As an international authority index，MSCI index，complied by Morgan Stanly Capital International Corporation，is regarded as the world's most influencial stock index and a vital investment reference standard for investors at home and abroad. Taking the MSCI index to include A-share events as the background，this chapter briefly introduces the rough course and influences of the events. Then we take the MACI index system as an example to analyze the features and developing trend of international stock index service. Additionly，we compare the index service in Chinese securities market and in developed countries and point out drawbacks of the index service in China in several aspects such as the authority of index，industrialization development and index product innovation. Finally we put forward relevant policy recommendations to advance index service in Chinese securities market.