D O W N L O A D   F I L E    S P E C I F I C A T I O N S
Each day we provide a download file called DD-MM-YY.DN (e.g. the file will look like this: 25-10-96.DN). This downloads in +-2 minutes (including dialing time) and is sent down in a very compressed format, this is then expanded to the ASCII file described here.

The file contains JSE shares, Unit Trusts, Gilts, Forex rates, overseas indicators etc. There is 1 line per item and the file has a total of about 1200 lines. It is an ASCII file arranged in columns as follows:

NAME DATE CLOSE HIGH LOW VOLUME SEC DY% EY%

The record layout of the file is as follows (1st character of column = 1)
Field Start Length
Name 5 9
Date 16 6
Close 23 8
High 32 8
Low 41 8
Volume 50 8
Sector Number 59 3
Div. Yield % 63 3
Earn Yield % 67 3
All fields, except for the name , are left padded with spaces (i.e. right justified)


HED File System
A second file called DD-MM-YY.HED (e.g. 25-10-94.HED) contains information about name changes and share splits. The HED file must be read prior to the updating of the DN file. If the charting program does not read this file then changes will have to be done manually. Its layout is as follows:
New listing:
*NSH SHARENAME SECTOR YYYYYY
De-listing:
*DSH SHARENAME SECTOR
Re-Name:
*RSH OLDNAME SECTOR NEWNAME
Change Sector:
*MSH SHARENAME OLDSEC NEWSEC
Correction of Error:
*ERR SHARENAME SECTOR DATE_OF ERROR (DDMMYY) CLOSE HIGH LOW VOL
If the date does not exist in the database take no action.
Splits and consolidations:
*SPL SHARENAME SECTOR PRICE_FACTOR VOLUME_FACTOR EFFECTIVE_DATE(DDMMYY) LAST_CLOSE
PRICE_FACTOR: Multiply C,H,L by this factor
VOLUME_FACTOR: Multiply volume by this factor
EFFECTIVE_DATE: Date up to which the consolidation should be done (inclusive)
LAST_CLOSE: Close on effective date as a check.

NB: It is vital that the program compare the price in its database on the effective date with the LAST_CLOSE field price. If they do not match or the price is 0 the split must not be done.

  

Other Files Available
File Number File Extension Description Download Time
491 DIV Dividend Dates Download 19h30
492 ESN Equity Snapshot Hourly, 5 minutes past the hour
493 EIN Equity Intra Day Not available at present
494 FDN Futures Download 19h30 - 23h30
495 FIN Futures Intra Day Hourly, 5 minutes past the hour
496 UDN Unit Trust Download 19h30
File Number to be specified under autodownload files or as 491YYMMDD under enter/change download dates(Beltel only). File Extention refers to the DOS file extension of the file once downloaded.

 

Dividend Dates Download (.DIV)

This file contains information about dividends and earnings. The layout is as follows:

Field Start Length Description Example
NAME 1 9 Name of share SYCOM
DIV 11 7 Dividend declared in cents 29.82
DIV-NO 20 7 Div. declaration number 18
LDR 28 6 Last date to register 951024
PAYABLE 35 6 Date Payable 951108
12M-DIV 42 7 Total 12 months div. 612.50

 

Equity Snapshot File (.ESN)

This file is updated hourly and is available for download at 5 mins past the hour. Copies of the files are not kept, thus if you dont download it you can not get the data back. It contains all JSE shares and indices with their ruling price at the time. It is a comma separated file and the field order is:
NAME TIME SALE BUY SELL VOLUME
TIME = Time the file was generated.

 

Equity Intra Day File (.EIN)

This file contains all transactions for all shares for the entire day and is updated hourly at 5 mins past the hour. It is a comma separated file and the fields are:
NAME TIME SALE BUY SELL VOLUME PDT
TIME = Time the transactions took place.
PDT = Price Deal Type (e.g. FS - Foreign Sale)
There are multiple lines per share containing the information listed above.

 

Futures Download File (.FDN)

This file is generated only once the full closing stats have been received from Safex. It is a column delimited file structured as follows:
Field Start Length Description
FUTURE 1 9 Name (e.g. ALSIDEC95)
DATE 12 8 YYYYMMDD
MTM 21 8 Mark to Market
HIGH 30 8 Day's High
LOW 39 8 Day's Low
VOL 48 8 Day's Volume
OI 57 8 Open Interest
OPEN 66 8 Day's Opening Price

 

Futures Intra Day Download (.FIN)

Due to the volume of data we have tried to compress the format of this file as much as possible. The data layout is as follows:

1st line only:

FIN:YYYYMMDD HHMMSS (This is the date and time the file was generated)

The start of data for a future is marked by a * followed by the name of the future:

*ALSIDEC94

Data for that future then follows in the form.

HHMMSS D PPPPPPPP

HHMMSS is the time the price came in.

"D" is the type of entry such as:

Y Spot Price
B Bid
A Ask
T Trade

PPPPPPPP is the price.

 

Unit Trust Download (.UDN)

There are 3 lines per Unit Trust, and trusts are separated by blank lines.

#N - Full Name of Fund
#D - Name of fund as in DN file
#P - Price information

The #P record is laid out as follows:
Field Start Length Example
DATE 4 8 19951102
BUYER 13 9 98.73
SELLER 23 9 97.57
YIELD 33 6 11.19
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Market Statistics are calculated by Sharenet and are therefore not the official JSE Market Statistics. The calculation/derivation may include underlying JSE data.