Structured Products dataAPI

Introduction

This is a Web-API for Structured Products reference data and key figures, covering the following key features:

  • Lookup reference data by ISIN data
    Source: Connexor® (IBT/IBE)
    Format: xml, csv
  • Lookup key figures and risk indicators by ISIN
    Source: Avaloq
    Format: csv, json
  • Authorized users only, pay-per use
  • Usage reporting

API Features

Terms Lookup

The primary use case is to retrieve latest terms of structured products. For looking up instrument terms you need to know the ISIN. The data source for the terms is Connexor® IBT and IBE, i.e. the precondition for finding an instrument is, that the issuer submitted the data to Connexor®.

Key Figures

Beside reference data it is also possible to receive up to date key figures, based on the previous day closing prices.

  • strike (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)

In addition, a user can subscribe for an instrument, then he will receive the latest reference data updates and calculation results daily.

Scope & Data restrictions

All products traded at SIX, BX or DOTS can be looked up without restrictions.

Products not traded at SIX, BX or DOTS but with Service Offering Type 4 and 504 can be looked up, as soon as the terms are final. The issuer has the right to restrict the access. He can either exclude customers from viewing products or he can exclude parts of the terms from being published.

To prevent mass downloads the number of requests per time is limited.

Request only

All use cases covered start with a known trade or instrument, i.e. ISIN. Thus, there is no search functionality or mass download feature.

Usage Reporting

The service includes an reporting for the customer to keep track of the instruments and key figures looked up and for cost monitoring.
After finishing the self-registration process a technical user and an API-Key will be provided and the Customer Integration Guide can be accessed.

Subscription & Pricing

The following fees apply per company/legal entity:

  • Technical Set-up
    CHF 2'500 pre paid and once off
  • Reference Data
    CHF 3 / ISIN per calendar year
  • Key Figures
    CHF 5 / ISIN per calendar year
  • Minimum Usage Fee
    CHF 2'000 per calendar year