Price List
For full historical data, please purchase the Platinum package.The payment plan is monthly
- Prices in ILS for Israeli residents and include VAT
- USD prices without VAT and for residents outside of Israel Only
The Quotes EoD data product, presents all price levels of the Bid and Ask price published in the order book for all securities traded on the TASE. The price quotes are displayed for every one hundredth of a second. This product provides all end of trading day quotes and historical quotes data. On the basis of this data it is possible to develop a trading algorithm, perform research, create historical simulations, liquidity and depth metrics and examine transaction costs.
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Advantages and Specifications
The Quotes EoD data product, displays all five price levels published in the order book throughout the trading day, at the end of the trading day.
The product is specifically designed for the following users:
- Financial and capital market analysts
- Investment bodies
- Academic researchers
- Trading rooms and back office
Data Fields
In the Quotes EoD product, you can find the following interface:
In this interface you can find all five levels of quotes in the order book, for both sides – Bid and Ask, displayed at a resolution of one hundredth of a second, for all securities, at the end of the trading day, as well as historical data.
Parameter | Required | Description |
---|---|---|
Accept-language | Yes | Hebrew/English |
Year | Yes | Year |
Month | Yes | Month |
Day | Yes | Day |
SecurityId | Yes | SecurityId |
Field Name | Field Description |
---|---|
askLevel1 | Level 1 Ask Price |
askLevel2 | Level 2 Ask Price |
askLevel3 | Level 3 Ask Price |
askLevel4 | Level 4 Ask Price |
askLevel5 | Level 5 Ask Price |
askSizeLevel1 | Level 1 Ask Size |
askSizeLevel2 | Level 2 Ask Size |
askSizeLevel3 | Level 3 Ask Size |
askSizeLevel4 | Level 4 Ask Size |
askSizeLevel5 | Level 5 Ask Size |
bidLevel1 | Level 1 Bid Price |
bidLevel2 | Level 2 Bid Price |
bidLevel3 | Level 3 Bid Price |
bidLevel4 | Level 4 Bid Price |
bidLevel5 | Level 5 Bid Price |
bidSizeLevel1 | Level 1 Bid Size |
bidSizeLevel2 | Level 2 Bid Size |
bidSizeLevel3 | Level 3 Bid Size |
bidSizeLevel4 | Level 4 Bid Size |
bidSizeLevel5 | Level 5 Bid Size |
SecurityId | Security ID number |
quoteTime | HH:mm:sss |
In this interface you can find all five levels of quotes in the order book, for both sides – Bid and Ask, displayed at a resolution of one hundredth of a second, for all securities, at the end of the trading day, as well as historical data.
Parameter | Required | Description |
---|---|---|
Accept-language | Yes | Hebrew/English |
Year | Yes | Year |
Month | Yes | Month |
Day | Yes | Day |
SecurityId | Yes | SecurityId |
Field Name | Field Description |
---|---|
askLevel1 | Level 1 Ask Price |
askLevel2 | Level 2 Ask Price |
askLevel3 | Level 3 Ask Price |
askLevel4 | Level 4 Ask Price |
askLevel5 | Level 5 Ask Price |
askSizeLevel1 | Level 1 Ask Size |
askSizeLevel2 | Level 2 Ask Size |
askSizeLevel3 | Level 3 Ask Size |
askSizeLevel4 | Level 4 Ask Size |
askSizeLevel5 | Level 5 Ask Size |
bidLevel1 | Level 1 Bid Price |
bidLevel2 | Level 2 Bid Price |
bidLevel3 | Level 3 Bid Price |
bidLevel4 | Level 4 Bid Price |
bidLevel5 | Level 5 Bid Price |
bidSizeLevel1 | Level 1 Bid Size |
bidSizeLevel2 | Level 2 Bid Size |
bidSizeLevel3 | Level 3 Bid Size |
bidSizeLevel4 | Level 4 Bid Size |
bidSizeLevel5 | Level 5 Bid Size |
SecurityId | Security ID number |
quoteTime | HH:mm:sss |
FAQs
Following is a link to the TASE trading schedule