JSE Derivatives (SAFEX)#

The Johannesburg Stock Exchange (JSE) Derivatives Market, SAFEX, offers trading in futures and options on equities, indices, interest rates, and commodities.

  • Country: South Africa [ZA]

  • Mkt Hours: 08:00-17:00

  • Time Zone: Africa/Johannesburg

  • Start Date: 20160307

  • Real Time Available: No

  • Bars Available: Yes

  • Book Depth Available: No


Details are provided below


Includes the following coverage:

JSE_FUT - Coverage#

Security Type

# of Symbols

% of Total

CFD

222

2.46%

Future

7020

77.7%

Futures Spread

1793

19.85%

Total

9035

100%

Consists of 3 Databases



JSE_FUT#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • MKT - Market phase / instrument status information

  • QTE - Best bid / offer quotes

  • STAT - Static data, e.g. ISIN, description, security type




JSE_FUT_BARS#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • MKT - Market phase / instrument status information

  • QTE_1M - 1-minute quote bars

  • TRD_1D - Daily trade bars

  • TRD_1M - 1-minute trade bars

  • VWAP_1H - 1-hour VWAP bars




JSE_FUT_DAILY#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • STAT - Static data, e.g. ISIN, description, security type