1. HOME
  2. Data & Statistics
  3. Paid Information Services (Derivatives)
  4. Alternative Data

Alternative Data

Overview

JPX Market Innovatio & Research, Inc.(JPXI) uploads the Alternative Data into the buckets on the public cloud environment (AWS) 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. Please see "Alternative Data Service Service Guide" for more information on the Service.
The downloaded data cannot be externally distributed to a third party. To share the data with Affiliated Companies, please see "Price List" below.

Service Overview

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

　　 　　　　
Name Overview Specification
Order/Trade Data J-GATE orders and trades event by event. icon-pdf
System Stats Data Data related to running status of Matching Engine, ITCH and OUCH servers of J-GATE (e.g. CPU usage, Memory usage, NIC usage, PTP time synchronization offset value, transaction volume per GW/TAP, etc.).icon-pdf
Timestamp Data Timestamps of each order message recorded on network paths in Arrownet and J-GATE. icon-pdf
ITCH Binary Data Binary data of messages in Full Order Information (ITCH data) disseminated by J-GATE3.0 via ITCH protocol. icon-pdf
ITCH Historical CSV Data CSV data of messages in Full Order Information (ITCH data) disseminated by J-GATE2.0 via ITCH protocol. icon-pdf
Drop Copy Data Data of order/trade-related broadcast messages for each user disseminated by J-GATE via OMnetAPI icon-pdf

  • 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 and Timestamp Data contain no information that identifies the user who placed the order.
  • Timestamp Data shows the time when an individual order message passes each timestamping point in nanoseconds. The data might miss some of the order information when the number of orders rapidly increases in a day or some malformed packets in the traffic cause any unexpected issues in relevant system.
  • The data needs to be decoded according to a designated binary format before being used.
  • Drop copy data is only available for OSE trading participants.

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 the data for the previous day by 15:00 JST of the day. (E.g. Users can obtain the data for September 21 (from 6:00 am of September 21 to 6:00 am of September 22) after 15:00 of September 22.)
  • 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.
  • In the Spot Data Service, data can be purchased from a minimum of five business days. Also, the Spot Data Service only offers data of at least two-week old. (E.g. As of April 23, data for April 8 and before is available.) Spot Data Service data is prepared after the fee has been paid. Please allow some lead time. In addition, data availability varies for each data type, as shown in the table below.

Order/Trade Data Data for July 1, 2019 ~
System Stats Data Data for July 1, 2019 ~ (note)
Timestamp Data Data for September 21, 2021 ~
ITCH Binary Data Data for September 21, 2021 ~
ITCH Historical CSV Data Data for July 19, 2016 ~ September 17, 2021
Drop copy Data Not available in the Spot Data Service.

(note)
  • ･PTP offset stats file and GW/TAP stats file offer data for October 31, 2022 and onward.
Alternative Data Service Service Guide icon-pdf
Terms and Conditions for Alternative Data Service icon-pdf

Price List

Information Regular Service (monthly fee) Spot Data Service
Internal use only Shared with Affiliated Companies Internal use only Shared with Affiliated Companies
Order/Trade Data JPY 450,000 JPY 600,000 JPY 20,000 JPY 30,000
System Stats Data JPY 300,000 JPY 450,000 JPY 15,000 JPY 20,000
Timestamp Data Variable depending on the number of OUCH Login IDs (IDs to be used to enter orders in J-GATE) owned by the user.
ITCH Binary Data JPY 80,000 JPY 120,000 JPY 4,000 JPY 6,000
ITCH Historical CSV Data - - JPY 2,000 JPY 3,000
Drop copy Data JPY 600,000 - - -

  • The Regular Service price is per month.
  • The Spot Data Service price is for the data per day. If Customer subscribes to Order/Trade Data for five days of May 28, May 29, June 3, June 5 and June 7 for internal use only, the service fee will be JPY 20,000 * 5 days = JPY 100,000.
  • For conditions of affiliated companies, application process, etc., please contact JPXI (jpx-alternative@jpx.co.jp).
  • Drop copy Data is only available for internal use of the Regular Service.
  • The table below shows the number of OUCH sessions and corresponding fees of the Timestamp Data. The fee for the month is determined by the number of OUCH Login IDs at the beginning of the month. However, for the Regular Service, the first month is free of charge if deemed appropriate by JPXI.

Number of OUCH Login IDs Regular Service (per month) Spot Data Service (per day)
Internal use only Shared with affiliated companies Internal use only Shared with affiliated companies
91～ JPY 600,000 JPY 900,000 JPY 30,000 JPY 45,000
31～90 JPY 450,000 JPY 600,000 JPY 22,500 JPY 33,750
0～30 JPY 200,000 JPY 300,000 JPY 10,000 JPY 15,000

Contract and Application

To use the Alternative Data, the prescribed application procedures are required.

Inquiries

E-mail: jpx-alternativedata@jpx.co.jp