Real Time Market Data

OSE presently provides Real-Time Market Data concerning OSE market prices such as four-price or trading volume of listed issues, for a fee for internal usage and external distribution.
There are two ways that you can receive the information delivered by the OSE Market Distribution System and edited and/or reworked versions of said information . You can either receive the information directly from OSE in accordance with the specifications and instructions by OSE, or you can obtain the data from an authorized information vendor etc. Either way, every OSE Market Data subscriber is required to make "Information Provision Agreement" with OSE.
The following is a description about information on futures and options that are available via direct connection with OSE. Please note that information on futures and options are available separately in case receiving it via indirect connection with OSE .

Contents of Data Provided

Obtain via J-GATE

Item Contents (Broadcast) Contents (Multicast)
Auction Trading Infomation Basic issue info (Code (Geniumcodes), names, etc.), Four prices(Current, open, high, low),
trading volume, Trading amount, Number of executions, Best quote, Multiple quotes,
Regulatory info, Base price, Price limits, Update info, Settlement price
Basic issue info (Code (Genium codes), names, etc.), Session info,Execution notice with partial price info, Best quote, Multiple quotes, Regulatory info
Index Data
NK225, NK225VI, JPX NK Index 400, R/N Prime, TOPIX, TOPIX Core30, TSE Bank Index, TSE REIT Index, NK Stock Average Dividend Point Index, TOPIX Dividend Point Index, TOPIX Core30 Dividend Point Index, Mothers Index, JPX JGB Futures Index, JPX JGB Futures Leveraged Index, JPX JGB Futures Inverse Index, JPX JGB Futures Double Inverse Index -
J-NET J-NET trading data -
Full Orders
- Number of orders at every price point including size and others

Obtain via TMI

Transactional File (former Statistical info)
Four prices by instrument/VWAP, Total trading volume summary, Positions by instrument, Trading volume per member by instrument
    • The use of each Index for any purpose other than as an internal reference for futures and/or options trading on these indices requires the execution of a separate license agreement with each index provider.
    • Provision interval of index data is vary, such as every 1 minute and only once per day, depending upon each index. 惻Contents of index data may be added or deleted.
    • To use Futures & Options Full Order Information, contract for Futures & Options Information is necessary (using Futures & Options Full Order Information only is not available).
    • In case receiving full order information of futures and options via J-GATE by directly connecting with OSE, "line for receiving multicast full order information" is required.
    • By receiving the information indirectly from the Derivatives System by using OSE Information Service Provider, Full Order Information of Futures or that of Options can be selected and used separately.
    • In order to acquire Report file via TMI, ID and password for connecting with TMI is necessary.
    • Report file is provides via CSV file periodic time. Provision time and frequency is vary depending upon information.


Information Services
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