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. FLEX Historical users can perform detailed market analysis and backtesting.
Please see "ITCH Binary Data"/"ITCH Historical CSV Data" on the following page for Full Order Information of derivatives.
Features
| Data |
- FLEX Standard・FLEX Full
TSE listed Cash equities and CBs for each respective service including base price and issue information.
- ToSTNeT
ToSTNeT trades including base price and issue information.
- Real time TOPIX
High-speed index, High Speed Index (Best Offer Quote) and High Speed Index (Best Bid Quote) data for TOPIX/TOPIX Core 30/TOPIX 500.
- FLEX Standard Futures
TSE listed futures data in FLEX Standard format (evening and daytime trades provided in separate files) including issue information.
Pcap file is created for each multicast group in real-time market data.
- Access will be provided according to the service contract.
|
| File update timing |
23:00 JST |
| Service Provision Period |
-
The data after January 11, 2011 is available. The data from January 4, 2010 to the service start date is also available as reference information; however, parts of the data may be missing.
-
The data after May 24, 2021 is provided in packet capture format (.pcap) with reception time (timestamp) of real time market data. Data before May 21, 2021 is provided in a text file format recorded unaltered FLEX electronic messages.
-
Users can access the data according to the service classification of the contract.
-
Data of CB is available up to May 21, 2021, and data of FLEX Standard Futures is available up to November 18, 2011.
|
| Acquirable period for each service |
Regular Service
- Data for the last 30 days will be provided.
All-period Service
- Data for the entire past period will be provided.
Spot Data Service
- The data for one month period before Regular Service specified by the user will be provided.
|
| Contract Period |
Regular Service/ All-period Service
- The contract period shall be one month or more.
- User needs to contact us at least one month in advance to cancel the contract.
Spot Data Service
- With advance payment, the contract will be terminated once the data is provided.
|
Delivery Channel
| Delivery method |
Regular Service: File transfer by API using HTTPS protocol
All-period Service, Spot Data Service: File transfer between simple storage services (S3) on AWS |
| Connection |
Internet
|
| Download |
- Regular Service
The data shall be downloaded by acquiring the downloading URL of the file by Web-API. For details, please refer to Attachment 1 of the Connection Specifications.
- All-period Service, Spot Data Service
The data file shall be copied from the S3 bucket on the TSE AWS account to the S3 bucket on the user's AWS account. Therefore, the user needs own AWS account and AWS CLI. For details, please refer to Attachment 2 of the Connection Specifications.
|
| Compression |
- Files will be compressed with GZIP format
- The data capacity varies depending on the number of orders on the day. In the case of 60 million orders, FLEX Standard Historical will be about 4.5Gbytes and FLEX Full Historical will be about 2.5Gbytes after compressed.
|
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 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) |
In All-period Service
(Single
Entity Use) |
In All-period Service
(Affiliate Companies Use) |
| FLEX Standard Historical (Cash Equities) |
100,000 |
150,000 |
300,000 |
450,000 |
| FLEX Full Historical |
150,000 |
225,000 |
450,000 |
675,000 |
| FLEX Standard Historical (Cash Equities)+FLEX Full Historical set |
187,000 |
280,500 |
561,000 |
841,500 |
| ToSTNeT Historical |
50,000 |
75,000 |
150,000 |
225,000 |
| Real Time TOPIX Historical |
50,000 |
75,000 |
150,000 |
225,000 |
| FLEX Standard Historical (Futures) |
- |
- |
180,000 |
270,000 |
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. 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).
The licensee can choose from the two payment methods when completing the contract: 1) The "pay-as-you-go" plan where licensee reports the number of users on a monthly basis, or 2) The "fixed rate" plan where monthly reporting is unnecessary.
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 Full Historical |
89,500 |
450,000 |
| FLEX Standard Historical (Cash Equities)+FLEX Full Historical set |
112,000 |
561,000 |
| ToSTNeT Historical |
31,500 |
150,000 |
| Real Time TOPIX Historical |
31,500 |
150,000 |
| FLEX Standard Historical (Futures) |
37,800 |
180,000 |
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 Full Historical |
60,000 |
| FLEX Standard Historical (Cash Equities)+FLEX Full Historical set |
74,800 |
| ToSTNeT Historical |
20,000 |
| Real Time TOPIX Historical |
20,000 |
| FLEX Standard Historical (Futures) |
24,000 |
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 Full Historical |
75,000 |
| FLEX Standard Historical (Cash Equities) & FLEX Full Historical Set |
94,000 |
| ToSTNeT Historical |
25,000 |
| Real Time TOPIX Historical |
25,000 |
| FLEX Standard Historical（Futures） |
30,000 |
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
| Terms and Conditions for FLEX Historical Service |
|
Application
Enquiry：
JPX Market Innovation & Research, Inc. Client Services
TEL:+81-50-3377-7831
E-mail:tminfo@jpx.co.jp
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