Parameters and Weights for Calculating TASE Indices

The Index Parameters product allows convenient and efficient access to parameter data for calculating expected changes in index composition and weights in indices published by TASE. The product allows direct and fast connection to the data immediately after its publication by the TASE, every day during the trading day. In this product you can find the following data sets:

 

  • Expected changes in IANS (Index Adjusted Number of Shares) and public holdings
  • Updated capital listed for trading
  • Expected changes in weight factor
  • Updated composition of indices and constituent weights
  • In the future: weighted redemption date for bonds

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Advantages and features

The product allows a variety of players to effectively monitor existing and future changes in the composition of indices and build trading strategies based on expected changes in the composition of the index.

The product is specifically designed for the following:

  1. Managers of mutual and tracking funds for management and control of the changes in the indices
  2. International index calculators for the purpose of building benchmark indices
  3. Algo traders and players whose trading strategy is based on changes in the composition of the indices
  4. Researchers in the field of finance

API Interfaces

In this 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 5000 requestsFREE

BASIC

Up to 100,000 requests75 USD

GOLD

Up to 5,000,000 requests250 USD

PLATINUM

For distribution only500 USD
Only data obtained from the Platinum package can be distributed or displayed. The other packages are for internal use only.

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

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

Data in the product can be found starting from 2008.

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

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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