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Historical Data

JPX Market Innovation & Research, Inc. (JPXI) provides historical data such as stock price information, statistics, data and daily accumulated real-time information.

Data List

Data Overview Data Contents
Historical Real-Time Market Data (Including Tick Data) Historical data of market information provided from FLEX in real time basis
  • FLEX Standard
  • FLEX MBO
  • ToSTNeT
  • TOPIX
10-level Order Book Historical Data Data processed and edited based on FLEX to facilitate the reconstruction of order books
  • 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
Stock Price Information Stock price information and TSE calculated indices information including TOPIX
  • O/H/L/C
  • Tick data
  • Indices data (O/H/L/C, EOD, EOM, tick data)
  • Open Interest of Margin Transactions
Statistics Data Various statistics data including trading volume, quotation and market capitalization of each stock. Data is available in Excel files.
  • Monthly Quotations
  • Market Capitalization of Individual Stock at End of Month
  • Market Capitalization by Industrial Sectors at End of Month
  • Daily Market Capitalization
TOPIX β Value
TOPIX β value, coefficient of determination, β value for each issue, β value by size / Industrial Classifications, rate of return
  • TOPIX β value
  • Coefficient of determination
  • β value for each issue
  • β value by size / Industrial Classifications (not included in the TSE 2nd Section and MOTHERS data)
  • Rate of Return

Delivery Channel

Stock Price Information, Statistics Data, and TOPIX β Value can be purchased on “J-Quants DataCube”:

Please see below for the data API distribution service for individual investors.

Please see below for the data API or SFTP distribution service for corporates.

Item J-Quants DataCube J-Quants API J-Quants Pro
Users For individuals/For corporates For individuals For corporates
Corporate Use Available Unavailable Available
Redistribution Available Unavailable Unavailable
Prices (tax included) Purchase files on a case-by-case basis Subscription plans

  • Free Plan JPY 0
  • Light Plan JPY 1,650/month
  • Standard Plan JPY 3,300/month
  • Premium Plan JPY 16,500/month
Subscription

For the prices, please contact from J-Quants Pro website.
Delivery Methods Files API API, SFTP
Payments Credit card/Bank transfers Credit card Credit card/Bank transfers

 

If you are interested in Historical Real-Time Market Data (Including Tick Data) and 10-level Order Book Historical Data, please refer to the tab at the top of this page.