The Trades product provides access to all daily and historical trading data related to trading on and off the exchange for all securities traded on the TASE. The data includes: transaction time, volumes in unit and currency, and price.
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TASE Data Hub
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Benefits and Features
The trades product enables in-depth analysis of transactions in securities traded on and off the exchange, examination of trading strategies and simulations, daily analysis of transactions by volume, daily examination of transaction performance for control and operation needs and more.
The product is specifically designed for:
- Academic researchers in the field of finance
- Back offices – for control and operation needs
- Technology companies – for model building and more
- Prop and Algo traders
- VWAP calculation
Data Fields
The following interfaces can be found in the Trades product:
In this interface you can find data of TASE transactions for the end of the trading day and historical data. The information includes transaction prices and volumes in NIS and security units.
Parameter | Required | Description |
---|---|---|
Accept-language | Yes | Hebrew/English |
Year | Yes | Year |
Month | Yes | Month |
Day | Yes | Day |
SecurityId | No | Security number |
Field Name | Field Description |
---|---|
price | Transaction price (0.01 NIS) |
securityId | Security number |
tradeDateTime | Transaction date and time (yyyy-MM-dd T:HH:mm:sss 'Z') |
turnoverNIS | Turnover - NIS |
volume | Volume - Units |
In this interface you can find data for off-exchange transactions for the end of the trading day and historical data. The data includes transaction price and volumes in NIS and units.
Parameter | Required | Description |
---|---|---|
Accept-language | Yes | Hebrew/English |
Year | Yes | Year |
Month | Yes | Month |
Day | Yes | Day |
SecurityId | No | Security number |
Field Name | Field Description |
---|---|
price | Transaction price (0.01 NIS) |
securityId | Security number |
securityName | Security Name |
securityType | Security Type |
symbol | Security Symbol |
tradeDate | Transaction date (YYYY-MM-DD) |
turnoverNIS | Turnover - NIS |
volume | Volume - Units |
Price List
The payment plan is monthly.
Only data obtained from the Platinum package can be distributed or displayed. The other packages are for internal use only.
FAQs
Following is a link to the TASE trading schedule
The product includes daily and historical end-of-day data of the securities traded in the Tel-Aviv Continuous Trading system and trades that were executed off the stock exchange (OTC).