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Reference Data

Primary Features

“Market Information (‘Report’ File)” Service offers “Series-By-Series Four Prices & VWAP File”, “ Total Trading Volume Rough Estimate Information”, “Series-By-Series Open Interest Information”, “Series-By-Series Teguchi Information” and “Product -By-Product Teguchi Information” as `Report’ files for the products listed on OSE and TOCOM.

Methods of Provision

Method Outline
Data-feed Service (via Internet FTP and/or arrownet lines) (*) Data is directly delivered automatically and periodically by file transfer in a CSV file format (direct usage). Delivery timing and frequency varies as per the files.
  • 'Report' File is also available indirectly via information vendors, etc. (indirect usage).

Service Outline

‘Report’ File contains the followings.

Content Outline
Series-By-Series Four Prices & VWAP File Series-By-Series Four Prices & VWAP Information only for the auction trading (i.e. not including those for J-NET trading) is provided.
Total Trading Volume Rough Estimate Information File For the series traded on the current trading date, rough estimate information on the total trading volume and total traded amount for every target product/specific product type is provided.
Series-By-Series Open Interest Information For the derivatives products, information on open interest as of 19:00 on each business day is provided.
Series-By-Series Teguchi information file For the Stock Index Futures, the Stock Index Options and the Securities Options, ranking information on top 20 trading participants according to series-by-series Teguchi is provided on a trading date basis.
Product-By-Product Teguchi information file For the OSE/TOCOM Commodity Futures, ranking information on top 10 trading participants according to Product-by-Product Teguchi traded on OSE is provided on a trading date basis.

Application

To acquire 'Report' File, whether the usage is direct or indirect, an “Information Provision Agreement” with OSE will be required.
Please see the following link for the necessary procedures.

Real Time Market Data > Application

In order to acquire data via TMI, you need to apply for an ID and password for connection.

 

Inquiry/Contact

JPX Market Innovation & Research, Inc.　Client Services
TEL:+81-50-3377-8650
E-mail:md@jpx.co.jp