JSE Spec

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JSE Spec
Draft JSE Trading and Information Systems User
Specifications 27 June 2001 Version One 18
July 2001
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Specification Pack
The documents in the Specification Pack describe
the key aspects of the new trading and
information systems to prepare the trading and
data vending communities for the implementation
of the new JSE trading and information systems
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Specification Pack Documents
The Specification Pack consists of 6 documents

• JSE User pack covering letter
• JSE Market and Trading Functionality Overview
• JSE User Connectivity to Trading and Information
  Systems
• Trading and Information Services
• Interface Specification
• Data Formats

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Data Formats

• Consists of 6 separate documents
• Broadcast Message Layouts
• Interactive Message Layouts
• Field Definitions
• Advisory Codes
• Message Types and Version Identifiers
• Data Field Cross Reference

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Data Formats

• This set of documents is complimentary to the
  Interface Specification
• Message layouts are very different to JET API
• Field size changes, especially trade number,
  order number, price and instrument mnemonic

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Data Formats

• Note that some IP updates are not included as yet
• Also note that the values that certain fields
  that will hold for the JSE Market are still to be
  defined

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FTSE

• Live indices data received from LMIL
• JSE End of Day indices / sectors via Equity
  Dissemination and possibility of sourcing
  additional information from FTSE
• LMIL specifications
• Indices data pricing will be unbundled in view of
  separate deal with FTSE

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Communications
Email JSESpec_at_jse.co.za Web www.jse.co.za /
jse initiatives
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Questions