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Parameters and Weights for Calculating TASE Indices

Parameters and Weights for Calculating TASE Indices

Product Details:

This product offers access to the data of parameters and weights for calculating indices published by the TASE. The data enables efficient tracking of exisitng and future changes in index composition and the creation of trade strategies based on these changes.
This product is for:
– Managers of mutual and tracking funds for management and control of the changes in the indices
– International index calculators for the purpose of building benchmark indices
– Algo players and traders

Monthly subscriber price

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INTERNAL USE - PRIVATE CLIENT

372.06 ILS Included VAT

83.5 USD (For Foreign clients)

INTERNAL USE

1,113.84 ILS Included VAT

250 USD (For Foreign clients)

DISTRIBUTION LICENSE

2,290.86 ILS Included VAT

500 USD (For Foreign clients)

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Data Fields

The following interfaces can be found in the product:

Expected Changes in IANs/FNV, Float and Liquidity Ratio

Parameter	Required	Description
Accept-language	Yes	Hebrew/English
Year	Yes	Year
Month	Yes	Month

Field Name	Field Description
updateType	Update type (monthly/capital consolidation/rights)
securityId	Security ID number
isin	International Security Identification Number
newIans	New IANS
newIndexAdjustedFreeFloat	Free float percentage for a new index
currentIans	IANS up to the update date
currentIndexAdjustedFreeFloat	Current index adjusted free float up to the update date
liquidityRatio	Liquidity Ratio
newLiquidityRatio	New Liquidity Ratio

Parameter	Required	Description
Accept-language	Yes	Hebrew/English
Year	Yes	Year
Month	Yes	Month

Field Name	Field Description
updateType	Update type (monthly/capital consolidation/rights)
securityId	Security ID number
isin	International Security Identification Number
newIans	New IANS
newIndexAdjustedFreeFloat	Free float percentage for a new index
currentIans	IANS up to the update date
currentIndexAdjustedFreeFloat	Current index adjusted free float up to the update date
liquidityRatio	Liquidity Ratio
newLiquidityRatio	New Liquidity Ratio

Expected Changes in Weight Factor

Parameter	Required	Description
Accept-language	Yes	Hebrew/English
Year	Yes	Year
Month	Yes	Month

Field Name	Field Description
ISIN	International Security Identification Number
announcementDate	Announcement date (yyyy/MM/dd)
effectiveDate	Effective date (yyyy/MM/dd)
indexName	Index name
newWeightFactor	New weight factor
previousFactor	Weight factor up to update date
previousFactorDate	Previous weight factor update date (yyyy/MM/dd)
securityID	Security ID number
securityName	Security name
Symbol	Security symbol
updateType	Update type (monthly/capital consolidation/rights)

Parameter	Required	Description
Accept-language	Yes	Hebrew/English
Year	Yes	Year
Month	Yes	Month

Field Name	Field Description
ISIN	International Security Identification Number
announcementDate	Announcement date (yyyy/MM/dd)
effectiveDate	Effective date (yyyy/MM/dd)
indexName	Index name
newWeightFactor	New weight factor
previousFactor	Weight factor up to update date
previousFactorDate	Previous weight factor update date (yyyy/MM/dd)
securityID	Security ID number
securityName	Security name
Symbol	Security symbol
updateType	Update type (monthly/capital consolidation/rights)

Index Components Extended – New

Parameter	Required	Description
Accept-language	Yes	Hebrew/English
IndexID	Yes	Index ID number
Year	Yes	Year
Month	Yes	Month
Day	Yes	Day

Field Name	Field Description
lastIansUpdate	Last IANS update date (yyyy/MM/dd)
securityName	Security name
symbol	Security symbol
indexId	Index Number
securityId	Security ID number
isin	International Security Identification Number
weight	Weight in the index (%)
marketCap	Market capitalization (NIS millions)
basePrice	Price in agorot (NIS 0.01)
closingRate	Closing Price (NIS 0.01)
isEx	Ex date
semiAnnDailyTurnoverAvg	Average daily turnover in the last six months in NIS
semiAnnDailyTurnoverAvg	Average daily turnover in the last six months in NIS
semiAnnMedianTurnover	Median daily turnover in the last six months in NIS
freeFloatRate	Free float rate
freeFloatPercent	Free float percentage per index
ians	IANS
indexAdjustedFreeFloat	Number of floating shares per index
weightFactor	Weight factor
freeFloatMarketCap	Free Float Market Cap (NIS millions)
liquidityRatio	Liquidity Ratio
weightedFactor	Weighted Factor

Parameter	Required	Description
Accept-language	Yes	Hebrew/English
IndexID	Yes	Index ID number
Year	Yes	Year
Month	Yes	Month
Day	Yes	Day

