Parameters & Weights for Calculating Indices

Price List

The Tel Aviv Stock Exchange has designed packages to suit any need. For full historical data, please purchase the Platinum package.
The payment plan is monthly.

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For distribution only

1,950 ILS including VAT

500 USD (For Foreign clients)

This product offers convenient and efficient access to parameter data for calculating expected changes in index composition and weights in indices published by TASE

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TASE Open API- Israeli clients

Rapid- Foreign clients

Advantages and features

The product allows a variety of players to effectively monitor existing and future changes in the composition of indices and build trading strategies based on expected changes in the composition of the index.

The product is specifically designed for the following:

Managers of mutual and tracking funds for management and control of the changes in the indices
International index calculators for the purpose of building benchmark indices
Algo traders and players whose trading strategy is based on changes in the composition of the indices
Researchers in the field of finance

API Interfaces

In this product you can find the following interfaces:

Expected Changes in IANS & Float

Parameter	Required	Description
Accept-language	Yes	Hebrew/English
Year	Yes	Year
Month	Yes	Month

Field Name	Field Description
ISIN	International Security Identification Number
announcementDate	Announcement date (yyyy/MM/dd)
currentIANS	IANS up to the update date
currentIndexAdjustedFreeFloat	Current index adjusted free float up to the update date
effectiveDate	Effective date (yyyy/MM/dd)
lastIANSUpdate	Last IANS update date (yyyy/MM/dd)
newIANS	New IANS
newIndexAdjustedFreeFloat	Free float percentage for a new index
securityID	Security ID number
securityName	Security name
symbol	Security symbol
updateType	Update type (monthly/capital consolidation/rights)

Parameter	Required	Description
Accept-language	Yes	Hebrew/English
Year	Yes	Year
Month	Yes	Month

Field Name	Field Description
ISIN	International Security Identification Number
announcementDate	Announcement date (yyyy/MM/dd)
currentIANS	IANS up to the update date
currentIndexAdjustedFreeFloat	Current index adjusted free float up to the update date
effectiveDate	Effective date (yyyy/MM/dd)
lastIANSUpdate	Last IANS update date (yyyy/MM/dd)
newIANS	New IANS
newIndexAdjustedFreeFloat	Free float percentage for a new index
securityID	Security ID number
securityName	Security name
symbol	Security symbol
updateType	Update type (monthly/capital consolidation/rights)

Expected Changes in Weight Factor

Parameter	Required	Description
Accept-language	Yes	Hebrew/English
Year	Yes	Year
Month	Yes	Month

Field Name	Field Description
ISIN	International Security Identification Number
announcementDate	Announcement date (yyyy/MM/dd)
effectiveDate	Effective date (yyyy/MM/dd)
indexName	Index name
newWeightFactor	New weight factor
previousFactor	Weight factor up to update date
previousFactorDate	Previous weight factor update date (yyyy/MM/dd)
securityID	Security ID number
securityName	Security name
Symbol	Security symbol
updateType	Update type (monthly/capital consolidation/rights)

Parameter	Required	Description
Accept-language	Yes	Hebrew/English
Year	Yes	Year
Month	Yes	Month

Field Name	Field Description
ISIN	International Security Identification Number
announcementDate	Announcement date (yyyy/MM/dd)
effectiveDate	Effective date (yyyy/MM/dd)
indexName	Index name
newWeightFactor	New weight factor
previousFactor	Weight factor up to update date
previousFactorDate	Previous weight factor update date (yyyy/MM/dd)
securityID	Security ID number
securityName	Security name
Symbol	Security symbol
updateType	Update type (monthly/capital consolidation/rights)

Index Components Extended

Parameter	Required	Description
Accept-language	Yes	Hebrew/English
IndexID	Yes	Index ID number
Year	Yes	Year
Month	Yes	Month
Day	Yes	Day

