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Indonesia Stock Exchange, Inc.

INDONESIA STOCK EXCHANGE

IDX DataFeed Service

Technical Specifications

Version G4.00b

DATAFEED:Technical Specifications, Version: G4.00b Page 1


Indonesia Stock Exchange, Inc.

IDX
Indonesia Stock Exchange, Inc.

Indonesia Stock Exchange Building, Lower Level (LL)


Jl. Jend. Sudirman Kav. 52-53
Jakarta 12190
INDONESIA

Phone : (+62 21) 5150515


Fax : (+62 21) 5150110
IDX Web Site : http://www.jsx.co.id
Business Information : (+62 21) 5150515 Ext. 3102
Technical Support : (+62 21) 5150515 ext. 3308

Last Update 12 November 2008

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Indonesia Stock Exchange, Inc.

CHANGES NOTE

Versi G4.00a to G4.00b

1. The Possible value/content of Remark Fied in Record Type no: 5 (Stock


Summary). Detailed description is in Appendix G.

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Indonesia Stock Exchange, Inc.

INTRODUCTION

The IDX Data Feed is a continuous data stream transmitted from the IDX Trading System. The
data transmission is available every market day between 8:30 am and 5:30 pm. The transmitted
data contains trading information for every securities traded in the IDX.

Trading Session in IDX:

09:10 am – 09:25 am : Pre Opening Session


0:9:25 am - 09:30 am : Enquiry Session (Pre opening result)
09:30 am - 12:00 pm : Trading session 1
12:00 pm – 01:30 pm : Break
01:30 pm – 4:00 pm : Trading session 2

The IDX data stream is continuously transmitted from the IDX site to the subscriber’s site by
using TCP/IP protocol. Data feed system will sent the stream to the client based on client profile
or reading option passed in the handshaking process.

Previous day data stream is available upon request and saved in text file.

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Indonesia Stock Exchange, Inc.

DATA

The Data Feed consists of data transmitted as records. Records are transmitted continuously.
There are:

Record Type Record name Sending Time


0 Datafeed Status Event and Periodic (30 seconds)
1 Order Event
2 Trade Event
3 Stock Data Before the Trading Session
(periodic every 0.25 secs);
Resend: during the break session
and after trading
4 Broker Data Before the Trading Session;
Resend: during the break session
and after trading
5 Stocks Summary Periodic
(one record every 1 seconds)
6 Indices Periodic (60 seconds)
7 Suspended or Released Broker Event
8 Suspended or Released Stock Event
9 News/Messages Event
A Corporate Action Before the Trading Session;
Resend: during the break session
and after trading

The Sending Priority:


• Top priority: Trades and Orders
• The rest records will be sent according to their “Sending Time” when all trades and
orders have alredy been sent at that moment.

• A trade may be sent before orders although the orders come first.

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RECORD FORMATS

1. General format for each transmitted record:

Header Date Time Sequence # Record Type DATA Checksum CR LF


th
Each item/field/column in the record is separated by pipe / ”|” / character 124 ASCII.

Header : 3 Bytes, The characters are always 'JSX'.

Date : 8 Bytes
Date presented in YYYYMMDD format.

Sending Time : 6 Bytes


Time presented in HHMMSS format.

Sequence Number : 7 Bytes


Sequence Number is a unique record ID number. Start at
‘0000001’ at the beginning of the day.

Record Type : 1 Byte


Possible record types are:
0= Trading Status
1= Order
2= Trade
3= Stock Data
4= Broker Data
5= Stock Summary
6= Indices
7= Suspended/Released Broker
8= Suspended/Released Stock
9= News/Messages
A= Corporate Action

Data : Variable Length


The data format varies according to the record type. The various data formats
are described in the next section.

Checksum : 2 Bytes
The C language algorithm (appendix A) is used to calculate the checksum
All the characters that come up before the checksum including the header are
used as the parameters for the checksum algorithm.

