Structured products Data API

Full reference data transparency and accessibility via Data API

Together with our partner SIX Exfeed, we offer a web-based CONNEXOR Data API solution for structured products reference data and key figures. All products traded on SIX, BX or DOTS can be looked up without restrictions.

Our straightforward Data API seamlessly provides the product data you request. Data API clients only pay for the products (ISIN) they actively request.

Users can download the reference data using the CONNEXOR XML schema or in json format. Data API users also have access to spread data, key figures and product event information.

In addition to this information, you can also subscribe to a specific product to receive automatic updates of reference data and daily calculation results. The reporting feature enables you to check those products in real time so you can keep track of the instruments.

Key figures

Up-to-date key figures, based on the previous day's closing prices

  • strike price (distance)

  • autocall, barrier (distance, hit probability)

  • Greeks (delta, gamma, theta, vega, rho, leverage, intrinsic value, time value)

  • payoff at maturity

  • yield figures (side yield, max yield, bonus yield, outperformance level)

  • risk figures (value at risk, SRI)


Pricing is made up of a basic fee and, depending on requirements, a reference data package with or without key figures

  • A one-off fee of CHF 2,500 for the technical setup

  • CHF 3 per ISIN per calendar year for the reference data package

  • CHF 8 per ISIN per calendar year for the reference data package incl. key figures

  • A minimum usage fee of CHF 2,000 per calendar year

Register for a 30-day free trial with fast setup (registration, online contract acceptance and contract review) so you can start accessing the data you need without delay.