Field Name	Field Description
ISIN	International Security Identification Number
announcementDate	Announcement date (yyyy/MM/dd)
basePrice	Price in agorot (NIS 0.01)
closingPrice	Closing rate (NIS 0.01)
freeFloatMarketCap	Free Float Market Cap (NIS millions)
freeFloatPercent	Free float percentage per index
freeFloatRate	Free float rate
indexAdjustedFreeFloat	Number of floating shares per index
isEX	Ex date
lastIANSUpdate	Last IANS update date (yyyy/MM/dd)
marketCap	Market capitalization (NIS millions)
securityId	Security ID number
securityName	Security name
semiAnnDailyTurnoverAvg	Average daily turnover in the last six months in NIS
semiAnnMedianTurnover	Median daily turnover in the last six months in NIS
symbol	Security symbol
weight	Weight in the index (%)
weightFactor	Weight factor

Parameter	Required	Description
Accept-language	Yes	Hebrew/English
IndexID	Yes	Index ID number
Year	Yes	Year
Month	Yes	Month
Day	Yes	Day

Field Name	Field Description
ISIN	International Security Identification Number
announcementDate	Announcement date (yyyy/MM/dd)
basePrice	Price in agorot (NIS 0.01)
closingPrice	Closing rate (NIS 0.01)
freeFloatMarketCap	Free Float Market Cap (NIS millions)
freeFloatPercent	Free float percentage per index
freeFloatRate	Free float rate
indexAdjustedFreeFloat	Number of floating shares per index
isEX	Ex date
lastIANSUpdate	Last IANS update date (yyyy/MM/dd)
marketCap	Market capitalization (NIS millions)
securityId	Security ID number
securityName	Security name
semiAnnDailyTurnoverAvg	Average daily turnover in the last six months in NIS
semiAnnMedianTurnover	Median daily turnover in the last six months in NIS
symbol	Security symbol
weight	Weight in the index (%)
weightFactor	Weight factor

Parameters Update Schedule

Parameter	Required	Description
Accept-language	Yes	Hebrew/English
IndexCategory	Yes	Index category (Shares/Tel Bond
Year	Yes	Year
Month	Yes	Month

Field Name	Field Description
announcementDate	Announcement date (yyyy/MM/dd)
effectiveDate	Effective date (yyyy/MM/dd)
freeFloatRecordDate	Free float record date (yyyy/MM/dd)
indexCategory	Index category (Shares/Tel Bond)
RecordDate	Record date (yyyy/MM/dd)
updateType	Update type (monthly rebalance, semi annual components update, special update)

Parameter	Required	Description
Accept-language	Yes	Hebrew/English
IndexCategory	Yes	Index category (Shares/Tel Bond
Year	Yes	Year
Month	Yes	Month

Field Name	Field Description
announcementDate	Announcement date (yyyy/MM/dd)
effectiveDate	Effective date (yyyy/MM/dd)
freeFloatRecordDate	Free float record date (yyyy/MM/dd)
indexCategory	Index category (Shares/Tel Bond)
RecordDate	Record date (yyyy/MM/dd)
updateType	Update type (monthly rebalance, semi annual components update, special update)

Indices Constituents Update

Parameter	Required	Description
Accept-language	Yes	Hebrew/English
IndexID	Yes	Index ID number
Year	Yes	Year
Month	Yes	Month
Day	Yes	Day

Field Name	Field Description
ISIN	International Security Identification Number
announcementDate	Announcement date (yyyy/MM/dd)
averageFreeFloat	Average free float
averageMarketCap	Average market capitalization
averagePrice	Average price (NIS 0.01)
capitalListedTrading	Capital listed for trading
closingPrice	Closing price (NIS 0.01)
effectiveDate	Effective date (yyyy/MM/dd)
freeFloatMonthly	Free float rate on the monthly record date
freeFloatSemiAnnual	Free float rate on the semiannual record date
indexName	Index name
isIlliquidSecuritiesCandidate	Illiquid securities candidate (true/false)
isMaintenanceList	Maintenance list (true/false)
isSuspendedSecurities	Suspended security (true/false)
marketSector	Sector
newIANS	New IANS
newIndexAdjustedFreeFloat	Free float percentage for a new index
securityID	Security ID number
securityName	Security name
securityStatusIndex	Security status (unchanged/added/removed)
semiAnnualAverageDailyTurnover	Average semiannual daily turnover (NIS)
semiAnnualMedianTurnover	Median aemiannual turnover (NIS)
symbol	Security symbol
updateType	Update type (monthly rebalance, semiannual components update, special update)

