Equity Derivatives market data

Live Equity Derivatives data 

The JSE provides the market with a multitude of financial instruments with a diversified product offering comprising of Single Stock Futures (SSF’s). The Equity Derivatives market also offers Derivatives on FTSE/JSE Indices, Kruger Rands, dividend futures as well as can-do options.

All data distributors that want access to live Derivatives data; both local and international have to connect directly to the JSE Info Derive System. Alternatively you are able to get the data from a South African or International Data Distributor that receives the data directly from the JSE.

Live public Derivatives data is provided to the market as Level 1 and Level 2 data to suit your specific business needs.

Level 1

• Best Bids and Asks (Futures and Options); Trades (Futures and Options)
• Volumes associated with each Bid/Ask/Trade
• Dissemination of benchmark rate (JIBAR, STEFI, SAFEX rates)

Level 2

• Full Market Depth

Delayed Equity Derivatives data

The JSE does not provide a direct feed for delayed market data. Any party interested in accessing delayed JSE Derivatives data for internal use or re-distribution must contact a live Data Distributor who offers such a delayed service. Alternatively parties are able to subscribe to the live service directly and delay the data themselves.

Please note that delayed data is comprised of level 1 data only and the data must be delayed by a minimum of 15 minutes to be classified as delayed.

Please refer to the JSE data distributors list for a list of Data Distributors that provide a delayed data feed

End of day Equity Derivatives data

The JSE provides users with reference and statistical data with a standardised layout and via a stable platform. All information offered for dissemination is extracted from the relevant JSE systems and held in a central database for deployment to clients in customer specific files via the JSE InfoMax End of Day service.

Data is provided in the form of data records which are made available via the guaranteed JSE File Transfer Protocol (FTP) server which requires an ISDN connection. To allow for full flexibility, Agricultural Derivatives has its own set of data records and each set of records is made available in separate physical data files.

Summary of Equity Derivatives data