Historical Market Data for Backtesting Trading Strategies & Indicating Future Market Trends
TSE Client Relations
11月 17, 2022
3 min read
FLEX Historical 
Key Points
 Over 10 years of tick-by-tick data from both auction and off-auction markets |
| Consolidated market data in PCAP format with timestamps for backtesting |
| Knowing how the market looked in the past can help you verify the future performance of trading strategies |
Use Cases
 quantitative analyst, proprietary trader, or trading strategist, and you… predict stock prices. Use a combination of “FLEX Full Historical” and “FLEX Standard Historical” to catch trends in past stock/index prices and determine their future direction. |
| trading strategist, investor, or data scientist, and you… analyze past block trades.Use “ToSTNeT Historical” to study trading value and volume in the off-auction market and dark pools*. |
| software developer, algorithm analyst, or quantitative analyst, and you… improve trading algorithms or strategies.Use the products in the FLEX Historical service to backtest the performance of your trading algorithm. |
| business planner at a vendor or a salesperson at a brokerage firm, and you… expand your institutional or retail customer base.Redistribute historical stock & index pricing data to enhance your data services. |
 |
| Contents | Features |
|---|---|
| (1) FLEX Full Historical | Historical tick-by-tick TSE-listed stock prices for the full depth of the order book. |
| (2) FLEX Standard Historical | Historical tick-by-tick TSE-listed stock prices for up to BBO10 and accumulated data for over BBO11. Index prices, OHLC prices, stock fundamentals, and statistical data such as VWAP are also included. |
| (3) ToSTNeT Historical | Historical trade results in the ToSTNeT off-auction market, including trades matched in dark pools* and transferred to ToSTNeT. |
| (4) Real-time TOPIX Historical | Historical index prices of TOPIX/TOPIX Core 30/TOPIX 500. |
| (5) FLEX Standard Historical (Futures) | Historical market data for TSE-listed futures back to Nov. 18, 2011. |
Basic Infomation
| Service | FLEX Historical |
|---|---|
| Description | FLEX Historical provides over 10 years of daily historical stock prices and volumes for all exchange-traded instruments on the TSE cash equity market. |
| Data Updated | (For that day’s data) Daily at 11:00pm JST |
| Delivery Method | Regular Use: TEXT/PCAP file via API Spot Use: TEXT/PCAP file via AWS |
| Dataset Type | Historical (Apr. 1, 2010 to May 21, 2021 in TEXT files, from May 24, 2021 in PCAP files) |
| Price | Fees differ depending on the product and plan selected. Examples*: – FLEX Full Historical, Regular Use (internal, single entity): JPY 150,000/month – ToSTNeT Historical, Regular Use (internal, single entity): JPY 50,000/month – FLEX Full Historical, Spot Use: JPY 60,000 for 1 month’s data *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 | Brokerage firms, quantitative investors, investment management firms, information vendors, fintech firms, research institutes |
| Use Cases | – Verification of trading algorithms and strategies – Analysis of market fluctuation factors and investor sentiments – Indication of future market direction – Distribution of semi-real-time or historical stock pricing |
| Redistribution | Permitted (monthly external distribution fees may apply) |
| Webpage | https://www.jpx.co.jp/english/markets/paid-info-equities/alternative/index.html |
Related links
