Equity Market data
Live Equity Market data
Live Equities data is provided in the form of Broadcasting Data Groups (BDG) via the live Information Dissemination system InfoWiz. InfoWiz is the JSE world-class live public data delivery system, which is the equivalent of London’s InfoLect system that is operated by the London Stock Exchange (LSE).
Clients can link directly to the JSE hub in South Africa for access to JSE Equities live data or international subscribers can elect to connect directly to the LSE infrastructure.
Live Equity data is offered as Level 1 or Level 2 data to suit different business needs.
Level 1
- Best bid, offer and mid prices as well as details of the number and volume at best price of all securities traded on the JSE
- Uncrossing price and volume
- Official closing price
- Trade report volume and price
- Start of day reference data
Level 2
- Full market depth (i.e. full order book)
- The volume weighted average price (VWAP) based on automatically executed order book trade
- Cumulative volumes showing the cumulative number and volume of automatic and manual trades
The JSE does not provide a direct feed for delayed market data. Any party interested in accessing delayed JSE Equities 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 Market data
The JSE provides a wide range of value added Equities market statistical and reference data in the form of record types which are packaged into various End of Day data products. EOD subscribers have the choice of subscribing to the different data products and will be charged according to the EOD products that are provided each day.
The full detail of the various records and the fields that are available are contained in the End of Day Equities Dissemination User Manual which is available on the JSE web site under the Information Products section. The price of each data product and the records that each data product contains is listed in the Equities Data price list which can be made available on request.
The data product are created by InfoMax, the JSE’s End of Day Dissemination system and made available in the form of a client specific FTP file which is available on the JSE’s FTP server. Clients have to link directly via an ISDN line to the JSE FTP server in South Africa to access their client specific EOD data file.
Take control of your Corporate Actions data, but subscribing to the only official corporate actions data. If you’re involved in the securities market and require on the spot access of all Corporate Actions this product is a must-have for you.
A corporate action is any event initiated by a listed company that has a material effect to its shareholders. The JSE’s Corporate Actions data is detailed Corporate Actions information in the terms of an event, the settlement timetable relevant to it and information that is important in processing crucial investment decisions.
The current growth in Corporate Actions volume increases the risk of inadequate processing due to poor data quality and human error, also an incorrect or missed announcement may severely impact a firm’s bottom line. The JSE Corporate Actions data will lead to substantial benefits including risk reduction, resource re-allocation, and productivity increases, all of which can result in gains in profits.
The JSE has two types of Corporate Action products:
- The Corporate Actions Schedule which is made available on the JSE website in an MS Excel based format
- The Corporate Actions data product (CA01 record type) which is made available on our FTP Server via a structured End of Day data feed format.
The JSE offers a service that provides the user with access to Company announcements such as mergers, take-over’s, rights offers, capital issues, cautionaries - all of which have a direct impact on the movement in the market. This service is called SENS (STOCK EXCHANGE NEWS SERVICE). One of the key purposes of SENS is to ensure that this information which is required by parties interested in trading on the JSE have access to this information as soon as it is vetted by the Listings Division.
Live SENS
Live SENS data is provided in the form of BDG’s (Broadcasting Data Groups) via InfoWiz (our live information system). InfoWiz is the JSE s world-class live public data delivery system, which is the equivalent of London’s InfoLect system that is operated by the London Stock Exchange (LSE).
Delayed SENS
The JSE does not provide delayed market announcements data so parties interested in accessing delayed data for their own use must contact a live data distributor who offers such a delayed service. Parties interested in redistributing delayed data must contact a live data distributor who offers such a delayed service or subscribe to the live service and delay it.
End of Day SENS
The End of Day SENS data also made available in the form of client specific File Transfer Protocol (FTP) data sets which the subscribers download each evening from the JSE FTP server. The full detail of the various records and the fields that are available are contained in the SENS Dissemination User Manual which is available on the JSE web site under Informaiton Products Sales division Subscription documents (create Link).
The JSE provides historical data on request and considers each request on a case by case basis, with the overall charge based on the value of the data, amount of data required and the effort involved in producing the data.
Where the JSE is unable to provide the historical data, it will direct the person to a specialist data distributor that can potentially provide the required data.
In addition, the JSE has introduced a Historical Equity Statistics Service which has been specially designed to cater for any clients seeking closing price statistics for both Equities and Indices of a specific date. For fast and accurate closing price statistics and for more inforamtion, please contact the information Product Sales Division on IPSclients@jse.co.za