The new CONNEXOR API now allows our customers to get their structured product reference data ISIN by ISIN. This new service is offered by CONNEXOR through the interface of our cooperation partner Derivative Partners (dp, part of Avaloq).

Up until now, the reference data offering was primarily oriented towards mass downloads by large customers, such as vendors. The existing interface was less suitable for individual requests, since it was only possible to access entire sequences. Now, reference data can be obtained per ISIN – and clients only pay for what they actively request. The one-time registration is quick and easy via an online contract, and the data can be obtained immediately after a brief contract review.

“This service closes a gap in our data offering. Thanks to the great support of our CONNEXOR issuers, it is now possible to obtain the reference data of specific individual products. This also allows us to satisfy individual requests with high-quality and complete data for portfolio analysis, valuations or similar services without having to set up a conventional data feed. As part of the service, customers can optionally obtain additional key figures based on this reference data,” says Markus Gutzwiller, Head Sales CONNEXOR at SIX Swiss Exchange. 

Marcello Solida

This service closes a gap in our data offering.

Francesco Marcon Fiastri, Head Sales CONNEXOR

In addition to the native data format CONNEXOR-XML, more popular formats such as json, csv or Excel are also enabled. The offering covers additional services, such as notifications about data updates, issuer reporting on usage as well as integrating key figures. Based on the closing prices of the previous day, the following key figures can be obtained:

  • Distance from strike price
  • Autocall, barrier
  • Derivative numbers (delta, gamma, theta, vega, rho, leverage effect, intrinsic value, fair value)
  • Payout upon maturity
  • Return indicators (sideways yield, maximum yield, bonus yield, outperformance level)
  • Risk indicators (Value at Risk (VaR), Summary Risk Indicator (SRI))

In addition, a user can subscribe for an instrument to receive the latest reference data and calculation results on a daily basis.

The price for the service is a combination of a basic fee and, depending on needs, a reference data package with or without key figures:

  • One-off fee of CHF 2,500 for the technical set-up
  • CHF 3 per ISIN, per calendar year for the reference data package or
    CHF 8 per ISIN, per calendar year for the reference data package incl. key figures
  • Minimum usage fee of CHF 2,000 per calendar year

Click here for the API interface.