Equity derivatives Market Data

Access the information that is generated as Equity derivatives’ trades occur throughout the day (live or intra-day data) and the pricing, reference and statistics we generate after trading has closed (including end-of-day data and historical data.

Our Equity derivatives include single-stock futures (SSFs), FTSE/JSE indices futures, Krugerrands, dividend futures and can-do options.

  • Live subscribers can connect directly to our data centre in South Africa or to our International Access Point for live equity derivatives market data.
  • Some live data distributors offer delayed Equity derivatives market data. You may also subscribe to our live data service and delay the data. Data is delayed by at least 15 minutes to be classified as delayed.
  • We offer a range of value-added pricing, statistical and reference data record types, packaged into various intra-day and end-of-day data products.
  • We also offer a range of historical data, with select data provided on an ad-hoc basis.

In addition, as a specialist data service, we make historical tick data available via an easily accessible internet based facility that is hosted by the CME Group on its DataMine solution. The JSE’s tick data encompasses the full market depth order book data messages that are published via the JSE real-time 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. Interested 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:  https://www.cmegroup.com/market-data/third-party-data-johannesburg-stock-exchange.html . If you would like to purchase this data, select button “Access Data Now” on the main page.     

 

Disclaimer

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. ​