Your Partner for Financial Data
Our innovative market and exchange feeds deliver high-quality, low latency market data direct to you easily and efficiently. Thanks to the first-rate partnerships that we have established around the globe, we can provide comprehensive access to data to meet even the biggest demands. Designed and developed with both convenience and transparency in mind, our products shine a light on global markets and enable our clients to do the extensive and first-rate market research they need.
We promote transparency in the marketplace so you can do the extensive market research you need.
How You Will Benefit
ITCH Market Data Interface (IMI) the highest speed possible
Access to data sources from across the globe to meet even the highest demands
Your single source for index data, fund data, reference data from CONNEXOR and other sources.
Excellent Connectivity: For Everyone, Everywhere
As a sourcing partner and supplier of market information, we offer all clients the same low latency feed out of our data centers in Zurich, and through our co-location services. This means that location is not a factor when it comes to the quality of service you need.
To get the SIX MDDX data feed, there are several connectivity options, including the data centers in Zurich as well as through Proximity and Access Point services. We are flexible and offer a wide range of options for you to select the connectivity and interface that suits you best. We can also work with you and lend our expertise in determining the best fit for your business.
To select a suitable connectivity model and interface, you can get more information here.
Exfeed Customer Support
Our market data team will be happy to advise you and provide details on our data feeds.
Latest Exfeed Messages
Any changes to User Specifications and data content are published via SIX Exfeed Ltd Messages and disseminated directly to all parties concerned.
About This Service
Our aim is to provide low-latency, high-quality data conveniently and efficiently, regardless of location. We do this through two core services: SIX MDDX Multi-Dimensional Data fluX® (SIX MDDX) and ITCH Market Data Interface (IMI).
SIX MDDX provides vendors with real-time market data from the SWXess Trading Platform (including MiFID/MiFIR data content such as UTC timestamps with microsecond granularity as well as MMT trade flags), SIX index data, Swiss Fund Data, reference data from CONNEXOR and other sources, Bespoke data sets (based on Regulatory Technical Standard requirements, using the SoupBinTCP point-to-point network protocol) and third-party content.
SIX MDDX will be used to distribute real-time market data from ARTEX, an innovative MTF for art shares aiming to democratise investment opportunities in timeless assets. SIX will also provide Clearing and Settlement services to ARTEX via SIX x-clear AG. Discover more about ARTEX.
Get access to market data as quickly as possible: IMI connects participants with both the SWXess Equities and Non-Equities On Book Matcher (OBM) Partitions. For the Equities OBM Partition the interface is enhanced to provide the highest speed possible – participants and traders can benefit from the renowned high-performance industry standard of the ITCH protocol.
Historical Price Service (HPS) delivers daily all tick-by-tick data per partition (equity and non-equity). Distributed via a web based download, the service is available to all interested customers.
The download files contain all order book updates for the entire business day.
They are an exact copy of the ITCH Market Data Interface (IMI) payload (see section 6.6.1 in the ITCH Market Data Interface (IMI) Specification).
The HPS service provides the accumulated files of the current month plus the history of the last 11 months on a rolling basis.
If you want to test the feasibility of your project with HPS and understand how much work is needed for decoding the HPS file, you can request a free trial and we will provide you with a package of 3 files containing:
- ITCH Market Data Interface (IMI) Specification
- Static Binary Capture of 1 trading day on Equity Partition
- Text decoded version of the same binary capture above
Please liaise with SIX Exfeed Customer Support (email@example.com) for more details.
Individual data queries on investment products made easy. The dataAPI service offers, among other data import options, the possibility to download reference data as well as key figures (Greeks, Yield Figures etc.) for individual ISINs in a simple and straightforward way.
The data source for this is CONNEXOR IBT & IBE, which provides the relevant data based on "Issuer Approved Data" for the dataAPI service.
Register for the dataAPI Service
If you intend to use, publish or redistribute market data you can find the currently valid contractual documents and other useful information on the table below. The conclusion of the SIX Exfeed Data Distribution Agreement (DDA) is the basis for obtaining market data from SIX Swiss Exchange. You've got the choice to either source the Information directly from us or indirectly through an information provider. In that case the Data Distribution Application Form must be filled in by you or your vendor/subvendor and sent to SIX Exfeed Ltd.
For the purpose of disseminating Information in real time respectively Delayed Information (at least 15 minutes), please print out two copies of the DDA, complete the documents and sign and return them to SIX Exfeed Ltd.
The usage of Non-Display Information requires a direct contractual relationship with SIX Exfeed Ltd. For users who have not concluded a DDA, a separate agreement for Non-Display Information Usage (NDIU) is required.
Data Distribution Agreement
Non-display Information Usage Agreement (NDIU)
Agreement for Historic Price Service – Tick-by-Tick Data (HPS)
NDIU Guidance Notes & FAQ
Letter of Confirmation
Data Application Form
Basis for granting a DDA or a NDIU-Agreement
Application for SIX MDDX Connection
Basis for connecting SIX MDDX® environment
Exchange & Distribution Fees
CONNEXOR® Terms for Data Vendors
Non-Display Information Usage
The following list is updated periodically. If you are also a customer of SIX Exfeed Ltd. and would like to appear on this list,
please fill out and return the declaration form to Data Services.
+44 20 7073 5199
+44 208 081 3064
+44 (0)20 7825 8650
|Infront Financial Technology GmbH|
+44 (0)20 3194 1332
+44 20 7070 5000
+33 (0)1 73 02 32 11
+41 58 399 5577
+41 22 999 9860
|Transaction Network Services Inc.||Joanna Nicklas||+1 703 453 8473|
+44 289 568 0209
Our Local Support Centers in Zurich, Geneva and London are happy to answer any technical questions.
For inquiries about the generation and commercialization of Market Data from the different Regulated Markets and Multilateral Trading Facilities operated by BME Group, please contact BME Market Data.