About a-team Marketing Services
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

Recorded Webinar: Taming the Private Markets Data Beast: Solving for Valuation, Integration, and Reporting in Alternative Investments

Available On-Demand Institutional activity in private markets has surged as organisations’ traditional investment theses have been upended by global economic volatility, geopolitical instability and fee compression. In their search for better risk-adjusted returns, they have found a rich seam of alpha from private equity and credit, real assets, venture and hedge funds, as well as...

BLOG

BMLL and SIGMA AI Partner to Benchmark Live Market Flow Against Historical Order Book Data

BMLL and SIGMA AI have announced a partnership combining BMLL’s historical Level 3, 2 and 1 order book data with SIGMA’s “Quant in the Cloud” streaming platform, producing an analytics layer that scores live market flow against historical benchmarks. The stated use cases are real-time anomaly detection, market regime classification and execution benchmarking, with anticipated...

EVENT

TradingTech Summit New York

Our TradingTech Summit in New York is aimed at senior-level decision makers in trading technology, electronic execution, trading architecture and offers a day packed with insight from practitioners and from innovative suppliers happy to share their experiences in dealing with the enterprise challenges facing our marketplace.

GUIDE

AI in Capital Markets Handbook 2026

AI adoption in capital markets has moved into a more disciplined phase. The priority is now controlled deployment: where AI can be used safely, where it can deliver measurable value, and how outputs can be governed, monitored and evidenced. The 2026 edition of the AI in Capital Markets Handbook examines how AI is being applied...