JPX Market Innovation & Research, Inc. (JPXI), a leading global provider of Japanese financial market data, is actively exploring an expansion of its diverse market data offerings on Snowflake’s market-leading data cloud platform. In response to abundant interest in data sharing options, JPXI is examining the provision of the datasets below via an official data sharing service on Snowflake. To ensure this service meets diverse user needs, JPXI is opening applications for an early trial of the service to select financial institutions that are willing to share opinions and feedback regarding their market data needs.
| Early Trial Datasets | Data Outline (Tentative) |
| Index Data Service | Index-related information that is suitable for index fund management and investment performance evaluation. Includes historical information and information for future dates. - Close/Calculation Data (Closing price, CMV, BMV, no. of constituents, etc.) - Total Return Close/Calculation Data - Change in Constituents’ Level Data (Change in constituents, change in free float weight, etc.) - Index Constituents Master (List of constituents and number of shares necessary for index calculation) |
| Historical Order Book Information | Historical tick data suitable for detailed market analysis and backtesting. - OHLC (By session) - Pre-opening/multiple quotes/amounts (up to 10 quotes/amounts) |
| TDnet Disclosure Information | All TDnet disclosure information that could influence investment decisions, including earnings information, business forecast revisions, dividend forecasts, share buybacks, etc. Various plans available to meet needs and budgets, including 1-day delayed data, same-day data, index information only, and more. - Disclosure document index information (Issue name, code, title, document type, etc.) - Disclosure documents (PDF, etc.) |
- ･The above details are tentative. Historical periods may be limited for some datasets during trial access. Datasets are subject to change during the trial period without notice. During development, datasets may include inaccuracies.
How to Apply
Complete and submit the application for below to apply for the limited early trial. JPXI will contact selected applicants with the Terms of Use and data sharing details.
Please note, not all applicants will be selected for participation. Eligibility is limited to financial institutions that are willing to share opinions and feedback regarding their market data needs. JPXI will arrange hearings with participants at a later date.
(Reference) Datasets Currently Available on Snowflake
The datasets below are currently available from JPXI on Snowflake. For further details or sample applications, please contact the email address at the bottom of the article.
| Datasets Currently Available on Snowflake |
| Detail Breakdown Trading Data |
| Trading by Type of Investors |
| Margin Trading Outstanding (Issues Subject to Daily Publication) |
| Margin Trading Outstanding (Weekly) |
| Listed Issue Information |
| Financial Summary/Statements (BS/PL) |
| Derivatives Trading Volume and Open Interest by Trading Participant / Open Interest by Issue |
| ToSTNeT Super Large Lot |
| Stock Prices (OHLC) |
| Outstanding Short Selling Positions Reported |
| Off-Auction Distribution |
| Off-Auction Share Buyback (ToSTNeT-3) |
| Corporate Action Data |
