New Datasets and Service Enhancements at J-Quants Pro, JPXI’s Data Distribution Service for Corporate Users

JPX Market Innovation & Research, Inc. (JPXI)(TOKYO:8697) has today added two new datasets to J-Quants Pro, a service that distributes data on Japanese financial markets to corporate users in easily accessible formats: 1-Minute Stock Prices (OHLC) and Future and Option Prices (OHLC). In addition, JPXI has begun daily distribution of issue-level margin trading balances, previously distributed weekly, as Margin Trading Outstanding (Daily).

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With this expansion, intraday price formation in the cash equity market, pricing and open interest in the derivatives markets, and issue-level supply and demand are all available in the same formats and through the same delivery channels as existing J-Quants Pro datasets.

1-Minute Stock Prices (OHLC) (New Dataset)

This dataset provides opening, high, low, and closing (OHLC) prices, together with trading volume and trading value, on a minute-by-minute basis for issues listed on Tokyo Stock Exchange.

It enables users to reconstruct the intraday price formation process that daily OHLC data cannot capture, including price movements at market open and toward the close, immediate pricing reactions to earnings releases and timely disclosures, and intraday variation in liquidity. Compared with tick data, the volume of data is far easier to handle, making the dataset straightforward to incorporate into analytics platforms built around daily data.

Typical use cases include:

• Analysis of volatility and liquidity by time of day
• Design and validation of execution algorithms and transaction cost analysis (TCA)
• Event studies on earnings announcements, timely disclosures, index rebalancings, etc.
• Development and backtesting of models that use intraday signals
• Replication and validation of execution price benchmarks such as VWAP

Please note that minutes in which no trade occurred are not included, and issues listed solely on regional exchanges are out of scope.

Future and Option Prices (OHLC) (New Dataset)

This dataset provides daily price information for futures and options listed on Osaka Exchange and Tokyo Commodity Exchange. Coverage spans financial derivatives such as equity index and JGB products as well as commodity derivatives including precious metals, rubber, energy, and agricultural products.

For futures, the dataset includes OHLC prices by session (whole day, day session, and night session) together with trading volume, trading value, open interest, settlement price, contract month, last trading day, special quotation day, and a lead contract flag. For options, it additionally provides the exercise price, put/call classification, theoretical price, base volatility, underlying price, implied volatility, and the interest rate used to calculate the theoretical price.

Because OHLC prices are recorded by session, users can analyze movements across the full 24 hours, including the night session. The lead contract flag also makes it straightforward to construct continuous series that account for contract rollovers. Data recorded when emergency margin was invoked can be identified separately from data used to calculate the settlement price.

For the list of issues covered, please refer to the following.
> Issues Covered by Future and Option Prices (OHLC) (URL TBD)

Typical use cases include:

• Analysis of the implied volatility surface and term structure
• Estimation of futures basis and implied repo rates
• Construction and backtesting of continuous series that account for contract rollovers
• Evaluation of hedging costs, risk management, and scenario analysis
• Analysis of price linkages between the cash and derivatives markets
• Cross-asset analysis spanning financial and commodity derivatives

Margin Trading Outstanding (Daily) (Service Enhancement)

Issue-level margin trading balances, until now distributed weekly as of the end of the previous week, are from today also distributed daily as of the close of the previous business day. The dataset covers issues listed on Tokyo Stock Exchange and provides outstanding balances by issue, by long and short position, and by negotiable and standardized margin transaction.

Daily distribution allows users to track shifts in margin supply and demand and in leverage conditions for individual issues on a timely basis, supporting more precise trade timing and more sophisticated risk management in response to rapid changes in supply and demand. Weekly data will continue to be provided, so users can maintain continuity with their existing analysis.

For further details of the daily distribution service, please also refer to the following release.
> Launch of Daily Distribution Service for Margin Trading Outstanding by Issue

Early Contract Discount Campaign

For Margin Trading Outstanding (Daily), customers who conclude a contract by the end of December 2026 will receive a 75% discount on fees through the March 2027 billing period, regardless of intended use. We encourage you to consider subscribing soon.

For data specifications, please refer to the following website.
> About J-Quants Pro
or pricing, please refer to the following link.
> Pricing chart

Apply for J-Quants Pro

If you are interested in accessing the new content or any of J-Quants Pro’s extensive range of other data, please apply via the contact form on the following website. Data specifications and sample data are also available.
> J-Quants Pro Website

(Note)

• J-Quants Pro is only offered for corporate use. For individual users, please refer to the J-Quants API service on the following website.

> J-Quants API Website

View source version on businesswire.com: https://www.businesswire.com/news/home/20260928730329/en/