The JSE is able to provide a wide range of Historical Market Data, whether for a single instrument or for a range of dates across all our markets. The data can be packaged to suit your requirements.
Historical Tick Data
The JSE's tick data encompasses the full market depth order book data messages that are published via the JSE real-time full depth Level 2 market data feed. This data allows one to reconstruct the order book at any point to assist with trading performance analysis, trading strategy testing as well as other uses.
The JSE makes historical tick data available for three of its markets, namely Equity, Equity Derivatives and Currency Derivatives, in an easily accessible cloud solution offering that is hosted by CME Group, the world's leading and most diverse derivatives marketplace, on their CME DataMine platform. Parties are able to easily see the range of data available and make a purchase and obtain access in a quick and efficient manner.
Follow this link to find out more. If you would like to purchase data, select button “Access Data Now” on the main page.
If you require Historical Data to support an educational activity, the JSE will consider waiving Historical Data fees as long as certain conditions are met. Please refer to section 8.10 of the Market Data Policy (Information for Education) to see the terms and conditions. If you wish to proceed on the basis of the policy, please complete the Historical Data Order Form and indicate in the relevant place that you need the data to support an academic activity.
All data and information provided by the JSE, except as otherwise indicated, is proprietary to the JSE. You may not copy, reproduce, modify, reformat, download, store, distribute, publish or transmit any data and information, except for your personal use. For the avoidance of doubt, you may not develop or create any product that uses, is based on, or is developed in connection with any of the data and information available on this site. You are not permitted (except where you have been given express written permission by the JSE) to use the data and information for commercial gain.