Historical FTSE/JSE Intraday Futures Data (ALSI)

Contract Specs:

FTSE/JSE (ALSI)
Exchange: JDERIV
Sector: Index
Tick Size: 1
Tick Value: 10 ZAR
BPV: 29000
Denomination: ZAR
Decimal Place: 0

Symbol Dates:

Data Type Start Date End Date Sample Data
Daily: 1996 Aug 14 Current Download
Intraday: 2010 Oct 14 Current Download
Tick - Trades Only: 2010 Oct 14 Current Download
Tick - Level 1: 2010 Oct 14 Current Download

FTSE/JSE Facts

The FTSE/JSE index tracks the top 40 largest companies in South Africa. The FTSE/JSE index is commonly used for benchmarking the performance of companies included on the index and tracking funds.

What Companies are on the FTSE 40 Index?

Below is a list of the companies on the FTSE/JSE top 40 Index as of 2019:

  • ABSA Group
  • Anglo American PLC
  • Ango American Platinum
  • AngloGold Ashanti
  • BHP Group
  • Bidcorp
  • British American Tobacco
  • Bidvest
  • Cie Richemont
  • Clicks Group
  • Capitec Bank
  • Discovery Ltd
  • Exxaro Resources
  • Firstrand Ltd
  • Goldfields
  • Growthpoint Properties
  • Impala Platinum
  • Investec Ltd
  • Investec PLC
  • Multichoice Group
  • Mondi Group
  • Mr Price
  • MTN
  • Nedbank Ltd
  • Naspers
  • Nepi Rockcastle
  • Old Mutual
  • Prosus
  • Redefine Properties
  • Remgro
  • Rand Merchant Bank
  • Standard Bank
  • Sibanye Stillwater
  • Shoprite Holdings
  • Sanlam
  • Sasol
  • Spar Group
  • Tiger Brands
  • The Foschini Group
  • Vodacom
  • Woolworths

Sources: research.ftserussell.com - J200_20201030-2.pdf, www.ig.com

Data and Format Details

Portara's formatting, timestamps and file extensions are custom tailored to suit your needs. The default formatting we offer is DateTime/Open/High/Low/Close with a CSV extension. There are minor format variations between data types.

Prices are back-adjusted, but can be adjusted into any form you need, such as forward-adjust,ratio adjust, no adjustment, and more.

Portara offers five point daily data. The five-point data is created by splitting the close into last price and settle price, as such the data formatting for the data appears as DateTime/Open/High/Low/Last Price/Settle.

Intraday data is supplied in 1-minute bar, and uses our standard formatting DateTime/Open/High/Low/Close/Volume.

Tick - Trades Only and Tick - Level 1 Data are formatted into DateTime/Open/High/Low/Close/Trade Volume.

Updates

All of our historical data is updated on a daily basis. Portara’s enterprise solution provides daily updates to your data, along with compression, roll and custom formatting features.

You can view other intraday symbols from the Historical Intraday Data Download Table. If you are looking for other data types such as daily or tick, you can visit the other download tables: