JNX Data File Formats
Version 1.5
Updated 26 December 2023

JNX Data File Formats

2023-12-26

Table of Contents
1.

Introduction .................................................................................................................................. 3

2.

Overview ...................................................................................................................................... 33.

Stock Master Data File ................................................................................................................. 3

4.

5.

6.

3.1

Header ................................................................................................................................... 3

3.2

Data line ................................................................................................................................ 3

3.3

Trailer line ............................................................................................................................. 4

Base Price Data File ..................................................................................................................... 4
4.1

Header ................................................................................................................................... 4

4.2

Data line ................................................................................................................................ 4

4.3

Trailer line ............................................................................................................................. 5

EOD Data File .............................................................................................................................. 5
5.1

Header ................................................................................................................................... 5

5.2

Data line ................................................................................................................................ 5

5.3

Trailer line ............................................................................................................................. 6

Instrument Ranking Data Files ..................................................................................................... 6
6.1

7.

U-market Stock & Price Data File ................................................................................................ 7
7.1

8.

9.

Data Line ............................................................................................................................... 6
Data Line ............................................................................................................................... 7

Master File .................................................................................................................................... 8
8.1

Trade Date ............................................................................................................................. 8

8.2

Price Tick Size ....................................................................................................................... 88.3

Orderbook Directory ............................................................................................................. 8

Tick Data File ............................................................................................................................... 9

Revision History ................................................................................................................................ 112

JNX Data File Formats

1.

2023-12-26

Introduction

This document explains the data format of various files provided by Japannext over SFTP service. For
further information and inquiries please contact Japannext PTS Technical Support via email to:
ito@japannext.co.jp.

2.

Overview

Files are provided in a CSV format, delimited by semicolon (;) or comma (,).

3.

Stock Master Data File

Japannext Stock Master Data File will be available for each trading session. The filename isJNX_ST_MASTER_YYYYMMDD.csv, where YYYYMMDD is the day when this file was generated.
Please note that semicolon (;) is used as a field delimiter for each line.
The file is composed of a single header line, followed by 0 or more data lines, and ends with a single trailerline. The fields in each line are described in the following sections.

3.1 Header
NameTypeLength

Comments

Data Type FlagString

1

Value is H = Header.

File Creation Date

String8

YYYYMMDD format.

File Creation TimeString

6In HHMMSS format.

3.2 Data line
Name

TypeLengthComments

Data Type Flag

String1

Value is D = Data.

Stock CodeString

4

Quick code.

ISIN CodeString

12

An International Securities Identification Number (ISIN) is a 12-digit
Alphanumeric code that uniquely identifies a specific security.

Stock Short Name

String24

Stock Short Name.

Stock Short Name

String24

Stock Short Name.

Primary Exchange

String

10 = Tokyo Stock Exchange
2 = Nagoya Stock Exchange
6 = Fukuoka Stock Exchange
8 = Sapporo Securities Exchange

Negotiable Margin
Issue Flag

String1

Negotiable Margin Issue.

Trade Suspension
Flag

String1Indicate if a stock is suspended for a day by Japannext.

Standardized Margin
Issue Flag

String1

Standardized Margin Issue.

3

JNX Data File Formats
Length2023-12-26

Name

Type

Comments

Margin Restriction
Flag

String1Values:
1 = Japannext Increased Collateral Issue
2 = Japannext Daily Publicized Stock
3 = (Not In Use)
4 = (Not In Use)
5 = TSE Restricted Issue
6 = Japannext Restricted Issue

Loan Stock Flag

String1Values:
1 = Japannext Loan Transaction Issue
2 = Japannext Money Loan transaction Issue (buy side of margin transaction)

Loan Restriction Flag String

1Values:
1 = Japannext Restricted Stock Loan Application issue
2 = Japannext Precaution Notice Stock Loan issue

Delisting Flag

String

8Specifies delisting date of Primary Exchange.
In YYYYMMDD format.

Lot Size

String8

Trading Lot Size.

3.3 Trailer line
Name

Type

Data Type Flag

String1Value is T = Trailer.

Data Count

String

9Row count excluding header and trailer.

4.

LengthComments

Base Price Data File

Japannext Base Price Data File will be available for each trading session. Filename isJNX_B_PRICE_YYYYMMDD.csv, where YYYYMMDD is the day when this file was generated. Please
note that semicolon (;) is used as a field delimiter.
The file is composed of a single header line, followed by 0 or more data lines, and ends with a single trailerline. The fields in each line are described in the following sections.

4.1 Header
Name

TypeLength

Comments

Data Type FlagString

1

Value is H = Header.

File Creation DateString

8In YYYYMMDD format.

File Creation TimeString

6

In HHMMSS format.

4.2 Data line
Name

TypeLength

Comments

Data Type Flag

String1

Value is D = Data.

Stock CodeString

4

Quick code.

4

JNX Data File Formats
Name

Type

Length2023-12-26

Comments

Stock Short Name

String24

Stock Short Name.

Stock Short Name

String24

Stock Short Name.

Base Price

String12

Base Price at Japannext.

