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JPX Market Innovation & Research Adds Off-Auction Distribution And Off-Auction Share Buyback Datasets To J-Quants Pro Data Service

Date 21/01/2025

Today, January 21, 2025, JPX Market Innovation & Research, Inc. (“JPXI”) added two new datasets to J-Quants Pro, an API/SFTP data distribution service offering corporate users insightful data on Japanese financial markets.

Off-Auction Distribution

Off-auction distribution involves executing a large volume of sell orders outside regular trading sessions. It is widely used to enhance the distribution of shares in listed companies, particularly to increase the number of individual shareholders.

This dataset offers users with access to the name of a security scheduled for off-auction distribution on the business day prior to the auction, along with the selling price and planned volume. The executed volume will also be made promptly available on the day of the auction.

Off-Auction Share Buyback (ToSTNeT-3)

JPXI has also added data related to repurchases of listed company treasury shares on ToSTNeT-3, Tokyo Stock Exchange’s block trading facility.

From the business day prior to a planned transaction, subscribers to this dataset can access the name of the security, the purchase price, and the planned volume with the executed volume promptly distributed on the day of the transaction.

For detailed data specifications, please click on the following link.

Distribution Data and Pricing Plans

J-Quants Pro now offers subscriptions to the following 13 datasets, including the newly added datasets. Users can subscribe to the datasets that they need a monthly basis. Subscription plans are offered for both single entities and for use among affiliated companies. (Datasets may not be distributed externally.)

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 Participant Trading Volume by Participant: March 24, 2014

Position by Participant: Dec 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
Off-Auction Distribution Since January 2008 JPY 60,000 JPY 120,000
Off-Auction Share Buyback (ToSTNeT-3) Since January 2008 JPY 60,000 JPY 120,000

Apply for J-Quants Pro

If you are interested in accessing the new datasets or any of J-Quants Pro’s extensive range of other data, please apply via the contact form on the following website. Data specs and sample data are also available.

 

Note: J-Quants Pro is only offered for corporate use. For individual users, please refer to the J-Quants API service on the following website.

 

Contact

JPX Market Innovation & Research, Inc. Frontier Development
E-mail:jquants-pro@jpx.co.jp