Data Products
NZX Data provides an extensive range of products designed to fully meet the needs of various customer groups.
For Data Distributors, NZX Data provides Real-time, Delayed, End of Day and Historical data products. Further details on products and pricing is available here.
NZX Data also provides a range of subscription based Market Information products. Most of these products are easily accessible via i-Search, NZX’s online search platform for daily data products. Available products include:
Announcement Search
Through i-Search, NZX Data offers an up-to-date archive of all market announcements that have been released to the public. Daily announcements can be accessed in Real Time or 24hrs Delayed depending on the user’s subscription package.
Corporate Actions
The Corporate Actions product covers all information pertaining to new or changes to existing Corporate Actions carried out by listed issuers and consists of
- Security Code and Description List: Daily list showing all currently quoted equity and debt securities (view sample).
- Corporate Actions CSV: Daily file to reflect Corporate Action changes during the week following the Weekly Diary publication (view sample).
- Weekly Diary: This publication, released every Friday, provides a summary of upcoming diary adjustments and information on current Corporate Activity for NZX securities (view sample).
Indices
The Indices product consists of daily files that contain data necessary for tracking the various NZX Indices and comprises
- Daily Files: These files include information relating to Index Constituents & Weightings, Index Closing Values and Index Values with Imputation Credits (view sample).
- Index Memos: These memos provide notification to subscribers about forthcoming changes to Index Constituents and Index Methodology, if applicable (view sample).
- Complete Index Methodology: This document contains the methodology used to calculate the NZX Indices. The information is useful for Data Distributors and Market Participants who are closely tracking the NZX Indices and wish to have a comprehensive understanding of the Index adjustments.
Market Share Statistics
The Marketshare Statistics contains 3 reports covering Broker activity on NZX markets. Daily trading activity is presented as an aggregate by Participant, aggregate by Participant by Security and list of all individual trades. The Market Share Statistics product is available on a T+3 day basis (view sample).
Market Activity
The Market Activity is a daily end of day file that provides comprehensive trading information for all quoted securities for the day. The detailed report in addition to in-depth trading information also contains Reference data such as ISINs, Issuer and Security Description and Fundamentals such First Price, High Price, Low Price, Last Price, Market Price, Open Price, Last Bid, Last Offer, Bid Yield, Offer Yield, Last Yield, volume traded, Value traded and related index values (view sample).
Deep Archive
The Deep Archive service provides a comprehensive regularly updated analysis of New Zealand listed companies since their listing date. Key features of the product are:
- Allows for easy multiple access in a network environment.
- Easy downloading capabilities.
- Timely updating of information such as daily announcements, price and index histories.
- A major feature is the ability to search specific information (refer below).
ADVANCED SEARCHES
- Announcements
- Company profiles
- Major Shareholders
- NZCSD Holders
- Listing/Delisting/Name Change details for companies and securities
DETAILED COMPANY RESEARCH
- Financials: Shares summary, financial position, income statement, cash flows, dividend summary, statistical measures.
- Announcements: All announcements made to the NZX by each company.
- Prices: These include daily buy, sell, open, high, low and close prices as well as total trading volume and value figures back to July 1998. Prior to that, back to 1990, available data includes high, low, close and volume figures.
- Charts: These will be selectable in All Data, 5-year, 12 month and 30 day options.
- Indices: Daily closing figures and market capitalisation totals for all indices, both gross and capital where applicable, including NZSX 10, NZSX 15, NZSX 50 / Barclays, NZSX All, NZSX Mid-Cap and NZSX Smaller Companies.
- Major Shareholders: Gives the number of shares held by major shareholders, percentage of total held and differences, if any, between periods – which are selectable. NZCSD holders will also be shown.
- Events: Includes details of company name changes, capital adjustments plus dates of listing and delisting.
- Directory: Names of directors as well as company and registry location and contact details for varying periods back to 1999.
- Profile: Business description, overview and financial performance commentary
- Delisted and Defunct Companies: A special section, this will offer all available information in the above categories, prior to companies being taken over, delisted or entering receivership
- Annual Reports: These will be in PDF format for all listed companies going back to 1983.
Market Announcement Email
The Market Announcement Email service allows subscribers to instantaneously receive material announcements in their inbox as soon as they are released to the market enabling them to utilize the information for their trading and investment decisions. The product provides subscribers with the full version attachment accompanying all material announcements.
Custom Data
NZX Data also provides market data based on customer’s specific requirements. For further details, please contact data@nzx.com or (64) 4 471 4390.
Click here to download subscription charges for all NZX Data Products.