Other Data Products

Daily Closing Prices

Provides details of key daily trading data for each security, including opening price, closing price, trade high/low, price high/low and volume information for every security traded on the Exchange’s markets.
 

Technical Specifications:

 

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Snapshot data feed

Qatar Stock Exchange also provides a snapshot data feed for participants not requiring the depth of information available via XDP, the professional real-time data feed. Real-time snapshot data is available on a per security basis and may be utilized by listed companies for investor relations purposes or by firms offering a broad commentary on the Qatari economy via online services. The product is available via a web based XML sliucture. Subscribers are required to enter into the Market Data Agreement with QSE.
 

Technical Specifications:

 

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Historical data

Historical data is available back to inception for all listed securities and indices. Customised requests may include open/high/low/close/volume/value. Data can be delivered in nearly any format.
 

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Daily index constituents

QSE provides daily index constituent files for those benchmarking to or replicating any of QSE’s indices. The files are published around 3.30 PM each day and represent the index composition as it will appear next day. The product provides detailed corporate actions treatment information and enables the market to replicate the index calculation with the inclusion of daily divisor figures. This product is essential for firms that have issued index linked funds, ETFs and other structured products.
 

Technical Specifications:

 

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Tick data history

QSE offers all ‘tick data history’ i.e., data files containing all trades and best bid and asks for all listed securities on an intraday basis. Users may request data as of a particular date (within monthly files) or record all trading sessions’ data going forward. The data product is provided to participants performing detailed technical analysis and/or engaging in sophisticated trading strategies.
 

Technical Specifications:

 

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Rebuild Orderbook

Provides an end-of-day download file of the day’s Order Book activity, including all trades, orders and deletions in Order Book.
 

Technical Specifications:

 

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Actual Ownership

This report provides a daily breakdown of ownership of all listed stocks according to demographics (Qatari, GGC Individual and Foreign). It’s an indispensable guide to examine the nature of a stock and gain insight into movements in share ownership. The file also gives precise foreign ownership limits in terms of number of shares.
 

Technical Specifications:

 

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Shareholder Activity

Shareholder activity is a daily file that tells you who is buying and selling on any given day. It’s a valuable report for any participants looking at directional trends. Buy and sell activity is broken down by nationality (Qatari, GCC, Arab states, Foreign) and also by type (retail or institutional). Actual volume and value traded are provided together with percentages.
 

Technical Specifications:

 

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Market Share

The Market Share service provides member firms with information to determine their performance versus the competition. The service provides detailed, flexible and timely market share statistics on trading volumes and associated market share rankings.
 

Technical Specifications:

 

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Participant Trading Data

The Participant Trading Data provides intraday, tick-by-tick trading data filtered specifically for individual member firms. The data, delivered at the end of each business day, details all the trades that have been executed.
 

Technical Specifications:

 

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EM Index Inclusion

This report is used by Intermediaries and listed companies to look at where companies stand relative to Emerging Market index requirements of international providers such as MSCI. It also contains analysis of the local QSE index requirements. With passive investing at an all time high inclusion in prominent indices is more important than ever.
 

Technical Specifications:

 

For more information on the EM Index Inclusion report, kindly contact realtime@qe.qa