SD captures snapshots of derivatives data every 30 minutes across all asset classes. These snapshots are used to build up a historical database, which is used for historical analysis and for retroactive pricing and revaluations. Prior to the launch of its pricing systems, SD also acquired historical databases in different asset classes that cover the period prior to the foundation of the company. SD cleaned these databases and added them to the recorded data. SD historical database contains data from 1994.

SD’s service for daily volatility surfaces close rates, SD-Mark-to-Market Data, therefore includes close rates for any hour of the day. For example, a bank in Hong Kong can use the 17.00 hrs Hong Kong close rates and a bank in the Czech Republic can use close rates as of 17.00 hrs local time. The same degree of freedom to select the close rates is provided to the clients of SD-Revaluation.

On SD pricing systems, the user can price portfolios retroactively. The defaults used as SD close rates are:

• FX: rates saved at 20.00 hrs London are those used by SD-FX to price options on historical dates
• Interest Rates: rates saved at 23.46 hrs London are those used by SD-IR to price options on historical dates
• Energy: rates saved at the close of the various exchanges 
• Commodities: rates saved at the close of the various exchanges
• Equities: rates saved at the close of the various exchanges

These defaults are also used by the revaluation service unless requested otherwise.