Historical Data
JPX Market Innovation & Research, Inc. (Hereinafter "JPXI") stores real time market data provided by Tokyo Stock Exchange (Hereinafter "TSE") on a daily basis and provides the data as historical information of Tick data (Hereinafter "FLEX Historical").
Data after May 24, 2021 will be provided in packet capture format (.pcap) with reception time (timestamp) of real time market data.
* pcap files are generated by Multicast group in the real time market data
The users can perform detailed market analysis and backtesting with this service.
Please see "ITCH Binary Data"/"ITCH Historical CSV Data" on the following page for Full Order Information of derivatives provided by Osaka Exchange.
Features
| Data |
|
| File update timing | 24:00 JST |
| Service Provision Period |
|
| Acquirable period for each service |
|
| Contract Period |
|
Delivery Channel
| Delivery method | Regular Service: File transfer by API using HTTPS protocol All-period Data Service, Spot Data Service: File transfer between simple storage services (S3) on AWS |
| Connection | Internet |
| Download |
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| Compression |
|
Specifications
| Specifications |  |
|---|---|
| (Attachment 1) API data acquisition manual | |
| (Attachment 2) S3 data acquisition manual | |
Fees
Access Fees
- The length of the data period varies depending on the service.
・In Regular Service, data for the last 30 days is available.
・In All-period Data Service, data for the entire period is available. - For internal use (no restriction on the number of internal users), only the Access Fee will be charged.
- For internal use only by the licensee, the Single Entity Use fee will be applied, while the Affiliate Companies Use fee will be applied if the licensee shares the service with affiliate companies.
- Monthly access fees are as below (in JPY, not including tax):
| Service | Regular Service (Single Entity Use) |
Regular Service (Affiliate Companies Use) |
All-period Data Service (Single Entity Use) |
All-period Data Service (Affiliate Companies Use) |
| FLEX Standard Historical (Cash Equities) | 100,000 | 150,000 | 300,000 | 450,000 |
| FLEX MBO Historical | 165,000 | 247,500 | 495,000 | 742,500 |
| FLEX Standard Historical (Cash Equities) +FLEX MBO Historical (set price) |
200,000 | 300,000 | 600,000 | 900,000 |
| ToSTNeT Historical | 50,000 | 75,000 | 150,000 | 225,000 |
| Real Time TOPIX Historical | - | - | 150,000 | 225,000 |
External Distribution Fees
If the licensee externally distributes the acquired information to third parties, the external distribution license fee will be applied in addition to the forementioned access fees.
The licensee can choose from the two payment methods when completing the contract:
1) The volume charge plan where the licensee reports the number of users on a monthly basis, or
2) The fixed rate plan where the monthly reporting is unnecessary.
These fee will be waived, however, if the licensee is already paying the external distribution fee for FLEX real time information (full depth or BBO10).
Monthly external distribution fees for each plan are as below (in JPY, not including tax):
| Service | Volume Charge Type (per user) |
Fixed Rate Type |
| FLEX Standard Historical (Cash Equities) | 59,900 | 300,000 |
| FLEX MBO Historical | 99,000 | 495,000 |
| FLEX Standard Historical (Cash Equities) + FLEX MBO Historical (set price) | 120,000 | 600,000 |
| ToSTNeT Historical | 31,500 | 150,000 |
| Real Time TOPIX Historical | 31,500 | 150,000 |
Spot Data Service fee
The data for one month specified by the licensee will be provided in the period before Regular Service.
| Service | Data provided per month |
| FLEX Standard Historical (Cash Equities) | 40,000 |
| FLEX MBO Historical | 66,000 |
| FLEX Standard Historical (Cash Equities) + FLEX MBO Historical (set price) | 80,000 |
| ToSTNeT Historical | 20,000 |
| Real Time TOPIX Historical | 20,000 |
Academic Usage Fee
Academic Usage Fee is applicable in the case of use of the information for non-commercial activity by a non-profit organization or an individual belonging to such organization for conducting research/studies whose results are not used for commercial purposes. The customer shall not publish the results of the research/study in a form where the original information may be obtained by a third party. The customer shall cooperate with JPXI's requests regarding the results of the research/study.
Monthly Academic Usage Fee for each plan are as below (in JPY, not including tax):
| Service | All-period Data Service(Academic usage) |
| FLEX Standard Historical（Cash Equities） | 50,000 |
| FLEX MBO Historical | 82,500 |
| FLEX Standard Historical (Cash Equities) + FLEX MBO Historical (set price) | 100,000 |
| ToSTNeT Historical | 25,000 |
| Real Time TOPIX Historical | 25,000 |
In the case of Academic Usage, please fill out "Academic usage fee application form" regarding the details about the research/studies and submit it to tminfo@jpx.co.jp in addition to Contract application form below.
| Academic usage fee application form |  |
|---|
Contract and Application
Users can apply to use this Service by agreeing to the “Terms of Conditions for JPX Market Innovation & Research, Inc. Information Services”entering into a contract with JPXI.
Terms of Conditions for JPX Market Innovation & Research, Inc. Information Services
Application
For new contracts (Spot Data Service) click here
For contract alterations click here
For terminations click here
Enquiry：
JPX Market Innovation & Research, Inc. Client Services
TEL:+81-50-3377-7831
E-mail:tminfo@jpx.co.jp