Reference Data and
Global Security Master Data
Reference Data Delivery for Modern Workflows
Access QUODD reference data in the format and workflow that fits your business. Use the QX Marketplace for tailored data products or embed reference data into operational environments through the QX Digital Platform, APIs, and data feeds. Deliver the data your teams need for security setup, fund accounting, pricing operations, client reporting, and platform experiences.
Security Master Data for Global Instruments
Maintain a normalized security master across global markets with issuer-, instrument-, and security-level data for exchange-traded instruments. QUODD supports broad exchange coverage and common identifier mapping so teams can manage current security details, automate setup workflows, and keep downstream systems aligned.
Coverage for equities, ETFs, depository receipts, money market funds, mutual funds, and structured products
Identifier support including Symbol, CUSIP, ISIN, FIGI, Composite FIGI, and SEDOL where supported
Data retrieval for one security, multiple securities, or exchange-, sector-, and industry-level views
Corporate Actions Data Feed and Dividend Coverage
Track mandatory and voluntary corporate actions, dividend payments, and scheduled events with timely data designed for operational accuracy. QUODD helps teams monitor events that affect portfolios, valuations, investor records, and post-trade processing.
- Global corporate actions and dividends coverage
- Support for event-type, asset-class, and geography-based customization
- Timely updates for fund accounting, security operations, and investor servicing
- Coverage of critical events such as dividends, company meetings, ISIN changes, bankruptcies, and demergers
Mutual Fund Reference Data
Source mutual fund and collective investment data from a single reference workflow. QUODD supports mutual fund reference use cases with detailed coverage of fund structures, distributions, rates, and fund lifecycle events needed for trading, accruals, and operational processing.
Fixed Income Reference Data and Terms and Conditions
Power fixed income workflows with terms and conditions data spanning corporate and sovereign bonds, municipal bonds, securitized products, and related instruments. QUODD supports detailed instrument setup and maintenance with broad attribute coverage across the bond lifecycle.
- Coverage for more than 2.5 million fixed income instruments
- 300+ attributes for corporate and sovereign bonds
- 245+ attributes for municipal bonds
- 210+ attributes for securitized products
- Call and put schedules for deeper instrument detail
Identifier Mapping and Symbology Support
Reduce friction across systems with support for widely used security identifiers and cross-reference workflows. QUODD helps teams connect reference data to the identifiers already used in trading, reporting, operations, and client applications.
Reference Data Use Cases
QUODD reference data supports the operational and client-facing workflows that depend on clean, timely instrument data.
Developer Portal
Gives access to resources needed for setup, testing and onboarding for the smoothest and most effective deployments. With a comprehensive catalog of APIs and streaming solutions, our cloud-based market data platform is ready to integrate with a wide range of systems.
Customizable Data Pipelines
Users can hit the ground running with a minimum of effort. Its permissions, usage tracking and integration speed also help ensure institutional readiness. QUODD offers data access plans that scale along with the client's needs.
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.
Need a more reliable market data provider?
QUODD offers you a highly flexible pricing model with an extensive array of data products, ancillary services, and functionalities.