Structured Note
Reference Data
The clean, complete reference data you've been looking for.
SQX provides the reference data you need.
You need structured note data. Clean, complete, term-sheet-level detail — not scraped summaries, not half-filled fields. We get it. That's why we built something better.
We directly parse SEC 424B2 prospectus filings, delivering comprehensive reference data for structured notes issued by the major dealers: BMO, Goldman, JPMorgan, Morgan Stanley, BNP Paribas, and more. Every note. Every structure. Every field that matters.
When you partner with SQX, our first priority is serving you. We'll tailor our solutions to your needs. We'll always give you the friendly, responsive customer service you need. We'll treat you like you actually matter – because you do.
Partnering with SQX for structured note reference data will take your process to the next level.
Structured Note Reference Data Files
Three clean, joinable files. Once ISIN as the primary key:
- Reference Data: 61 fields per note covering identification, payoff classification, coupon mechanics, autocall terms, issuer call rights, and full economics (gross spread, selling concession, estimated value, net proceeds — everything you need).
- Underliers: One row per ISIN per underlying asset, with initial fixing levels, fixing dates, basket weights, and credit reference flags. Worst-of baskets, equal-weight rainbows, single underliers — all handled cleanly.
- Payoff Structure: A
piecewise-linear payoff profile at maturity for every note, expressed as breakpoints you can plot directly. No reverse-engineering. No guesswork.
Let us handle your structured note reference data
Contact Form
SQX structured note reference data is a machine-ready dataset built for quantitative and operational use across complex structured products. It standardizes key attributes such as legal wrapper, settlement method, FX mechanics, underlying return type, observation schedules, barrier logic, and income accrual treatment, enabling consistent cross-note analysis.
The dataset supports systematic modeling, compliance validation, and product comparison across autocallables, reverse convertibles, principal-protected notes, and other bespoke structures. Delivered in a normalized format optimized for clean integration, it allows teams to move from document review to data-driven workflows immediately.
When you get your structured note reference data from SQX,
Your process will run better than ever.
What you're probably using now — and why it's costing you.
Most market data terminals are powerful and comprehensive. They’re also expensive — and when it comes to structured notes, coverage is often limited to a narrow set of fields. You may find basic identifiers and high-level terms, but not full structural mechanics or a payoff profile you can model directly.
Broad fixed income data vendors cover a wide range of asset classes, but structured products are rarely a primary focus. That can mean inconsistent classifications, incomplete economic detail, and onboarding processes built for large enterprise contracts rather than fast implementation.
Large-scale data infrastructure providers offer deep datasets — along with deep integration requirements. If you’re prepared for a long deployment cycle and significant engineering lift, it may work. If you need structured note reference data delivered cleanly and ready to use, it can feel unnecessarily complex.
These systems aren't built to solve exactly this problem. SQX is.
SQX Offers:
- Broad structural coverage: autocallables, reverse convertibles, participation, principal-protected, leveraged/inverse, digital, range accrual, and more
- Autocall mechanics: structure type, observation schedule, trigger levels, call dates, early redemption terms
- Coupon detail: fixed, floating, contingent, memory, barriers, observation windows
- Issuance economics: estimated value, spreads, concessions, fees, net proceeds
- Tax treatment: OID, CPDI, prepaid forward, phantom income indicators