CR : 1 Byte
Carriage Return / 13th ASCII

LF : 1 byte
Line Feed / 10th ASCII

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1.0 Trading Status

Type ‘0’: Trading Status

Data format
Field Name Type Width Dec Description
#
1.1 Status Char 1 - Possible values are:
'1' for Begin sending records
'2' for Still sending records: idle time
'3' for Begin first session
'4' for End first session
'5' for Begin second session
'6' for End second session
‘7’for End sending records
‘8’ for Begin Pre-opening
‘9’ for End Pre-opening
1.2 Message Char 30 - • Begin sending records
• idle
• Begin first session
• End first session
• Begin second session
• End second session
• End sending records
• Begin Pre-opening
• End Pre-opening

Notes: Before the First Session begins, sometimes the trading system is shut down for some
static data updating. In this case, Trading Status ‘7’ (end sending record) will be
sent. All data that have been sent are canceled. When the Trading Engine is re-
started, Trading Status ‘1’ will be sent again and the data will be sent starting from
the very beginning.

Example for trading status record:


JSX|20081230|100001|0123456|0|3|Begin First Session | (CS) (CR) (LF)

Description:
JSX Header
| Separator
20081230 Date
| Separator
100001 Time
| Separator
0123456 Sequence #
| Separator

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0 Record type
| Separator
3 Status
| Separator
Begin First Message
Session
| Separator
(CS) Checksum
(CR) Carriage Return
(LF) Line Feed

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1.1 Order

Record type ‘1’: Order

Data format of HRO


Field # Name Type Width Dec Description
1.1 Order Time Integer 6 Format: HHMMSS
1.2 Order command Integer 1 - Possible values are:
‘0’ = Bid
‘1’ = Offer
‘2’ = Cancel/Amended Bid
‘3’ = Cancel/Amended Offer
1.3 Security Code Char 10 -
1.4 Board Code Char 4 - Possible values are:
See apendix D
1.5 Broker Code Char 4 - Blank if board code is Regular
(RG)

1.6 Price Double 14 2


1.7 Volume Double 12 0 In unit size
1.8 Balance Double 12 0 This field carries the
remaining order volume.
This field brings the information
of the remaining volume of the
order if the order is partially or
fully matched.

1.9 Seller / Buyer Char 1 - Possible values are:


Type (Investor ‘D’ = Domestic investor
Type) ‘F’ = Foreign investor
1.10 Order No. Long 10 0 Order Sequence #
1.11 Best Bid Price Double 14 2
1.12 Best Bid Volume Double 12 0
1.13 Best Offer Price Double 14 2
1.14 Best Offer Double 12 0
Volume

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1.2 Trade

Type '2': Trade

Record format
Field # Name Type Width Dec Description
2.1 *) Trade Time Integer 6 HHMMSS
2.2 Trade command (Matched / Integer 1 0 = Matched
Withdrawn) 1 = Withdrawn
2.3 Security code Char 10
2.4 Board code Char 4 Possible values are:
See apendix D
2.5 Trade # Long 8
2.6 Price Num 14 2
2.7 Volume Num 12 0 In unit size
2.8 Buyer code Char 4 -
2.9 Buyer Type (Investor Type) Char 1 - Possible values are:
‘F’ = Foreign
‘D’ = Domestic
'H' = House Acc.
2.10 Seller code Char 4 -
2.11 Seller Type (Investor Type) Char 1 - Possible values are:
‘F’ = Foreign
‘D’ = Domestic
'H' = House Acc.
2.12 Best Bid Price Double 14 2
2.13 Best Bid Volume Double 12 0
2.14 Best Offer Price Double 14 2
2.15 Best Offer Volume Double 12 0
2.16 Buyer order No. Num 10 0 Order Sequence #
2.17 Seller order No. Num 10 0 Order Sequence #

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1.3 Stock Data

Record type ‘3’: Stocks Data

Record format
Field # Name Type Width Dec Description
3.1. Security Code Char 10 -
3.2. Security Name Char 30 -
3.3 Security status Char 1 - Possible values are:
‘0’ = Active Stock
‘1’ = Suspended Stock
3.4 Security Type Char 1 - possible value:
‘O’ : Ordinary stock
‘R’ : Right
‘W’ : Warrant
‘M’ : Mutual Fund (ETF)
3.5. Sector Char 4 - possible value:
see appendix D for detail
3.6 IPO Price Num 14 2
3.7 Base Price Num 14 2
3.8 Listed shares Num 14 0 Issued Shares= Listed Shares
3.9 Tradable listed Num 14 0
shares
3.10 Shares per Lot Integer 5 0

