Detail Breakdown Trading Data Service
Features
Detail Breakdown Trading Data Service disseminates fragmented data extracted from daily trading value and volumes (only regular trading sessions on the TSE market) of TSE-listed issues based on flags for margin transactions and short selling that are attached to orders at the time of placement.
| Distributed Data | Data contents | Daily trading value and volume data per issue based on flags at the time of order placement. (Please see “Data Specifications” for details) |
| Format | CSV file | |
| Distribution Method | Infrastructure | Data Feed Service Pulling data from our information distribution system via internet FTP/SFTP |
| Frequency | Data distributed daily at 6pm(JST) on the trading day | |
| Historical Data | Please see “Data Specifications” for details. | |
| Fees | Please see “Service Guide” for details. | |
| Contract details | One-year subscription (automatically renews if the user does not send a cancellation notice to TSE one month or more before end of contract) | |
Please see “Service Guide” and “Data Specifications” for details.
| Service | Service Guide | Data Specifications |
| Internal Use Service |  |
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Users can apply to use this Service by agreeing to the “Terms of Conditions for Detail Breakdown Trading Data Service” and entering into a contract with TSE.
| Terms and Conditions for Detail Breakdown Trading Data Service | |
|---|
JPXI provides sample data for past 5 years. To request sample data, please fill out the below web-based forms.
Price List
| Service | Monthly Fee（excluding tax） |
| Internal Use Service | For a single entity: JPY 250,000 For an affiliated company: JPY 400,000 |
Analysis of Detail Breakdown Trading Data
The detail breakdown trading data service has been used for not only investment analysis, but also risk management in securities companies and lending operations (e.g. reference for lending rate). We offer an analysis report using this data. The report summarizes margin transaction and short selling rules and details of the data. Also, result of analysis using the detail breakdown trading data is included. For example, margin ratio and short selling ratio by market, and estimation of outstanding margin volume using the data are mentioned.
For details, please refer to the below URL.
Securities Finance Data Set in Collaboration with S&P Global（IHS Markit）
S&P Global(IHS Markit) and JPX Market Innovation & Research, Inc., have combined data on Japanese stocks distributed by both companies into a new dataset.This is a dataset exclusively provided by S&P Global globally.This dataset provides detailed data related to securities finance, including detail breakdown trading data, loan issues, and loan stock data for stocks (including ETFs) listed on the Tokyo Stock Exchange.You can access to those detail data with this dataset.
| Service Overview | |
|---|---|
| Evidence of Japan equities from combining stock borrow and shortsell volume datasets | |
Fees and Trial/Sample Data
Please contact us at the following email address.
Contract and Application
Contracting procedures with S&P Global are required. Please contact us at the following email address.
Contract and Application
Applications for this Service should be made using the below web-based forms.
Contact
JPX Market Innovation & Research, Inc. Frontier Development
TEL:+81-3-3666-0141 (Switchboard)
E-mail:inf_dev@jpx.co.jp