Becoming a vendor of SFE market data

SFE real time market data is provided to vendors via our Quote Vendor Integration System (QVIS). Data vendors have the option of connecting either directly to QVIS or taking this information from a third party vendor.

Data content and format

Vendors who choose to take a direct feed from the SFE may need to undertake development work in order to handle the raw ITC data.

SFE and NZ Real Time Market Data is provided to vendors as one composite data feed. The transmission characteristics of the signal are as follows:

  • Open, high, low, last trade, best bid/ask price, best bid/ask size and cumulative volume
  • Close, settlement and volatility
  • Time stamping of all entries
  • Volume and Open Interest
  • Control messages indicating system start-up, shut-down and line integrity verification
  • Notification of option strike price listings
  • Automatic Retransmissions
  • Depth of market
  • Prioritization of market data
  • Automated night/day session clear-downs

Direct access to SFE data

A direct connection to QVIS requires the following:

  • SFE provides two Frame Relay Access Points with Telstra or C&W-Optus. Each access point is available at the SFE Primary and DR site in Sydney. Suggested PVC for each connection is 128kbps with 64kbps CIR.
  • SFE will provide you with an access point circuit ID for your nominated telecommunications carrier (ie Telstra or C&W-Optus) for connection to the price distribution network. However, ordering and costs of the frame relay to the nominated location are the responsibility of the Vendor.

Those wishing to subscribe to a historical (delayed) SFE data feed, will need to enter into an SFE Historical Data Agreement with ASX.

Those wishing to subscribe to real time SFE data, will need to enter into an SFE Market Data Distribution Agreement with ASX.

SFE real time market data is transmitted in accordance with the Inter-exchange Technical Committee (ITC) quotation line specification Version 2.1. The ITC Ver 2.1 specification is standard with most international Futures Exchanges, and a copy is available if required.

Indirect access to SFE data

Indirect access is achieved by receiving SFE market information via a third party vendor. The vendors can supply real-time data, delayed data, or end of day data.

Third party vendors can also provide information relating to other exchanges, index providers or other asset classes, in a common format and via a single communication channel.

More information

  •  SFE Market Data - new vendor information and application form (PDF 151KB)

    For further details on becoming a vendor of SFE market data, vendors can contact an ASX Market Information Account Manager.