Historical Data
JPX Market Innovation & Research, Inc. (JPXI) stores real-time market data messages (hereinafter referred to as "FLEX Messages") provided by Tokyo Stock Exchange (TSE) on a daily basis and provides them as historical information (hereinafter referred to as "FLEX Historical").
This service provides processed FLEX Messages, eliminating the users' work by converting packet capture data in FLEX Historical into order book data and performing other additional data formatting.
Features
| Data |
Exchange: TSE, Auction Trading (limited to stock-related instruments; excluding CBs, SWs, and Exchangeable Bonds) Main information included: quote prices/sizes (10 best quote prices/sizes and accumulated quote sizes beyond the 10th best quote), order size of market orders, open/high/low/close prices, trading volume, trading value, VWAP, issue information, base price |
|---|---|
| Deadline for Data Provision | 9:30 a.m. the following business day |
| Service Provision Period | The data after April 1, 2025 is available. |
For a better understanding of this dataset, we provide a practical guide to its data fields and processing methods for various use cases.
For details, please refer to the URL below.
Delivery Channel and Data Specification
| Service Types | Overview | Connection Specifications | File Specifications (Only available in Japanese) |
|---|---|---|---|
| Via Snowflake | Data for a specified period can be obtained using your Snowflake account. |  |
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Fees
- In the case of internal use only by the licensee, the Single Entity Use fee will be applied. In the case that the licensee shares the service with affiliate companies, the Affiliate Companies Use fee will be applied.
- Monthly access fees are as below (in JPY, not including tax):
| Single Entity Use | Affiliate Companies Use |
| JPY 400,000 | JPY 600,000 |
Contract and Application
Users can apply to use this Service by agreeing to the “Terms and Conditions for JPX Market Innovation & Research, Inc. Information Services”entering into a contract with JPXI.
Application
With the new contract, contract alteration and termination for this Service, users can apply from the JPxData Portal.
- ･In case of contract alteration or termination for this Service, please login to the JPxData Portal and submit the application from mypage.
In case of Affiliate Companies Use, Affiliated Companies List needs to be submitted in addition to the application via the online form, to specify Affiliated Companies that use the obtained data.
| Affiliated Companies List |  |
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Contact：
JPX Market Innovation & Research, Inc. Client Services
TEL:+81-50-3377-7831
E-mail:tminfo@jpx.co.jp