Historical Intraday FTSE/JSE Futures Data (ALSI)
|Tick Value:||10 ZAR|
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
- British American Tobacco
- Cie Richemont
- Clicks Group
- Capitec Bank
- Discovery Ltd
- Exxaro Resources
- Firstrand Ltd
- Growthpoint Properties
- Impala Platinum
- Investec Ltd
- Investec PLC
- Multichoice Group
- Mondi Group
- Mr Price
- Nedbank Ltd
- Nepi Rockcastle
- Old Mutual
- Redefine Properties
- Rand Merchant Bank
- Standard Bank
- Sibanye Stillwater
- Shoprite Holdings
- Spar Group
- Tiger Brands
- The Foschini Group
Historical FTSE/JSE Futures Data – Format Details
Portara provides historical FTSE/JSE intraday data to CTAs, hedge funds, portfolio managers, quants and traders and institutions.
FTSE/JSE futures data can be split into three main headings:
- Daily FTSE/JSE futures data – which includes either the last price or the settlement
- Intraday FTSE/JSE futures data – which includes trade volume
- Tick FTSE/JSE futures data – which can include the bid, ask and settle
You can purchase historical FTSE/JSE futures data as individual contracts or in a continuous form.
Continuous futures data can be formatted into back-adjusted, forward-adjusted, ratio adjusted and zero adjusted series. Portara can create bespoke rules for each FTSE/JSE futures contract based on volume, open interest, tick size and calendar date variations. Control delivery month combinations, timezone settings and timestamps that follow exchange or local time globally for any location.
Portara’s standard daily futures data is made up of five data points – open, high, low, last-price and settle. Simply choose to have the daily close based on the last price or the settle depending on whether you wish follow extended sessions or just the day session.
Portara’s intraday FTSE/JSE futures data is supplied as default in 1-minute bar. However, you may also choose other bar granularities such as 2 minute bar, 3 minute bar, 5 minute bar, 10 minute bar, 15 minute bar, 30 minute bar, hourly bar etc. You can also have us extract daily data straight from the intraday database. In this case, you would choose the session (even if you need to cross midnight) and we can supply the custom futures data between only between the custom session markers you choose.
Portara provides tick data in ‘Trades Only’ form or as ‘Level 1’ tick data, which includes the bids and asks. FTSE/JSE tick data samples can be downloaded above. Our default format timestamp is to the millisecond. Tick data includes price, the trade volume, and other trade indicators such as bid, ask, trade and settle.
Remember to compare the file size of trades only data to level 1 tick data as they can vary by factors of 10 to 100 fold. If you have questions simply email us and one of our technicians will guide you.
All of our historical futures data is updated on a daily basis four times per day at the end of the Asian, European, Early US and Globex session. Portara’s enterprise software solution provides timely updates to your futures data, along with compression, roll and custom formatting features on CQG deep history databases. Historical data updates are usually ready around half an hour after markets close. No exchange fees or other CQG products are necessary.
You can view other intraday symbols from the Historical Intraday Data Download Table. If you are looking for other historical data types such as daily or tick, you can visit the other download tables here:
- Historical Daily Data Download Table
- Historical Tick – Trades Only Data Download Table
- Historical Tick – Level 1 Data Download Table
To discuss historical FTSE/JSE futures data or if you have any other enquiry please reach out to us using the widget in the bottom corner or our contact page if you have visited us via mobile phone.