Reference Data and Corporate Actions

• Municipal Bond Reference Data
• Derivative Data and Short Interest Data
• Equity Corporate Actions
• Pricing Data
• Tax Data
• Investment Funds

• Structured Note Reference Data
• Economic Data
• Fixed Income Data
• Reference Data
• Specialized Offerings
• Alternative Data

China Futures Guide

The China Futures Guide dataset provides comprehensive intraday transaction data for all securities listed on the major Chinese futures exchanges, capturing high-quality tick information from China’s futures markets.

Data is structured around time-series snapshots taken twice per second with detailed fields including precise China Standard Time timestamps, last trade prices, average prices, cumulative volume and RMB amounts, open interest, and top-of-book bid and ask prices and volumes. Records are delivered in compressed plain-text CSV format and can be accessed via online feeds or secure SFTP, with one file per symbol per trading day.

This dataset supports quantitative trading, backtesting, machine learning, and other advanced analytic applications that require granular intraday futures market data. All timestamps are aligned to China Standard Time to ensure consistency for time-series analysis of Chinese futures intraday transaction activity.

Corporate Actions US Options

Corporate Actions US Options provides institutional users with a structured dataset that tracks confirmed corporate action events affecting U.S. options, including adjustments to option symbols and strike-level details that impact risk and position management. It includes multiple related files such as the pending corporate actions file for upcoming confirmed events, a Symbol ChangeOp file recording changes to option symbols, a Symbol ChangeEq file for underlying symbol changes, and Issue Deliverable files showing current deliverable values for all option symbols.

The dataset is delivered as text files via SFTP and is updated on a daily basis as part of a regular end-of-day delivery cycle. Corporate Actions US Options is designed to support operational workflows where timely, accurate updates to option contract attributes are essential for risk systems and reference databases. The content covers North American U.S. options corporate events with versions tailored to align with common industry reference data models. 

DerivActions

SQX’s DerivActions delivers standardized, machine-readable corporate actions information that links equity derivatives contracts to underlying corporate events. It reports detailed adjustment notices and, where available, includes direct references to the original exchange notices, helping operational and risk teams identify how actions on the underlying equity impact related futures and options contracts.

The dataset includes two feeds: one that lists issuers with affected instruments and another that enumerates the specific derivative series and trading lines tied to impacted equities, with coverage across global derivatives markets. DerivActions is updated daily and can be delivered via API, SFTP, Amazon S3, or online download in common formats such as CSV, TXT, TAB, or XML. Subscribers can opt for the full universe or tailor the feed by exchange, root code, or specific underlying trading line to support corporate actions processing and adjustment workflows. 

Derivatives End of Day Pricing

Derivatives End of Day Pricing delivers daily closing price information for exchange-traded futures and options across global markets. The dataset’s pricing fields include high, low, open, close, bid, ask, open interest, number of trades and traded volume, and it supports efficient identification of specific derivative contracts in a comprehensive instrument library. An optional Option Delta feed tracks changes in option pricing relative to underlying stock moves.

Data is available via API, SFTP, Amazon S3 or online download in common formats such as CSV, TAB, TXT and XML, with flexible filters for exchange, portfolio or global views. This end-of-day derivatives pricing service is suitable for institutional workflows that require accurate daily settlement prices for valuation, reporting and analytic processes.



Derivatives Reference Data

SQX Derivatives Reference Data provides daily global reference information for exchange-traded futures and options contracts, enabling institutional data users to consistently identify and describe specific derivative instruments. The dataset covers key static contract attributes across more than 30 fields — including identifiers such as ISIN and FIGI/BBGID, root and OSI symbols, security descriptions, underlying instrument details, contract size, and exercise style — with clear linkage to the underlying asset and primary exchange where traded.

Delivery is available in flexible formats (CSV, TAB, TXT, XML) and via multiple methods including API, Amazon S3, SFTP, and online access to support integration into internal systems. This reference data is structured to support accurate contract identification, validation, and enrichment workflows for trading, risk, and operational systems. Updates are distributed on a daily frequency to reflect current exchange-listed derivative instruments.

Derivatives Trading Hours

The Derivatives Trading Hours dataset provides a daily global schedule of trading, non-trading and settlement times for listed futures and options contracts across major asset classes, including commodity, equity, foreign exchange and interest rate derivatives. It covers more than 60 fields and spans 123 exchanges and trading venues in 42 countries, with detailed timestamps for pre-open, open, close and settlement sessions as well as important contract events such as delivery and non-trading days.

Key components include trading hours, non-trading days, settlement details and contract timing events for both futures and options. Data is available through online access, SFTP or Snowflake and delivered in standard formats such as CSV, XLS and TXT. The dataset is designed to support institutional workflows that require reliable trading calendar and session information for derivatives operations, risk systems, analytics and pricing models. 

Let SQX handle your data needs

The SQX difference:

• Quality data at a fraction of the cost
• Swift, friendly customer service
• Bespoke services for your individual needs
• Comprehensive coverage of common and niche asset classes
• Generous data redistribution rights

Financial Indices

SQX Financial Indices is a suite of customizable index products designed to benchmark specific markets across Asia and Latin America. All indices are constructed in accordance with IOSCO principles and their associated compliance framework, providing a structured and transparent foundation for institutional use. The current index suite includes nine indices spanning commodity and equity classes, covering markets such as Chinese energy (crude oil, fuel oil, thermal coal), Chinese grain (soybean, corn), Chinese steel (iron ore, coking coal, hot rolled coils, steel rebar, stainless steel, stainless steel), the SAFRAS CTDI Brazilian Soybean Index, and several China equity indices tracking sectors including the Tesla supply chain, state-owned enterprises, lithium battery providers, defense industry, and lithium mining. Equity indices include constituent counts ranging from 14 to 158 securities, with start dates extending back to January 2012 for the China equity series.

Data is delivered daily on an end-of-day basis and is available in CSV and XLS formats via online access, SFTP, API, or Amazon Web Services (AWS). Historical data is available, and the service supports customization to accommodate varying institutional requirements. Index licensing is structured around each client's intended application, allowing users to align the data to their specific operational or analytical needs.

Flexible Exchange Options (FLEX)

SQX's Flexible Exchange Options (FLEX) dataset covers customized exchange-traded options contracts across North American markets, originally developed by the CBOE in 1993 for OTC index options and widely used as portfolio hedging tools. The core offering is an end-of-day service structured across multiple file types: the FlexExt files show the package composition of FLEX symbols available on each trading day, with the current version (FlexExt4, released September 2023) including listing exchange participant codes that identify which exchange listed each particular FLEX option.

Two supplementary components expand the dataset's utility. The FLEX Intraday files, also introduced in September 2023, augment the nightly series files with hourly strike additions generated from 9am to 4pm Eastern, each record including the participating exchange that listed the new strike. The FLEXCorpAct files provide alerts when a corporate action affects an underlying option symbol, using standard options corporate action data to anticipate potential changes to related FLEX contracts. A separate FLEX Open Interest file, produced each evening, reports open interest across all FLEX options. The dataset is delivered daily in TXT format via SFTP.



Futures and Options Contract Specifications

SQX's Futures and Options Contract Specifications dataset provides core contract specification data for exchange-listed futures and options instruments across 70+ markets worldwide, with global coverage spanning exchanges in Africa, Asia, Europe, Latin America, the Middle East, North America, and Oceania. The dataset is structured around two primary components — FOCS Basic and FOCS Instrument — and includes a broad range of fields such as contract size, tick size and tick value ranges, strike price interval, exercise style, block minimum, underlying symbol, underlying ISIN, contract ISIN, CFI code and classification attributes, CFTC category and status, clearing venue, clearing code, contract exchange code, and links to exchange rulebooks, among others.

The data is updated daily, with a per-market file delivered alongside a daily notification file that includes the MIC code, effective date, and the text of upcoming exchange-published changes; all specification updates are applied on their effective date. Files are available via online access, SFTP, or Snowflake, and are delivered in tab-delimited, TXT, or XML formats. Custom delivery configurations are also available. This dataset is well suited to institutional users who require accurate, current contract reference data for derivatives risk management, compliance, system operations, or quantitative research.

Options-Implied Analytics

SQX Options-Implied Analytics is a daily end-of-day dataset designed to help equity managers extract signals from the options market for use in strategy development, portfolio construction, and risk management. The dataset covers over 5,000 North American equities, ADRs, and ETFs, with more than 40 options-implied signals derived from high-quality input data. All series are survivorship-bias free and include adjusted data that accounts for dividends, splits, and derivative corporate actions, with multiple security identifier options available.

Historical data extends back to 2007, providing sufficient depth for quantitative model development. Files are delivered daily via Amazon S3 or SFTP in CSV format, with cloud or local delivery options available. The dataset is intended for institutional equity investors and quantitative practitioners seeking consolidated options-implied analytics without the overhead of sourcing raw options data or building in-house derivation infrastructure.

Ortex Short Interest Data and Analytics

Ortex Short Interest Data and Analysis is a global short interest dataset covering more than 70,000 stocks and ETFs, sourced from a network of agent lenders, prime brokers, and broker-dealers. A proprietary machine learning model refines short interest estimates by filtering out non-shorting-related lending activity — including settlement certainty, market making, collateral management, and dividend arbitrage — and achieves 97% accuracy in predicting exchange-reported short interest. The dataset includes more than 25 data fields, with identifiers spanning ISIN, FIGI, Share Class FIGI, MIC, Operating MIC, Ticker, and Company Name, and corporate actions such as stock splits are provided in either adjusted or unadjusted form.

Data is updated daily with intraday availability as securities are lent and returned, and historical coverage extends back to 2018 to support back-testing and strategy development. Confidence intervals are included to account for market fluctuations, adding transparency to short interest estimates. Delivery is available via API in JSON or CSV format, Amazon S3, and Amazon Web Services. The dataset is intended for hedge funds, financial institutions, and quantitative traders integrating short interest data into trading systems, risk models, and quantitative workflows.



Let SQX handle your data needs

The SQX difference:

• Quality data at a fraction of the cost
• Swift, friendly customer service
• Bespoke services for your individual needs
• Comprehensive coverage of common and niche asset classes
• Generous data redistribution rights

OTC Data

SQX OTC Data is a daily global dataset covering over-the-counter derivative pricing, curves, volatility, and fixed income valuations. It comprises four core components: Swap Curve Data, CDS Data, FX Option Volatility Data, and Swaption Volatility Data. Swap Curve Data provides independent zero-coupon and swap-implied yield curves with associated discount factors across a wide range of global currencies. CDS Data supplies 5- and 10-year spread curves for over 2,000 reference entities, with full term structure curves spanning 6 months to 30 years available at a premium service level. FX Option Volatility Data covers daily volatility surfaces including skew for 30 global currencies and precious metals, while Swaption Volatility Data provides normalized volatility cubes for interest rate swaptions across standard option and swap tenors ranging from one month to 30 years.

Most components are available on both an intraday and end-of-day basis, with end-of-day files delivered at the close of major global markets or as a consolidated file at 4pm ET. Historical data of up to 10 years is available depending on the dataset. Delivery options include API, SFTP, Amazon S3, and online portal, with file formats available in XLS, TAB, TXT, and XML. The dataset supports use cases including portfolio valuations, risk management calculations, best execution reporting, and portfolio analytics.



