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Reference Data

Outlines of Service

The open interest (long & short positions) of margin transactions and the aggregate data for each equity listed on the TSE market as of the last business day of the previous week is provided on the second business day of each week.

Main User Types

Asset Management, Information Vendor, Securities Company, Quantitative Fund

Data Overview

Data Name Overview
Open Interest of Margin Transactions (as of subscription date) The open interest (long & short positions) of margin transactions in negotiable margin trading and standardized margin trading for each equity listed on the TSE market as of the last business day of the previous week.
The record date(subscription date) of the data is the last business day on the week prior to the provision date.

Delivery Channel and Data Specification

Please refer to the file specification for details.

Service Types Overview Web User Guide / Connection Specifications File Specifications Sample Files
Website Service Downloading data in CSV format from Reference Information Website (Japanese/English). PDF PDF icon-zip
Data Feed Service Pulling data from our information distribution system via internet FTP and SFTP. PDF PDF icon-zip
  • Each File Specification covers all the following files.
    Website Service: Master File, O/H/L/C Price (Cash Equities) and Open Interest of Margin Transactions
    Data Feed Service: Master File, O/H/L/C Price (Cash Equities), Open Interest of Margin Transactions, O/H/L/C Price (Derivatives), Derivatives Master Maintenance File, ToSTNeT Trading Information - Super-Block Execution of Single Issue Trading, O/H/L/C Price (Carbon Credit) and Scheduled Dates of Earnings Releases Information.
  • Please note that the data in the sample files is dummy data which does not necessarily coincide with the actual information.

Fee Schedule

Please see "Fee Schedule for Reference Data Services" in the page "Outline" for the detail.
The following fees are monthly fee and excluding tax.

 
Single Entity Use Affiliate Companies Use
/ Redistribution (Subscription-Based)
Redistribution (Open-Access)
50,000JPY 125,000JPY 175,000JPY

Contract and Application

To start using this service, you need to conclude a contract with JPX Market Innovation & Research, Inc.
Please inquire with using the banner "For a new application" about detailed contract procedures.
Please inquire with using the banner "For an inquiry" if you would need the detailed information for the service or you are interested in free trial.

 
 
 

Products Frequently Purchased Together

Index Data Service

Index Data Services provide data on all indices calculated by JPXI and their constituent issues.

Detail Breakdown Trading Data Service

Detail Breakdown Trading Data Service disseminates fragmented data extracted from daily trading value and volumes (only regular trading sessions on the TSE market) of TSE-listed issues based on flags for margin transactions and short selling that are attached to orders at the time of placement.

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