1.4 Broker Data

Record type ‘4’: Broker Data

Data format
Field # Name Type Width Dec Description
4.1 Broker code Char 8 -
4.2 Broker name Char 30 -
4.3 Broker status Char 1 - Possible values are:
‘0’ = Active broker
‘1’ = Suspended broker

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1.5 Stocks Summary

Record type ‘5’: Stocks Summary

Record format
Field # Name Type Width Dec Description
5.1. Security Code Char 10**) -
5.2 Board code Char 4
5.3 Remarks Char 8 - See Appendix G
5.4 Previous price Num 14 2
5.5 Highest price Num 14 2
5.6 Lowest price Num 14 2
5.7 Closing price Num 14 2 Last traded price
5.8 Change Num 9 2 First character of this field is '+'
or ‘-’.
5.9 Traded volume Num 12 0
5.10 Traded value Num 16 0
5.11 Traded frequency Num 7 0
5.12 Individual index Num 14 4
5.13 # of available for Num 14 0 # of available shares for foreign
foreigners investors
5.14 Opening price Num 14 2
5.15 Best bid price Num 14 2
5.16 Best bid volume Num 12 0
5.17 Best offer price Num 14 2
5.18 Best offer volume Num 12 0

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1.6 Indices

Record type ‘6’: Indices

Data format
Field # Name Type Width Dec Description
6.1 Index code Char 10 - Possible value are:
‘COMPOSITE’
‘AGRI’
‘MINING
‘BASIC-IND’
‘MISC-IND’
‘CONSUMER’
‘PROPERTY’
‘INFRASTRUC’
‘FINANCE’
‘TRADE’
‘MANUFACTUR’
‘JII’
‘LQ 45’
‘MBX’
‘DBX’
6.2 Exchange base value double 17 0 Current base value
6.3 Exchange market value double 17 0 Current market value
6.4 Index double 14 4 Current index

1.7 Suspended/Release Broker

Record type ‘7’: Suspended/Released Broker

Data format
Field # Name Type Width Dec Description
7.1 Broker code Char 8 -
7.2 Suspend/Release Char 1 - Possible values are:
flag 0 = Suspended
1 = Released

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1.8 Suspended/Released Stock

Record type ‘8’: Suspend/Released Stock

Data format
Field # Name Type Width Dec Description
8.1 Stock code Char 10 -
8.2 Suspend/Release Char 1 - 0 = Suspended
flag 1 = Released

1.9 News/Messages

Record type ‘9’: News/Messages

Data format
Field # Name Type Width Dec Description
9.1 Message # Int 6 - Message ID
9.2 Subject Char 10 -
9.3 HeadLine/Title Char 40 -
9.4 Content (trimmed text) Char 2000 - News

Notes:
The Contrent may contain more than one line, each line separated by ‘double-slash‘ (‘//’).
Maximum characters in this column is 2.000 characters including ‘double-slash’ separator .

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1.10 Corporate Action

Record type ‘A’: Corporate Action

Data format
Field # Name Type Width Dec Length Description
10.1 Type Char 1 - Fixed Possible Value:
‘D’ for Cash Dividend
‘B’ for Bonus
‘S’ for Stock Dividend
‘R’ for Right Issue
10.2 Stock code Char 10 - Variable
10.3 Amount float 12 2 Variable Only for Cash Dividend,
null for others.
10.4 Ratio 1 Num 4 0 Variable
10.5 Ratio 2 Num 4 - Variable
10.6 Cum Date Date 8 - Fixed
10.7 Ex Date Date 8 - Fixed
10.8 Recording Date Date 8 - Fixed
10.9 Distribution Date Date 8 - Fixed

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Data Formats

The data in record consist of a number of fields. Each field may be either character or numeric
(integer, long, double) and can have different lengths.

Representation of Numbers in Numeric Fields

All numbers are represented in ASCII 8 bit format. For each numeric field in a record, the width
and the number of decimal are arranged in a variable length and the decimal point is
transmitted.

