Commodity Derivatives Market data
The JSE Agricultural Products Market reflects the JSE’s commitment to providing versatility in our product offerings. It is a transparent electronic market used vigorously in the price risk management of commodities through future and option contracts. Underlying commodities currently include white maize; yellow maize; sunflower seeds; wheat and soybeans.
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; Asks and Trades
- Volumes associated with each Bid/Ask/Trade
- Dissemination of benchmark rate (JIBAR, STEFI, SAFEX rates)
Level 2
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
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, Commodity Derivatives has its own set of data records and each set of records is made available in separate physical data files.
| Data Type | Availability | Chargeable | Description |
Trading Data
| Live | Under Review
| Data Vendors currently have direct access to the live derivatives data via the dissemination data feed. |
| Delayed | Under Review
| The JSE does not provide a direct feed for delayed market data. Parties interested in accessing delayed data must contact a live data distributor who offers a delayed service.
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| Data Type | Availabiliy | Chargeable | Description |
| Market Statistics | End of Day | Under Review
| The JSE calculates a range of market statistics which is made available on our website as well as our FTP Service.
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