Brief information related to the content of the data products provided by Borsa İstanbul is given below. Please contact with Borsa İstanbul via vyk-marketing@borsaistanbul.com to get more detailed information or sign the agreement.
1. BORSA İSTANBUL DATA
a. Borsa İstanbul Indices
Index values, traded value and volume information regarding the indices calculated in real-time by Borsa İstanbul for Equity Market. List of Borsa İstanbul Indices is available here.
b. BIST-KYD Indices
Values of the indices whose methodology determined jointly by Borsa İstanbul and KYD Bilgi Yönetimi ve İletişim A.Ş. (KYD), and mostly calculated from the Debt Securities Market Data by Borsa İstanbul. List of BIST-KYD Indices is available here.
Below data products are available in real-time for each of the Equity Market, Debt Securities Market, Futures and Options Market and Precious Metals and Diamond Markets operated by Borsa İstanbul.
a. Mixed Level 1 Data
For each capital market instrument traded in Borsa İstanbul, last trade price/rate, best bid/ask prices and other price/rate information (like WAP), PDP Data and end of day data are included. This product doesn’t exist for Precious Metals and Diamond Markets (KMKT).
b. Level 1+ Data
For each capital market instrument traded in Borsa İstanbul Equity Market and Derivatives Market, last trade price/rate, best bid/ask prices and other price/rate information (like WAP), PDP Data and end of day data, values of BIST 30 and BIST 100 indices are included.
c. Level 2 Data
In addition to Level 1+ data, quantity information for the best 10 levels (all levels in Precious Metals and Diamond Markets-KMKT) of bid and ask prices of each capital market instrument traded in Borsa İstanbul, the volume information for the cancelled buy and sell orders and other statistics related to order book and canceled orders.
d. Level 2+ Data
In addition to Level 2 data, the quantity information for the best 25 levels of bid and ask prices of each capital market instrument traded in Borsa İstanbul Equity Market and Futures & Options Market and information of the top 10 buy and sell orders with their referance numbers for each instrument traded only for Equity Market.
e. Limited Level 1 Data
For each capital market instrument traded in Borsa İstanbul, last trade price/rate, changes in prices/rates from previous session and end of day data.
a. Equity Market Data Analytics
This product includes
- order arrival analytics,
- order cancellation analytics,
- order flow analytics,
- volume weighted average price analytics and
- buyer seller analytics,
which are calculated every second for the stocks listed in BIST 100 Index. For more detailed information about Equity Market Data Analytics please click.
a. Equity Market Broker ID Real-time Data
Detailed real-time information related to the trades executed in Borsa İstanbul Equity Market including the counterparty (broker) information for each trade.
b. Equity Market Broker ID End of Day Data
Detailed information related to the trades executed in Borsa İstanbul Equity Market including the counterparty (broker) information for each trade.
c. Futures and Options (F&O) Broker ID End of Day Data
End of day data of the detailed information related to the trades executed in Borsa İstanbul F&O Market including the counterparty (broker) information for each trade.
a. Borsa İstanbul Index Constituents Data
The constituent data of Borsa İstanbul Indices and weights of the securities within the indices.
b. BIST-KYD Index Constituents Data
The constituent data of BIST-KYD Indices and weights of the securities within the indices.
c. Corporate Action Data
Information related to capital increase/decrease, dividend payment and similar decisions of listed companies of Borsa İstanbul.
d. Equity Market Data
Breakdown of monthly traded values by customer, fund and portfolio, ranking of members by session based traded value, breakdown of Equity Market transactions by members (monthly & yearly), transactions realized on behalf and account of foreign banks/brokerage houses or individuals, short sales (monthly), most active (top-20) equities and members by traded value, basic ratios (weekly & monthly), historical volatility of BIST 30 and BIST 100 Index.
e. Debt Securities Market Traded Values By Member
Weekly traded value by members (sub-market based), breakdown of Debt Securities Market transactions by members (monthly & yearly).
f. Public Offering Data
Information on IPOs in the Equity Market and Debt Securities Market.
2. THIRD PARTY CONTENT
Borsa İstanbul distributes the following data products of the third party exchanges and organizations:
a. Public Disclosure Platform (PDP) Data
News released by Borsa İstanbul and financial statements, financial reports, material events, special disclosures and other notifications of the listed companies required by the capital markets and Borsa İstanbul regulations, which are publicly disclosed through Public Disclosure Platform (PDP).
b. MKK Data
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Safekeeping Balances on Investor Basis
Information on safekeeping balance for shares held at MKK with a floating status, exchange traded funds and warrants.
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Data on Domestic-Foreign Safekeeping
Information on dispersal of shares that are held at MKK with a floating status on a nationality basis.
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Report on Actual Shares Outstanding
Information on actual shares outstanding and capital of each company traded in Borsa İstanbul.
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Report on Fund Management Fees
Information on fund management fees and commission of each mutual fund which is monitored at MKK in dematerialized form.
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Report on Conversion to a Floating Share
Information on applications of investors to MKK to convert the status of their shares from non-floating to floating.
a. Takasbank Data
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Mutual/Pension Funds and Investment Trusts Information
Institutional Investors’ (Mutual/Pension Funds and Investment Trusts) consolidated security balance information, corporate information (fund’s capital, market value of the securities under fund’s custody, etc.) and portfolio allocation information (the ratio of the market value of government bonds, corporate debt securities, etc. in the portfolio to total portfolio value) sent by the institutional investors to Takasbank daily.
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Türkiye Electronic Fund Distribution Platform Information
Information on the active funds and members, general information on the funds (founder, manager, etc.), constraint information for the fund trading.
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Analysis of Mutual/Pension Funds and Investment Trusts
Daily information for the Mutual/Pension Funds and Investment Trusts given on portfolio TL value, TL volume of the transactions and TL value of the total custody balance, percentage of each equity’s quantity in total quantity of equities, and ratio of the equity’s included in the indices.
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Takasbank Money Market
Real-time basic and in-depth data for the Takasbank Money Market and information related to executed trades.
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Takasbank Securities Lending Market
Real-time basic and in-depth data for the Takasbank Security Lending Market and information related to executed trades.
a. SASE Indices
Codes and last values of indices calculated by SASE.
b. Level 1 Data
Last trade prices, best bid/ask prices and volume/quantity information for the securities traded in SASE markets.
c. Level 2 Data
In addition to Level 1 data, prices and total quantities for the best 10 levels of bid and ask prices for the securities traded in SASE markets.
d. Limited Level 1 Data
Last trade prices and changes in the price from previous session for the securities traded in SASE markets.
a. MNSE Indices
Codes and last values of indices calculated by MNSE.
b. Level 1 Data
Last trade prices, best bid/ask prices and volume/quantity information for the securities traded in MNSE markets.
c. Level 2 Data
In addition to Level 1 data, prices and total quantities for the best 10 levels of bid and ask prices for the securities traded in MNSE markets.
a. MSE Indices
Codes and last values of indices calculated by MSE.
b. Level 1 Data
Last trade prices, best bid/ask prices and volume/quantity information for the securities traded in MSE markets.
c. Level 2 Data
In addition to Level 1 data, prices and total quantities for the best 10 levels of bid and ask prices for the securities traded in MSE markets.