DATA DELIVERY

SF Markets end of day data products are available to subscribing clients via our FTP site. 

For access to the FTP site, please contact us at enquiries@scottfreemarkets.com.

 

Data Package List   

• Index Close: Displays component data for an index at the close of a trading day.
• Index Open: Displays component data for an index at the start of the next trading day, including adjustments for any corporate actions/events.
• CAC T+1: Displays component corporate actions for an index that are effective the next trading day.
• CAC T+5: Displays component corporate actions for an index that are effective over the next 5 trading days.
• Corporate Event Window: Displays component corporate actions and events for the entire SFNG Equity index series effective over the next 90 trading days.
• Index Level File: Displays Price, Gross and Net return end of day index values in multiple currencies. This file also contains performance figures, divisors, market capitalization, component count, etc.
• Draft List: Monthly data file that depicts possible changes in the composition of an index at the next review as well as replacements for securities deleted intra-review from an index.
• Index History: Displays history calculation for indices. Packages of 1, 5 and 10 years are available.
• Review Data Files: Data products highlighting all changes to SF Markets indices at each periodic review. Includes additions, deletions, shares and free-float changes, capping factors etc.
• Sector & Exchange File: Month-end file that depicts sector classification for components as well as Market Identifier Codes (MIC) information.
• Factsheets: Daily factsheets that display key information on SF Markets indices like index features, statistics, fundamental & analytics, sector breakdowns etc.