Today, May 24, 2024, JPXI has added three new data datasets to J-Quants Pro, which is a service that distributes financial data related to the Japanese market to corporate users in an easy-to-use manner.
Derivatives Trading Volume / Position by Participant
Derivatives Trading Volume data provides the daily trading flow (total of buys and sells) for each derivative product (futures and options) by participants.
Derivatives Position by Participant data provides the daily open interest for each derivative product (futures and options) by participants.
Scheduled Dates for Earnings Announcements
This data provides a daily list of the scheduled earnings announcement dates that are reported to the Tokyo Stock Exchange (TSE) by TSE-listed companies by the day before the data provision date.
ToSTNeT Super Large Lot
This data provides information on trades with a trading value of JPY 5 billion or higher in Single-Issue trading (ToSTNeT-1) that are not provided in real-time market data, excluding trades where both the sale and purchase are entrusted by customers.
For detailed data specifications, please click on the following link.
Distribution Data and Pricing Plans
With J-Quants Pro, you can now acquire the following nine datasets, including the newly added datasets. Users may choose the datasets that they need and use them on a monthly subscription basis.
Please note that there are two types of subscription plans (Single Entity and Affiliated Company) for each dataset, and each plan has its own monthly fees (the datasets may not be distributed to external users).
| Provided Datasets | Data Period | Monthly Fees for Internal Use (Single Entity) (Excluding Tax) |
Monthly Fees for Internal Use (Affiliated Company) (Excluding Tax) |
| Listed Issue Information | Since May 7, 2008 | JPY 50,000 | JPY 130,000 |
| Trading by Type of Investors | Since January 16, 2008 | JPY 20,000 | JPY 40,000 |
| Detail Breakdown Trading Data | Since January 4, 2010 | JPY 250,000 | JPY 400,000 |
| Margin Trading Outstanding (Issues Subject to Daily Publication) | Since May 8, 2008 | JPY 20,000 | JPY 40,000 |
| Margin Trading Outstanding (Weekly) | Since February 10, 2012 | JPY 50,000 | JPY 125,000 |
| Financial Information Data | Financial Summary Data: Since July 7, 2008 Financial Statements (BS/PL): January 13, 2009 |
JPY 150,000 | JPY 230,000 |
| Derivatives Trading Volume / Position by Participan | Trading Volume: March 24, 2014 Position by Participant: TBD |
JPY 20,000 | JPY 40,000 |
| Scheduled Dates for Earnings Announcements | None (Scheduled announcement dates after the data provision date) | JPY 75,000 | JPY 150,000 |
| ToSTNeT Super Large Lot | Since Feb 15, 2008 | JPY 30,000 | JPY 100,000 |
How to apply
To use J-Quants Pro, please apply through the following website.
At the above website, you can obtain an overview of each dataset and sample data.
- ･This service is for corporate use only.
For J-Quants for Individuals, please click on the following link.
| Addition of New Data Datasets to Data Distribution Service J-Quants Pro for Corporate Users |  |
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Contact
JPX Market Innovation & Research, Inc. Frontier Development
E-mail:jquants-pro@jpx.co.jp
