TOP40 Stats

[boing]

I am looking for very spesific TOP40 stats. Would it be possible to find out how many times the TOP40 moved positive and how many times the TOP40 moved negative between 14:00 and 16:30 on a Friday for the past 3 years?

[SimonPB]

I may be able to pull data from reuters, but it will be the entire trading week in hour or 30 minute bars. I am off now, remind me in the morning.

[#3]

Speaking of which, does the JSE offer anything like the NASDAQ Level II data? and if so, where cn I get it?

[SimonPB]

reuters no help.

AVS; you looking for ore market depth? or what?

[_nova]

Not a chance you will get anything remotely 'truly' accurate out of the JSE... on time that is. OMO. Anyway, its like watching a 1 min single series candle graph (hint)... you're better off playing against algorithms with online casinos. Anyway, positive or negative is a relative term to the time frame you are referencing. What is positive on a 30 min graph, may be negative on a daily. Shorter time frames always lead the longer, hence traders look at short time frames (daily and below) while investors look at longer frames (daily and longer). If you're trading, Simon's frames are the best ie 30 min indicators with 60 min triggers.

[#6]

yup, good guess.

[SimonPB]

well it certainly exists, but I have no idea of anybody who on-sells it. Contact the JSE, they may know. F24 (when they was moneymax) used to give full depth, but the costs killed that idea.

[boing]

Thanks Simon. I will wade through the data myself. 30 minute intervals would be fine. Just let me know how you want to send it to me or if you will post it somewhere.

[SimonPB]

boing, I can't find out how to pull data from reuters in raw (exel/csv) format. I have emailed support.

[boing]

Much appreciated Simon. Please keep me in the loop.