Short Interest and Volume Report

The SQX Short Interest and Volume Report is a daily global dataset covering short interest positions and traded volume across equity markets in over 30 countries. It functions as a market-sentiment indicator, reflecting the degree to which investors anticipate a decline in a stock's price, and can be tracked over time to monitor shifts in investor sentiment. Country coverage is divided into two reporting methodologies: position-holder data sourced from regulatory filings under ESMA short selling regulations for 16 European markets — including France, Germany, the UK, Spain, and Italy, with history available from as early as June 2010 — and traded volume or position data for 17 markets across the Americas, Asia-Pacific, and the Middle East, including the United States, Canada, Australia, Hong Kong, and Japan.

The dataset also includes daily threshold securities listings for major US exchanges and markets — NASDAQ, NYSE, NYSE American, NYSE Arca, and OTC Markets — allowing brokers to monitor and comply with Regulation SHO short selling requirements. Regulatory restriction notifications are included where applicable, with EU-specific restriction lists drawn from ESMA registers. Data is delivered on a daily basis via online access or SFTP, in TAB, TXT, or XML file formats.

Threshold Securities

The SQX Threshold Securities dataset provides daily listings of securities that meet Regulation SHO threshold criteria, supporting compliance with short selling regulations across U.S. equity markets. The data is aggregated from the NASDAQ Stock Market, the New York Stock Exchange, NYSE Arca, NYSE MKT, and OTC Markets. Each listed security is enriched with reference data fields including Issuer Name, ISIN, US Code, Exchange, and Security Description, enabling clear and accurate identification. The dataset offers global coverage and is updated on a daily basis.

Data is delivered via online access or SFTP in TAB, TXT, or XML formats. The Threshold Securities feed is designed for institutional users and compliance teams responsible for monitoring and adhering to Regulation SHO requirements related to short selling activity.

US Options Reference Data

SQX US Options Reference Data provides detailed information on available, adjusted, maintained, and expired options strikes and series across the North American market. The dataset is sourced from direct exchange notifications and OCC announcements, then processed and validated before delivery. Core file components include Issue Extended files with underlying symbol details, company names, primary exchanges, and ETF identifiers; Series Extended files serving as a full options series master with every listed strike and next-day additions across all options exchanges; and Issue Deliverable files showing current deliverable values for all option symbols.

The product also covers position limits and near-term position limits used by financial industry firms to establish risk-level trading thresholds, as well as option style data identifying contract style (American or European) and settlement style (AM or PM). An intraday update service supplements the nightly series master files with hourly strike additions from 9 AM to 4 PM Eastern, including FLEX options additions since September 2023. Data is delivered daily via SFTP in TXT format, with end-of-day pricing based on official closing values provided for both root and options symbol populations.

Worldwide Options Analytics

Worldwide Options Analytics is a global options Greeks and implied volatility dataset covering equity options and equity index options across 21 countries, including the United States, G7 nations, and select emerging markets. The dataset spans over 10 million option and futures contracts across 10,000 issuers, with pricing for U.S. and international exchange-listed equities, ETFs, index options, and futures options. Built on a proprietary, unified file-based methodology, the dataset uses implied volatility as its core calculation method, evaluating each option strike independently rather than imposing a smoothed or arbitrage-free volatility surface — meaning the data reflects prevailing market conditions without macro-theoretical adjustments.

Each record includes a standardized "Reason" column that explains why a derived value was not produced, drawing from five defined caution messages that flag mathematical violations or market conditions preventing a valid calculation. This transparency makes the dataset particularly useful for quantitative users who need to assess actual liquidity assumptions and identify pricing efficiencies across global options markets. Data is delivered online in TXT and PIPE formats, and coverage of additional markets beyond the standard 21 may be available upon request.

Let SQX handle your data needs

The SQX difference:

• Quality data at a fraction of the cost
• Swift, friendly customer service
• Bespoke services for your individual needs
• Comprehensive coverage of common and niche asset classes
• Generous data redistribution rights

Central Banks Meeting Calendar

The SQX Central Bank Meetings Calendar is a structured dataset covering scheduled monetary policy meetings for central banks worldwide, including the Federal Reserve, European Central Bank, Bank of England, People's Bank of China, Reserve Bank of Australia, and dozens of other institutions across emerging and developed markets. Each record includes the exact meeting date, the local time of the announcement where available, and notation of post-meeting press conferences for institutions such as the ECB and Fed. Meeting frequency varies by institution — for example, the Federal Reserve and Bank of England each convene eight times per year, the Reserve Bank of Australia eleven times per year, and the South African Reserve Bank six times per year.

The dataset is searchable by month, year, or custom date range, with one year of historical data and forward-looking dates available at least one year in advance. Coverage spans the full calendar for any country selection, and data is delivered in CSV or TXT format. Users can also filter and download results for selected countries. The Central Bank Meetings Calendar is used by investors monitoring market-moving monetary policy events, economists tracking policy trends, and businesses aligning financing and investment planning to anticipated rate decisions.

An optional add-on providing direct links to individual central bank sources is available at additional cost.

Economic Data Consultancy Service

The SQX Economic Data Consultancy Service provides research, collection, analysis, and reporting of economic data across global and emerging markets, with a particular focus on Africa. Drawing on more than 20 years of industry experience and an established network of contacts across key markets, the service is designed to support organizations that lack the internal resources, time, or expertise to translate raw macroeconomic data into actionable insights and standardized formats.



The consultancy covers a broad range of use cases, including research and analytics, risk assessment, due diligence, strategy and capability building, fund management, and commercial investment. Deliverables are compiled by emerging market and global market data experts who gather, translate where necessary, and structure information into clear, client-ready formats — including concise analytical summaries tailored to specific topics, sectors, or markets. The service is suited to policymakers, analysts, fund managers, and institutions requiring customized economic intelligence to support decision-making, macroeconomic surveillance, or opportunity identification across global markets.

Geopolitical Risk Forecasting

SQX Geopolitical Risk Forecasting delivers the International Country Risk Guide (ICRG), a quantitative country risk rating and forecasting series covering more than 141 developed, emerging, frontier markets, and offshore banking centers. The dataset uses weighted metrics to evaluate, score, and rank countries across political, economic, and financial risk dimensions, drawing on 32 underlying risk types to produce a composite country risk score. Key variables incorporated into the methodology include real GDP growth, inflation, fiscal account balances, external debt, liquidity sufficiency, and currency stability, with statistical tables covering over 30 individual indicators relevant to risks such as currency depreciation, political leadership, military threat, and corruption.

The dataset includes both current risk ratings and forward-looking assessments, with alternative risk scores modeled over one- and five-year time horizons to account for scenario uncertainty. Country-specific risk analysis and ratings are updated monthly, with historical data available from 1984 to the present. The series is used by institutional investors, central banks, transnational corporations, and academic and research institutions for applications including portfolio management, corporate planning, valuation, and country risk research.

Global Economic Calendar

The SQX Global Economic Calendar provides structured, daily-updated access to scheduled economic data releases across 177 countries and regions, covering more than 200 event types. The dataset tracks key macroeconomic indicators including GDP, inflation and price indexes, employment and jobless claims, trade balances, interest rate announcements, and business and consumer sentiment surveys. Each event record includes prior values, actual results, and future release dates, organized by country and category to support regional comparisons and market-relevance assessment. The calendar contains 5 or more data fields per event and is updated three times daily to reflect the latest published economic reports.



The dataset is searchable by country, date range, and data type, with export options available in CSV and TXT formats. Delivery is available via online access, SFTP, and API. The Global Economic Calendar is designed for traders, analysts, economists, and institutional users who require timely visibility into high-impact data releases for purposes such as macroeconomic analysis, trading strategy alignment, and economic cycle monitoring across global markets.

Global Economic Indicators

SQX Global Economic Indicators (GEI) is a macroeconomic data service providing coverage of more than 230 recurring indicators across approximately 17,025 series and units, sourced from over 280 countries and regions. All data is drawn exclusively from official institutions, including central banks, statistical offices, finance ministries, international organizations such as the IMF and World Bank, and other government bodies. The dataset includes historical data for select indicators dating back to 1960, supporting long-term trend analysis alongside current monitoring. Complementary datasets covering interest rates and commodity prices are included to facilitate broader macroeconomic analysis.

A dedicated U.S. economic indicators component is also available, sourced from institutions including the Bureau of Labor Statistics, Bureau of Economic Analysis, the St. Louis Fed, FRED, the Census Bureau, and the New York Fed. This subset spans categories including GDP and national accounts, employment and labor markets, consumer and producer prices, housing market trends, monetary and banking data, manufacturing and industrial production, and international comparative series. The full service is updated daily, Monday through Friday, with data refreshed five times per day. Delivery is available via API, SFTP, or online access, with file formats including CSV, XLS, TXT, and XML. The dataset is intended for financial institutions, researchers, and buy- and sell-side service providers requiring reliable, timely macroeconomic data for decision-making and analysis.

Sovereign Debt Coverage & Database

The SQX Sovereign Debt Coverage & Database is a fixed income data service providing end-of-day pricing, auction results, and historical records across sovereign debt instruments issued by 30 national governments and three supra-national entities — including Japan, Austria, France, Germany, the United Kingdom, the United States, and the European Union, among others. The dataset tracks government bond auctions, treasury bill sales, and supra-national debt offerings through each stage of the issuance lifecycle, from the initial indicative calendar entry and formal announcement through auction results, post-auction bidding events, and settlement. With more than 20 data fields per record and historical coverage extending back to 2017 for most countries, the database supports issuance trend analysis, outstanding debt tracking, and market impact calculations across multiple instrument types.

The searchable database allows users to filter auction records by ISIN, maturity range, country, security type, and time period, and any live auction data is automatically incorporated for retrospective analysis. Data is updated on an end-of-day basis and delivered via API, SFTP, or online access in JSON and XML formats, with customization options available. The dataset is designed for institutional users requiring a consolidated, comparable view of sovereign debt issuance across developed, emerging, and supra-national markets.

US and Global Economic Data Commentary

SQX's US and Global Economic Data Commentary is a daily dataset covering macroeconomic indicators, central bank announcements, and market analysis across 18 countries and regions, including the United States, Eurozone, United Kingdom, Japan, China, and Australia, among others. The dataset spans over 100 data fields and includes prior release figures, any revisions to previous announcements, market consensus expectations, and officially reported actuals. U.S. coverage encompasses GDP, inflation, employment, retail sales, consumer sentiment, U.S. Treasury auction and settlement data, Federal Reserve official speeches, and daily research outputs such as Market Focus and Market Reflections. Global coverage extends to central bank meeting minutes and quarterly reports, weekend monitoring for significant economic developments, and detailed event descriptions that contextualise each indicator's relationship to market movements.

For users requiring deeper analytical support, a premium tier adds expert economist commentary, weekly consensus outlook summaries, interactive historical charts, and special reports covering significant market-moving events. The dataset also supports access to over 300 economic indicators via customisable feeds, with multi-language translation available on request. Data is delivered daily through online access, SFTP, or API in JSON and XML formats, and is suited to financial professionals, investors, and institutions that require structured, timely macroeconomic data for trading, investment strategy, and financial planning purposes.

