State Street Launches PriceStats Superset for Daily Inflation Analysis

State Street has launched PriceStats Superset, a global dataset providing daily, item-level pricing data designed to give investors, policymakers and researchers earlier insight into the forces driving inflation.

The dataset builds on State Street PriceStats, its high-frequency inflation measurement service, by providing access to the underlying item-level data used to construct its indices. Covering 27 countries and millions of products and services, PriceStats Superset contains more than 50 billion price observations, allowing users to track price movements from individual products through categories and sectors to headline inflation measures.

State Street said the additional granularity should help users identify emerging inflationary pressures before they become visible in official government releases. The launch forms part of the firm’s broader Data Intelligence strategy and extends its work with PriceStats, which has provided high-frequency inflation research to State Street clients since 2011.

SIX Launches API-Based European Market Data Service

SIX has launched SIX Market Signal, a new API-based marketplace providing real-time and historical European market data to institutional and retail users. Its core product, 1BBO, provides a real-time European cash equities stream showing best bid and ask prices using order-book data from SIX Swiss Exchange and BME Exchange, alongside 16 European markets covered by Aquis Exchange.

For institutions, SIX is positioning the service as a way to extend market data beyond execution desks into areas including wealth management, benchmarking and compliance. Users are also licensed to use the data for training trading models and AI agents.

The service uses viaNexus technology for real-time distribution, entitlement management and cloud API delivery. SIX Market Signal is available to institutional users and Swiss retail investors now, with retail availability in the EU and UK planned subsequently.

ADX Launches First MENA Integration of Live Market Data into Conversational AI Platforms

The Abu Dhabi Securities Exchange (ADX) has become the first stock exchange in the MENA region to provide direct access to official live market data through conversational artificial intelligence platforms, including ChatGPT and Claude. Delivered via a governed Model Context Protocol (MCP) server, the framework enables investors, developers, and institutions to query exchange data using plain language, removing the need for specialist terminals, complex APIs, or technical intermediaries.

Through this integration, users can retrieve per-symbol market depth, bid-ask spreads, segmented trading statistics, machine-readable XBRL financial disclosures, and index reference data. To serve different market participants – including retail investors, fintech developers, brokers, and institutions – ADX has introduced four subscription tiers ranging from a free tier up to AED 49.99 per month, structured by usage volume, refresh frequencies, historical depth, and concurrent connections.

S&P Global Expands Collaboration with Microsoft to Integrate AI Data into Microsoft 365 Copilot

S&P Global has announced an expanded collaboration with Microsoft to integrate its AI-ready data, analytics, and insights directly into Microsoft 365 Copilot workflows and agentic tools. Powered by the S&P Global AI Data Portal’s Deterministic Retrieval solution – also known as the Kensho LLM-ready API – the system enables users to access verifiable and cited content within their standard Microsoft productivity applications.

Building upon an existing integration of S&P Global Energy data, this expanded capability includes a Copilot in Excel connector for financial modelling and reporting, alongside a plugin for agentic experiences in Copilot Cowork. Users can perform company research, financial analysis, peer benchmarking, competitive analysis, and transcript intelligence without leaving Microsoft 365, streamlining multi-step analytical processes and reducing manual data preparation while maintaining source attribution.

The update follows the recent evolution of S&P Global’s Market Intelligence operating model and the creation of its Kensho Data Platforms vertical. These structural changes combine data, AI, and software capabilities to deliver AI-native user interfaces that make proprietary intelligence easier to connect, access, and act upon.

Exegy to Distribute EuroCTP’s Real-Time Shares and ETF Feed

Exegy will distribute EuroCTP’s real-time multicast FIX SBE feed, the EU’s first real-time pre- and post-trade Consolidated Tape for shares and ETFs, when it goes live on September 14th. Building on a technology partnership established in 2024, Exegy will serve as a redistribution partner for the feed. This includes the European Best Bid and Offer (EBBO), which is calculated using Exegy’s market data technology platform.

The EuroCTP feed will be accessible via Exegy Ticker Plant (XTP) appliances and the Axiom consolidated market data feed. Incorporating EuroCTP adds consolidated trading activity from approximately 130 European trading venues and reporting platforms to Exegy’s broader platform, which already provides access to real-time market data from over 300 global venues.

The real-time feed will be available on Axiom immediately upon launch, allowing firms to stream market access and receive normalised European market data without incurring additional operational overhead.

LSEG Integrates Financial Data with Model ML via MCP Connector

The London Stock Exchange Group (LSEG) has announced that its licensed data and analytics are now available on Model ML. This integration is facilitated by a Model Context Protocol (MCP) connector, providing secure access to AI-ready financial content directly within financial services workflows.

