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 MBO1 FLEX MBO BC2 |
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| 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 | Information (price, quantity, Order ID (an identifier to specify each order), Order Condition etc.) of all orders registered on the order book, modification/cancel orders, executed/invalidation orders, execution summary |
| 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 JPX Index Information including Tokyo Stock Price Index (TOPIX) and JPX-Nikkei Index 4003 | - |
| 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 | - |
- FLEX MBO or FLEX MBO BC users can also obtain Base Price Information and Issue Information provided from FLEX Standard. For more details on IP addresses, etc., please refer to the FLEX connection specifications on FLEX Standard.
- FLEX MBO BC is a service which provides FLEX MBO with bandwidth control.
- 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 | 15 minute-delayed data | -Real-time data -15 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 |
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Enquiries:
JPX Market Innovation & Research, Inc., Client Services (Contractor)
TEL:+81-50-3377-7859
E-mail:mains@jpx.co.jp