FTSE/JSE Africa Index Series Indices data

Live FTSE/JSE Africa Index Series Indices data 

The FTSE/JSE Africa Index Series is the result of an exciting joint venture between JSE Limited (JSE) and the FTSE Group (FTSE).

ICB classification is a detailed and comprehensive structure for sector and industry analysis, facilitating the comparison of companies across four levels of classification and national boundaries.

Live FTSE/JSE Indices 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). FTSE calculates the intra-day indices values and the data through to the LSE for dissemination via the InfoWiz system.

Clients can link directly to the JSE hub in South Africa for access to FTSE/JSE Indices live data. International subscribers can also elect to connect directly to the LSE network or alternatively receive FTSE/JSE data directly from FTSE via their real-time dissemination system GDS.

Delayed FTSE/JSE Africa Index Series Indices data 

The JSE does not provide a direct feed for delayed FTSE/JSE data. Any party interested in accessing delayed FTSE/JSE Indices 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 must be delayed by a minimum of 15 minutes to be classified as delayed.

Please refer to the JSE data vendor list for a list of data vendors that provide a delayed data feed.

End of day FTSE/JSE Africa Index Series Indices data  

FTSE calculates a range of index statistical and reference data at the close of the market and provides the data to the JSE in the form of data files every business evening.

The JSE adds a selected number of value added fields to all files and then provides the data to direct FTSE/JSE EOD Indices subscribers in the form of client specific File Transfer Protocol (FTP) data sets via its propriety EOD dissemination system (InfoMax).

Interested parties that do not want to take the EOD data directly from the JSE can contact an EOD FTSE/JSE Indices data distributor who provides such a service. Please refer to the JSE data vendor list for a list of data vendors .

Alternatively, international customers can subscribe to the EOD files directly from FTSE via the FTSE DDS system. Subscribers that choose this option will be required to sign the relevant FTSE agreement and connect directly to the FTSE network to access the files. In this scenario, the customer concerned will have to sign the agreement directly with FTSE. Please note that the JSE value added fields are not available directly from FTSE.

The following EOD data products are made available for all FTSE/JSE Indices:

Valuation Data

This service provides subscribers with a file containing index level data. It provides the end-of-day capital and total return index values, the index code, index market capitalisation and number of constituents. The file also contains information on the XD Adjustment (the ex dividend adjustment for the day) as well as the XD adjustment for the year to date, along with the actual dividend yield of the index.

Constituent Data

This service provides subscribers with a file which contains information on all the index constituents, inter alia the constituent name, the ISIN and Exchange Code, the closing price, the total market capitalisation, the investable market capitalisation (the total market cap adjusted for free float), the number of shares in issue and the percentage weight of the constituent in the index.

Tracker Data

This service provides subscribers with a file highlighting corporate actions and constituent changes that will be implemented that evening, effective for open the following trading day. The service is designed to give users forward notice of corporate events and index changes, allowing them to plan for and implement any changes to their own investment products in a timely fashion. The file is split into three sections, namely; Index level data, Stock level weighting amendments and Stock level Ex-dividend changes.

In addition, certain FTSE/JSE Indices have the following additional EOD data products available:

Open Constituent

Similar to the Constituent Data Service, this service provides subscribers with a file which contains constituent-level information, but is disseminated at close of business the previous day, therefore providing the information before the beginning of the trading day, and incorporates the corporate action changes that were implemented at close of business during the previous trading day, as documented in the corresponding Tracker Service. This service is designed to give index tracker fund managers a clear picture of their portfolio at the beginning of the trading day.

Five-Day Tracker

This service provides users with a rolling five-day preview of upcoming corporate actions and company changes. It includes constituent changes such as name change, investability weight changes and corporate actions such as capital repayment, rights issue and share changes.

Summary of FTSE/JSE Africa Index Series Indices data