Market Data Services
To succeed in the market place, you need direct access to the most accurate and timely information available. With SEM technology and resources, we can provide objective company and financial market information and have a range of products and services to support your business if you are an institutional investor or your investments if you are a retail investor.
SEM Market Data Service is direct from the source. Our market data is derived directly from our trading systems as well as company reports and announcements from listed issuers lodged with the Exchange.
SEM provides a wide range of ongoing market data namely Real-Time Data (Live Data), Delayed Time Data and End-Of-Day Data, as well as historical data to both retail and institutional investors, as well as global Data Vendors and global Index Providers.
Real-Time Data (Live Data):
Real Time Data services provides all the activity of SEM's markets, live, as it happens. SEM provides real-time data through its FIX Market Data Feed system which is a continuous data stream transmitted from SEM's Trading Server to the client process. The data is in the form of FIX and the data transmission is available during normal trading hours, and the transmitted data contains information for every instrument traded on the exchange. The FIX Market Data Feed uses TCP/IP as carrier protocol and FIX Protocol as a message protocol.
Delayed Time Data:
SEM provides Delayed Time Data in the form of text files, that constitutes last closing prices and as well last quantity traded.
End-Of-Day Data:
SEM has a daily standard package containing the basics of market data.
Reference and Historical Data:
SEM also incorporates a wide range of reference data products. Our reference and historical data products are powered with data collected directly from source and set the benchmark for completeness, accuracy, and timeliness.
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Data Fields |
SEM Data Products (Official Market and DEM) |
Unit |
Earliest Date available |
|
A |
Share Prices - A collection of the trading statistics of all listed stocks, including open, high, low, close and turnover information/
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Share prices for individual stocks |
Daily |
1989 |
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B |
Gainers & Losers - A computation of the price change of all stocks over a fixed period of time on a monthly or weekly basis. |
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Gainers and Losers for all stocks |
Per request |
N.A. |
|
|
C |
Market Capitalisation - A collection of the number of shares and market capitalization of all listed stockss or the number of shares and market capitalization used to calculate SEM indices. |
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1. Index Market Capitalisation - Daily closing prices for SEMDEX |
Daily |
1989 |
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2. Index Market Capitalisation - Daily closing prices for SEMTRI |
Daily |
1989 |
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3. Index Market Capitalisation - Daily closing prices for SEM 7 |
Daily |
1989 |
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F |
Turnover of all listed stocks |
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1. Turnover of all stocks |
Daily |
1989 |
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2. Turnover of all stocks |
Monthy |
1989 |
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3. Turnover of all stocks |
Yearly |
1989 |
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G |
Volume of all listed stocks |
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1. Volume of all stock |
Daily |
1989 |
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2. Volume of all stock |
Monthly |
1989 |
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3. Volume of all stock |
Yearly |
1989 |
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H |
Companies' Performance - Top 10 |
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1. Top 10 Companies in terms of market capitalisation |
Monthly |
1989 |
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2. Top 10 Companies in terms of market capitalisation |
Yearly |
1989 |
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3. Top 10 companies in terms of turnover |
Monthly |
1989 |
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4. Top 10 companies in terms of turnover |
Yearly |
1989 |
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5. Top 10 companies in terms of volume traded |
Monthly |
1989 |
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6. Top 10 companies in terms of volume traded |
Yearly |
1989 |
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I |
Official Bulletin - A report incorporating the trading statistics for all listed stocks, a summary of market activity and corporate actions for a particular week |
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Official Bulletin |
Weekly |
Latest Available |
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J |
Quotation of Securities on the Official Market - A market summary incorporating the trading statistics for all listed stocks and a summary of market activity for a particular day |
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Quotation of Securities on the Official Market |
Daily |
1989 |
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K |
Factbook - A publication containing comprehensive trading statistics broken down by market, index, business sector and type of security as well as a detailed statistical analysis of the companies on our official market, including information about corporate actions and foreign investment. |
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Factbook |
Yearly |
Latest Available |
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L |
Handbook - An annual publication containing a five-year review and summary information on each listed company. |
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M |
Newsletter - A monthly publication containing an article of interest, market, statistics and monthly trading data on individual securities |
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Newsletter |
Monthly |
Latest Available |
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N |
Foreign Investment Flows |
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1. Foreign investment by volume |
Daily |
1994 |
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2. Foreign investment by volume |
Daily |
1994 |
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3. Foreign investment by volume |
Yearly |
1994 |
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4. Foreign investment by value |
Daily |
1994 |
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5. Foreign investment by value |
Monthly |
1994 |
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6. Foreign investment by value |
Yearly |
1994 |
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7. Foreign portfolio flows |
Daily |
1994 |
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8. Foreign portfolio flows |
Monthly |
1994 |
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9. Foreign portfolio flows |
Yearly |
1994 |
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O |
Listed Companies Information |
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1. Addresses, telephone numbers and fax numbers of all listed comapnies |
N.A. |
Latest Available |
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2. Summary Information of all listed companies |
N.A. |
Latest Available |
|
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3. Financial statements of all listed companies |
N.A. |
Latest Available |
|
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4. Earnings per share of all listed companies |
Daily |
1989 |
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5. Price Earning Ratio of all listed companies |
Daily |
1989 |
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6. Dividends per share of all listed companies |
Daily |
1989 |
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7. Dividend yield of all listed companies |
Daily |
1989 |
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8. Net Asset value of all listed companies |
Daily |
1989 |
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9. Price/Net Asset value of all listed companies |
Daily |
1989 |
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Global Information vendors and Index Providers distribute a range of SEM's market data and derived data. Please contact Global Information vendors and Index Providers directly for their data service fees, should you wish to subscribe with them.
SEM also provides customised data packages to tailor to your requirements. For further information on historical and ongoing market data subscription on a live, delayed or end-of-day basis, including data service fees, please contact us at:
The Stock Exchange of Mauritius Ltd
4th Floor, One Cathedral Square Building
16, Jules Koenig Street
Port Louis, Republic of Mauritius
Telephone : (230) 212-9541
Fax number : (230) 208-8409
E-mail: marketsem@sem.intnet.mu
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