News Release

Jun. 29, 2026 JPXI Launch of 10-Level Order Book Historical Data

JPX Market Innovation & Research, Inc. (JPXI) is pleased to announce that, as of June 29, 2026, we will begin providing the 10-level Order Book Historical Data Set (hereinafter referred to as “Dataset”), which is derived from market data messages (hereinafter referred to as “FLEX Messages”) provided by Tokyo Stock Exchange and processed to facilitate the reconstruction of order books.

JPXI provides "FLEX Historical," a historical database compiled from daily FLEX Message records. FLEX Historical provides detailed raw data on orders and executions, enabling investors and other data users to perform advanced analyses (such as liquidity/execution analysis and trading strategy development) by constructing order book data and processing the information.
Furthermore, this newly launched Dataset consists of FLEX Historical messages in packet capture format that have been pre-processed into order book data and formatted, allowing users to focus more fully on their analytical work.

10-Level Order Book Historical Data

See the link below for data specifications, etc.

Contract and Application

Users can apply to use this service by agreeing to the “Terms and Conditions for JPX Market Innovation & Research, Inc. Information Services” and entering into a contract with JPXI.

Applications for new contracts can be submitted via JPxData Portal

For any inquiries regarding 10-Level Order Book Historical Data, see the contact information below.