Market data products on Zagreb Stock Exchange (ZSE)

Display use

Indices

• Price information on the indices calculated by the Zagreb Stock Exchange
• The following indices are included Crobex, Crobex Total Return, Crobex10, Crobis, Crobis Total Return, Crobexplus and sector indices 

Detailed list of ZSE indices

Cash market & structured products

• Market data of national instruments traded on the ZSE
• Netted pre-trade data and trade data (unnetted for low latency products)
• The product is available in level 1 and level 2 quality
• The following instruments are included: Croatian shares and bonds, Croatian block trades entered into the trading system by trading participants (on-exchange, off-order-book trades)

File products Zagreb Stock Exchange

Historical and end-of-day files

End-of-day files

• Indices
• Cash market

File descriptions and sample files

Cash market tick-by-tick

• Market data of the specific instruments traded on the Zagreb Stock Exchange, aggregated order book and no netted trades

File descriptions and sample files

Historical data

On request – please contact mds​(a)​wienerboerse.at

Index baskets

Please see product Index baskets

Xetra^® reference data

• Daily file with all instruments tradable at the Zagreb Stock Exchange
• The file contains all instruments tradable on the next exchange trading day including their unique attributes (ISIN, symbol, full name and other) as well as further market model-specific data (e.g. trading hours, tradable units, price intervals)

File descriptions and sample files

Non-display/derived data Use

The market data of the Zagreb Stock Exchange include all types of use of the Derived Data and Non-display use until further notice.

MiFID II disaggregated products

• The following stock exchanges are subject to MiFID II: Vienna, Ljubljana Prague and Zagreb

The product Pre-trade of the Zagreb Stock Exchange contains:

• Level 1: The best bid/ask (aggregated order book) with order size for all instruments subject to pre-trade transparency pursuant to MiFID 
• Level 2: The fifteen best bid/ask prices with order size (aggregated order book) depending on availability for all instruments subject to pre-trade transparency pursuant to MiFID including information on market phases, trade halts and news messages

The product Post-trade of the Zagreb Stock Exchange exchange contains: 

• The last traded price (netted) with order size for all instruments subject to post-trade transparency pursuant to MiFID as well as basic data such as listing date, dividends, reference price, order book status, trading halts and trading suspensions, order book summary and news messages