Update : Dec. 20, 2012
The TSE will accumulate real-time data currently provided from our FLEX Standard and FLEX Full data on a daily basis and offer this to customers as the "FLEX Historical Service."
Tick data volume has surged since the arrowhead trading system went online, and the cost of accumulating this data has increased commensurately. Since market participants need to create an internal infrastructure for quickly providing long-term historical data for algorithmic model building and back-testing, the TSE aims to decrease the burden on our clients by directly providing an environment to conveniently access historical data at any time.
◯FLEX Standard and FLEX Full
TSE listed Cash equities and CBs for each respective service. Includes base price and issue information.
ToSTNeT trades including base price and issue information.
◯Real time TOPIX
High-speed index, High Speed Index (Best Offer Quote), High Speed Index (Best Bid Quote) data for TOPIX/TOPIX Core 30/TOPIX 500.
◯FLEX Standard Futures*
TSE listed futures data in FLEX Standard format (evening and daytime trades provided in separate files). Includes issue information.
※Unaltered FLEX electronic messages will be recorded and sent as a text file.
※Access will be set according to each file category.
|Method of provision||
- FTP service through the Internet
※Uses the Tokyo Market Information service (TMI) transmission infrastructure
|File update timeframe||- 23:00 on the day for which data is provided.|
|Service provision period||
- Data will be accumulated daily from the starting date of the service.(11th January 2011)
- Data will not be deleted.
- Users can access the entire time period of licensed data for the entire period of their contract.
(Data from Jan. 4, 2010 to the starting date of the service as reference information; however, part of this data may be missing.)
- FLEX Standard Futures records only data until 18th November 2011.
(Data since November 21, 2011, is not provided)
- Minimum license period is one month.
- At least one month's notice is required before terminating the license.
|Protocol||- File relayed through FTP|
|Connection||- Internet (please provide us with a fixed global IP address)|
- Select and download a file from the date-specific directory
- Only files for which users have access rights can be downloaded
- The file naming rule will be "filename_yyyymmdd" ex.）BasePrice_20120201
- The TSE will use MD5(Message Digest Algorithm5)as the primary download confirmation method.
- Files will be compressed using the ZIP format
- Data capacity will vary according to the amount of data for the relevant date, but will generally be around 8 million entries and 350 Mbytes (for FLEX Standard Historical (Cash Equities))
Users will be charged access fees for the service. These are the only fees that are charged if the information is only used for internal purposes (no restriction on the number of internal users).
The individual corporate usage rate will be applied to licensees who only use the service internally, while the group company usage rate will be applied if the licensee shares the service with group companies.
Monthly access fees are as below (in JPY, not including tax):
|NO||Service||Individual corporate usage rate (yen)||Group company usage rate (yen)|
|1||FLEX Standard Historical (Cash Equities)||95,000||142,500|
|2||FLEX Full Historical||142,000||213,000|
|4||Real Time TOPIX Historical||50,000||75,000|
|5||FLEX Standard Historical (Futures)||60,000||90,000|
|6||NO1 and NO2 package||177,750||266,625|
If the licensee distributes information received to an external third party, an external distribution license fee will be applied in addition to the previously outlined access fees. These fees will be waived, however, if the licensee already pays the external distribution fee for FLEX real time information (full depth or BBO8).
Users can choose from among two payment methods when completing the contract: 1) The "pay-as-you-go" plan where licensees report the number of users on a monthly basis, or 2) The "fixed rate" plan where monthly reporting is unnecessary.
Monthly external distribution fees for each plan are as below (not including tax):
|NO||Service||Pay-as-you go(per user) (yen)||Fixed rate (yen)|
|1||FLEX Standard Historical (Cash Equities)||57,000||285,000|
|2||FLEX Full Historical||85,200||426,000|
|4||Real Time TOPIX Historical||30,000||150,000|
|5||FLEX Standard Historical (Futures)||36,000||180,000|
|6||NO1 and NO2 package||106,650||533,250|
Tokyo Stock Exchange, Inc., Information Services