Real Time Market Data

OSE provides market data concerning OSE and TOCOM markets, such as current/open/high/low prices and trading volume of listed issues, as a paid service.

Data Contents

Data Obtainable via J-GATE

Item Contents (Broadcast) Contents (Multicast)
Auction Trading Infomation Basic issue info (Code (Genium codes), names, etc.), Current/open/high/low prices,Trading volume, Trading value, Number of executions, Best quotes, 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
*1
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(including Leveraged Indices, Inverse Indices and Double Inverse Indices based on these) -
J-NET J-NET trading data, etc. -
Full Orders
*2
- Number of orders at every price point including size and others

Data Obtainable via TMI

Transactional File (former Statistical info)
*3
Current/open/high/low prices by instrument/VWAP, Total trading volume summary, Positions by instrument, Trading volume per Transaction Participant 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.
    • Frequency of provision of index data varies depending on the index (e.g. once a second or only once per day).
    • The contents of index data are subject to addition or deletion.
    • To use full order information for futures and options, a contract for futures and options information for auction trading is necessary (full order information for futures and options is not available by itself).
    • In case of receiving full order information for futures and options via J-GATE by directly connecting with OSE, "line for receiving multicast full order information" is required.
    • If receiving the information indirectly from the derivatives system by using an OSE Information Service Provider, full order information for either futures or options can be selected and used separately.
    • In order to acquire data via TMI, an ID and password for connecting with TMI is necessary.
    • Data is provided via CSV file periodically, but the time and frequency of provision varies depending upon the data.

Acquisition of Information

OSE market data can be acquired either directly, by connecting to the Market Information System in accordance with specifications and instructions from OSE (Direct Usage), or indirectly from market information providers (Indirect Usage). Both Direct and Indirect Users are required to enter into an "Information Provision Agreement" with OSE.
OSE provides real-time market data for Direct Usage, and real-time market data, 20 minutes delayed data and end of day value data for Indirect Usage.
Please note that redistribution of data acquired from OSE to any third party is prohibited without prior permission from OSE.

 

Enquiries:

Osaka Exchange, Inc. Information Services
TEL:+81-050-3377-8650
E-mail:md@jpx.co.jp