Let SQX handle your data needs

The SQX difference:

• Quality data at a fraction of the cost
• Swift, friendly customer service
• Bespoke services for your individual needs
• Comprehensive coverage of common and niche asset classes
• Generous data redistribution rights

China A-Listed Companies Earning Call Transcripts

China A-Listed Companies Earning Call Transcripts provides full coverage of companies listed on the Shenzhen Stock Exchange (XSHE) and Shanghai Stock Exchange (XSHG), with history backfilled to January 2016. The dataset encompasses three content types: earning call transcripts, public disclosures from broker onsite research, and executive official responses on online platforms. Each record contains more than ten granular data attributes, including stock ticker, data type, timestamp, attendees, and location, with content systematically classified as statement, question, or answer to support structured downstream analysis.

The dataset is updated daily and delivered via Amazon S3 in JSON and XML formats, making it straightforward to integrate into existing data pipelines. Coverage is available in both Chinese and English. Developed using advanced natural language processing and machine learning techniques applied to unstructured text, the dataset is suited to a broad range of institutional users — including long-only, proprietary, and quantitative funds on the buy side and sell side — who require systematic access to Chinese company earnings communications for fundamental research, sentiment analysis, or alternative data strategies.



China Equities Guide

The China Equities Guide from SQX provides intraday tick data for all securities listed on Chinese stock exchanges, sourced from ChinaTickData. The dataset captures market snapshots at three-second intervals — the standard capture frequency for Chinese stock tick data — with each snapshot recording the last traded price, accumulated trade volume (in both units and RMB), and a five-level order book comprising bid and ask prices alongside their corresponding contract volumes. All timestamps are expressed in China Standard Time (CST) and include millisecond precision. Data is organized into plain-text CSV files on a one-file-per-symbol-per-trading-day basis, with gzip compression applied at approximately an 8:1 ratio to manage file size.

Delivery is available via online access or SFTP, with files provided in CSV format. The dataset is designed to support quantitative trading strategies, backtesting workflows, and machine learning applications that require granular, high-frequency Chinese equity market data. Each CSV file opens with a fixed header row followed by individual event records, with fields including ticker symbol, datetime, last price, cumulative volume, RMB-denominated volume, and five levels of bid and ask price and volume data.



Corporate Actions Announcement Processing System (CAAPS)

The Corporate Actions Announcement Processing System (CAAPS) is a secure, cloud-based platform for gathering, monitoring, and reporting corporate action information from a client's authorized sources. The system is source-agnostic, meaning it can ingest data from multiple origins and consolidate it into a unified record through built-in data comparison tools that identify discrepancies across sources. CAAPS supports both ISO 15022 and ISO 20022 messaging standards, as well as vendor-specific and client-proprietary file formats, allowing it to accommodate a wide range of operational environments.

The platform includes a modular software architecture that enables organizations to manage corporate actions workflows according to their own business rules. Key capabilities include user-configured dynamic work queues and searches, an audit trail for tracking manual changes to event records, risk templates for defining and applying risk conditions to events, exception processing with real-time monitoring alerts, and secure event delivery via ISO-standard messaging. Each client accesses a dedicated virtual environment protected by SSL encryption, ensuring data privacy. CAAPS is available through SQX as part of its equity corporate actions data offerings and is suited to operations teams that require structured, rules-based workflow management for corporate actions processing.

Dividend Calendar

The SQX Dividend Calendar is a global dividend data product that provides daily-updated information on dividend announcements, ex-dividend dates, record dates, and payment dates across thousands of companies worldwide. The dataset spans multiple asset classes, including stocks, ETFs, and mutual funds, and covers issuers across a broad range of industries and markets globally. Data is delivered online and updated on a daily basis, with historical data and filtering capabilities also available.



Users can search and filter records by criteria such as date, company, dividend yield, and other parameters, making the dataset suitable for income tracking, portfolio planning, and corporate actions processing. The Dividend Calendar is designed to support individual investors, financial advisors, and institutional traders who require timely and structured dividend data to support investment decision-making. Customizable email alerts for key dividend events — including announcements, ex-dividend dates, and payment dates — are available to help users monitor relevant activity as it occurs.

Dividend Forecasting

SQX Dividend Forecasting is a global dataset providing two-year forward dividend projections for more than 32,000 securities, including single stocks, ADRs, and ETFs across 100+ countries and 5,000+ indices. The dataset is updated on an intraday basis and covers key fields such as predicted ex-dividend, record, and payment dates, dividend amount and currency, and dividend type and frequency. Forecasts are generated through a proprietary algorithm applied to a corporate actions database dating back to 2012, with manual analyst review applied where needed. The ETF component covers forward projections for over 1,400 ETFs — including more than 700 US-listed — using a bottom-up methodology that combines compositional ETF data with underlying security estimates.

The dataset is available via API, SFTP, or online delivery in CSV, XLS, and XML formats. Typical clients include asset managers, custodians, index providers, options market makers, hedge funds, and single stock and index traders who require structured, forward-looking dividend data for income estimation, securities evaluation, and quantitative workflows.

Let SQX handle your data needs

The SQX difference:

• Quality data at a fraction of the cost
• Swift, friendly customer service
• Bespoke services for your individual needs
• Comprehensive coverage of common and niche asset classes
• Generous data redistribution rights

Exchange Filings

Exchange Filings from SQX provides machine-readable access to company disclosures and regulatory filings from across the globe, normalised into a single, structured format. The dataset spans 80+ countries and 120+ exchanges, capturing filings from major sources including SEC/EDGAR, LSE RNS, HKEX, and Shanghai, along with markets that many other providers do not cover. Filings are ingested on an intraday basis and typically delivered before the next market open, with data updated daily.

Each document is processed through advanced text-extraction pipelines and converted into clean JSON with rich metadata, making the output suitable for vector search, large language model workflows, or direct data warehouse ingestion. The service is delivered via API in TXT format, and historical data is also available. Exchange Filings is designed for analysts, quantitative researchers, and compliance teams who need to surface critical insights from company disclosures quickly and without manual PDF processing.

Foreign Marginable Securities

The SQX Foreign Marginable Securities (FMS) dataset provides market participants with the data needed to determine portfolio margin eligibility for non-US securities. The dataset is constructed in accordance with SEC Rule 15c3-1 and covers all qualifying securities in countries eligible for the FTSE World Index. To satisfy inclusion criteria under Rule 15c3-1, securities must have a market capitalization of at least $500 million and a trading volume of at least 100,000 shares.This makes the dataset particularly relevant for broker-dealers and institutional firms managing cross-border margin requirements and regulatory compliance.

The Foreign Marginable Securities data is delivered via SFTP. It serves as a structured resource for compliance teams, risk managers, and operations professionals who need to identify which non-US equities qualify for favorable margin treatment under US net capital rules.



Further Public Offering (FPO)

The SQX Further Public Offering (FPO) dataset provides global coverage of secondary offerings and share placements announced by publicly listed companies. Updated on a daily basis, the data captures each FPO announcement across four lifecycle stages — new, postponed, closed, and withdrawn — enabling users to monitor offering status from initial announcement through to completion or cancellation. Once an FPO becomes effective, a corresponding shares outstanding update is published reflecting both the previous and new amount of securities outstanding resulting from the additional distribution.

The dataset is sourced from 51 international stock exchanges as primary sources, supplemented by international news agencies, and spans exchanges across the Americas, Europe, Asia-Pacific, the Middle East, and Africa. Data is delivered via online access or SFTP in TAB, TXT, or XML formats. The FPO dataset serves institutional users who need to investigate and track the dilution impact of further public offerings on existing shareholdings.

Initial Public Offerings

SQX Initial Public Offerings is a global IPO data service that tracks companies as they move through the public listing process, from early-stage rumors through to completed or withdrawn offerings. The dataset captures IPO announcements at six distinct stages — New, Rumor, Pending, Historical, Postponed, and Withdrawn — enabling users to monitor each phase of an offering's lifecycle. Coverage spans over 150 international stock exchanges, with additional data sourced from local news agencies and publications. The service is updated on a daily basis and can be delivered via API, SFTP, or online access in TAB and TXT formats.

In addition to traditional IPOs, the dataset also covers Further Public Offerings (FPOs), including secondary share issuances, strategic share sales, combined offerings, and greenshoe allocations. SQX Initial Public Offerings is designed for institutional data users who need timely, structured insight into global equity issuance activity and want to set up new issues in their reference databases efficiently.

North American Corporate Actions Data

SQX North American Corporate Actions Data provides daily coverage of corporate actions events affecting US and Canadian securities. The dataset encompasses securities traded on major US and Canadian stock exchanges, the OTC Markets Group's three tiered marketplaces (OTCQX, OTCQB, and OTC Pink), grey market securities, and over 31,000 US mutual funds. In addition to standard corporate actions event details, the service includes data on underlying securities for American Depository Receipts (ADRs) and foreign ordinaries traded in the North American market.

Data is delivered via API, online access, or SFTP in TAB, TXT, or XML formats, with email alerts and customization options also available. Updated on a daily basis, SQX North American Corporate Actions Data is designed to support operational efficiency and reduce risk in corporate actions processing workflows.

Let SQX handle your data needs

The SQX difference:

• Quality data at a fraction of the cost
• Swift, friendly customer service
• Bespoke services for your individual needs
• Comprehensive coverage of common and niche asset classes
• Generous data redistribution rights

North American Exchange Initial Public Offerings

The SQX North American Exchange Initial Public Offerings dataset provides structured data covering the full lifecycle of public listings across North American exchanges, including traditional IPOs, Direct Listings, and SPACs. The dataset contains over 20 data fields organized into categories such as processing data (offering type, event ID, IPO stage, processing dates), issuer details (organization, business line, industry), offering details (pricing, quantity), issuer financials (use of proceeds, year end), risk factors, and dilution metrics. Coverage extends across the complete IPO timeline, from initial filing through post-listing activity, and includes a forward-looking calendar with alerts for key milestone dates such as stabilization, lockup, and quiet periods.

The dataset also tracks trading patterns around pivotal dates like lockup expirations, offering insight into market sentiment and investor behavior. Specialized SPAC monitoring covers activity from inception through potential dissolution. Data is available for delivery in CSV, JSON, and XML formats, and the service supports customization to fit specific institutional workflows.

Readable Corporate Action Notices

SQX Readable Corporate Action Notices (RCAN) provide human-readable documents that consolidate all the data elements typically found in a standard corporate actions data feed into a unified, news-feed-style format. Rather than requiring users to reassemble separated data fields from Excel, CSV, or XML files within a client-side database, each notice presents a complete message with reference data, event data, related events, payment options, and document notes organized in logical sections. The dataset covers 45 key corporate event types — including dividends, mergers and acquisitions, rights offerings, spin-offs, stock splits, reverse stock splits, IPOs, suspensions, and delistings — sourced from over 150 exchanges worldwide. Notices are produced four times per day on an intraday basis, delivered as PDF or XML files via email, FTP, API, RSS, or a search platform, with optional start-of-day and end-of-day summary reports also available.

The product includes change management features, links to related notices, and supplementary data points beyond the underlying database. RCAN is designed for institutional users across asset management, investment banking, compliance, accounting, financial information distribution, fintech, and regulatory functions who need clear, consolidated corporate actions intelligence without manual data aggregation.

