It's important to start with the difference between "Cash" and "futures" in the market. This Investopedia article neatly sums up the difference between cash and futures for the Commodities market and the concept is the same.
Most CFD brokers like ourselves use the "cash" price on indices which means the price will differ from the current exchange price. E.g. the US500 price on our platform may be different from the market price if you were looking at the S&P500 (and why we don't call it that too). Consider the cash contract we offer more like a blend of the futures and current market price given on an index.
The main thing you need to look at when comparing our price to that of the official price is whether the price movement is the same. If you buy 1 lot of US500 and the S&P500 market increases, so will US500. That is because they are inherently linked but the price is "derived" in that it doesn't match the current price exactly. There are some advantages to doing this on the broker side but the important thing is that we can provide you with these products at low costs without fees. You will see a similar thing if you looked at other providers like PLUS500 and IG Markets. It's common practice in the industry to use a derived price rather than the exchange price.
Lastly, I want to sum up that as a price "taker", we (fortunately or unfortunately) have no control over the prices that stream through to us. Just like Forex, we stream through the best possible price to you and our thousands of clients around the world with no mark-up in order to provide you with the lowest cost so you can have a higher return.