JPXI Launches New Datasets: “Listed Shares Flash Data” and “Listed Shares Corporate Action Factors”
JPXI Launches New Datasets: “Listed Shares Flash Data” and “Listed Shares Corporate Action Factors”
TOKYO--(BUSINESS WIRE)--JPX Market Innovation & Research, Inc. (JPXI), a leading global provider of Japanese financial market data, announced today the launch of two new datasets for J‑Quants Pro: the Listed Shares Flash Data and the Listed Shares Corporate Action Factors Dataset. J‑Quants Pro delivers insightful market data to corporate users through API, SFTP, and Snowflake.
Traditionally, Tokyo Stock Exchange (TSE) has published the number of listed shares around the 20th of each month, along with factors influencing changes such as capital increases, stock splits, and the exercise of subscription warrants. However, investors and market participants have increasingly sought more timely information.
The newly introduced Listed Shares Flash Data and Listed Shares Corporate Action Factors provide the latest figures on a daily basis, eliminating the need to wait for the monthly publication that provides the reasons behind day to day changes. This enables users to monitor changes in listed shares more efficiently and respond swiftly to market developments.
Key Use Cases
- Provisional confirmation of required information for large shareholding reports and short‑selling balance reports
- More timely estimation of market indicators such as PBR
- Enhanced investment decision‑making and risk management through daily monitoring of share counts
Dataset Overview
Listed Shares Flash Data
Provides the daily number of listed shares for all TSE‑listed companies, reflecting corporate actions such as capital increases, stock splits, and warrant exercises.
Three types of share counts are included:
- Shares issued
- Shares listed
- Shares used for index calculation
Although these values ultimately align, the timing of changes may differ depending on the type of corporate action.
Listed Shares Corporate Action Factors
Provides the day‑to‑day differences in the number of shares and the reasons behind such changes for all TSE‑listed companies.
For detailed data specifications, please visit:
J‑Quants Pro Documentation: https://jpx.gitbook.io/j-quants-pro/
Available Datasets and Coverage Periods
J-Quants Pro allows users to select the specific datasets via a convenient monthly subscription.
Dataset |
Data Period |
Listed Issue Information |
May 7, 2008~ |
Trading by Type of Investors |
January 16, 2008~ |
Detail Breakdown Trading Data |
January 4, 2010~ |
Margin Trading Outstanding (Issues Subject to Daily Publication) |
May 8, 2008~ |
Margin Trading Outstanding (Weekly) |
February 10, 2012~ |
Financial Summary / Statements (BS/PL/CF) |
Financial Summary Data: July 7, 2008~ Financial Statement Data (BS/PL/CF): January 13, 2009~ |
Derivatives Trading Volume and Open Interest by Trading Participant / Open Interest by Issue |
Derivatives Trading Volume by Participant: March 24, 2014~ Open Interest by Trading Participant: December 2, 2016~ Open Interest by Issue: June 14, 2021~ |
Earnings Announcement Dates & Times |
Sept. 2014~ |
ToSTNeT Super Large Lot |
February 15, 2008~ |
Stock Prices (OHLC) |
May 7, 2008~ |
Outstanding Short Selling Positions Reported |
November 7, 2013~ |
Off-Auction Distribution |
January 2008 ~ |
Off-Auction Share Buyback (ToSTNeT-3) |
January 2008 ~ |
Corporate Action Information |
Dividends: February 20, 2013~ Other Data: May 8, 2015~ |
Share Buyback Information (TDnet/EDINET) |
TDnet: 2012~ EDINET: 2019~ This dataset includes Off-Auction Share Buyback (ToSTNeT-3) data. |
Listed Shares Flash Data |
May 8, 2008~ |
Listed Shares Corporate Action Factors |
May 8, 2008~ |
Pricing and External Distribution
For details on pricing and usage plans, please refer to the schedule below.
Pricing Schedule:
https://pro.jpx-jquants.com/pdfs/appendix-1-2-pricing-and-usage-table-en.pdf
Apply for J‑Quants Pro
If you are interested in accessing these new datasets or any of J‑Quants Pro’s other comprehensive market data offerings, please apply through the contact form on the website. Data specifications and sample data are also available.
J‑Quants Pro Website: https://pro.jpx-jquants.com
Note: J‑Quants Pro is intended for corporate users only. Individual users can find relevant services at the link below:
J‑Quants API (for individual users): https://jpx-jquants.com/en
Contacts
Frontier Development Department
JPX Market Innovation & Research, Inc.
TEL: +81-3-3666-1361 (Operator)
E-mail: jquants-pro@jpx.co.jp
