Depending on selected subscription levels, a user can download data in CSV or PDF format from the user interfaces and an API is available for accessing the data directly from the database. A user is allowed only to look at general publicly available market data and the trading data from their own firm. (Data commencing January 2020 in most cases.)
Provides an overview of daily trading volumes on the JSE, segmented by sector and trading segment. Drill down is available by sector classifications, symbols and trading categories, including the continuous order book, auction and off-market activity.
These tools are designed for managers and traders and offer a summary of a firm’s trading activity over a four-month period with seasonal comparison versus the last year. It includes a ‘concentration heatmap’ which allows instant, daily observation of the firm’s flows by comparison to the market trend and flow analytics that show the recent history of long and short trading activity. Data can be viewed by sector, symbol, and trader ID, enabling a detailed view of performance.
Provides more detailed insights into a member firm’s trading volumes, using market and period comparisons. In this section, a firm may optionally set up a view across different business units (for example broking versus market making). Users can compare performance to overall market trends, and observe the firm’s ranking by sector, symbol or segment.
These tools are designed for quantitative analysts and electronic traders who build and use algorithms in support of clients or for proprietary trading. They allow users to examine performance against the order book and export data via APIs or CSV/PDF files. A user can evaluate the firm’s trading performance using a suite of metrics such as price reversion (or ‘mark outs’), spread cost, order analytics and trade analytics. Peer group ranking and market average values are available to help the user make comparisons. The user can observe the evolution of the metrics in a time series of nearly five years of data at both the symbol and aggregated level. The tools allow a user to drill down into highly specific datasets using cross sectional analysis.
Provides an overview of daily trading volumes on the JSE, segmented by sector and trading segment. Drill down is available by sector classifications, symbols and trading categories, including the continuous order book, auction and off-market activity.
These tools are designed for managers and traders and offer a summary of a firm’s trading activity over a four-month period with seasonal comparison versus the last year. It includes a ‘concentration heatmap’ which allows instant, daily observation of the firm’s flows by comparison to the market trend and flow analytics that show the recent history of long and short trading activity. Data can be viewed by sector, symbol, and trader ID, enabling a detailed view of performance.
Provides more detailed insights into a member firm’s trading volumes, using market and period comparisons. In this section, a firm may optionally set up a view across different business units (for example broking versus market making). Users can compare performance to overall market trends, and observe the firm’s ranking by sector, symbol or segment.
These tools are designed for quantitative analysts and electronic traders who build and use algorithms in support of clients or for proprietary trading. They allow users to examine performance against the order book and export data via APIs or CSV/PDF files. A user can evaluate the firm’s trading performance using a suite of metrics such as price reversion (or ‘mark outs’), spread cost, order analytics and trade analytics. Peer group ranking and market average values are available to help the user make comparisons. The user can observe the evolution of the metrics in a time series of nearly five years of data at both the symbol and aggregated level. The tools allow a user to drill down into highly specific datasets using cross sectional analysis.
Similar to execution analytics but based on publicly available data. This tool provides general market metrics and measures, rather than firm-specific data, allowing firms to evaluate overall market trends and conditions. This section also contains unique datasets that only the Exchange is able to provide such as Principal and Agency flows and the HHI concentration index.
This component is useful for traders who want to model the implicit cost of a large trade given recent market conditions in terms of volatility and volume. It uses a market impact model to simulate the expected impact of trades for a range of user defined participation levels. Alongside the model, it includes tools such as intraday volume and volatility curves and volume by venue category breakdowns, which helps the user to analyse the distribution of liquidity across the order book, auctions and over-the-counter transactions.
Addressing a critical requirement of the global buy-side, the platform now incorporates metrics that provide a granular view of market dominance, liquidity fragmentation, and execution risk – essential insights demanded by top-tier asset managers worldwide.
+27 11 520 7569
claytons@jse.co.za
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