The following table illustrates some numbers with their possible representations in the Data
Feed:

Number Width Decimals Representation


345.675 7 3 345.675
56000 9 0 000056000
1953.62 9 3 01953.620
789 7 3 789.000
14 7 3 014.000
150 9 0 000000150

For the 'Change ' field, which can appear in record types '5' (Stock Summary), the first character
of the field is either a ‘+’ or a '-' character. For example, a change with value:

Width: 7, Dec: 3, Value Sent data


-2.35 -2.35
2.35 +2.35

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Appendix A

CHECKSUM ALGORITHM

The 2 byte checksum at the end of each record is a CRC value. The algorithm is taken from the
book 'C Programmer's Guide to Serial Communications' by Joe Campbell, 1987 published by
Howard W. Sams & Company.

The algorithm is given below.

/* Return the checksum value for a buffer of data */

#define DCI 17
#define DC3 19
#define CR 13
#define LF 10
#define POLY 0x1021 /* Generator polynomial */

unsigned int crc (buffer, length)


char *buffer; /* The data buffer */
int length; /* Number of characters in buffer */
{
unsigned int accum; /* Cheksum value */
unsigned int data;
unsigned char chk [2];
int i, j;

accum = 0;
for (i = 0; i < length ; i++) /* Loop for each char in the buffer */
{
data = *(buffer + i);
data <<= 8; /* Data to high byte
for (j = 8 ; j > 0 ; j--)
{
if ((data ^ accum) & 0x8000)
accum = (accum << 1) ^ POLY; /* Shift and subtract poly */
else
accum <<= 1;
data <<= 1;
}
}

/* Following lines to handle special-case characters */

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chk[0] = accum >> 8;


if (chk[0] == DC1 || chk[0] == DC3 || chk[0] == CR || chk[0] == LF)
chk[0] -=1;

chk[1] = accum & 0xff;


if (chk[1] == DC1 || chk[1] == DC3 || chk[1] == CR || chk[1] == LF)
chk[1] -=1;
accum = chk[1];
accum = (accum << 8) + chk[0]);
return (accum);
}

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Appendix B

LINE CONTROL AND TRANSMISSION CONTROL CODES

B.1. Line Control Characteristics:

Item Description
Transmission Media Network Transport Media
Transmission Code ASCII Code - TCP/IP Encapsulated
Synchronization Start-stop System
Output Transmission Speed Minimum 64000 Bps
Bit Sending Order From Lower to Higher

B.2. Transmission Control Codes

Code Hexadecimal Description


STX 02 Start of Text
ETX 03 End of Text
SYN 16 Request for Synchronization
DC1 11 XON (**)
DC2 12 Reply for Synchronization
DC3 13 XOFF (**)
ACK 06 Positive Acknowledgment for Message (**)
NAK 15 Negative Acknowledgment for Message (**)
LF 0A Line Feed
CR 0D Carriage Return

(*) Please ignore this description


(**) This code is valid only for half duplex mode

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APPENDIX C

DATAFEED SERVER CONFIGURATION - G4.00a


INDONESIA STOCK EXCHANGE
APRIL-2008

IP Addresses of Data Feed Servers:


• Main Server IP Address: 192.168.17.2
• Backup Server IP Address: 192.168.17.3
MAIN and Backup servers have similar function and data.

Servicing Ports: Port 9010

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APPENDIX D

HANDSHAKING PROCESS FOR INITIAL CONNECTION


(CONNECT TO MAIN SERVER)

Target: MAIN Server 192.168.17.2


Handshake Example (grayed):

Handshaking procedure is applied after connection to data feed server is established. Remote
client should send first data containing data feed username, data feed password and reading
option <optional> separated with pipe (“|”) character. The server will reply with OK if the
verification is correct or FAILED if the verification is failed. After that the server will start
sending records according to reading option sent in first data, or reading option stored in user
profile.

Data feed client will get USER and PASS when he registered to JSX Data feed.

Successful Handshake

Connect to 192.168.17.2 port Accept Connection


(Registered Port)
Sending first data Verifying User -> TRUE
USER|PASS|OPTION OK
(CR)(LF)
Wait for Confirmation Read Data
Wait for data Sending Data
Wait for data Sending Data

Failed Handshake

Connect to 192.168.17.2 port Accept Connection


(Registered Port)
Sending first data Verifying User -> FALSE
USER|PASS|OPTION FAILED
(CR)(LF)
Wait for Confirmation Closed Connection

OPTIONS
There are 3 options that user can choose when user start to connect, as follows:
 A start sending data from the beginning of day (record no:1)
 C start sending data from the current data feed status (the current data)
 <n> n = sequence number; start sending data from the sequence number n.
example: if n = 1000 then data will be sent starting from sequence no: 1000.