UK Corporate Actions Data

SQX UK Corporate Actions Data provides detailed, daily coverage of corporate action events across the United Kingdom, including event terms, settlement timetables, and key processing details relevant to investment decision-making. The dataset is sourced from all UK regulatory services, shareholder circulars, registrars, company secretaries, and company legal advisors. Users can monitor events from initial announcement through to execution, and search the database by event type, security type, time frame, or future ex, record, and pay dates via a built-in dividend calendar. The service also includes access to shareholder circulars with critical data such as conversion and redemption formulae, dividend policy, and nominee and overseas restrictions, as well as registrar contact details for securities listed on the London Stock Exchange, Irish Stock Exchange, and OFEX.

Daily DRIP email alerts are available, covering new DRIP announcements and re-investment price updates. Data is delivered via an online web application (Wincab) or SFTP in TAB, TXT, or XML formats, with feed options of four times daily or end-of-day delivery, supporting both a proprietary format and the ISO 15022 message standard (MT564 and MT568). Historical UK corporate actions and dividend data is also available as a one-off purchase for gap-filling purposes.

UK Dividends

SQX UK Dividends is a daily data feed providing detailed and up-to-date information on dividend announcements and updates for UK-listed securities. The dataset covers cash and stock dividends, including record, pay, and ex-dividend dates, gross and net dividend amounts, certificates of dispatch, CREST credit dates, and stamp duty and commission percentages. Data is sourced and processed by a dedicated London-based team, and the feed can be delivered up to four times per day or as an end-of-day file via SFTP or an online platform, in TAB, TXT, or XML formats. The online platform allows users to retrieve dividend records by ex, record, or pay date and generate custom dividend reports.

SQX UK Dividends also includes daily DRIPS email alerts covering new dividend reinvestment plan announcements and updates on reinvestment prices. Tax credit figures for any UK-listed security can be automatically calculated, and users can search for individual securities or retrieve a full financial year of UK dividend data.

Universal Depository Receipts

SQX Universal Depository Receipts is a global depository receipt data feed that provides comprehensive details on American Depository Receipts (ADRs), Global Depository Receipts (GDRs), and other depository receipt types. Sourced from the four main depository banks, stock exchanges, and companies, the dataset includes securities reference data and corporate actions data, enabling users to establish market-level links between depository receipts and their underlying ordinary shares. The feed is updated daily and offers global coverage across depository receipt programs.

Data is delivered via online access or SFTP in XLS, TXT, or XML formats, supporting flexible integration into existing workflows. The dataset is designed to support institutions seeking to manage the complexities of foreign investment by providing the data needed to convert depository receipts into ordinary shares and monitor associated corporate events.



Let SQX handle your data needs

The SQX difference:

• Quality data at a fraction of the cost
• Swift, friendly customer service
• Bespoke services for your individual needs
• Comprehensive coverage of common and niche asset classes
• Generous data redistribution rights

US Bankruptcy Data

SQX US Bankruptcy Data provides comprehensive coverage of business bankruptcy filings across all 94 U.S. Bankruptcy Courts, with case information imported and updated on a daily basis. The dataset currently includes more than 500,000 bankrupt companies and covers over 340 data fields, including plans of reorganization, disclosure statements, debtor-in-possession financing, professional retention data, 363 sales motions, key employee incentive plans, monthly operating reports, claim transfer activity, and securities pricing data. Coverage focuses on US business filings for companies with over $50 million in assets, with historical data extending back to 2001. In addition to structured case data, the service includes daily news and editorial tracking of every public company currently operating under Chapter 11 protection, along with distressed company alerts monitoring catalysts such as audit concerns, defaults, covenant violations, low ratings, and distressed debt exchanges.

Data is delivered via SFTP, Amazon S3, or online access in XLS, TXT, and XML formats, and can also be integrated into in-house systems through custom APIs and data feeds. Bankruptcy bulk data supports applications including credit risk modeling, investment screening, customer and creditor profiling, bankruptcy emergence analysis, and trading signal generation.

US Equities Historical Reference Services

SQX US Equities Historical Reference Services provides a comprehensive historical data service for US and Canadian securities listed on US security exchanges. The dataset encompasses approximately 25,000 active securities, over 125,000 obsolete securities, and more than 2,500,000 trackable securities, with coverage spanning North America. It is composed of several integrated components: the Securities Reference Service (SRS), which delivers details on active equity securities with 24/7 access; the Active Stock Guide Service, covering roughly 50,000 US and Canadian securities with fields such as full issuer and issue descriptions, CUSIP or CINS identifiers, place of incorporation, par value, transfer agents, dividend disbursing agents, lead underwriters, poison pills, and summaries of capital changes and stock dividends; and the Obsolete Stock Guide Service, which includes records on over 100,000 obsolete securities dating back to the late 1800s, covering events like bankruptcies, liquidations, mergers and acquisitions, name changes, reorganizations, and stocks declared worthless.

An End-of-Life File (ELF) service is also included, enabling subscribers to verify the accuracy of their security master file for North American equities, with results categorized into subsets such as worthless and equity unlikely, non-transferable, cashed out, identity change with no exchange, SEC registration revoked, and company terminating registration. Data is updated daily and delivered online in XML format.

Worldwide Dividends

SQX Worldwide Dividends is a global dividend data service providing detailed, daily-updated information on new dividend announcements and modifications to existing records. The dataset covers equities sourced from more than 150 exchanges worldwide, as well as over 29,000 US mutual funds. Key data fields include record dates, pay dates, ex-dividend dates, gross and net amounts, stock and cash dividend details, and all currencies in which a dividend may be paid. The service also supports distributions with more complex profiles, reflecting the growing variety of payout structures across global markets.

Data is delivered in TAB, TXT, or XML formats via online access, SFTP, or API, with email alerts available for timely notifications. Users accessing the online platform can retrieve dividend information by ex, record, or pay date and generate custom dividend reports. An optional Tax Reference Module is also available, providing withholding tax rates and double taxation treaty data to support tax reclaim and compliance workflows.

Worldwide Equity Corporate Actions

SQX Worldwide Equity Corporate Actions is a global corporate actions dataset covering more than 150 exchanges and over 31,000 US Mutual Funds. The service provides detailed announcements across a broad range of mandatory, voluntary, and mixed event types — including dividends, stock splits, mergers, takeovers, rights issues, bonus issues, name changes, and issuer-level events such as bankruptcies and class actions.

Each record includes over 50 data fields and is supported by four financial instrument global identifiers to facilitate cross-referencing and verification. Data is updated seven times daily on a fixed schedule and can be delivered via API, SFTP, Amazon S3, Snowflake, or a web-based application, in TAB, TXT, or XML formats including ISO 15022 (MT564 and MT568) message standards. Subscribers can customize feeds by geography, instrument type, or event category, and configure alert files for upcoming effective and ex-dates up to 30 days in advance. Historical corporate actions and dividend data is also available for gap-filling on a one-off basis.

Worldwide Shares Outstanding

SQX Worldwide Shares Outstanding provides up-to-date shares outstanding figures sourced from over 100 countries, enabling institutional users to calculate market capitalization, earnings per share, and share stakes for regulatory reporting. The service includes two distinct datasets: Official Shares Outstanding, which captures figures directly from stock exchanges and company filings, and Daily-Adjusted Shares Outstanding, which accounts for the impact of corporate actions such as buybacks, bonus issues, rights offerings, consolidations, conversions, and sub-divisions between official update cycles.

Official figures are refreshed as soon as they become available from the source, with update frequency varying by market from daily to annually. The daily-adjusted feed offers more timely projections by reflecting events that can materially alter outstanding share counts before the next official release. Data is delivered via API, SFTP, online access, or Snowflake, in XLS, TXT, or XML formats, and coverage spans major listed exchanges as well as unlisted bond and equity markets globally. The dataset supports use cases including compliance with exchange regulations, portfolio holding-level monitoring, and capital stock analysis.

Let SQX handle your data needs

The SQX difference:

• Quality data at a fraction of the cost
• Swift, friendly customer service
• Bespoke services for your individual needs
• Comprehensive coverage of common and niche asset classes
• Generous data redistribution rights

Bond Closing Prices

SQX Bond Closing Prices provides daily end-of-day bond pricing data sourced from 106 exchanges worldwide, delivered through a single consolidated feed. The dataset includes key fields such as local code or ticker symbol, ISIN, currency, price date, open, high, low, close, bid, ask, and traded volume, with Mid Price additionally available for the London Stock Exchange. The closing price feed is organized into daily exchange price files grouped by region — EMEA, Asia/Pacific, and the Americas — with each market's file processed and delivered as soon as it becomes available. A rolling 10-day window of historical data is also accessible at any time through a browser-based interface.

Data is delivered via SFTP, supporting integration into internal systems, websites, and third-party platforms. Bond Closing Prices serves banks, brokers, and trading houses that require standardized bond valuations for portfolio marking, transaction settlement, index calculation, technical analysis, and benchmarking.

Bond Σ – Fixed Income Derived Data

Bond Σ – Fixed Income Derived Data is a global fixed income analytics dataset from SQX that covers approximately 150,000 debt securities, including government and corporate bonds across fixed rate, floating rate, and convertible issuance types. The dataset provides 11 core derived data fields: yield, yield to maturity, yield to call, yield to put, yield to worst, accrued interest, Macaulay duration, effective duration, modified duration, key-rate duration, and convexity. These fields are supplemented by 10 additional fields from the last trade data set, covering open, high, low, and traded volume.

Bond Σ is updated daily and delivered next day by 8:00 AM UTC via online access or SFTP, in XLS, TXT, or XML formats. The product combines worldwide fixed income reference and pricing data with a cloud-based algorithmic calculation engine to generate its analytics. It is designed to support fixed income portfolio risk management, security and portfolio return projections, bond screening for investment decisions, and regulatory reporting compliance.

Document Retrieval Service

The SQX Document Retrieval Service provides fast, centralized access to a comprehensive library of over 700,000 fixed income offering documents, including bond prospectuses, offering circulars, pricing supplements, and term sheets. The database has global coverage and is updated daily as historical documents and new issues are continually added. Users can search and retrieve documents by ISIN, US Code, or Symbol, and filter results by country of incorporation, exchange, currency, bond type, and issue or maturity date using specific dates or date ranges. A portfolio checker feature allows users to quickly identify which documents are available across their holdings, while individual document requests can be submitted to a dedicated research team for sourcing.

The service is delivered through a web-based application with online access and SFTP options, supporting XLS and TXT output formats. Documents can be downloaded directly from the browser or pushed in bulk to an FTP account. The Document Retrieval Service is designed for institutional fixed income professionals who need reliable, efficient access to critical issuance documentation.

Municipal Bond Pricing

SQX Municipal Bond Pricing delivers daily end-of-day evaluated prices for a universe of approximately 1,000,000 US municipal bonds, with the option to receive pricing for select issues or the full database. The proprietary pricing model generates valuations by analyzing recent trades, bids and offers, historical quotes, peer bonds, and current yield curves, producing highly market-driven evaluations that reduce risk compared to traditional methods such as bootstrapping, interpolation, and matrix pricing. Each price is accompanied by all supporting input data, intermediate results, and descriptive information used in the evaluation, offering complete transparency into the valuation process. Pricing output can include bid or offer side, retail or institutional trade lot size, yield, tier, and pricing date.