Primary Exchange
Reference Price

String12

Base Price at Primary Exchange.

4.3 Trailer line
Name

Type

Data Type Flag

String1

Value is T = Trailer.

Data CountString

9

Row count excluding header and trailer.

5.

LengthComments

EOD Data FileJapannext EOD Data File (Reconciliation File) will be available after each trading session. Filename isJNX_EOD_YYYYMMDD.csv, where YYYYMMDD is the day when this file was generated. Please notethat semicolon (;) is used as a field delimiter.
The file is composed of a single header line, followed by 0 or more data lines, and ends with a single trailerline. The fields in each line are described in the following sections.

5.1 Header
NameTypeLengthCommentsData Type FlagString

1Value is H = Header.

File Creation DateString8YYYYMMDD format.

File Creation Time

String

6In HHMMSS format.

5.2 Data line
Name

TypeLength

Comments

Data Type Flag

String1

Value is D = Data.

Trade Date

String

8

In YYYYMMDD format.

Board Name

String4

Values:DAY = J-market
DAYX = X-market
DAYU = U-market
NGHT = Nighttime market

Institution CodeString

8

Institution Code provided by JASDEC.
Value = 000 + Institution CodeSession ID

String20

Trading session ID given by Japannext.

Sub ID

String10

SenderSubID

5JNX Data File Formats
NameTypeLength2023-12-26

Comments

Trade No

String8

Trade Number.

Match Number

String30

Match Number (YYYYMMDD-XXXXXXXXXX format)

Order No

String8Order Number.

Order No Suffix

String6Order Number Suffix.

Stock CodeString

4Quick code.

Side Flag

String1Values:
1 = Buy
2 = Sell
5 = Short sell
6 = Short sell exempt

Price

String

10

Executed Price

Quantity

String

9

Executed Quantity

Account Type ID

String1Values:
A = Agency
P = Principal

Client Order ID

String40

Unique identifier for the order as assigned by the institution

Execution Time

String18

In YYYY-MM-DD HH:MM:SS format.

Liquidity Flag

String1Values:
M = Maker
T = Taker

5.3 Trailer line
NameType

Data Type Flag

String1

Value is T = Trailer.

Data CountString

9Row count excluding header and trailer.

6.

LengthComments

Instrument Ranking Data Files

Japannext Instrument Data Ranking Data Files will be available after each trading session. Monthly
Instrument Ranking Data File is available at the beginning of each month. Filenames are JNX-PTSInstrumentRank-YYYYMMDD.csv and JNX-PTS-InstrumentRank-byMonth-YYYYMMDD.csv, whereYYYYMMDD is the day when the file was generated. Each line uses comma (,) as the delimiter.
The file starts with a header row which lists the field names for each column.

6.1 Data Line
Note that the last two fields BBO Execution Ratio (inside) and Improvement Ratio (improve) are notavailable in monthly instrument ranking file.
Namelocal_code

TypeStringComments
Quick code.

6JNX Data File Formats
Name

Type

2023-12-26

Comments

name_en

StringStock Short Name.

open_prc

StringOpen price.

high_prc

StringHigh price.

low_prc

StringLowest price.

close_prc

StringClose price.

cnt_ord_buy

StringTotal number of buy orders.

cnt_ord_sell

StringTotal number of sell orders.

cnt_ordStringTotal number of orders.

cnt_exec

StringTotal number of trades.

acvol

StringAccumulated volume.

turnover

StringTurnover.

acvol_exch

StringPrimary Exchange Volume.

turnover_exch

StringPrimary Exchange Turnover.

ratio_acvol

StringJapannext Volume / Primary Exchange Volume * 100.

ratio_turnover

StringJapannext Turnover / Primary Exchange Turnover * 100.

insideStringRatio of executions within Primary Exchange Best Bid and Best Ask spread.

improve

StringRatio of executions in basis points.

U-market Stock & Price Data File

7.

Japannext U-market Stock & Price Data File will be available before each trading session. Filename isDAYU_ST_MASTER_YYYYMMDD, where YYYYMMDD is the day when the file was generated.
Each line uses comma (,) as the delimiter.
The file starts with a header row which lists the field names for each column.

7.1 Data LineName
SYMBOL

TypeLength

Comments

String4

Quick code.

EXCHANGE_CODE String

1

Primary exchange code
T = Tokyo Stock Exchange.

ISINString

12

An International Securities Identification Number (ISIN) is a 12-digitAlphanumeric code that uniquely identifies a specific security.

FULLNAME_EN

String72

Stock Full Name.

NAMEString

26

Stock Short Name.

NO_OF_SHARESString18

Number of shares.

TRADING_UNIT

String8

Trading unit.

7JNX Data File Formats
Name

Type

BASE_PRICE

String21

Base price.

LOWER_LIMIT

String

21Lower price limit.

UPPER_LIMIT

String21

Upper price limit.

8.

Length2023-12-26

Comments

Master File

Master File will be available before each trading session. It is in JSON format, with a filename
JNX_MASTER_YYYYMMDD.json, where YYYYMMDD is the day when the file was generated.
It consists of three types of messages: TradeDate, TickSize and Orderbook.
TradeDate will always be a single message, specifying the trade date for all data in the file. Ticksize
messages define price tick size tables the same way JNX ITCH feed does. Orderbook messages provide
information about tradable instruments.