In idle condition, when there is no data sending by the trading system, record type “0” (data
feed status) will be sent every 30 seconds.

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HANDSHAKING PROCESS IF MAIN SERVER IS FAILED


(CONNECT TO BACKUP SERVER)

If user does not receive data from MAIN server (idle) for more than 2 x 30 seconds (2 times of
idle period), then user must do re-connection to Backup Server (192.168.17.3).

User can do the same procedure as the procedure of connection to main server, but change IP
Address to 192.168.17.3 instead of 192.168.17.2.

User has the same OPTION as user connects to the MAIN server, which are: A, C, or <n>,
however, it is recommended to choose <n> where n is the last sequence number received plus
one. Example: if the last sequence number received is 777, then the parameter of connection is
USER|PASS|778

Successful Handshake

Connect to 192.168.17.2 port Accept Connection


(Registered Port)
Sending first data Verifying User -> TRUE
USER|PASS|OPTION OK
(CR)(LF)
Wait for Confirmation Read Data
Wait for data Sending Data
received data #777 Sending Data #777

NO DATA for 60 second

Connect to 192.168.17.3 port Accept Connection


(Registered Port)
Sending first data Verifying User -> TRUE
USER|PASS|778 (CR)(LF) OK
Wait for Confirmation Read Data
received data #778 Sending Data #778
Wait for data Sending Data

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APPENDIX E

List of Possible Value

D.1. Board Code


# Board Code Description
1.1 ‘RG’ Pasar Regular (Regular board)
1.2 ‘TN’ Pasar Tunai (cash Market)
1.5 ‘NG’ Pasar Negosiasi (negotiated board)
1.6 ‘TS’ Tutup Sendiri (crossing board)

D.2. Index Code


# Index Code Description
2.1 ‘COMPOSITE’ Composite Index
2.2 ‘AGRI’ Agriculture
2.3 ‘MINING’ Mining
2.4 ‘BASIC-IND’ Basic Industry and Chemicals
2.5 ‘MISC-IND’ Miscellaneous Industry
2.6 ‘CONSUMER’ Consumer Goods
2.7 ‘PROPERTY’ Construction, Property & Real Estate
2.8 ‘INFRASTRUC’ Infrastructure, Utility & Transportation
2.9 ‘FINANCE’ Finance
2.10 ‘TRADE’ Trade & Service
2.11 ‘MANUFACTUR’ Manufacture
Note: This sector is combination of Agriculture,
Basic Industry and Miscellaneous Industry.
2.12 ‘LQ45’ LQ45
2.13 ‘JII’ Jakarta Islamic Index
2.14 ‘MBX’ Main Board Index
2.15 ‘DBX’ Development Board Index

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D.3. Sector List

Code Description
11 Crops
12 Plantation
13 |Animal Husbandry
14 Fishing
15 Forestry
19 Other not elsewhere classified
21 Coal Mining
22 Crude Petroleum & Natural Gas
23 Metal & Mineral Mining
24 Land/Stone Quarrying
29 Other not elsewhere classified
31 Cement
32 Ceramics, Glass, Porcelain
33 Metal and Allied Products
34 Chemicals
35 Plastics
36 Animal Feed
37 Wood Industries
38 Pulp and Paper
39 Other not elsewhere classified
41 Machinery and Heavy Equipment
42 Automotive and Components
43 Textile, Garment
44 Footwear|
45 Cable
46 Electronics
49 Other not elsewhere classified
51 Food and Beverages
52 Tobacco Manufacturers
53 Pharmaceuticals
54 Cosmetics and Household
55 Industri Peralatan RT
59 Other not elsewhere classified
61 Construction
62 Property and Real Estates
69 Other not elsewhere classified
71 Energy
72 Toll Road, Airport, Harbor
73 Telecomunication
74 Transportation
75 Rancang Bangun Rekayasa

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Code Description
79 Other not elsewhere classified
81 Bank
82 Financial Institution
83 Securities Company
84 Insurance
85 Investment Fund/Mutual Fund
89 Other not elsewhere classified
91 Wholesale (Durable Goods)
92 Wholesale (NonDurable Goods)
93 Retail Trade
94 Hotel, Restaurant
95 Tourism and Entertaiment
96 Advertising and Mass Media
97 Computer and Services
98 Perusahaan Investasi
99 Other not elsewhere classified

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APPENDIX F

Jakarta Time Zone and JSX Trading Hour

Jakarta (WIB = West Indonesian Time Zone) time zone 7 hours after Greenwich Mean Time
(GMT).

