Other Data Products
QSE Market Data Solutions brings a suite of analytical products to the investor, with online access to prices, activity levels, share ownership and participant data for the Qatar Stock Exchange. Spanning equity, fixed income and index segments, daily files in excel format are available on an ongoing and historical basis via a simple API service.
Back-test trading strategies, develop risk & execution models, perform post-trade analysis, and conduct academic research. We offer seamless integration of data, new presentation of trading information and the raw original data to support extended professional analysis.
Daily Trading Report
This end of day summary provides key daily trading data for each security including open, high, low, close, volume and value traded. Covering equity, fixed income, ETF, and indices the data is presented in excel format and available via an API service, allowing for effortless integration of data.
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
Daily Index Constituents helps automate your coverage of QSE indices to avoid missing revisions. It provides detailed corporate actions treatment information and enables the market to replicate the index calculation with the inclusion of daily divisor figure and daily closing and next day opening composition data sets for all QSE indices.
Technical Specifications:
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Tick Data History
Tick Data History product contains all the intraday trade and volume information for each security along with the best bid and offer details (price, volume, no of orders) throughout that day. Daily files are available back to 2012 and are invaluable for those wishing to back-test strategies, develop trading algorithms or even conduct academic research.
Technical Specifications:
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Rebuild Orderbook
Provides an end-of-day download file of the day’s Order Book activity across all securities since 2021, including trades and original orders, modifications, and deletions in Order Book. The service gives insights into order type used, Time In Force (TIF) information and remaining volumes on the book. It’s a complete replica of the day’s activity and the component parts allow the user to ‘rebuild the orderbook’ and analyze liquidity in the specific security at any point in time during the market day.
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 data also gives precise foreign ownership limits in terms of number of shares on each market day breakdown.
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.
The data is now available on a per stock basis, in addition an aggregate market wide view. .
Technical Specifications:
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Market Share
The service aggregates trading data and then ranks Member performance according to executed volume or turnover. Discover the relative strengths of the Members across individual stocks (or across the market) and dissect performance according to daily, Month to Data and Year to Date statistics.
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 and assist in end of the day reconciliation process.
Technical Specifications:
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Index Inclusion and ESG Service Advisory service
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.
Also available is an analysis of MSCI’s ESG rating for a listed company, including key scores and issues.
Technical Specifications:
For more information on the EM Index Inclusion report, kindly contact realtime@qe.qa