Field Name	Field Description
lastIansUpdate	Last IANS update date (yyyy/MM/dd)
securityName	Security name
symbol	Security symbol
indexId	Index Number
securityId	Security ID number
isin	International Security Identification Number
weight	Weight in the index (%)
marketCap	Market capitalization (NIS millions)
basePrice	Price in agorot (NIS 0.01)
closingRate	Closing Price (NIS 0.01)
isEx	Ex date
semiAnnDailyTurnoverAvg	Average daily turnover in the last six months in NIS
semiAnnDailyTurnoverAvg	Average daily turnover in the last six months in NIS
semiAnnMedianTurnover	Median daily turnover in the last six months in NIS
freeFloatRate	Free float rate
freeFloatPercent	Free float percentage per index
ians	IANS
indexAdjustedFreeFloat	Number of floating shares per index
weightFactor	Weight factor
freeFloatMarketCap	Free Float Market Cap (NIS millions)
liquidityRatio	Liquidity Ratio
weightedFactor	Weighted Factor

Parameters Update Schedule

Parameter	Required	Description
Accept-language	Yes	Hebrew/English
IndexCategory	Yes	Index category (Shares/Tel Bond
Year	Yes	Year
Month	Yes	Month

Field Name	Field Description
announcementDate	Announcement date (yyyy/MM/dd)
effectiveDate	Effective date (yyyy/MM/dd)
freeFloatRecordDate	Free float record date (yyyy/MM/dd)
indexCategory	Index category (Shares/Tel Bond)
RecordDate	Record date (yyyy/MM/dd)
updateType	Update type (monthly rebalance, semi annual components update, special update)

Parameter	Required	Description
Accept-language	Yes	Hebrew/English
IndexCategory	Yes	Index category (Shares/Tel Bond
Year	Yes	Year
Month	Yes	Month

Field Name	Field Description
announcementDate	Announcement date (yyyy/MM/dd)
effectiveDate	Effective date (yyyy/MM/dd)
freeFloatRecordDate	Free float record date (yyyy/MM/dd)
indexCategory	Index category (Shares/Tel Bond)
RecordDate	Record date (yyyy/MM/dd)
updateType	Update type (monthly rebalance, semi annual components update, special update)

Indices Constituents Update

Parameter	Required	Description
Accept-language	Yes	Hebrew/English
IndexID	Yes	Index ID number
Year	Yes	Year
Month	Yes	Month
Day	Yes	Day

Field Name	Field Description
announcementDate	Announcement date (yyyy/MM/dd)
effectiveDate	Effective date (yyyy/MM/dd)
indexName	Index name
securityStatusIndex	Security status (unchanged/added/removed)
updateType	Update type (monthly rebalance, semiannual components update, special update)
securityName	Security name
symbol	Security symbol
marketSector	Sector
securityId	Security number
isin	International Security Identification Number
newIans	New IANS
newIndexAdjustedFreeFloat	Free float percentage for a new index
newWeightFactor	New Weight Factor
freeFloatSemiAnnual	Free float rate on the semiannual record date
freeFloatMonthly	Free float rate on the monthly record date
averageFreeFloat	Average free float
isIlliquidSecuritiesCandidate	Illiquid securities candidate (true/false)
isMaintenanceList	Maintenance list (true/false)
isSuspendedSecurities	Suspended security (true/false)
semiAnnualAverageDailyTurnover	Average semiannual daily turnover (NIS)
semiAnnualMedianTurnover	Median semiannual turnover (NIS)
capitalListedTrading	Capital listed for trading
averageMarketCap	Average market capitalization
averagePrice	Average price (NIS 0.01)
closingPrice	Closing price (NIS 0.01)
liquidityRatio	Liquidity Ratio
weightedFactor	Weighted Factor
medianVelocityTurnover	Median Velocity Turnover
indexId	Index Number

Parameter	Required	Description
Accept-language	Yes	Hebrew/English
IndexID	Yes	Index ID number
Year	Yes	Year
Month	Yes	Month
Day	Yes	Day

Field Name	Field Description
announcementDate	Announcement date (yyyy/MM/dd)
effectiveDate	Effective date (yyyy/MM/dd)
indexName	Index name
securityStatusIndex	Security status (unchanged/added/removed)
updateType	Update type (monthly rebalance, semiannual components update, special update)
securityName	Security name
symbol	Security symbol
marketSector	Sector
securityId	Security number
isin	International Security Identification Number
newIans	New IANS
newIndexAdjustedFreeFloat	Free float percentage for a new index
newWeightFactor	New Weight Factor
freeFloatSemiAnnual	Free float rate on the semiannual record date
freeFloatMonthly	Free float rate on the monthly record date
averageFreeFloat	Average free float
isIlliquidSecuritiesCandidate	Illiquid securities candidate (true/false)
isMaintenanceList	Maintenance list (true/false)
isSuspendedSecurities	Suspended security (true/false)
semiAnnualAverageDailyTurnover	Average semiannual daily turnover (NIS)
semiAnnualMedianTurnover	Median semiannual turnover (NIS)
capitalListedTrading	Capital listed for trading
averageMarketCap	Average market capitalization
averagePrice	Average price (NIS 0.01)
closingPrice	Closing price (NIS 0.01)
liquidityRatio	Liquidity Ratio
weightedFactor	Weighted Factor
medianVelocityTurnover	Median Velocity Turnover
indexId	Index Number