Parameter	Required	Description
Accept-language	Yes	Hebrew/English
IndexID	Yes	Index ID number
Year	Yes	Year
Month	Yes	Month
Day	Yes	Day

Field Name	Field Description
ISIN	International Security Identification Number
announcementDate	Announcement date (yyyy/MM/dd)
averageFreeFloat	Average free float
averageMarketCap	Average market capitalization
averagePrice	Average price (NIS 0.01)
capitalListedTrading	Capital listed for trading
closingPrice	Closing price (NIS 0.01)
effectiveDate	Effective date (yyyy/MM/dd)
freeFloatMonthly	Free float rate on the monthly record date
freeFloatSemiAnnual	Free float rate on the semiannual record date
indexName	Index name
isIlliquidSecuritiesCandidate	Illiquid securities candidate (true/false)
isMaintenanceList	Maintenance list (true/false)
isSuspendedSecurities	Suspended security (true/false)
marketSector	Sector
newIANS	New IANS
newIndexAdjustedFreeFloat	Free float percentage for a new index
securityID	Security ID number
securityName	Security name
securityStatusIndex	Security status (unchanged/added/removed)
semiAnnualAverageDailyTurnover	Average semiannual daily turnover (NIS)
semiAnnualMedianTurnover	Median aemiannual turnover (NIS)
symbol	Security symbol
updateType	Update type (monthly rebalance, semiannual components update, special update)

Universe Constituents Update

Parameter	Required	Description
Accept-language	Yes	Hebrew/English
Year	Yes	Year
Month	Yes	Month

Field Name	Field Description
ISIN	International Security Identification Number
announcementDate	Announcement date (yyyy/MM/dd)
averageFreeFloat	Average free float
averageMarketCap	Average market capitalization
averagePrice	Average price (NIS 0.01)
capitalListedTrading	Effective date (yyyy/MM/dd)
freeFloatMonthly	Free float rate on the monthly record date
freeFloatSemiAnnual	Free float rate on the semiannual record date
indexUniverseName	Index universe name (Tamar/ Rimon)
isMaintenanceList	Illiquid securities candidate (true/false)
isMaintenanceList	Illiquid securities candidate (true/false)
isMaintenanceList	Maintenance list (true/false)
isMaintenanceList	Maintenance list (true/false)
isSuspendedSecurities	Suspended security (true/false)
marketSector	Sector
newIANS	New IANS
newIndexAdjustedFreeFloat	Free float percentage for a new index
securityID	Security number
securityName	Security name
securityStatus	Status (Added/ Unchanged)
semiAnnualAverageDailyTurnover	Average semiannual daily turnover (NIS)
semiAnnualMedianTurnover	Median semiannual turnover (NIS)
symbol	Security symbol
updateType	Update type (monthly rebalance, semiannual components update, special update)

Parameter	Required	Description
Accept-language	Yes	Hebrew/English
Year	Yes	Year
Month	Yes	Month

