Securities Quote Xchange (SQX) offers cost-effective pricing, analytics, and corporate actions data to meet the pricing needs of financial institutions. Our customers value responsive customer service and prompt data delivery from an agile team determined to find solutions for difficult pricing and data needs. Clients receive customizable, flexible, and secure data delivery via SFTP or API.

Available products

Municipal Bond Pricing and Analytics

SQX uses a unique pricing model analyzes daily market quotes, trades, and current yield curves, along with reference information and peer bonds, to generate daily and intraday pricing. We also provide all the input data, supporting values, and intermediate results for each price.

Evaluated Taxable Bond Pricing and Analytics

Our pricing covers an extensive universe of corporate bonds and sovereign debt, including a comprehensive offering of emerging markets and high-yield instruments. We also provide bond analytics, with over 80 fields available, including yield, yield to maturity, yield to worst, effective duration, Macauley duration, key-rate duration, convexity, spread to Treasury, etc.

Structured Notes

SQX provides broker-quoted pricing data on over 60,000 structured notes, information that is typically unavailable to financial institutions. We aggregate end-of-day prices from our global network of sell-side desks, and then parse and format the data into a single consolidated file for streamlined daily delivery.

Derivative Data and Analytics

We provide derived analytics for U.S. and international exchange-listed options on equities, exchange-traded funds (ETFs), equity indexes, and futures. Our analytics include standard Greeks (Delta, Vega, Rho, etc.), implied volatility, and interpolated volatility surface.

Crypto Exposure Surveillance

SQX tracks the full range of global securities and derivatives exposed to the cryptocurrency ecosystem. For each instrument, we report the type of crypto exposure, such as blockchain, mining, hardware, etc. For securities, we also show the ratio of digital assets to total holdings, plus we calculate a qualitative weighting of the security’s exposure and indicate the correlations between the price of the security and the prices of Bitcoin and Ethereum.