Universe Constituents Update

Parameter	Required	Description
Accept-language	Yes	Hebrew/English
Year	Yes	Year
Month	Yes	Month

Field Name	Field Description
announcementDate	announcement Date
effectiveDate	effective Date
securityId	security Id
indexUniverseName	index Universe Name
securityStatus	security Status
updateType	update Type
securityName	security Name
symbol	Symbol
marketSector	market Sector
isin	ISIN
newIans	New IANS
newIndexAdjustedFreeFloat	new Index Adjusted free float
freeFloatSemiAnnual	Free float semi annual
freeFloatMonthly	Free float Monthly
averageFreeFloat	Average free float
isIlliquidSecuritiesCandidate	Is Illiquid securities candidate
isMaintenanceList	Is maintenance list
isSuspendedSecurities	Is Suspended Securities
semiAnnualAverageDailyTurnover	Semi Annual Average Daily Turnover
semiAnnualMedianTurnover	Semi Annual Median Turnover
capitalListedTrading	capital Listed Trading
averageMarketCap	average Market Cup
averagePrice	average Price
closingPrice	closing Price
medianVelocityTurnover	median Velocity Turn Over
liquidityRatio	liquidity Ratio

Parameter	Required	Description
Accept-language	Yes	Hebrew/English
Year	Yes	Year
Month	Yes	Month

Field Name	Field Description
announcementDate	announcement Date
effectiveDate	effective Date
securityId	security Id
indexUniverseName	index Universe Name
securityStatus	security Status
updateType	update Type
securityName	security Name
symbol	Symbol
marketSector	market Sector
isin	ISIN
newIans	New IANS
newIndexAdjustedFreeFloat	new Index Adjusted free float
freeFloatSemiAnnual	Free float semi annual
freeFloatMonthly	Free float Monthly
averageFreeFloat	Average free float
isIlliquidSecuritiesCandidate	Is Illiquid securities candidate
isMaintenanceList	Is maintenance list
isSuspendedSecurities	Is Suspended Securities
semiAnnualAverageDailyTurnover	Semi Annual Average Daily Turnover
semiAnnualMedianTurnover	Semi Annual Median Turnover
capitalListedTrading	capital Listed Trading
averageMarketCap	average Market Cup
averagePrice	average Price
closingPrice	closing Price
medianVelocityTurnover	median Velocity Turn Over
liquidityRatio	liquidity Ratio

Capital Listed for Trading

Parameter	Required	Description
Accept-language	Yes	Hebrew/English
Year	Yes	Year
Month	Yes	Month
Day	Yes	Day

Field Name	Field Description
tradeDate	trade Date
lastIansUpdate	Last IANS update (yyyy/MM/dd)
securityId	Security ID number
securityName	Security name
symbol	Security symbol
isin	International Security Identification Number
ians	IANS
indexAdjustedFreeFloat	Index adjusted free float rate
iansChange	IANS change from last day
listedCapital	Total capital listed for trading
capitalChange	Changes in the capital listed for trading from the previous day - the data is updated during the trading day between the hours 14:30-15:30, Israel time.
liquidityRatio	Liquidity Ratio

Parameter	Required	Description
Accept-language	Yes	Hebrew/English
Year	Yes	Year
Month	Yes	Month
Day	Yes	Day

Field Name	Field Description
tradeDate	trade Date
lastIansUpdate	Last IANS update (yyyy/MM/dd)
securityId	Security ID number
securityName	Security name
symbol	Security symbol
isin	International Security Identification Number
ians	IANS
indexAdjustedFreeFloat	Index adjusted free float rate
iansChange	IANS change from last day
listedCapital	Total capital listed for trading
capitalChange	Changes in the capital listed for trading from the previous day - the data is updated during the trading day between the hours 14:30-15:30, Israel time.
liquidityRatio	Liquidity Ratio

FAQs

What time is the product updated?
The data is updated at the end of the trading day, at 18:00, except for the capital update data which is updated between 14:30-15:30 Israel time. Following is a link to the TASE trading schedule
How far back does the product go for historical data?
Data in the product can be found starting from 2008.
What data is included in the product?
In this product you can find the following data: Expected changes in IANS (Index Adjusted Number of Shares) and public holdings, updated capital listed for trading, expected changes in weight factor, update of index and weight composition

What time is the product updated?

The data is updated at the end of the trading day, at 18:00, except for the capital update data which is updated between 14:30-15:30 Israel time.
Following is a link to the TASE trading schedule

How far back does the product go for historical data?

Data in the product can be found starting from 2008.

What data is included in the product?

In this product you can find the following data: Expected changes in IANS (Index Adjusted Number of Shares) and public holdings, updated capital listed for trading, expected changes in weight factor, update of index and weight composition

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

Parameters and Weights for Calculating TASE Indices

Product Details:

Monthly subscriber price

Data Fields

FAQs

What time is the product updated?

How far back does the product go for historical data?

What data is included in the product?

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