University of Cape Town
3 files

JSE Comparison Data - SBK.J NPNn.J SLM.J

posted on 2023-11-14, 04:58 authored by Tim GebbieTim Gebbie, Patrick ChangPatrick Chang
This is test comparator TAQ data for tickers: SBK and NPN. The data was prepared by Patrick Chang and sourced from UCT libraries Bloomberg terminal using the BLPAPI. This is historic transaction data. The use case is to compare EDA for A2X with EDA for the JSE on two indicative counters. The data is provided as raw transaction data in CSV file formats. The data starts 2018-12-31 and ends 2019-07-15. The files are with corrected time-stamps using UTC+2. The data includes auction data, continuous trading data and over-night data corrections.

Source: Bloomberg



Department of Statistical Sciences