Today, August 19, 2024, JPXI has added two new data datasets to J-Quants Pro, a API/SFTP data distribution service covering most insightful data on Japanese financial markets for corporate users. In addition, daily open interest balance information is added to the "Derivatives Trading Volume by Participant / Open Interest by Trading Participant."
Stock Prices (OHLC) with adjusted prices
Opening/high/low/closing prices for each session (morning session, afternoon session, EOD), trading volume, and trading value for cash equities listed on the Tokyo Stock Exchange (TSE) market. Stock prices are adjusted for corporate actions. Both before and after adjustment prices are provided with the adjustment factor
Outstanding Short Selling Positions Reported
This data provides the short selling position of the stocks with the short selling ratio of 0.5% or more, based on the reports by trading participants in accordance with the regulation "Cabinet Office Order on Restrictions on Securities Transactions."
Derivatives Trading Volume / Position by Participant
“Derivatives Trading Volume by Participant” provides daily trading flow (total of buys and sells) for each derivative product (futures and options) by trading participant.
“Derivatives Position by Participant” provides weekly open interest for each derivative product (futures and options) by trading participant.
Daily open interest balance for each derivatives product is newly added.
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 by Participant: March 24, 2014 Position by Participant: Decemberv 2, 2016 Position by Product: June 14, 2021 |
JPY 80,000 (Set of 3 datasets) | JPY 160,000 (Same left) |
| 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 |
| Stock Prices (OHLC) with adjusted prices | Since May 7, 2008 | JPY 150,000 | JPY 300,000 |
| Outstanding Short Selling Positions Reported | Since Nov 7, 2013 | JPY 80,000 | JPY 160,000 |
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.
