Interest Rate Market data - Central order book
The Interest Rate Market provides ease of access, ease of use and cost effectiveness in an environment that institutes a high level of transparency and integrity. The Interest Rate Market brings a greater range of products to the market and allows for the participation of new entrants, which in turn will generate increased liquidity and market efficiency. The Interest Rate Market offers an efficient, electronic, automatic and transparent platform for the trading of currency futures.
Live Interest Rate Market data is provided in the form of a data feed. A Data Vendor needs to have a direct connection into the JSE Infrastructure either via a dedicated line or the MTN POP in order to receive the Interest Rate Market Feed. For more information regarding becoming a Data Distributor for Interest Rate Market data please contact InformationProductsSalesDivision@jse.co.za.
The JSE does not provide a direct feed for delayed market data. Any party interested in accessing delayed JSE Interest Rate Market 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 refer to the JSE data vendor list for a list of data vendors that provide a delayed data feed.
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 calculates and provides a range of market statistics and other value added reference data at the close of the market in the following ways:
Web reports are provided in the form of data records by the JSEs Interest Rate Market website.
| Data Type | Availability | Chargeable | Description |
Interest Rate Market
| Live | Under Review | Data Distributors currently have direct access to the live Interest Rate Market data via the dissemination data feed.
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| 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. |
| Data Type | Availability | 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. |