Both thermal and electronic optical nonlinearities are studied in semiconductor-doped glass (SDG) waveguides (doped with CdSxSe1-x) which are fabricated in commercially available sharp-cut filters by Cs+K+ ion exchange. The relaxation time in photodarkened substrates is measured to be 30 ps. By means of a prism coupling set-up the saturation value of the nonlinear index change is determined. Furthermore, a high stability dual-beam interferometer is presented for the measurement of both thermal and electronic nonlinear refractive index n2 in planar waveguides. Conclusions about the application of SDG to opto-optical switching are given.