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Real Time Market Data

TSE provides market information on orders, executions, trading volume, trading value, and indices as well as other related information as a paid service.

Data Contents

FLEX Standard
FLEX Standard(WB)(*1)		 FLEX Full(*2)
FLEX Full(WB)(*3)
Issues Covered TSE (all issues excluding straight bonds and TOKYO PRO-BOND Market), Fukuoka Stock Exchange and Sapporo Securities Exchange)(all issues excluding bonds) TSE (all issues excluding straight bonds and TOKYO PRO-BOND Market), Fukuoka Stock Exchange and Sapporo Securities Exchange)(all issues excluding bonds)
Issues Real time Open/high/low/close prices (per session), trading volume, trading value, VWAP, pre-open/quote prices/sizes (10 best quote prices/sizes and accumulated quote sizes beyond 10th best quotes), market order size, parity, and theoretical price for warrant bonds, ToSTNet Trading Information Current price, trading volume, trading value, every quote price and size, number of orders at every price point, size and number of Conditional Close Orders at every price point
Pre-opening session issue information, base price of the relevant day -
Post-afternoon session issue information, base price of the next day, open/high/low/close prices (per day) -
Indices Frequency differs per index Information on TSE-calculated indices including Tokyo Stock Price Index (TOPIX) and JPX-Nikkei Index 400 (*4) -
Statistic data Periodic Total trading volume and value by market section, VWAP, average stock price, market capitalization, average yield, the number of issues rising/declining, convertible bond statistics matching ratio, top 30 issues of % movers in trading volume, trading value and price change -

  • The same messages as FLEX Standard, through a wider bandwidth (1Gbps).
  • The base price information and issue information which FLEX Standard transmits is also available for FLEX Full or FLEX Full (WB) users. For more details on IP addresses, etc., please refer to the FLEX connection specifications on FLEX Standard.
  • The same messages as FLEX Full, through a wider bandwidth (1Gbps).
  • For more details about types of index information and distribution frequency, etc., please refer to the FLEX connection specifications on FLEX Standard.

Acquisition of Information

Market data can be acquired by directly connecting to TSE via dedicated connection lines or indirectly from market information providers. Please choose how to acquire the data depending on your needs.
(Redistribution of data acquired from market information providers to third parties is not allowed without prior permission from TSE.)

  Directly from TSE Through market information providers
Data Provided Real-time data 20 minute-delayed data -Real-time data
-20 minute-delayed data
-Closing data (EOD)
Data Format Message format JSON format -Normalized data
-Raw data (same data format as TSE raw data)
Required Procedures -Execution of "Information Provision and License Agreement" with TSE
-Application for setting up dedicated connection lines to TSE		 Execution of "Information Provision and License Agreement(for cases where API Fee Schedule is applied)" with TSE -Execution of "Information Provision and License Agreement" with TSE or submission of "Application Form for License of Information Usage by End-User" to TSE
-Execution of market provision license agreement with market information providers
Other fees besides Market Data License fee -Dedicated connection line fee
-System infrastructure fee
-Connectivity services fee etc. 		Nothing in particular -Other provision-related fees charged by market information providers (for details, please contact market information providers directly)
Enquiries Please see "Enquiries" below Contact details for market information providers
Market Information Providers

 

Enquiries:

Tokyo Stock Exchange, Inc.,　Equities, Data Services
TEL:+81-50-3377-7859
E-mail:mains@jpx.co.jp