TASE End of Day Securities Trading Data

The TASE End of Day Securities Trading Data product makes data available on all securities traded on the TASE through an API.
In this product, you can get daily and historical data of all the securities on the TASE: daily high and low price, opening price, closing price, monthly and annual returns, and Turnover.

TASE Data Hub- Sign up today!

TASE Data Hub
- Sign up today!

Benefits and Features

The End-of-Day Securities Trading Data product provides flexible and customized access to the TASE’s securities data for the purpose of presenting, analyzing, and processing the data. The product is specifically designed for the following users:

  1. Financial and capital market analysts
  2. Websites in the field of finance and capital markets
  3. Technology companies for building models
  4. Algo trading players for back-testing
  5. Academic researchers in the field of finance

Data Fields

In the End-of-Day Securities Trading Data product, you can find the following interfaces:

Price List​

The Tel Aviv Stock Exchange has designed packages to suit any need. For full historical data, please purchase the Platinum package.
The payment plan is monthly.

TRIAL

Up to 500 requestsFREE

BASIC

Up to 5,000 requests50 USD

GOLD

Up to 500,000 requests100 USD

PLATINUM

Unlimited250 USD

Only data obtained from the Platinum package can be distributed or displayed. The other packages are for internal use only.

FAQ

Product data is for the end of the trading day and is updated at 24:00 Israel time. The data is for the end of the trading day.
Following is a link to the TASE trading schedule
Data in the product can be found starting from 2008.
The product includes daily and historical end-of-day data of the securities traded on the TASE including: opening price, closing price, market value, daily high and low rate and security returns.

TASE Data Hub- Sign up today!

TASE Data Hub
- Sign up today!

Contact us

For additional information about TASE’s API products, contact TASE data team.


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