asset Class: Futures
• Exchanges: ICE US, ICE European Commodities, ICE European Financials, ENDEX
• Frequency: End-of-Day
• Delivery Format: SFTP (CSV), AWS S3 Cloud File Service (CSV)

Market Data Coverage

Search the current symbol-by-symbol coverage using Barchart’s Data Explorer for ICE US, European Commodities, ICE European Financials, and ICE Energy.

Market Coverage

• Energy
  
  • Crude Oil (Brent, WTI)
  • Refined Products (ULSD, Heating Oil)
  • Regional Natural Gas Markets
• Power & Coal
  
  • Global coal benchmarks (Atlantic & Asia-Pacific)
  • UK electricity futures (base and peak load structures)
• Environmental
  
  • Carbon markets (EUA, UKA, ECX contracts)
• Agriculture & Softs
  
  • Cocoa
  • White Sugar
  • Regional and benchmark agricultural contracts
• Contract Structures
  
  • Daily
  • Quarterly
  • Seasonal
  • Yearly

Use Case
An energy trading firm evaluates its execution performance in Brent crude oil futures by comparing internal trade fills against the official VWAP benchmark. By integrating ICE VWAP data into its analytics pipeline, the firm can quantify slippage, identify execution inefficiencies, and refine algorithmic strategies.

At the same time, risk and finance teams use VWAP as a fair-value reference for daily mark-to-market calculations across global commodity portfolios. This can ensure consistency across a firm’s departments: trading, accounting, and analytics.

How to Access

ICE Futures VWAP data is available through Market Replay Enterprise as a file-based service, with delivery options including SFTP for secure file transfers and AWS S3 for cloud-native ingestion pipelines.

To access, contact Barchart’s data team to schedule a consultation