Stock Data

Stock data covers a wide range of time-series information to do with listed shares and related securities. As an authorised JSE vendor, ProfileData is a leading supplier of share prices and datafeeds to corporate and private customers throughout the world.

Magic™ users enjoy the widest range and depth of scrubbed, verified and enhanced data available, including free intra-day tickers and much more. Read on to see why so many investor choose Magic™ as their stock data source.

Comprehensive Range

Stock data provided with Magic™ covers all JSE sectors and all categories of listed securities including"

  • Ordinary Shares (common stock)
  • Listed Preference Shares
  • ETFs (Exchange Traded Funds)
  • ETNs (Exchange Traded Notes)
  • Warrants

Depth and Frequency

The stock data sub-categories in Magic™ cover the full complement of available data, including:

  • Tick data (intra-day 15 minutes delayed)
  • End-of-day data
  • Valued-added stock data
  • Proprietary stock data statistics

Intra-Day (15 minute delayed) Data

Delayed tick data is included free with all Magic™ packages.

With Magic™ CHART, Magic™ GOLD and higher-level packages, intra-day data is also available for download at no extra charge. Intra-day files are available every hour.

Value-Added Data

JSE value-added data is accessible to all Magic™ users at no extra cost. This includes, for each security:

  • Best bid
  • Best offer
  • Intra-day trade history
  • Value traded
  • Number of trades

Proprietary Stock Statistics

In addition to JSE data, Magic™ users also get access to a wide range of proprietary stock statistics that are unique to ProfileData customers. These include:

  • Liquidity averages for all securities
  • Total Return Indices (TRIs) for all shares
  • Proprietary P/E data
  • Proprietary DY (dividend yield) data

Structure of Time-Series Data for Stocks

Time-series data can be thought of as columns and rows (as in a spreadsheet) providing one or more values for each historical date.

For many time-series – such as forex rates, commodities and economic indicators – historical data consists of simply the date and a 'closing price' for each day. For stocks, however, time-series data usually includes a range of values for each trading day, such as opening price, day's high, day's low, the number of shares traded (volume), and more. A line chart of a stock would use the date and the closing price.

For shares, the underlying time-series data in the Magic™ price database looks like this:

 
 

 

 

 
 
Date Open Low High Close Volume Trades Value (Rm) P/E DY TRI
03-Jan-12 13606 13606 13795 13795 7,194,879 3860 988,001 17.19 4.51 9,332
04-Jan-12 13570 13517 13785 13602 4,221,272 3858 575,556 16.95 4.57 9,201
05-Jan-12 13601 13551 13779 13680 5,874,917 5179 803,101 17.05 4.55 9,254
06-Jan-12 13618 13495 13738 13500 5,815,953 4449 789,671 16.82 4.61 9,132
09-Jan-12 13596 13522 13779 13650 7,584,124 4471 1,035,258 17.01 4.56 9,234
10-Jan-12 13709 13616 13850 13750 5,748,882 4268 789,820 17.14 4.52 9,301
11-Jan-12 13530 13471 13740 13740 6,195,879 3660 845,758 17.12 4.53 9,295
12-Jan-12 13695 13402 13734 13560 5,121,590 4851 694,761 16.90 4.59 9,173
13-Jan-12 13840 13621 13840 13700 4,847,912 5297 665,150 17.07 4.54 9,268
16-Jan-12 13699 13431 13699 13602 5,416,901 4331 735,471 16.95 4.57 9,201
17-Jan-12 13402 13356 13750 13601 4,584,451 4709 622,064 16.95 4.57 9,201
18-Jan-12 13900 13405 13960 13560 6,888,297 4228 939,679 16.90 4.59 9,173
19-Jan-12 13900 13676 13924 13899 7,155,001 5187 989,751 17.32 4.48 9,402
20-Jan-12 13450 13415 13825 13825 5,815,952 5022 796,107 17.23 4.50 9,352
23-Jan-12 13850 13402 13898 13450 6,118,715 4814 831,125 16.76 4.62 9,098
24-Jan-12 13700 13610 13955 13790 5,092,756 3912 702,036 17.19 4.51 9,328
 
Data source: JSE Ltd; calculations and statistics by ProfileData