News Release

Jun. 17, 2019 OSE OSE to launch Alternative Data Service

 

As recent years have seen the diversification of data and the growth of alternative data, Osaka Exchange, Inc. performed proof of concept (the PoC), in cooperation with a range of parties concerned, regarding the feasibility of using new data and service that are expected to contribute to the development of securities markets.

OSE to Perform Proof of Concept Testing for Derivatives Trading Information (March 28, 2019)

Based on the feedback from the PoC, OSE has decided to launch a new paid service (the Service) to provide various data including the data (Order/Trade Data, System Stats Data) that is not currently provided of the derivatives system (J-GATE) starting July 1, 2019.

Data to be provided

The Service provides the following two types of data as "Alternative Data".

Data Overview
Order/Trade Data J-GATE orders and trades event by event.
System Stats Data Operation status data (including CPU, memory, network interface card (NIC) usage) on J-GATE Matching Engine servers, ITCH servers.

  • Order/Trade Data contains orders immediately executed (such as orders with conditions for executed volume like FOK, FAK, etc.) which have been unavailable in the existing all-order information.
      FOK (Fill or Kill) : In the case where all the volume is not executed immediately, cancel all the volume.
      FAK (Fill and Kill) : In the case where there is unfilled volume after the order is partially executed, cancel the unfilled volume.
  • Order/Trade Data contains no information that identifies the user who placed the order.


Customers can choose Regular Service and/or Spot Data Service as below according to their Alternative Data needs and preferences.

Service Name Overview
Regular Service Data is updated daily and available on the bucket for two weeks.
Spot Data Service Historical data for the certain period of time which users specify is available.

  • Regular Service uploads Order/Trade Data and System Stats Data for the previous day by 15:00 JST of the day. (E.g. Customers can obtain the data for July 4 (from 6:00 am of July 4 to 6:00 am of July 5) after 15:00 of July 5.)
  • Regular Service deletes the data uploaded into the bucket in about two weeks. Customers who need the data after deletion can subscribe to it by specifying the date in Spot Data Service.
  • Spot Data Service data is prepared after the fee has been paid. Please allow some lead time.

Environment 

OSE uploads the Alternative Data into the buckets on the public cloud environment provided by Amazon Web Services. Customers receive Access Key ID, etc. so they can download the data they subscribe to from the buckets through the Internet.

Fees and Applications 

Please see "Alternative Data Service Guide" for more information on the Service.

Alternative Data Service

Inquiries

Inquiries about application procedures, contract and billing
Information Services, Osaka Exchange, Inc.
TEL:050-3377-8650
E-mail:md@jpx.co.jp
   

Inquiries about data contents and provision methods
Information Service Desk, IT Development (Derivatives System), Osaka Exchange, Inc.
E-mail:ose_it-next_infosv@jpx.co.jp