Indices are not directly tradable and, unlike equities, are not listed on exchanges. As a result, including an exchange parameter in the response of the /indices
API endpoint is not feasible.
If an exchange is required, an index can be mapped to an ETF or mutual fund. For example, the S&P 500 can be associated with the SPDR S&P 500 ETF (SPY), iShares Core S&P 500 ETF (IVV), or Vanguard 500 Index Fund Admiral Shares (VFIAX).