8.1 Trade Date
Name

Type

Comments

MessageType

StringValue is TradeDate = Trade date message.

TradeDate

StringYYYYMMDD format.

8.2 Price Tick Size
Name

Type

Comments

MessageType

StringValue is TickSize = Price Tick Size Message.

PriceTickSizeTableId

Integer

Price tick size table identifier.

PriceTickSize

Integer

Price tick size.

PriceStartInteger

Start of price range for this price tick size. Please note PriceDecimals’ value is 1.

8.3 Orderbook Directory
NameType

Comments

MessageType

StringValue is Orderbook = Orderbook Directory Message.

OrderbookId

StringQuick code.

OrderbookCode

String

An International Securities Identification Number (ISIN) is a 12-digit
Alphanumeric code that uniquely identifies a specific security.

GroupString

Orderbook group identifier.
Values:DAY = Daytime market
NGHT = Nighttime market
DAYX = X-Market
DAYU = U-Market

RoundLotSizeInteger

Number of shares that represent a round lot.

PriceTickSizeTableIdInteger

Price tick size table identifier.

8JNX Data File Formats
Name

Type

2023-12-26

Comments

PriceDecimals

IntegerNumber of decimal places in price fields.
Value is 1.

StockShortName

StringStock Short Name.

PrimaryExchange

String

T = Tokyo Stock Exchange.

NegotiableMarginIssueFlag

StringNegotiable Margin Issue.

TradeSuspensionFlag

StringIndicate if a stock is suspended for a day by Japannext.

StandardizedMarginIssueFlagString

Standardized Margin Issue.

MarginRestrictionFlag

StringValues:
1 = Japannext Increased Collateral Issue
2 = Japannext Daily Publicized Stock
3 = (Not In Use)
4 = (Not In Use)
5 = TSE Restricted Issue
6 = Japannext Restricted Issue

LoanStockFlag

StringValues:
1 = Japannext Loan Transaction Issue
2 = Japannext Money Loan transaction Issue (buy side of margin transaction)

LoanRestrictionFlag

StringValues:1 = Japannext Restricted Stock Loan Application issue
2 = Japannext Precaution Notice Stock Loan issue

DelistingFlag

StringSpecifies delisting date of Primary Exchange.
In YYYYMMDD format.

OutstandingShares

String

The number of a company's shares that are available for trading.

BasePrice

Integer

Base Price at Japannext. Please note PriceDecimals’ value is 1

MaxPriceLimit

IntegerUpper price limit.

MinPriceLimit

Integer

Lower price limit.

NOTE: IPOs might have a different BasePrice when there is a discrepancy since the file is created
before it could be manually corrected.

9.

Tick Data File

The Tick Data file provides 5 best limits and trades for all tradable instruments at Japannext. Every
Tick Data file CSV is compressed, with a filename YYYYMMDD_BOARD_TICKDATA.csv.bz2,
where YYYYMMDD is the day when the file was generated and the BOARD represents orderbook
group identifier (DAY, DAYX, NGHT, etc.).
Name

Description

EntryTime

Message time stamp (YYYY-MM-DD HH:MM:SS.MMM)

SecurityCode

Quick symbol code

MessageType

0 for a trade and 1..5 for the best limit 1..5

BidPrice

0 when MessageType is equal to 09

JNX Data File Formats
Name2023-12-26

Description

BidQuantity

0 when MessageType is equal to 0

OfferPrice0 when MessageType is equal to 0

OfferQuantity

0 when MessageType is equal to 0

TradePrice0 when OfferQuantity is equal to 0 and MessageType higher than 0

TradeQuantity

0 when OfferQuantity is equal to 0 and MessageType higher than 0

NOTE: If the bid or offer quantity/price is 0, it means that there is no bid/offer at this limit; ultimately, if thishappens for the limit 1, it means that the order book is empty.

10

JNX Data File Formats

Revision History
DateVersion

Comments

2021-10-27

1.0

Initial version

2022-05-20

1.1

Updated `U-market Stock & Price Data File` nameRemoved the details of the decommissioned `Stock Group Data File`
Minor grammar corrections

2023-04-03

1.2

Added Master JSON File.

2023-07-19

1.3

Trade Date message added to Master File
MessageType for Price Tick Size message changed from Ticksize to TickSize.
Unified Alpha and Char types into String type for all files.
NegotiableMarginIssueFlag type changed from integer to String in Orderbook Directorymessage of Master File.
Fixed value for PrimaryExchange in Master File.
Removed length column in Instrument Ranking Data Files.
Added missing comments for Data Lines columns in CSV files.
Fixed comment in Base Price file for Primary Exchange Reference Price column.

2023-09-26

1.4

Added note that BasePrice might be different for IPOs
Added Tickdata File2023-12-26

1.5

Added Sapporo, Nagoya, and Fukuoka Exchanges to the Primary Exchange Data line in
Stock Master Data File112023-12-26