News Release

Oct. 24, 2019 TSE Tokyo Stock Exchange Starts Proof of Concept Testing for Margin Transaction and Short Selling Data

 

Tokyo Stock Exchange, Inc. (TSE) is starting Proof of Concept (PoC) testing for limited public distribution of margin transaction and short selling data.
This PoC will provide samples of TSE internal margin transaction and short selling data (trade data), with the objective of using feedback from participants to verify the usability and possible applications of the data. TSE will also consider developing a service to distribute this data, based on the results of the PoC.

Summary of Provided Content

Name Summary
Margin Transaction and Short Selling Data Daily trading value and trading volume by issue aggregated using flags set at time of order by investors:
・Trading value and volume of buy and sell orders are aggregated by new margin, liquidation of margin, and other.
・Trading value and volume of sell orders are aggregated by short selling (with and without price restriction) and cash selling

Note: The provided data is from 2014 to 2018 and does not include recent data.

For those interested in applying to participate in PoC

PoC Testing Participants must be trading participants of TSE or Osaka Exchange, Inc., clearing participants of Japan Securities Clearing Corporation, or any other corporation deemed appropriate by TSE.
Prospective participants are required to apply for both the PoC Program for Utilizing Securities Data and this PoC Testing program separately. For information on how to apply, please contact TSE using the following address.

Contact

Tokyo Stock Exchange, Inc. Service Development Group, Information Services,
E-mail:inf_dev@jpx.co.jp