Day First Session Second Session


Monday 09:30 - 12:00 13:30 - 16:00
Tuesday 09:30 - 12:00 13:30 - 16:00
Wednesday 09:30 - 12:00 13:30 - 16:00
Thursday 09:30 - 12:00 13:30 - 16:00
Friday 09:30 - 11:30 14:00 - 16:00
Saturday - -
Sunday - -

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APPENDIX G

VALUES OF REMARKS
ON STOCK SUMMARY RECORD
Field “Remarks” on Stock Summary Record has 8 digits.
Each digit carries information of the stock, as explained below:

• 1st and 2nd digit : The Corporate Action information.


• 3rd digit : The information of whether the stock is
Marginable or not
• 4th digit : The information in which sectoral index the stock
to be a constituent
• 5th and 6th digit : The information in which IDX index the stock to
be a constituent
• 7th digit : The information ehether the stock can be traded in
Pre-opening session or not
• 8th digit : The information of whether the stock belongs to
the Main board or on the Development board.

The Possible Values of “Remarks”

digit Value Meaning


st
1 and 2nd -- No Corporate Action
1st and 2nd CD Cum Dividen / Cum Dividend
1st and 2nd CB Cum Bonus
1st and 2nd CR Cum Right
1st and 2nd CA Any Combination of cum remaks (Cash dividen, stock dividen and/or
stock bonus)
1st and 2nd XD Ex Dividend
1st and 2nd XB Ex Bonus
1st and 2nd XR Ex Right
1st and 2nd XA Any combination of Ex remaks (Cash dividen, stock dividen and/or
stock bonus)
1st and 2nd RS Reverse Stock
1st and 2nd SS Stock Split
3rd M Marginable Securities
3rd S Marginable Securities and Short selling
3rd U Unmarginable Securities
4th 1 The stock is constituent of Agriculture sectoral index
4th 2 The stock is constituent of Mining sectoral index
4th 3 The stock is constituent of Basic Industry and Manufacture sectoral
index

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digit Value Meaning


4th 4 The stock is constituent of Miscellaneous and Manufacture sectoral
index
4th 5 The stock is constituent of Consumer Good and Manufacture sectoral
index
4th 6 The stock is constituent of Property sectoral index
4th 7 The stock is constituent of Infrastructure sectoral index
4th 8 The stock is constituent of Finance sectoral index
4th 9 The stock is constituent of Trade sectoral index
5th – 6th -- The stock is constituent of Composite Index only
5th – 6th I- The stock is constituent of Jakart Islamic Index
5th – 6th L- This stock is constituent of the LQ45 Index.
5th – 6th K- This stock is constituent of the KOMPAS100
5th – 6th IK The stock is constituent of Jakart Islamic Index and KOMPAS100
5th – 6th IL The stock is constituent of Jakart Islamic Index and KOMPAS100
5th – 6th LK The stock is constituent of LQ450 and KOMPAS100
5th – 6th XX The stock is constituent of all IDX indicex
7th - The stock cannot be traded in pre opening session
7th O The stock can be traded in pre opening session
8th 1 The stock belongs to the Main Board and is constituent of MBX index
8th 2 The stock belongs to the Main Board and is constituent of MBX index
1, 2, 3, 4, 5, 6, - No Remarks
7 dan 8

Example:

Content:: C D M 3 L K O 1
Digit number: 1 2 3 4 5 6 7 8

Information:

1. 1st -2nd digit: the contents are CD, means that the issuer of the stock is having
Coroprate Action: DIVIDEND and currently the corporate action is in Cum period
2. 3rd digit: the content is M, means that the stock is Marginable
3. 4th : the content is 3, means that the stock is constituent of Manufactur sectoral index
4. 5th – 6th digit: the contents are LK, means that the stock is constituent of LQ45 and
Kompas100 index
5. 7th digit: the content is O, means that the stock can be traded in pre opening session
6. 8th digit: the content is I, means that the stock is included in Main Board and the
constituent of MBX index

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