TMEX Data List
Turkish Mercantile Exchange commenced dissemination of TMEX Agricultural Product Index data on 14 July 2021. With the transition to an intermediary structure in the EWR Market, this service also includes the dissemination of EWR Market and EWR Price Indicator data.
- Limited Basic Data (Data Feed)
| Level | Description | Data |
| Level 0 | ISIN-based price information to be provided free of charge to customers and/or users solely through internal (back office), web branch and mobile applications by Commodity Market Intermediary Institutions and/or other subscribers. | Real-time Best bid price Best ask price Last trade price |
- Data Dissemination Service Data
| Level | Description | Data* |
| Level 1 | Basic data for EWR Market transaction series and delayed EWR Price Indicators and Exchange Agricultural Product Indices data. | 15 minutes delayed Basic data Indicators Indices |
| Level 2 | In addition to Level 1, it provides one-level depth data information for EWR Market trade series. With this licence, the best bid and ask prices for transaction series, along with the pending bid and ask quantities and volumes at these prices, are displayed on the depth screen. | Real-time 1-level depth Basic data Indicators Indices |
| Level 3 | In addition to Level 2, it provides 25-level depth data information for EWR Market transaction series. With this licence, the best 25 price levels in trade series are displayed on the depth screen, showing bid and ask prices along with the volume and quantity of pending bids and asks at these prices. | Real-time 25-level depth Basic data Indicators Indices |
| TV/Web Level | Basic data for EWR Market transaction series to be made available directly to the public via television channels and websites (scrolling text/display boards/closed-circuit TV display screens (without device restrictions)), along with EWR Price Indicators and Stock Exchange Agricultural Product Indices data. | Real-time Basic data Indicators Indices |
(*)
I- Basic Data
a) Basic Data Based on EWR Transaction Code
- Opening price
- Best bid price
- Best ask price
- Highest trade price
- Lowest trade price
- Last trade price
- Closing price on last trading day
- Weighted average price
- Total trade value
- Total trade volume
- Number of Contracts (excluding trade reports)
- Percentage change in closing price relative to previous day closing price
b) Market-Based Basic Data
- Total trading value (including trade reports)
- Total trade volume (including trade reports)
- Total number of contracts (including trade reports)
II- Depth Data
1) Price/quantity/number information for pending buy/sell orders at the price level determined based on the EWR transaction code
2) Transactions and cancellation information for these transactions (trade tick) (excluding trade reports)
III- Indicators
| EWR Price Indicators | EWR Price Indicator SYMBOL | ISIN | Real-time data throughout the session |
| Barley | ELUSARPFG | TRATMEX00105 | Opening Price, Highest Price, Closing Price, Lowest Price, Number of Transactions, Trading Volume, Trading Value, Weighted Average Price (WAP) |
| Wheat Bread | ELUSBGDEKMFG | TRATMEX00097 | |
| Wheat Durum | ELUSBGDMAKFG | TRATMEX00121 | |
| Corn | ELUSMSRFG | TRATMEX00113 |
IV- Indices
| Data to be Disseminated | Explanation |
| TMEX Index Name | Long and short codes will be provided for each index published by TMEX. Example: TMEX Wheat Index TMEX Barley Index TMEX Corn Index TMEX Grain Index TMEX Wheat Bread Index TMEX Wheat Durum Index TMEX Corn 1. Grade Index TMEX Corn 2. Grade Index |
| Index Short Code | It is planned to use the short code assigned to the index in the TMEX system. Example: TMEX Wheat Index TMXWHT TMEX Barley Index TMXBRL TMEX Corn Index TMXCRN TMEX Grain Index TMXGRN TMEX Wheat Bread Index TMXWHTBRD TMEX Wheat Durum Index TMXWHTDRM TMEX Corn 1. Grade Index TMEXCRN1GR TMEX Corn 2. Grade Index TMEXCRN2GR |
| Index ISIN code | 12-digit ISIN code based on the index |
| Index Unit | Percentage change |
| Index Type | Price index |
| Country | TR (Türkiye) |
| Real-time Index Value | The value of the index at the time of dissemination should be included in this field. Example: 1000, 99 |
| Change per session (absolute) | The difference between the real-time index and the index at the start of the session, calculated based on the index value at the start of the session, should be displayed in this field. Example: +1.99 |
| Change per Session (percentage) | The absolute difference calculated per session will be disseminated as a percentage change. Example: +0.12% |
| Dissemination status | Simultaneous dissemination of index values calculated periodically on a per-second basis throughout the continuous auction session |
For any questions, please contact kurumsaliletisim@turib.com.tr