1. What is EOD Indices dissemination?
- FTSE and the JSE jointly own the FTSE/JSE Africa Index Series
- For additional information on this exciting joint venture, go to Education - A comprehensive guide.
- This series is available from the JSE FTP server
- Data is processed in batch mode at the end of every JSE business day
Features:
- Data is downloaded in an ASCII text format
- User flexibility to customise to own in-house requirements
- One central source of indices data
- Data is available via dial-up connection
- Where a user is already subscribing to the live service, (InfoWiz), the EOD Dissemination service can be downloaded via the same dedicated line.
2. Who May subscribe?
The EOD Dissemination services is mainly subscribed to by parties such as Information Vendors, JSE members and Financial Institutions:
- FIDA - FTSE/JSE Africa Index Series Information Distribution Agreement (this covers the subscription and usage of public data - EOD Indices Dissemination). To view, print or download this document go to Agreements and download FIDA as well as the FIDA schedules.
3. What type of data is available?
EOD Indices Information:
- Data can only be subscribed to on a daily basis.
- To download a detailed Product Specification, click here
- The file from the JSE FTP server is available at 19h00 SAST (South African Standard Time)
3 data files are available, namely:
This is a file of all indices with data relating to these indices e.g.:
Closing values
total return index values
Number of constituents
Market capitlisation
Actual dividend yield
Earnings yield
Daily performance
- The Constituents File
This is a file of all eligible instruments with relating data e.g.:
Indices to which a constituent belongs
Closing price
Number of shares in issue (subject to the 1% rule)
Gross market capitalisation
Investibility weighting factor (based on the free float rule)
Adjusted market capitalisation
% Weighting within All Share Index
- The Tracker File
This file contains all changes to both indices and constituents that will be affected prior to the following business day. This file comprises 3 sections - Index level data, Stock level weighting amendments and Stock level Ex-dividend changes.
4. Availability of EOD Dissemination?
EOD Indices Dissemination file from the JSE is available at 19h00 SAST, every JSE business day.
Support by JSE Customer Support and Services Department is provided from 07h30 to 19h00 (SAST) on every JSE business day.
5. Hardware and software requirements?
- The JSE dial up facility is operational 24 x 7, 365 days a year
- The file can be accessed via Telkom X.25 network or the ISDN Basic Rate Interface (BRI) line with an ISND NTU. Click here for ISDN dial up brochure.
- TCP/IP over point to point protocol (PPP)
- File transfer protocol (FTP)
- X.25 line speed - 9600 bps
- ISDN line speed 64kb
- The file is compressed on the mainframe before transmission
- The file PKUNSIP.EXE version 2.04G (INTEL) is required to unzip the transferred file.
6. Who to contact for EOD Indices Dissemination subscription?
- To connect directly to the JSE FTP server, contact Information Product Sales via email on indexdata@jse.co.za. We will respond within 24 business hours of receipt of request.
- Alternatively you may connect to a JSE Data Vendor. Signing a contract with the JSE for EOD data redistribution is still a prerequisite. To access a list of JSE Data Vendors, click here.
- Should you wish to subscribe to any of the listed services, a FIDA User Application Form (UAF) must be completed and returned to the above email address. To view, print or download such a document, go to Agreements and click on FIDA UAF.
Alternatively, should you wish to subscribe directly to the FTSE Fredd files you are required to sign the FTSE agreements and connect directly to the FTSE server.
For further information FTSE can be contacted email address info@ftse.comPlease note the following differences :
The JSE record layouts are different to the FTSE Fredd files
The JSE provides the following additional data - index earnings, index highs, index lows.
The JSE has one contract, while FTSE offers a variety of contracts to choose from.