The dataset is updated daily and delivered via SFTP in XML format, with eight years of historical data also available. SQX municipal bond pricing follows the prevailing market price hierarchy outlined in MSRB Rule G-30 and is designed to serve the middle-market and regional dealer community with flexible, customizable solutions.

Municipal Bond Reference Data

SQX Municipal Bond Reference Data provides comprehensive, high-quality reference information covering over 1.5 million active U.S. municipal bond issues from more than 50,000 issuers, representing 99.7% of currently active U.S. munis. The dataset encompasses 100+ data fields organized across 17 detailed tables, including bond offering details, call schedules, coupon history, redemption details, sinking fund structures, variable rate profiles and history, issue default summaries, credit enhancements, and agent directories. Records are searchable by industry-standard identifiers such as ISIN and FIGI, and data is updated on a daily basis.

Delivery is available through multiple channels including API, SFTP, Amazon S3, and an online web search application, with output provided in CSV, XLS, JSON, or JSONL formats using pipe-delimited fields and standardized date formatting. Municipal Bond Reference Data is designed for institutional users seeking to integrate muni bond reference information into their workflows without maintaining and updating costly in-house databases. The dataset also supports customized delivery to meet specific operational requirements.

Sovereign Debt Coverage & Database

The SQX Sovereign Debt Coverage & Database is a fixed income data service providing end-of-day pricing, auction results, and historical records across sovereign debt instruments issued by 30 national governments and three supra-national entities — including Japan, Austria, France, Germany, the United Kingdom, the United States, and the European Union, among others. The dataset tracks government bond auctions, treasury bill sales, and supra-national debt offerings through each stage of the issuance lifecycle, from the initial indicative calendar entry and formal announcement through auction results, post-auction bidding events, and settlement. With more than 20 data fields per record and historical coverage extending back to 2017 for most countries, the database supports issuance trend analysis, outstanding debt tracking, and market impact calculations across multiple instrument types.

The searchable database allows users to filter auction records by ISIN, maturity range, country, security type, and time period, and any live auction data is automatically incorporated for retrospective analysis. Data is updated on an end-of-day basis and delivered via API, SFTP, or online access in JSON and XML formats, with customization options available. The dataset is designed for institutional users requiring a consolidated, comparable view of sovereign debt issuance across developed, emerging, and supra-national markets.

Worldwide Fixed Income

SQX Worldwide Fixed Income provides daily, up-to-date data on international debt securities across more than 150 countries, covering both exchange-traded and OTC instruments. The dataset includes a broad range of asset types such as convertibles, floating rate notes (FRNs), permanent interest bearing shares, preferred securities, and treasury bills. It tracks 40 event types — spanning new issues, interest payments, redemptions, conversions, defaults, call schedules, and changes to terms and conditions — for both corporate and government issuances.

Static reference data outlining key terms and conditions is included alongside ongoing instrument updates. Coverage extends to both fixed and floating rate bonds, with detailed information on interest payment structures. Data is delivered daily via online access, SFTP, or Snowflake, in XLS, TXT, or XML formats, and geographic or instrument coverage can be customized to match specific portfolio requirements.

Worldwide Fixed Income Evaluated Pricing

SQX Worldwide Fixed Income Evaluated Pricing is a daily evaluated pricing service covering a broad range of global fixed income securities, including corporate bonds, municipal bonds, syndicated bank loans, agency MBS, non-agency CMO, CMBS, ABS, and CLOs. SQX delivers independent, third-party prices designed to support valuations, portfolio analytics, best execution reporting, and risk management calculations. Pricing is derived from observable trade data sourced through trade reporting utilities and indicative sell-side quotes, which feed into industry-standard models used to build issuer-level yield curves or to derive implied discount margins.

Valuations are calculated daily at the close of major markets, with intraday valuations available for more liquid instruments, and can be delivered on a same-day or next-day basis. Data is available in CSV, XLS, TXT, and XML formats, with delivery via online access, Amazon S3, or SFTP. More detailed methodology documentation is available upon request.

Let SQX handle your data needs

The SQX difference:

• Quality data at a fraction of the cost
• Swift, friendly customer service
• Bespoke services for your individual needs
• Comprehensive coverage of common and niche asset classes
• Generous data redistribution rights

Adjustment Factors Data

SQX Adjustment Factors Data is a global data feed designed to back-adjust end-of-day per-share pricing so that historical price series accurately reflect the impact of corporate events such as bonuses, rights issues, and consolidations. The dataset covers all per-share series — including prices, earnings per share, dividends per share, assets per share, and cash flow per share — enabling users to draw meaningful conclusions about growth rates and trends. Each record includes fields for country, security, event type, and adjustment factor, and the feed supports corporate actions spanning multiple currencies for the same event.

The service includes FIGI code support for cross-referencing, expanded standalone data fields for easier integration, and three-character reason codes that allow higher-level grouping of event types. Data is updated daily and can be delivered via API, SFTP, Amazon S3, Snowflake, or online access, in CSV, TAB, TXT, or XML formats. The feed is built for full automation, handling cancellations and corporate action changes without manual intervention. A redistribution license is required for securities listed on the Kazakhstan Stock Exchange, Johannesburg Stock Exchange, Australian Securities Exchange, and SAFEX Derivatives Market.

Alternative Investments Pricing

SQX Alternative Investments Pricing provides daily valuation data for hard-to-price alternative assets across the United States, delivered in a single uniform file. The dataset covers a wide range of instrument types, including non-listed REITs, DPPs, limited partnerships, private equity, private placements, LLCs, preferred stocks, trusts, funds, Form D securities, private debt, DSTs, liquidating trusts, unregistered securities, swaps, and other alternative investments. Each record includes pricing fields such as price, price source, pricing methodology, pricing date, statement date, next statement date, and pricing frequency, alongside descriptive data including security description, ISIN, US Code, symbol, CIK, and SEDOL. SQX also passes along issuer-quoted information related to FINRA 2231(c) compliance where applicable, supported by explanatory notes and a detailed audit trail.

SQX sources prices directly from issuers, which can provide access to valuations up to three months before they appear in SEC filings. The file is updated daily and includes comprehensive coverage of both publicly and privately issued securities, helping to address common data quality issues such as duplicate securities, defunct instruments, and outdated prices.

Bond Closing Prices

SQX Bond Closing Prices provides daily end-of-day bond pricing data sourced from 106 exchanges worldwide, delivered through a single consolidated feed. The dataset includes key fields such as local code or ticker symbol, ISIN, currency, price date, open, high, low, close, bid, ask, and traded volume, with Mid Price additionally available for the London Stock Exchange. The closing price feed is organized into daily exchange price files grouped by region — EMEA, Asia/Pacific, and the Americas — with each market's file processed and delivered as soon as it becomes available. A rolling 10-day window of historical data is also accessible at any time through a browser-based interface.

Data is delivered via SFTP, supporting integration into internal systems, websites, and third-party platforms. Bond Closing Prices serves banks, brokers, and trading houses that require standardized bond valuations for portfolio marking, transaction settlement, index calculation, technical analysis, and benchmarking.

End of Day Pricing Data

SQX End of Day Pricing Data provides daily closing price information for securities traded across more than 170 exchanges worldwide, including coverage of emerging and frontier markets. The dataset encompasses equities, exchange traded funds, mutual funds, derivatives, listed bonds, and listed indices, with data elements that include open, high, low, close, traded volume and value, and number of transactions. Each record can be paired with static reference identifiers to support easy security-level identification.

Data is updated on a daily frequency, with both confirmed and unconfirmed pricing feeds available to accommodate different timing requirements. A supplementary repush file is also provided to capture any prices initially flagged for significant percentage changes from the previous close. Delivery is available via API, SFTP, Amazon S3, Snowflake, or online access, in TAB, TXT, or XML formats. The service supports use cases such as portfolio valuation, index calculation, and position benchmarking.

Central Bank Foreign Exchange Rates

The SQX Central Bank Foreign Exchange Rates dataset provides daily official FX rates sourced from central banks and other official bodies across more than 90 countries. The service covers over 3,200 rates spanning approximately 1,900 currency pairs, with pricing organized into Close, BID, ASK, and MID values depending on the source. Each record includes up to 15 data fields, and comprehensive historical data is also available. The dataset is delivered daily via online access or SFTP in CSV, XLS, or TXT formats.

Typical users include corporate treasury departments, investment banks, portfolio and asset managers, institutional foreign investors, brokers and dealers, fintech companies, analytical solution providers, and hedge fund management firms. This data supports a range of institutional workflows such as currency risk management, business planning, foreign investment analysis, FX market research, taxation and compliance calculations, and financial data technology development.

Let SQX handle your data needs

The SQX difference:

• Quality data at a fraction of the cost
• Swift, friendly customer service
• Bespoke services for your individual needs
• Comprehensive coverage of common and niche asset classes
• Generous data redistribution rights

Market Foreign Exchange Rates

SQX Market Foreign Exchange Rates provides accurate, daily foreign exchange rates data with global coverage spanning 168 currencies, including Euro legacy currencies. The dataset can be customized to include only selected currencies, a preferred base rate such as USD, GBP, or EUR, and additional fields like reverse rates.



Delivery frequency is flexible, with options for a single end-of-day file, twice-daily files at 6:00 AM and 6:00 PM UTC, or multiple intraday updates. Data is available via API, FTP, or email, and is also accessible through platforms including Amazon S3, AWS, Snowflake, and online portals. Supported file formats include CSV, XLS, TXT, and XML. This FX rates dataset is designed for institutional users who need reliable, automated currency data integrated directly into in-house systems for portfolio valuation, risk management, and multi-currency operations.

Reference & Interest Rates and Yield Curve

The SQX Reference & Interest Rates and Yield Curve service delivers daily benchmark and interbank reference rate data covering 924 rates across 90 currencies, including Euro Legacy, with historical data available back to 2010. Key rates included in the dataset are Fed Funds Rates, Interbank Offered Rates, the Prime Rate, and benchmark U.S. Treasury Securities rates, sourced from banks, stock exchanges, and financial regulators worldwide.

The accompanying Yield Curve Service provides a term structure of interest rates under multiple scenarios, including IBOR discounting, OIS discounting, and Risk-Free Rates (RFR), along with data fields such as quoted bids and asks on global interest rate swaps and basis swaps, implied zero-coupon yields, discount factors, cap/floor volatilities, and swaption volatilities. Data is updated daily and delivered via SFTP or email in CSV, XLS, TXT, or XML formats. The information is designed for integration into internal trading and settlement systems to support accurate transaction processing.

Structured Note Broker Quotes

SQX Structured Note Broker Quotes provides broker-quoted, end-of-day pricing data for over 100,000 structured notes, offering one of the most comprehensive structured note coverage sets in the U.S. market. The service aggregates pricing from a global network of domestic and foreign sell-side desks and consolidates the data into a single unified file for streamlined delivery. Prices are updated on a daily basis, with intraday updates available through secure client accounts so that price changes are reflected as soon as they are received.

Data is delivered via SFTP or API in XML format and can be parsed and formatted to meet specific client requirements, including custom security inclusion criteria and custom logic for price selection among multiple brokers. All securities within the dataset carry standard identifiers, and a daily universe file is available alongside portfolio-specific selections. Typical users of the service include investment banks, asset managers, hedge funds, insurance companies, and custodians seeking to eliminate manual quote collection and reduce operational risk associated with structured note valuation workflows.



