Automating Workflows for Pricing & Reference Data
Modern Global Security Pricing. Built for Workflows. Not Legacy Terminals.
Global pricing and reference data is no longer just about coverage. It’s about control, automation, and operational efficiency. In a $12B global pricing and reference data market, institutions are demanding more than static files and rigid contracts.
Firms Need More.
End-of-day and intraday pricing
Deep reference data and corporate actions
Evaluated pricing and liquidity insight
Global coverage across asset classes
Seamless integration into downstream systems
A viable alternative to legacy providers
Comprehensive Global Pricing & Reference Data
Asset Coverage
QX Lookup
- Global Equities & ETFs
- Global Fixed Income
- Mutual Funds & Audited NAVs
- FX & 168+ currencies
- Corporate Actions & Dividends
- Derivatives, indices, benchmarks, and more
Data Type
QX Query
- Intraday & end-of-day pricing
- Evaluated pricing (100+ evaluators, 24/7 coverage)
- Independent pricing & transparency data
- Global reference data & identifiers
- Dividend calendars, accrual factors, income data
Not Just Access; This is About Operational Control.
Immediate Access
Bulk Customization
Build fully customized pricing and reference datasets from 600+ fields. Create exception reports. Schedule recurring jobs. Match your exact data format.
Workflow Automation
Automated API delivery directly into proprietary or third-party systems. User-defined workflows. Scheduled end-of-day delivery. Entitlement tracking.
Everything available in Lookup can be automated in Query and programmatically delivered via Automate.
A Real Alternative toLegacy Providers
The global pricing market is dominated by major players. Many institutions now intentionally maintain secondary pricing sources for:
- Price validation & verification
- Regulatory compliance
- Workflow flexibility
- Dissatisfaction with rigid contracts
QUODD removes common switching barriers.
- >1800 Institutions Served > 0 Institutions Served
- >250B Data Points > 0 B Data Points
- >150 Data Sources > 0 Data Sources
Why QUODD Wins in Global Pricing & Coverage
Global pricing isn’t just about coverage anymore.It’s about automation, integration, and total cost control.
| Legacy Providers | QUODD |
|---|---|
| Rigid file formats | File adapter automation |
| Static portals | Workflow automation |
| Terminal-first architecture | Cloud-native platform |
| Black-box billing | Transparent, flexible pricing |
| Limited customization | 600+ configurable data fiel |
QUODD’s data accessibility and comprehensive content make it a perfect partner for Infosel. The ease of accessing and redistributing their data, combined with the breadth of content, including real-time and historical data on global currency pairs, indices, and more, allows us to deliver exceptional value to our clients and continue disrupting the investment industry in Mexico and across Latin America.
Ostium's model only works if the underlying data is institutional grade: accurate, real-time, and deep enough to support tight execution across asset classes. QUODD delivers exactly that, giving us the pricing quality and market depth we need to scale confidently across assets while maintaining the execution standards our traders rely on.
Agents are increasingly handling research and analysis. Without reliable, timely data, their work can’t be trusted - especially where accuracy is non-negotiable. QUODD delivers investor-grade market data with the quality, coverage, and developer-friendliness modern developers need.
Ready for Modern Global Pricing?
- Evaluating a secondary pricing provider?
- Looking to reduce vendor concentration risk?
- Automating security master and pricing workflows?
- Seeking a more flexible alternative to Legacy Providers?
QUODD delivers global pricing and reference data the way modern financial institutions really operate.