Field Name	Field Description
ISIN	International Security Identification Number
announcementDate	Announcement date (yyyy/MM/dd)
averageFreeFloat	Average free float
averageMarketCap	Average market capitalization
averagePrice	Average price (NIS 0.01)
capitalListedTrading	Effective date (yyyy/MM/dd)
freeFloatMonthly	Free float rate on the monthly record date
freeFloatSemiAnnual	Free float rate on the semiannual record date
indexUniverseName	Index universe name (Tamar/ Rimon)
isMaintenanceList	Illiquid securities candidate (true/false)
isMaintenanceList	Illiquid securities candidate (true/false)
isMaintenanceList	Maintenance list (true/false)
isMaintenanceList	Maintenance list (true/false)
isSuspendedSecurities	Suspended security (true/false)
marketSector	Sector
newIANS	New IANS
newIndexAdjustedFreeFloat	Free float percentage for a new index
securityID	Security number
securityName	Security name
securityStatus	Status (Added/ Unchanged)
semiAnnualAverageDailyTurnover	Average semiannual daily turnover (NIS)
semiAnnualMedianTurnover	Median semiannual turnover (NIS)
symbol	Security symbol
updateType	Update type (monthly rebalance, semiannual components update, special update)

Capital Listed for Trading Mid Day

Parameter	Required	Description
Accept-language	Yes	Hebrew/English
Year	Yes	Year
Month	Yes	Month
Day	Yes	Day

Field Name	Field Description
IANS	Index Adjusted Number of Shares
IANSChange	Change in IANS from previous day
ISIN	International Security Identification Number
capitalChange	Changes in the capital listed for trading from the previous day - the data is updated during the trading day between the hours 14:30-15:30, Israel time.
indexAdjustedFreeFloat	Index adjusted free float rate
lastIANSUpdate	Last IANS update (yyyy/MM/dd)
listedCapital	Total capital listed for trading
securityID	Security ID number
securityName	Security name
symbol	Security symbol

Parameter	Required	Description
Accept-language	Yes	Hebrew/English
Year	Yes	Year
Month	Yes	Month
Day	Yes	Day

Field Name	Field Description
IANS	Index Adjusted Number of Shares
IANSChange	Change in IANS from previous day
ISIN	International Security Identification Number
capitalChange	Changes in the capital listed for trading from the previous day - the data is updated during the trading day between the hours 14:30-15:30, Israel time.
indexAdjustedFreeFloat	Index adjusted free float rate
lastIANSUpdate	Last IANS update (yyyy/MM/dd)
listedCapital	Total capital listed for trading
securityID	Security ID number
securityName	Security name
symbol	Security symbol

אקורדיון #1

Only data obtained from the Platinum package can be distributed or displayed. The other packages are for internal use only.

FAQs

What time is the product updated?
The data is updated at the end of the trading day, at 18:00, except for the capital update data which is updated between 14:30-15:30 Israel time. Following is a link to the TASE trading schedule
How far back does the product go for historical data?
Data in the product can be found starting from 2008.
What data is included in the product?
In this product you can find the following data: Expected changes in IANS (Index Adjusted Number of Shares) and public holdings, updated capital listed for trading, expected changes in weight factor, update of index and weight composition

What time is the product updated?

The data is updated at the end of the trading day, at 18:00, except for the capital update data which is updated between 14:30-15:30 Israel time.
Following is a link to the TASE trading schedule

How far back does the product go for historical data?

Data in the product can be found starting from 2008.

What data is included in the product?

In this product you can find the following data: Expected changes in IANS (Index Adjusted Number of Shares) and public holdings, updated capital listed for trading, expected changes in weight factor, update of index and weight composition

Sign Up Today

TASE Open API- Israeli clients

Rapid- Foreign clients

Parameters and Weights for Calculating TASE Indices

Price List

TRIAL

BASIC

GOLD

PLATINUM

Sign Up Today

Sign Up Today

Advantages and features

API Interfaces

FAQs

What time is the product updated?

How far back does the product go for historical data?

What data is included in the product?

Sign Up Today

Sign Up Today

Contact us

TASE websites

TASE online

Tase Cellular App

Parameters and Weights for Calculating TASE Indices

Price List

TRIAL

BASIC

GOLD

PLATINUM

Sign Up Today

Sign Up Today​

Advantages and features

API Interfaces

FAQs

What time is the product updated?

How far back does the product go for historical data?

What data is included in the product?

Sign Up Today

Sign Up Today​

Contact us

TASE websites

TASE online

Tase Cellular App

Sign Up Today

Sign Up Today