Borsa İstanbul Equity Data feed begins to send the Index prices when the data dissemination begins. This value is the previous day's close value for the Index. (~it is sent at ~08:50 - Istanbul time).
The Index's first value for the day is disseminated after the opening session ends, which is ~09:30 (Istanbul time).
The EOD file contains broker codes for both side of each trade.
5 bid & 5 ask depth levels are supported in the Istanbul Equity Markets data feed.
We do not support separate Auction volume data field, volume data is provided as cumulative not Auction based.
You get the the list of all securities available in the next session at page
Click for theBulletin Data
The name of the file is: www.borsaistanbul.com/data/thm/YYYY/AA/thmYYYYAAGGS.zip
YYYY-> Year, AA->Month, GG-> Day, S-> SessionNo
Price margins are produced at the end of each session and determine the base price valid for the next session.
In order to access price margin files produced at session end:
Gun (day): required date (two digits)
Songun (last date): last digit of the required date
Ay (month) : month section of the date (two digits)
Seans (session): 1 or 2
www.borsaistanbul.com/erd/songun/emirler/maseans_gunay.csv
Example:
Price margin file valid for the first session on March 25, 2014
www.borsaistanbul.com/erd/5/emirler/ma1_2503.csv
Price margin file valid for the second session on March 25, 2014
www.borsaistanbul.com/erd/5/emirler/ma2_2503.csv
Adjusted prices are the prices calculated and released when there are corporate actions.
In order to access adjusted price margin files:
Gun (day): required date (two digits)
Songun (last date): last digit of the required date
Ay (month): month section of the date (two digits)
www.borsaistanbul.com/erd/songun/emirler/hmekgunay.csv
Example:
Adjusted price margin file valid for March 24, 2014 (“Hisse Marj-Düzeltilmiş Fiyat Tablosu”).
www.borsaistanbul.com/erd/4/emirler/hmek2403.csv
Please check daily bulletins on the link below for further information.
Click for theBulletin Data
Currently, the old-new difference is not applied.
In the Equity Message, following fields shows the changes
| X | Percentage change for previous session close price |
| O | Net change for previous session close price |
...phase during which orders can be entered, updated and cancelled), Price Determination Phase. How could we determine them?
There is no specific message to indicate start and end of pre-opening phase.
Single Price Auction does not correspond to a specific market. Single Price is stock-based trading method. You could find more information about Single Price Method at
| Beginning Of The Trading Day | The DDS begins sending messages at 08:50 on every trading day. Firstly, previous closing prices, upper and lower limits valid for the following session, equities to be listed or de-listed in the following session, if any, will be transmitted to the vendors by using the above mentioned message types. |
| Intraday / During The Trading Sessions | As of the date this document was prepared, trading hours for the Watch List Market are 14:00 to 17:40, and for the 1st National, 2nd National, New Companies, Institutional Financial Products and Developing Companies Markets 09:15 to 12:30 and 14:00 to 17:40. |
| In Between Two Trading Sessions | There is no data disseminating from 12:45 to 13:15 (Break time between two sessions may vary according to the internal operational procedures). Closing prices of the first trading session are sent immediately after the trading session closes. |
| End Of The Trading Day | The DDS stops sending messages for the day at 17:55. |
To understand the type of an instrument you need to check the SERIES_CODE in Equity Market defined in the message formats document. Here is the list of series codes;
| SERIES | ||
| E | Old Market (Stock) | |
| Y | New Market (Stock) | |
| BE | Primary Market – Old (“E”) series stocks | |
| BY | Primary Market – New (“Y”) series stocks | |
| BF | Primary Market – ETF (“F”) series stocks | |
| R | Rights Coupon Market | |
| F | Exchange Traded Funds | |
| V | Warrants Market | |
| C | Certificate Market |
Click for theTrading Principles
Click for theCertificates
No, odd lot trades and special order trades are not included in Best-Bid-Offer price calculations.
You can find more information on this at
Click for theOrder Types
Yes there is, but it is not disseminated from Data Dissemination System
The information for this message is updated and sends after each index calculation (10 seconds interval). The reset occurs at the beginning of trading sessions.
Yes, it is calculated as the sum of total turnover (trade price * trade quantity) for all trades during the session.
No, you can find more information on special orders at
Click for theOrder Types
No, special order trades are not included in Best-Bid-Offer price calculations.
No, the “Q” message type contains market maker’s quotation information. However, “D” message contains information on total volume (quantity) and total number of orders for the pending buy and sell orders grouping by order price.
No, it is not crossed.
Beginning and ending of the testing periods are announced to the vendors using this message type.