Model ML operates as an AI workflow automation platform specifically designed for the financial sector. It features purpose-built agents and applications that assist professionals with market research, data analysis, and end-to-end workflow automation.

Through this integration, users will gain direct access to a comprehensive range of LSEG content. The newly available datasets include pricing, company reference data, estimates, fundamentals, and ownership records, alongside macroeconomic indicators, ESG data, news, forecasts, and financial analytical models.

Clearstream Partners with Ares to Boost Access to Private Markets

Clearstream, the post-trade business of Deutsche Börse Group, has partnered with alternative investment manager Ares Management Corporation to add Ares’ private market strategies to its fund platform. The collaboration aims to simplify the investment process for fund distributors, allowing them to access private market investments with the same operational efficiency as traditional mutual funds.

For Ares, the integration opens up a broad distribution network that connects the firm with diverse wealth management sectors, including family offices and private banks. This alignment supports Ares’ strategy to make private market assets a core component of diversified portfolios for a wider range of investors.

The initiative also aligns with wider regulatory goals within Europe. By unlocking private savings for broader investment opportunities, the partnership directly supports the European Union’s objective to establish a stronger Savings and Investment Union (SIU) and deepen continent-wide capital markets.

Zema Global and Natural Gas Intelligence Enhance North American Energy Data Partnership

Zema Global and Natural Gas Intelligence (NGI) have announced an enhanced data partnership designed to provide energy market participants with expanded natural gas pricing and flow data. Building on an existing seven-year relationship, the collaboration integrates NGI’s extensive datasets into Zema Global’s Decisioning Infrastructure to support curve analytics, portfolio valuation, trading, and risk management in the North American markets.

Under the expanded agreement, Zema Global customers can access NGI data covering more than 150 monthly and 170 daily physical natural gas price indexes across the US and Canada, alongside over 80 forward price curves and 40 Mexican price locations. The partnership also introduces additional NGI datasets, including North American LNG flow indicators, shale basin pricing, pipeline flow data, and indicative intraday pricing.

Furthermore, the integration includes NGI’s Entropic Analytics pipeline flows, which capture and normalise over 20,000 daily flow data points from more than 180 interstate North American pipelines. This data automation reduces manual ingestion and improves enterprise system consistency. The collaboration is also structured to support future customer demand, allowing Zema Global to develop new data processors in response to evolving client requirements.

Exegy Expands Axiom Market Data Feed to Cover Key Middle Eastern Exchanges

Exegy has expanded its real-time consolidated market data feed, Axiom, to include key Middle Eastern exchanges. The update introduces coverage for markets in Saudi Arabia (TASI), Qatar (QSE), Kuwait (KSE), Abu Dhabi (ADX), and Dubai (DFM). This data is delivered with low latency via Exegy’s London Points of Presence (PoP) at the Equinix LD4 and Digital Realty LON2 data centres, complementing the firm’s existing regional coverage of Johannesburg, Tel Aviv, and Istanbul.

The expanded service allows institutional trading firms to access normalised data for more than 300 global venues across equities, indices, derivatives, and digital assets using a unified model. Axiom supports both Level 1 and full-depth order books through XCAPI or MAMA APIs. To assist latency-sensitive trading strategies, the platform tracks daily latency across four critical processing points, from the venue to the client’s application.

Operating on a market-data-as-a-service model, Axiom connects directly to a client’s premises, colocation space, or public cloud platforms. This infrastructure minimises overheads and accelerates time to market for firms increasing their international trading activity. Additionally, the service provides customisable deployment options and 24/7 global support from Exegy’s worldwide hubs.

Five Rings Joins BMLL Client Product Advisory Board

Financial data and analytics provider BMLL has welcomed proprietary trading firm Five Rings to its Client Product Advisory Board (CPAB). The New York-based firm will contribute its technological and market structure expertise to help shape BMLL’s future product roadmap, supporting the board’s mission to elevate historical market data standards across the industry.

Five Rings utilizes the BMLL Data Lab, a scalable Python research sandbox providing access to Level 3 order book data, alongside the BMLL Data Feed for flexible delivery. The trading firm relies on this high-fidelity data to explore market opportunities and enhance its quantitative research workflows across various asset classes. This includes utilizing BMLL’s Options Price Reporting Authority (OPRA) options data, which has been available since November 2024 and features over seven years of historical, nanosecond unconflated data.

Launched in February 2025, the CPAB serves as a collaborative forum aligning sovereign wealth funds, asset managers, banks, liquidity providers, and proprietary trading firms. Member firms work together to define best-in-class data symbology, normalization protocols, and delivery methods for the wider market. BMLL’s global historical data coverage currently spans more than 100 trading venues across equities, ETFs, futures, and US equity options, including 100% of the MSCI World Index.