Dataset for Order Tracking & Algorithm Verification
TSE Client Relations
arrowhead System Stats 
Key Points
 Provides detailed data for each server in the order path of the trading system |
| Helps you to track order activity in milliseconds and verify server allocations |
| Sample data & one-month FREE trial available |
Use Cases
 decision maker, technical leader, or trading strategist, and you… increase the effect of your trading algorithm/strategy. Use a combination of “Virtual Server Allocation Information” and “Symbol Allocation Information” to discover the right connection path from your server to the matching engine. |
| developer, IT engineer, or data scientist, and you… investigate the difference in order processing performance.Use “CPU Usage Rate”, “No. of Orders per Millisecond”, and “No. of Executions per Millisecond” to determine which servers had a high volume of transactions when your order was executed. |
Coverage & Features
Basic Infomation
| Service | arrowhead System Stats |
|---|---|
| Description | This dataset gives you a look-back on all of the day’s trading system activity and can be used to find information on the servers allocated to your stock trades and to track the volume of orders in milliseconds. In addition, over 2 years of historical data is available for you to backtest. |
| Data Updated | (1) Once a day at 8:50am JST (2)(6)(7) Three times a day at 8:50am, 11:55am, 7:00pm JST (3)(4)(5) Once a day at 7:00pm JST |
| Delivery Method | CSV file on AWS |
| Dataset Type | Statistical, Historical (from June 1, 2020~) |
| Price | Regular (single entity use*): JPY 300,000/month Spot Data (single entity use*): JPY 15,000/day *For more options, please contact us by clicking on the Request Info button below. |
| Sample Enabled | Free sample and free trial are available. Please contact us by clicking on the Free Sample button below. |
| Expected Users | Quantitative investors, HFTs, proprietary trading teams at brokerage firms |
| Use Cases | – Verification of transactions, trading algorithms, or trading strategies – Ascertainment of the servers with a high volume of transactions |
| Redistribution | Prohibited |
| Webpage | https://www.jpx.co.jp/english/markets/paid-info-equities/alternative/index.html |
