Historical Market Data for Backtesting Trading Strategies & Indicating Future Market Trends

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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
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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.

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Coverage & Features

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.
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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.
– 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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