Historical Market Data for Backtesting Trading Strategies & Indicating Future Market Trends
11月 17, 2022
3 min read
FLEX Historical
Key Points
Use Cases
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 |
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