Worldwide Equity Analytics

SQX Worldwide Equity Analytics is a derived equity data feed offering global coverage with daily updates. The dataset includes over 60 customizable fields spanning key analytics such as issuer market capitalization, average daily traded volume, benchmark securities, RSI, 90-day volatility, value at risk at 99% and 95% confidence levels, and alpha, beta, R-squared, and Sharpe ratios over 12- and 60-month periods. It also incorporates 1-, 5-, and 10-year benchmark, stock, and comparative returns, as well as 1- and 5-year dividend growth figures. Reference data fields such as issuer name, security type, MIC, and exchange are included alongside closing pricing elements like last traded date, high, low, and close.

Analytics for each security are published shortly after market close, linked to end-of-day price files. Data is available by country, region, or on a global basis and can be delivered via API, SFTP, Amazon S3, Snowflake, or online access in XLS, TAB, TXT, or XML formats. Additional analytics fields can be added upon request.

Worldwide Yield Curves

SQX Worldwide Yield Curves delivers consistently updated yield curve data with broad global coverage across sovereign, corporate, and municipal markets. The global curves dataset provides zero-coupon yields from 70 countries, spanning maturities from one month to long-dated bonds, and frequently includes 1-, 3-, and 6-month money market maturities sourced from country-specific providers. Corporate curves are updated daily and cover credit ratings across AAA, AA, A, BBB, BB, B, and CCC, with full transparency into curve constituents so users can review how each curve was constructed and which companies were included. Municipal curves use a data-driven methodology that incorporates observable market activity rather than relying on opaque pricing algorithms, with intraday updates delivered on an hourly basis.

SQX also offers quoted swap curves built from live dealer quotes, swap-implied curves constructed using a bootstrapping methodology to produce zero-coupon yields and discount factors, FX forward curves covering spot rates and forwards, and credit default swap curves built from real dealer quotes with proprietary composite processing and detailed metadata mapping. All curve types are designed to support valuation, risk management, pricing, and portfolio analytics workflows for institutional fixed income teams.

Let SQX handle your data needs

The SQX difference:

• Quality data at a fraction of the cost
• Swift, friendly customer service
• Bespoke services for your individual needs
• Comprehensive coverage of common and niche asset classes
• Generous data redistribution rights

Derivatives Reference Data

SQX Derivatives Reference Data provides daily global reference information for exchange-traded futures and options contracts, enabling institutional data users to consistently identify and describe specific derivative instruments. The dataset covers key static contract attributes across more than 30 fields — including identifiers such as ISIN and FIGI/BBGID, root and OSI symbols, security descriptions, underlying instrument details, contract size, and exercise style — with clear linkage to the underlying asset and primary exchange where traded.

Delivery is available in flexible formats (CSV, TAB, TXT, XML) and via multiple methods including API, Amazon S3, SFTP, and online access to support integration into internal systems. This reference data is structured to support accurate contract identification, validation, and enrichment workflows for trading, risk, and operational systems. Updates are distributed on a daily frequency to reflect current exchange-listed derivative instruments.

Document Retrieval Service

The SQX Document Retrieval Service provides fast, centralized access to a comprehensive library of over 700,000 fixed income offering documents, including bond prospectuses, offering circulars, pricing supplements, and term sheets. The database has global coverage and is updated daily as historical documents and new issues are continually added. Users can search and retrieve documents by ISIN, US Code, or Symbol, and filter results by country of incorporation, exchange, currency, bond type, and issue or maturity date using specific dates or date ranges. A portfolio checker feature allows users to quickly identify which documents are available across their holdings, while individual document requests can be submitted to a dedicated research team for sourcing.

The service is delivered through a web-based application with online access and SFTP options, supporting XLS and TXT output formats. Documents can be downloaded directly from the browser or pushed in bulk to an FTP account. The Document Retrieval Service is designed for institutional fixed income professionals who need reliable, efficient access to critical issuance documentation.

Foreign Ownership Limitations

The SQX Foreign Ownership Limitations dataset enables investors to monitor whether a foreign firm or individual has exceeded the foreign stock ownership ceiling limits imposed by local regulations. The service provides global coverage spanning 71 exchanges across 59 countries, with 42 data fields updated on a daily basis. Key data elements include total shares held directly by foreign stockholders, the direct holding ratio relative to total outstanding shares, and the government-imposed upper limit on foreign investment.

Data is delivered via SFTP in TXT or XML formats and can be integrated directly into existing systems to support accurate compliance calculations. The feed can also be customized at the geographic or portfolio holding level, with flexible data field selection to match specific client requirements. Index providers may additionally use the dataset to help determine free float figures for their methodologies.

Global Market and Public Holidays

SQX Global Market and Public Holidays provides accurate, structured information on holiday observances that affect financial institutions worldwide, spanning five core categories: Exchanges & Trading Venues, Exchange Clearing, Banks, Currencies, and Bank Clearing. Coverage extends across up to 230 countries, with between 21 and 27 data fields per category depending on the institution type, and also includes public holiday data organized by National, State, District, City, and Other classifications across up to 245 countries.

The dataset is updated daily and includes forward-looking holiday schedules for the next 30 years, along with historical records dating back to 2001. Detailed settlement and institution notes enable firms to programmatically calculate the next trading day following any institutional holiday. Data is available via API, SFTP, online access, and Snowflake, in CSV, XLS, TXT, and XML formats. Subscribers to the online service can view holidays for the current month and configure daily email alerts to receive timely updates as changes occur.

Municipal Bond Reference Data

SQX Municipal Bond Reference Data provides comprehensive, high-quality reference information covering over 1.5 million active U.S. municipal bond issues from more than 50,000 issuers, representing 99.7% of currently active U.S. munis. The dataset encompasses 100+ data fields organized across 17 detailed tables, including bond offering details, call schedules, coupon history, redemption details, sinking fund structures, variable rate profiles and history, issue default summaries, credit enhancements, and agent directories. Records are searchable by industry-standard identifiers such as ISIN and FIGI, and data is updated on a daily basis.

Delivery is available through multiple channels including API, SFTP, Amazon S3, and an online web search application, with output provided in CSV, XLS, JSON, or JSONL formats using pipe-delimited fields and standardized date formatting. Municipal Bond Reference Data is designed for institutional users seeking to integrate muni bond reference information into their workflows without maintaining and updating costly in-house databases. The dataset also supports customized delivery to meet specific operational requirements.

Securities Reference File

The SQX Securities Reference File is a global securities reference data service covering more than 1,300,000 listed and unlisted instruments, including equities, ETFs, debt instruments, certificates, indices, mutual funds, and warrants. The dataset provides over 40 searchable fields spanning identifiers such as ISIN, SEDOL, FIGI, ticker, and US local code, along with issuer name, country of register, CFI code, and industry classification details including GICS codes. Coverage extends across exchanges and unlisted markets in over 170 countries, with data updated on a daily basis. Delivery is available via API, SFTP, Amazon S3, Snowflake, and online access, in TAB, TXT, or XML formats.

The service also includes a Point in Time feed offering historical change-level detail on securities coding and reference data points dating back to January 2005, supplemented by a Point in Time Event Feed that links static data changes to underlying corporate actions events. London Stock Exchange–sourced identifier data is also available through the platform for resolving securities on domestic and international LSE markets. The Securities Reference File is designed to support compliance, operational risk management, and portfolio maintenance for institutional data users.

US Equities Historical Reference Services

SQX US Equities Historical Reference Services provides a comprehensive historical data service for US and Canadian securities listed on US security exchanges. The dataset encompasses approximately 25,000 active securities, over 125,000 obsolete securities, and more than 2,500,000 trackable securities, with coverage spanning North America. It is composed of several integrated components: the Securities Reference Service (SRS), which delivers details on active equity securities with 24/7 access; the Active Stock Guide Service, covering roughly 50,000 US and Canadian securities with fields such as full issuer and issue descriptions, CUSIP or CINS identifiers, place of incorporation, par value, transfer agents, dividend disbursing agents, lead underwriters, poison pills, and summaries of capital changes and stock dividends; and the Obsolete Stock Guide Service, which includes records on over 100,000 obsolete securities dating back to the late 1800s, covering events like bankruptcies, liquidations, mergers and acquisitions, name changes, reorganizations, and stocks declared worthless.

An End-of-Life File (ELF) service is also included, enabling subscribers to verify the accuracy of their security master file for North American equities, with results categorized into subsets such as worthless and equity unlikely, non-transferable, cashed out, identity change with no exchange, SEC registration revoked, and company terminating registration. Data is updated daily and delivered online in XML format.

Let SQX handle your data needs

The SQX difference:

• Quality data at a fraction of the cost
• Swift, friendly customer service
• Bespoke services for your individual needs
• Comprehensive coverage of common and niche asset classes
• Generous data redistribution rights

Taxability of Corporate Actions

SQX Taxability of Corporate Actions is a global dataset providing U.S. federal and Canadian income tax details for corporate actions involving publicly traded equities. Updated daily and containing 15+ data fields, the service delivers taxability analysis prepared by independent, experienced tax professionals from a Big Four accounting firm — including cases where a company's public documents are silent on tax treatment. Key components include Form 8937 for corporate actions, breakdowns of cash distributions between ordinary income and return of capital, ownership information for events potentially subject to Section 302 analysis, and supporting documentation such as proxies and registration statements.

Corporate action taxability is continuously monitored, with updates provided as circumstances change. Data is delivered via SFTP or email in XLS and TXT formats. The dataset is designed to support institutional investors and operations teams seeking a proactive, cost-efficient approach to corporate action tax processing, helping reduce reliance on in-house tax resources while maintaining accuracy and compliance.

Worldwide Equity Cost Basis

SQX Worldwide Equity Cost Basis (WECB) is a global tax data service that tracks the cost basis of equity securities and their evolution over time. The dataset captures all corporate events that affect cost basis and unit counts, including de-mergers, distributions, and other actions that can diversify an original holding into multiple descendant positions. WECB traces each security's cost basis alongside the cost basis and evolution of all its descendants up to the current date, providing the foundational data needed for accurate capital gains calculations across any jurisdiction. The service also covers security evolution history and tax status information.

Data is updated daily and delivered via SFTP or Snowflake in TAB, TXT, or XML formats. Worldwide Equity Cost Basis is designed for institutional users who require reliable, ongoing visibility into how corporate actions reshape the cost structure of equity holdings for tax reporting and compliance purposes.

Let SQX handle your data needs

The SQX difference:

• Quality data at a fraction of the cost
• Swift, friendly customer service
• Bespoke services for your individual needs
• Comprehensive coverage of common and niche asset classes
• Generous data redistribution rights

Bespoke Data Offerings

SQX Bespoke Data Offerings provide customizable data outsourcing solutions designed for stock exchanges, asset managers, stockbrokers, and data providers that need to maintain and update reference databases of listed and unlisted securities. The service covers global markets with over 100 data fields and includes daily updates as well as daily end-of-day pricing. Typical outsourced activities include fixed income document sourcing and terms-and-conditions scrubbing, timely updating of quarterly and annual results for public companies across regions such as the UK, Australia, New Zealand, Europe, North America, and the Far East, as well as near-real-time updating of broker recommendations, executive changes, director dealings, major shareholders, and newspaper tips from exchange filings. Additional capabilities include transcription of investor, pool, and servicing reports for CDO, MBS, and ABS securities into client-specified templates.

