About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Blogs

SIX Telekurs Adds Nasdaq OMX Global Index Data

Subscribe to our newsletter

SIX Telekurs has added the Nasdaq OMX Global Index Data Service data feed to its service. The vendor claims customers can now enjoy the benefits of enhanced descriptive data for improved transparency.

The Global Index Data Service is a data feed from Nasdaq OMX Information that consolidates all index and exchange traded fund (ETF) valuation data into a single outbound data stream. The data originates from The Nasdaq Stock Market, Nasdaq OMX PHLXSM and the exchanges that comprise Nasdaq OMX Nordic and Nasdaq OMX Baltic.

“Because we offer our customers the full complement of Nasdaq OMX index and ETF data, SIX Telekurs was eager to implement the Nasdaq OMX Global Index Service as soon as it was available, given the cost benefits of the consolidated feed from the exchange,” says Sara Banerjee, senior vice president of Data Procurement and Strategic Initiatives of SIX Telekurs in the Americas. “The fact that our customers can now receive significant added value through additional data fields is a real win-win for all parties.” In addition to reducing costs, the Nasdaq OMX Global Index Data Service provides customers with improved dissemination frequency and component weightings for select indexes – allowing for better trading performance and portfolio valuations.

“The Nasdaq OMX Global Index Service adds significant value through the vastly increased frequency of dissemination, plus the availability of such critical information as index components, weights and divisors, instrument specific data fields such as intraday portfolio value (IPV), previous day NAV, and estimated cash per creation unit,” says Randall Hopkins, senior vice president of Nasdaq OMX Global Data Products.

For SIX Telekurs customers, the index component data delivers greater transparency through improved visibility into the indices, along with improved frequency of intraday pricing updates – all of which means that investors and traders are better able to gauge the market’s performance and make buy and sell decisions.

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: Navigating the Build vs Buy Dilemma: Cloud Strategies for Accelerating Quantitative Research

Date: 20 May 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes For many quantitative trading firms and asset managers, building a self-provisioned historical market data environment remains one of the most time-consuming and resource-intensive steps in establishing a new research capability. Sourcing data, normalising symbologies, handling corporate actions and maintaining...

BLOG

TXSE Selects Exegy FPGA Technology for Market Data Infrastructure

The Texas Stock Exchange (TXSE) has selected Exegy to provide FPGA-based market data feed handlers as part of its launch infrastructure. TXSE is positioning itself as the first fully integrated U.S. equities exchange built from scratch in more than 25 years. As part of that ground-up approach, the venue has opted to deploy FPGA technology...

EVENT

AI in Capital Markets Summit London

Now in its 3rd year, the AI in Capital Markets Summit returns with a focus on the practicalities of onboarding AI enterprise wide for business value creation. Whilst AI offers huge potential to revolutionise capital markets operations many are struggling to move beyond pilot phase to generate substantial value from AI.

GUIDE

Alternative Trading Systems Directory 2010

The year since we launched our first edition of the A-Team Alternative Trading Directory has passed by in a flash (no pun intended). And while the rate of expansion of the alternative trading system sector may have slowed – even consolidated somewhat – in the more established centres, their onward march continues both in terms of credibility, and of uptake...