Market Data Provision Service
Provision of Market Data for a Fee
OSE presently provides Real-Time Market Data concerning OSE market prices such as four-price or trading volume of listed issues, for a fee for internal usage and external distribution.
There are two ways that you can receive OSE Market Data. You can either receive the information directly from OSE in accordance with the specifications and instructions by OSE, or you can obtain the data from an authorized information vendor etc. Either way, every OSE Market Data subscriber is required to make "Information Provision Agreement" with OSE.
Usage of OSE Market Data for operating a domestic and/or a foreign financial instruments exchange shall require prior approval from OSE.
Contents of Data Provided
Market information: Cash
| Item | Content of Information | |
|---|---|---|
|
1st & 2nd Section etc. Auction Trading Information |
Basic issue info (codes, names, etc.), Four prices (current, open, high and low: whole-day/ session), Trading volumes, Trading values, VWAP, Number of executions, Closing price, Best quote, Multiple quotes, Short sale condition, Adjusted quote, Regulatory info, Home market price (foreign stocks, etc.), Base price, Price limits, etc. | |
|
JASDAQ Auction Trading Information |
Basic issue info (codes, names, etc.), Four prices (current, open, high and low: whole-day/ session), Trading volumes, Trading values, VWAP, Number of executions, Closing price, Best quote, Multiple quotes, Short sale condition, Adjusted quote, Regulatory info, Base price, Price limits, etc. | |
| Index Data(*1) | 1st & 2nd Section etc.(*2) | OSE 300, OSE 300 (Manufacturing), OSE 300 (Non-manufacturing), OSE 250, OSE 40, Nikkei 225, Nikkei 300, Nikkei JASDAQ Index, Russell/Nomura Prime, Russell/Nomura Small Cap Core Index |
| JASDAQ | JASDAQ INDEX, JASDAQ INDEX (Standard/Growth), J-Stock Index, JASDAQ-TOP20 | |
|
Statistical Data (1st & 2nd Section etc., JASDAQ)(*1) |
Statistical data (trading volumes, trading values, number of issues with price change and market capitalization by market/ product), Ranking data (trading volumes, trading values, number of executions, price changes and volatility) | |
|
J-NET Trading Information (1st & 2nd Section etc., JASDAQ)(*1) |
J-NET trading data, order volumes for non-auction distribution, etc. | |
| Tick data | Tick data for auction trading (once per day for each of 1st & 2nd Section etc. and JASDAQ (after the close of the afternoon session)) | |
-
(*1) Index Data, Statistical Data and J-NET Trading Information are disseminated with 1st & 2nd Section etc. and JASDAQ combined, but the use of information without corresponding contracts is prohibited.
- (*2) The use of the Nikkei 225, Nikkei 300, Nikei JASDAQ Average Information, Russell/Nomura Prime and/or Russell/Nomura Small Cap Core Index for any purpose other than as an internal reference for futures and/or options trading on these indices requires the execution of a separate license agreement with each index provider.
Market information: Derivatives
| Item | Content of Information | |
|---|---|---|
|
Futures & Options Information(*3) |
Auction Trading Information |
Basic issue info (CLICK codes, names, etc.), Four prices (current, open, high and low: whole-day/ session(*7)), Trading volumes, Trading values(*6), VWAP(*7), Number of executions, Best quote, Multiple quotes, Regulatory info, Base price, Price limits, Settlement Price etc. |
| Index Data(*5) | Nikkei 225, Nikkei Stock Average Volatility Index (Nikkei 225 VI), Nikkei 300, Russell/Nomura Prime | |
| Statistical Data(*6) | Statistical data (trading volumes by market/ product), Ranking data | |
|
J-NET Trading Information |
J-NET trading data, etc. | |
|
Futures & Options Full Order Information(*4) |
Full Order Information (Order Depth) | |
- (*3) To receive Futures & Options Information directly connected with the Derivatives System, "Market Data User ID" is necessary. By receiving the information indirectly from the Derivatives System by using OSE Information Service Provider, Auction Trading Information of Futures or that of Options can be selected and used separately.
- (*4) To use Futures & Options Full Order Information, contract for Futures & Options Information is necessary (using Futures & Options Full Order Information only is not available). To receive Futures & Options Full Order Information directly connected with the Derivatives System, "High Frequent Market Data User ID" is necessary. By receiving the information indirectly from the Derivatives System by using OSE Information Service Provider, Full Order Information of Futures or that of Options can be selected and used separately.
- (*5) The use of the Nikkei 225, Nikkei 225 VI, Nikkei 300, and/or Russell/Nomura Prime for any purpose other than as an internal reference for futures and/or options trading on these indices requires the execution of a separate license agreement with each index provider.
- (*6) Provided once per trading day.
- (*7) Provided per each session.
Market Information: OSE-FX
| Item | Contents of Information included |
|---|---|
|
Auction Trading Information: OSE-FX | Basic issue info (codes, names, etc.), Four prices (current, open, high and low: whole-day/ session), Trading volumes, Trading values, Number of executions, Closing price, Best quote, Multiple quotes, Regulatory info, Settlement Price, Open interests, Market makers' best quote, Swap Point, etc. |
To subscribe to OSE Market Data
To subscribe to OSE Market Data, the Information Provision Agreement must be made with OSE in advance and the installation of the line system must be configured in order to connect to OSE system, submitting an application form for market data system usage.
Contractual procedure (It might take approx. one month.)
Application forms, system configuration and schematic diagram of network together with company description, annual report, and certified copy of company registration needs to be submitted to Information Services at OSE.
Technical procedure to configure the system (It might take approx. three months.)
If a subscriber would be to receive OSE Market Data directly from OSE, this process is required: Required application forms must be submitted to IT Operations Division at OSE and system environment must be set before the subscriber starts receiving data. For a subscriber obtaining the data indirectly from an authorized information vendor etc., it's not necessary.
OSE Market Data Usage Fee
Market information fees vary, depending on user's attributes, the type of lines and the data in use. They are composed of Basic Fee and Re-Distribution fee to distribute the OSE market information to the third party etc.
- (*) For more detailed information and information concerning market data of OSE-FX, please contact us via E-mail or telephone.
Inquiry / Contact
Information Services, Osaka Securities Exchange
TEL: +81-3-3669-1505 / FAX: +81-3-3669-1506
E-mail: md@ose.or.jp
