For indices calculated by the Vienna Stock Exchange, there is the comprehensive "index baskets" product which consists of the following files: index start and closing prices, the index constituents files per index as well as the index adjustments Service.
Furthermore, there is the possibility of obtaining the index prices in real-time, delayed and end-of-day quality either directly via the data feed, one of our vendors or via our file service. The files offered through the file service are either Index closing prices or the above mentioned "index basket" files.
"Index Baskets" product
This product consists of several files that are made available for download on a daily basis via our SFTP access. The product contains the following files:
Index Start and Closing Prices
These files contain the daily updates of the index start and closing prices in .csv format.
Index Constituents File
The file provides twice a day the composition of all indices calculated by the Vienna Stock Exchange, including comprehensive master and reference data such as index holidays, currency, correction factors, and other information.
Index Adjustments Service
The files contain all adjustments for the indices calculated by the Vienna Stock Exchange. All files of this service are machine-readable, which means that they can be processed automatically.
- Index Adjustments
The file contains all upcoming index adjustments. In general, adjustments will be published at least two trading days before their implementation.
- Index Constituents
The file contains master data of all stocks currently contained in indices.
- Index Universe
The file contains all stocks that are representative of the respective markets in terms of turnover and market capitalization and are therefore included in the screening process of the Index Committee. Only stocks in the index universe can be included in indices.
- Dividends Forecast
The file contains information about future dividends. Unlike the index adjustments file, it does not contain any information about future index adjustments.
The file contains information about historical dividend adjustments including dividend amount and dividend points in the indices. The file will be updated after each dividend adjustment.
The subscription for the Index Baskets product requires a valid market data agreement (pdf-file 685 KB). The files are only available as a package, once a day, depending on the close of trading. Please note that different costs will be incurred depending on the use (internal or external).