Data is delivered via online access, Amazon S3, SFTP, API, or email in formats including CSV, XLS, TAB, TXT, PIPE, and XML, and the service supports filter searches, historical data access, email alerts, and full customization. SQX Bespoke Data Offerings are suited to institutions looking to reduce costs and operational burden by outsourcing securities administration and market data management from disparate sources.

Free Float Service

The SQX Free Float Service provides global free float data representing the percentage of a public company's shares that are freely available to the investing public, serving as a key measure of share liquidity. Coverage spans more than 170 exchanges worldwide, with data updated on a daily basis and historical data available for purchase on an annual basis.

The methodology involves deducting shares held by significant, controlling, or substantial shareholders from total shares outstanding, with market-specific definitions of free-floating shares applied for each exchange. Each record includes identifying fields such as ISIN and issuer name to support clear security-level matching. The dataset complements broader shares outstanding data and is particularly relevant for index weighting, since most indices adjust company weights based on free float rather than total market capitalization. Clients can purchase each market dataset separately, and delivery is available via online access, SFTP, or Snowflake. Service coverage is regularly reviewed to reflect changes across global markets.

Global Sanctions Monitoring

SQX Global Sanctions Monitoring is a daily-updated dataset designed to help investment firms screen tradable instruments against international sanctions programmes. The service covers more than 700 entities worldwide, identifying both explicitly and implicitly sanctioned organisations along with their linked financial instruments. Over 20 major sanction-issuing authorities are monitored on a daily basis, and instruments can be searched by ISIN across more than 20 data fields.

The underlying Sanctioned Instrument Masterfile supports a range of compliance workflows, including pre-trade compliance, portfolio monitoring, post-trade audit, counterparty risk verification, ETF basket monitoring, index eligibility screening, and trade restriction list management. A proprietary entity-matching algorithm combines machine and human checks to reduce false positives and false negatives. Data is delivered in CSV or JSON format via Amazon S3, Dropbox, SFTP, API, or email, with optional email alerts and customisation available.

Live Briefs PRO Global Markets

Live Briefs PRO Global Markets is a premium intraday news and commentary service covering a wide range of asset classes, including equities, treasuries, commodities, options, ETFs, and foreign exchange. The service provides real-time, original coverage across more than 170 categories, spanning markets in the US, Canada, Europe, and Asia with a focus on the most widely followed securities and events in developed economies.

Content includes global economic news, sector summaries at key points in the trading day, analyst rating changes, earnings estimate updates, energy and precious metals reporting, forex commentary on major currencies, and notable insider trading activity. Every story is ticker-tagged and category-coded, enabling seamless integration into existing platforms and workflows. Reports are designed to deliver a concise picture of market-moving data while highlighting both immediate market impact and longer-term implications for central bank policy and the broader economy. Data is delivered via Amazon S3 or SFTP, supporting the needs of market participants and wealth managers who require timely, noise-free financial news without press releases or non-market filler content.

Medallion Signature Guarantee

The SQX Medallion Signature Guarantee service facilitates the transfer and sale of US and Canadian shares, funds, and other securities by providing authenticated medallion signature guarantee stamps. These stamps use barcode authentication and special ink verified by North American transfer agents, and they are a statutory requirement for managing the movement of securities and shares in the United States and Canada.

The service operates through a member of the Securities Transfer Agents Medallion Program (STAMP), which is authorized to act on behalf of banks, solicitors, stockbrokers, accountants, and individuals. In most cases, same-day turnaround is available for obtaining medallion guarantee stamps. The stamps are valued based on the underlying asset, whether stocks, shares, or other holdings, and serve to limit liability and safeguard against forged signatures. This service is relevant to professionals and individuals managing estates involving North American assets or handling any other transfer of US and Canadian securities requiring guaranteed authorization.

SQX Ventures

SQX Ventures is a partnership programme designed to support early-stage fintech companies by providing complimentary financial data during their initial development phase. The programme supplies the data startups need to reach a critical proof-of-concept milestone, enabling them to demonstrate their product to potential users, partners, and suppliers without the upfront cost of data licensing. In return, SQX Ventures operates on a revenue-share model tied to sales that utilise the supplied data, along with an option on company equity as compensation for taking an early-stage position.

Data is delivered online, via Amazon S3, or through SFTP, and is available in CSV, TAB, and TXT formats. The programme has already enrolled multiple entrepreneurial fintech firms, with partners actively onboarding subscribers to their own services. SQX Ventures is suited for startups and emerging technology companies in the financial services space that require institutional-grade data but face capital constraints in their early stages.

Let SQX handle your data needs

The SQX difference:

• Quality data at a fraction of the cost
• Swift, friendly customer service
• Bespoke services for your individual needs
• Comprehensive coverage of common and niche asset classes
• Generous data redistribution rights

FundsCAB

FundsCAB is a UK-focused investment funds data service covering over 13,700 share-class funds from 200 fund management companies, providing comprehensive distributions and corporate actions data. The dataset is built from information collected and analyzed from unit trusts and open-ended investment companies (OEICs) or their representatives, with multiple sources mined to ensure broad corporate actions coverage across the UK funds market. FundsCAB includes 25+ data fields searchable by ISIN, and users can search and retrieve corporate actions by event type, fund, or date range. The service also supports portfolio imports with email alerts triggered when associated funds have a new corporate action, and daily fund distributions are published as they become available.

Data is updated on a daily frequency, with corporate actions actively monitored and published as they occur. Delivery is available online and via email in TXT format. FundsCAB is designed for institutional users who need timely, detailed insight into UK fund-level corporate actions and distribution activity.

Global Investment Funds (ex US)

SQX Global Investment Funds (ex US) is a comprehensive open-ended investment funds dataset covering the United Kingdom, Ireland, Luxembourg, and Germany, with additional translation services available for Switzerland, Austria, France, Belgium, and other European markets. The active universe encompasses approximately 96,000 share class funds, comprising around 16,000 UK funds, 30,000 Irish funds, and 50,000 Luxembourg funds. The dataset includes over 100 reference data fields, collected and processed daily through direct links with more than 400 fund managers and supplemented by third-party sources.

In addition to reference data, the service provides corporate actions coverage for open-ended funds, including breakouts of dividend, interest, and property income streams where applicable — supporting accurate tax liability calculations. Data is delivered daily via online access, SFTP, API, or email in CSV, XLS, TAB, or TXT formats. Typical users of this investment funds data include retail fund platforms, fund research companies, stockbrokers, wealth managers, financial data vendors, index providers, risk managers, and audit firms.



Investment Funds NAVs

The SQX Investment Funds NAVs service provides a customizable database of net asset values for investment funds with global coverage. Updated daily, the dataset includes five or more data fields and supports ISIN as the primary search identifier, along with daily end-of-day pricing. Data can be delivered via SFTP, API, or email in multiple formats including CSV, XLS, TAB, TXT, and XML, allowing integration into a range of institutional workflows.

Typical users of this dataset include audit firms, wealth managers, fund research companies, index providers, risk managers, stockbrokers, family offices, independent valuation services, fund supermarkets, back-office system providers, data providers, and software providers. The service also offers customization options to tailor the data feed to specific business requirements.

Non-US Investment Funds

The SQX Non-US Investment Funds dataset provides comprehensive reference data and corporate actions coverage for open-ended investment funds domiciled outside the United States. The service currently covers approximately 96,000 share-class funds across the UK (16,000), Ireland (30,000), and Luxembourg (50,000), with additional translation services available for Switzerland, Austria, France, Belgium, and other European markets.

The dataset includes over 100 data fields, sourced daily through direct links with more than 400 fund managers and supplemented by third-party sources. Corporate actions coverage encompasses fund events as well as breakdowns of income streams — including dividend, interest, and property components — enabling accurate tax liability calculations. Data is delivered daily via online access, SFTP, API, or email in CSV, XLS, TAB, or TXT formats. Typical users of this dataset include retail fund platforms, wealth managers, stockbrokers, financial data vendors, risk managers, index providers, and fintech firms.

Let SQX handle your data needs

The SQX difference:

• Quality data at a fraction of the cost
• Swift, friendly customer service
• Bespoke services for your individual needs
• Comprehensive coverage of common and niche asset classes
• Generous data redistribution rights

Real Estate Investment Trusts

The SQX Real Estate Investment Trusts pricing service provides asset managers with independent, third-party valuations for private REITs, publicly non-traded REITs, publicly traded REITs, business development companies (BDCs), equity REITs, and other interval or closed-end funds. The dataset covers US-listed securities and includes over 10 data fields, with all source and methodology information available for inspection and auditing. Pricing data is updated on a monthly basis and complies with the valuation methodology disclosure requirements outlined in FINRA Rules 2231 and 2111. The service is delivered via SFTP in multiple formats, including CSV, XLS, TAB, TXT, PIPE, and XML, and client reports can be customized by format, content, and delivery method.

SQX specializes in gathering and distributing quotes for difficult-to-price securities, helping to reduce the operational burden of tracking, discovery, follow-up, and SEC-filing analysis associated with REIT valuations. This product is designed for institutional asset managers and fund administrators who require transparent, compliant, and customizable REIT pricing data.

Unit Investment Trusts

The SQX Unit Investment Trusts dataset provides comprehensive reference data and corporate actions coverage for all unit investment trusts issued in the United States. A unit investment trust (UIT) is an investment company that offers a fixed portfolio of stocks and bonds as redeemable units to investors for a defined period, designed to deliver capital appreciation and dividend income.

The reference data feed includes fields such as ISIN, SEDOL, local and US codes, issuer and trust names, deposit and maturity dates, distribution frequency, and tax class. The corporate actions component expands on this with ex-dividend, record, and pay dates, gross and net dividend amounts, currency codes, and announced date flags. Data is delivered via SFTP in XML format and can be customized to meet specific institutional requirements. The dataset serves firms that need reliable, structured UIT data for portfolio management, compliance, and operational workflows.

US Dividend Reclassification

The SQX US Dividend Reclassification dataset provides the income classification details needed for accurate and timely federal income tax reporting on US securities dividends. Coverage spans US open-ended funds, closed-end funds, exchange traded funds, and real estate investment trusts across North America. The data files include a broad set of security reference fields such as issuer name, country of register, multiple security identifiers, CFI and CIK codes, industry classifications (SIC and NAICS), security type, security description, and ticker symbol. Specific income classification breakdowns are provided for each dividend payable, including NRA exempt income dividend amounts per share applicable to foreign entities with US-sourced income.

Data is updated on a daily basis and delivered via SFTP in CSV or XML format. A web portal is also available, offering search functionality by multiple identifiers or partial name, custom searches using date ranges and specific dates such as announcement, ex-date, and record date, along with on-demand or scheduled intra-day and end-of-day downloads for a full universe or user-defined portfolio. Typical applications include generating 1099 tax forms, validating a primary data provider as a secondary source, and supporting client service teams in researching dividend-related inquiries.

US Mutual Funds

SQX US Mutual Funds provides high-quality reference data, comprehensive corporate actions and dividends information, and a daily pricing feed for US mutual funds. The dataset covers more than 31,000 mutual funds, over 18,000 Unit Investment Trusts (UITs), and approximately 200 interval funds, with detailed information drawn from over 20 data fields including US local code, FIGI, ISIN, issuer name, and tickers.

End-of-day Net Asset Value (NAV) pricing is updated daily, and static data elements from the security reference file support fund identification. Data is delivered via online access or SFTP in TAB, TXT, or XML formats, and feeds can be customized to meet specific requirements. The product is designed to support accurate corporate actions processing and reduce operational risk associated with missed or misinterpreted fund events.

Let SQX handle your data needs

The SQX difference:

• Quality data at a fraction of the cost
• Swift, friendly customer service
• Bespoke services for your individual needs
• Comprehensive coverage of common and niche asset classes
• Generous data redistribution rights

Business Core Data

SQX Business Core Data is a structured global dataset providing verified company contact information across more than 190 countries. The dataset covers over 320 million companies, ranging from small enterprises to multinational corporations, with each company profile containing more than 50 unique data fields. Key fields include official phone numbers, business email addresses, company websites, and social media profile links, offering multiple communication touchpoints per entity.

The data is updated on a monthly basis and can be delivered via API, SFTP, Amazon S3, AWS, Google Cloud, Dropbox, email, or online access in CSV, XLS, TAB, or TXT formats. Historical data, filtered search capabilities, email alerts, and customization options are also available. Business Core Data is suited for B2B outreach, lead generation, sales prospecting, and CRM pipeline development, particularly for teams that depend on accurate and centralized company contact records at global scale.

Business Entity Relationship Data

SQX Business Entity Relationship Data is a global corporate hierarchy dataset that maps the structural and operational connections between companies, including parent-subsidiary links, branch affiliations, and sister organization relationships. The dataset spans more than 190 countries and covers over 320 million companies, with each company profile containing 25+ data fields such as ownership structure, branch details, registration information, location, and operational hierarchies. Data is updated on a monthly basis and can be delivered via API, SFTP, Amazon S3, AWS, Google Cloud, Dropbox, email, or online access in CSV, XLS, TAB, or TXT formats.

Business Entity Relationship Data supports critical use cases across due diligence, anti-money laundering (AML) compliance, supply chain analysis, and corporate risk management by helping users identify ultimate beneficial owners and uncover hidden connections between entities. The dataset is designed for compliance officers, data analysts, investors, and business strategists who need to navigate complex global corporate networks with transparency and accuracy.

Business ESG Data

SQX Business ESG Data is a global dataset of environmental, social, and governance metrics covering 30,000 public companies worldwide, with over 450 detailed fields per company. The dataset also includes ESG insights for more than 4,000 ETF listings, enabling analysis of broader market trends and ESG-aligned investment vehicles. Environmental fields address areas such as climate impact, resource usage, and energy efficiency, while social fields cover labor practices, diversity, and community engagement. Governance fields capture corporate structure, leadership accountability, transparency, and ethical decision-making practices.

Data is updated daily and available in CSV, XLS, TAB, and TXT formats, with delivery via API, SFTP, Amazon S3, AWS, Google Cloud, Dropbox, email, or online access. The dataset supports filtered searches, email alerts, and historical data retrieval. SQX Business ESG Data serves investors, analysts, and policymakers seeking to evaluate sustainability performance, assess risk, and integrate responsible practices into their decision-making frameworks.

Business Financial Data

Our Business Financial Data provides a comprehensive view of corporate monetary health and activity, covering key metrics such as revenues, expenses, profits, and growth patterns alongside supplementary attributes like employee count, years of operation, registration details, and funding history. The dataset includes 25+ data fields per record, with global coverage spanning 190+ countries and a database of over 320 million companies. Data is updated on a monthly basis, and end-of-day pricing is available daily. The product supports flexible delivery through multiple channels including API, SFTP, Amazon S3, AWS, Google Cloud, Dropbox, email, and online access, with file formats available in CSV, XLS, TAB, and TXT.

Business Financial Data enables institutional users to segment companies by size, maturity, and financial stability for use cases such as creditworthiness assessment, risk evaluation, competitive benchmarking, and market opportunity analysis. Both historical and current financial records are included, along with filter search and email alert capabilities, making the dataset suitable for investors, banks, insurers, and research institutions requiring structured company-level financial intelligence.

Business Firmographic Data

Business Firmographic Data from SQX provides detailed company-level attributes that describe an organization's structure, scale, and market positioning. The dataset offers global coverage spanning over 320 million companies across more than 190 countries, with each company profile containing 25+ data fields. Key fields include annual revenue, employee count, years in operation, industry classification, geographic location, and ownership type. The data is updated on a monthly basis and can be delivered via API, SFTP, Amazon S3, AWS, Google Cloud, Dropbox, email, or online access, in formats including CSV, XLS, TAB, and TXT.

Business Firmographic Data supports use cases such as B2B market segmentation, lead qualification, competitive analysis, and sales targeting by enabling users to filter and profile companies based on specific operational and financial characteristics. This dataset is suited for institutional teams conducting market research, prospecting, or strategic planning that requires structured, globally comprehensive firmographic intelligence.

Business Technographic Data

SQX Business Technographic Data provides detailed insight into the technologies, software, and IT solutions that organizations have adopted across their operations. The dataset offers global coverage spanning every industry, with 25+ data fields updated on a weekly basis. It tracks over 100 million technologies across more than 320 million companies worldwide, with over 100 fields per company capturing in-depth operational and infrastructure details.

This data supports use cases in B2B sales targeting, marketing segmentation, competitive analysis, strategic partnerships, and product development by revealing the digital toolsets and platforms businesses rely on. Delivery is available via multiple channels including API, SFTP, Amazon S3, AWS, Google Cloud, Dropbox, email, and online access, in formats such as CSV, XLS, TAB, and TXT. Historical data, filtered searches, email alerts, and customization options are also supported.

Let SQX handle your data needs

The SQX difference:

• Quality data at a fraction of the cost
• Swift, friendly customer service
• Bespoke services for your individual needs
• Comprehensive coverage of common and niche asset classes
• Generous data redistribution rights

Direct Contact Data of Business Titles

SQX Direct Contact Data of Business Titles provides verified contact information for professionals and decision-makers across industries worldwide. The dataset includes over 200 million verified business email addresses and more than 140 million personal phone numbers, along with active social media profile data, enabling outreach through multiple communication channels.

Coverage spans more than 190 countries across North America, Europe, Asia, Africa, the Middle East, and additional regions. The dataset contains 25+ data fields and is updated on a monthly basis. Data is available for delivery via API, SFTP, Amazon S3, AWS, Google Cloud, Dropbox, email, or online access, in CSV, XLS, TAB, or TXT formats. Typical applications include lead generation, sales outreach, recruiting, market research, and partnership development.

Home Improvement Inventory Data

SQX Home Improvement Inventory Data provides daily granular visibility into inventory levels, pricing dynamics, and product performance across Home Depot store locations in North America. The dataset includes 25+ data fields covering product identifiers, SKUs, brand and model details, product names, categorization, original and discounted pricing, in-store and online stock quantities, average review ratings, review counts, and full store-level attributes such as store name, address, city, state, zip code, and country.

Each record is timestamped in UTC to support precise trend tracking and time-series analysis. Data is updated on a daily frequency and delivered in CSV or XLS format via Amazon S3, SFTP, email, AWS, or Google Cloud. The dataset supports use cases in financial modeling, competitive intelligence, market analysis, pricing strategy development, and inventory and sales trend forecasting.

KYC Identity Data

SQX's KYC Identity Data provides globally sourced identity verification records used to support know-your-customer (KYC) processes, anti-money laundering (AML) compliance, and counter-terrorism financing (CTF) requirements. The dataset spans over 120 countries and includes access to more than 2 billion verified identity records, with 150 direct fields covering attributes such as name, date of birth, nationality, phone number, email, physical address, and government-issued identification numbers. Additional fields may extend to employment details, financial history, and risk assessment indicators.

The data is updated on a monthly basis and is available through multiple delivery channels including API, SFTP, Amazon S3, AWS, Google Cloud, Dropbox, email, and online access, in formats such as CSV, XLS, TAB, and TXT. KYC Identity Data supports use cases including client onboarding verification, due diligence, risk scoring, and ongoing compliance monitoring across financial institutions and regulated businesses.

People Demographic Data

SQX People Demographic Data offers a detailed view of socioeconomic characteristics across populations worldwide, covering more than 150 countries and over 1 billion individuals. The dataset includes 30+ key demographic attributes such as gender, age, ethnicity, household income, education level, marital status, and occupation, enabling granular analysis of population structures, income distribution, and cultural diversity.

Data is updated on a monthly basis and can be delivered via multiple channels including API, SFTP, Amazon S3, AWS, Google Cloud, Dropbox, email, and online access in formats such as CSV, XLS, TAB, and TXT. Additional platform features include filtered search, historical data access, email alerts, and customization options. People Demographic Data supports use cases spanning market expansion analysis, customer segmentation, targeted advertising, academic and social science research, economic forecasting, urban planning, and resource allocation for government and nonprofit organizations.

Point of Interest Data

SQX Point of Interest Data provides detailed geographic and descriptive information for commercial and non-commercial locations worldwide, covering over 160 million places across more than 100 countries. Each record is enriched with 50+ data fields, including company name, category, contact details, opening hours, and precise latitude and longitude coordinates. The dataset is updated on a monthly basis, with historical data also available for trend analysis.

Delivery is supported through multiple channels including API, SFTP, Amazon S3, AWS, Google Cloud, Dropbox, email, and online access, in formats such as CSV, XLS, TAB, and TXT. Typical applications span mapping and navigation, site selection and retail analytics, route optimization, real estate valuation, geospatial analytics, and location-based risk assessment. Point of Interest Data from SQX serves institutional users who require structured, global-scale location intelligence with flexible integration and customizable filtering options.

Real Estate Data

SQX Real Estate Data provides detailed property, ownership, and market analytics covering both residential and commercial real estate across the United States. The dataset spans more than 80,000 locations and includes over 100 unique signals, capturing property characteristics, transaction histories, ownership details, demographic information, and broader market trends. With 25+ data fields updated on a monthly basis, the product supports a wide range of analytical needs for institutional investors, financial institutions, urban planners, and developers.

Data is delivered in multiple formats including CSV, XLS, TAB, and TXT, and can be accessed through API, SFTP, Amazon S3, AWS, Google Cloud, Dropbox, email, or online portal. Historical data and customizable filtered searches are also available, along with email alerts to keep users informed of relevant changes in the real estate landscape.

Weather Data

SQX Weather Data is a global atmospheric dataset covering current conditions, forecasts, and a broad range of environmental signals used to support data-driven decision-making. The dataset spans over 80,000 locations worldwide, encompassing both densely populated urban areas and remote rural regions, and includes more than 100 unique weather signals. Key parameters tracked include temperature, humidity, air quality, precipitation, wind speed, barometric pressure, and cloud cover, among others, with over 25 structured data fields available.

The data is updated on a daily frequency and can be delivered via API, SFTP, Amazon S3, AWS, Google Cloud, Dropbox, email, or online access, in formats including CSV, XLS, TAB, and TXT. Historical data and email alerts are also supported, along with filter search capabilities for targeted retrieval. Weather Data serves use cases across agriculture, transportation and logistics, energy, disaster preparedness, and risk management, where timely and precise atmospheric intelligence is essential for operational planning and strategic analysis.

Get Connected.