この仕様書について
1
1.1
はじめに
本書はオルタナティブデータ提供サービスのデータセットの一つである“J-GATEドロップコピーデータ”の仕様書であり、主として当該データサービスの利用者がデータセットを扱う上で必要となる情報をまとめた資料である。本書は再配布禁止である。
2
サービス内容
データ概要
2.1
J-GATEドロップコピーデータは、J-GATEでOMnetAPIを介して配信される注文・約定関連のブロードキャストおよびクエリの情報を記録したJSON LINESファイルである。本データの利用は管理サブ参加者コードを保有している取引参加者に限り、大阪取引所（以下、OSE）は当該サブ参加者のドロップコピーを代理で取得して各 API メッセージのファイルを作成し、JPX総研がデータ利用者に提供する。ドロップコピー受信のために利用するOMnetAPIユーザはOSEが必要に応じて登録し、本データ作成の用途に限ってOSE内部でのみ利用される。また、このとき登録されるOMnetAPIユーザに関しては、ユーザ利用料金は発生しない。瞬間的な取引の急増やネットワークトラフィックのスパイクなどによりボーリングが間に合わず、一部のブロードキャストメッセージが欠落した場合は、適切なクエリを用いて欠落した分のデータを再取得し、同じくJSON LINESファイル形式で保存する。 J-GATEのオンライン開始から終了までの取引をAPIメッセージ種別毎に1つのファイルに収録する。
2.2
対象APIメッセージ種別

上述したプロードキャストメッセージの欠落が発生した場合は、それぞれ以下のクエリを用いて欠落した情報を再取得する

3

ファイル仕様
3.1

ファイル名を構成する各要素は、以下の通りとする。 <user_id>: ドロップコピーの取得に用いられた管理ユーザのID（管理ユーザはOSEで必要に応じて追加し、本データの作成の用途に限って利用される） <sub_participant_id> BO5/BO93/MA507/MA93の場合:  BO5およびBO93の配信宛先のサブ参加者ID BD6/CA10の場合:  BD6を受信したサブ参加者 ID <partition>:取引銘柄のパーティション番号. <country_c>: series構造体に含まれるcountry_cの値<market_c>: series構造体に含まれるmarket _cの値<instrument_group_c>:  series構造体に含まれるinstrument_group _cの値
JSONデータ構造
3.2

一度のポーリングあるいはクエリで取得されるメッセージに含まれる各種構造体（Named Struct）の情報を、JSON形式で1行ごとに記録する。 APIレスポンスの実データ部は“data”フィールドに設定される。基本的に１つの注文または約定の情報を含んだobject型としてJSONフィールドに設定されるが、MA507やCA10などのクエリアンサーでは、一度に複数の注文･約定のデータが格納されるため、その場合はarray型として扱う。 BO93/MA93はext_mass_quote_update_t/answer_ext_mass_quote_update_tのフィールドがそのまま出力されるが、BO5/BD6/MA507/CA10に関してはVIMであるため、含まれる構造体が都度変わり得る。構造体の型とJSONの型のマッピングは以下の通りである。
なお、stringのフィールドに非 ASCII のデータが含まれている場合はユニコードエスケーブ形式で出力する。Unicode 以外の文字コードに相当する値が設定されていた場合は、一律で”¥ufffd”として出力する。
3.3
データフォーマット例
3.3.1
BO5
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3.3.2
BO93
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3.3.3
BD6
{"timestamp":1684717242,"nanoseconds":56546021,"is_queried":false,"name":"BD6","data":{"cl_trade_base_api":{"trading_code":{"country_i d_s":"JE","ex_customer_s":"DK000","user_id_s":"TCS04"},"series":{"country_c":96,"market_c":10,"instrument_group_c":21,"modifier_c":0,"com modity_n":100,"expiration_date_n":17609,"strike_price_i":14000},"give_up_member":{"country_id_s":"¥u0000¥u0000","ex_customer_s":"¥u00 00¥″0000¥″0000¥″u0000¥″0000″″filler_1_s″:″¥u0000″},″order_number_u″:″6B1C4EC1:00077EAA″,″sequence_number_i″:1,″trade_number_i″:87 02,"deal_price_i":11720000,"trade_quantity_i":1,"account":{"country_id_s":"JE","ex_customer_s":"DK000","account_id_s":"¥u0000¥u00 00¥n0000¥n0000¥n0000¥n0000¥n0000¥n0000¥n0000¥n0000¥n0000¥n0000¥n0000¥n0000","filler_1_s":"¥u0000"},"customer_info_s":" ¥п0000¥п0000¥п0000¥п0000¥п0000¥п0000¥п0000¥п0000¥п0000¥п0000¥п0000¥п0000¥п0000¥п0000","bought_or_sold_c":1,"deal_so urce_c":1,"open_close_req_c":0,"trade_type_c":1,"le_state_c":4,"user_code":{"country_id_s":"JE","ex_customer_s":"DK000","user_id_s":"TCS04 "},"created_date_s":"20230522","created_time_s":"010042","asof_date_s":"20230522","asof_time_s":"010042","modified_date_s":"20230522"," modified_time_s":"010042","trade_state_c":1,"attention_c":0,"deal_number_i":4351,"global_deal_no_u":0,"orig_trade_number_i":0,"orig_series" :{"country_c":0,"market_c":0,"instrument_group_c":0,"modifier_c":0,"commodity_n":0,"expiration_date_n":0,"strike_price_i":0},"exchange_info _s":"9 ¥п 000¥n0000¥n0000¥n0000¥n0000¥n0000¥n0000¥n0000¥n0000¥n0000","big_attention_u":0,"clearing_date_s":"20230522","execution_ti mestamp":{"tv_sec":1684717242,"tv_nsec":47133027},"trade_venue_c":1,"instance_c":0,"exch_order_type_n":0,"party":{"country_id_s":"¥u00 00¥u0000","ex_customer_s":"¥u000¥u0000¥u0000¥u0000¥u0000","filler_1_s":"¥u0000"},"trade_rep_code_n":0,"state_number_n":39,"match_i d":{"execution_event_nbr_u":"011233C1:0000001","match_group_nbr_u":0,"match_item_nbr_u":0}}}}
3.3.4
MA507
{"timestamp":1684728337,"nanoseconds":99326328,"is_queried":true,"name":"MA507","data":[{"segment_instance_number":{"segment_nu mber_n":0,"instance_c":1,"filler_1_s":"¥u0000","sequence_number_u":1,"trading_code":{"country_id_s":"JE","ex_customer_s":"DK000","user_id _s":"TCS04"}},"hv_order_trans":{"transaction_type":{"central_module_c":"M","server_type_c":"O","transaction_number_n":31},"series":{"countr y_c":96,"market_c":10,"instrument_group_c":21,"modifier_c":0,"commodity_n":100,"expiration_date_n":17609,"strike_price_i":14000},"order_v ar":{"mp_quantity_i":1,"premium_i":11720000,"block_n":1,"time_validity_n":256,"exch_order_type_n":0,"ex_client_s":"¥u0000¥u0000¥u0000 ¥п0000¥п0000¥п0000¥п0000¥п0000¥п0000¥п0000¥п0000¥п0000¥п0000¥п0000¥п0000","customer_info_s":"¥u0000¥п0000¥п0000¥п0 000¥п0000¥п0000¥п0000¥п0000¥п0000¥п0000¥п0000¥п0000¥п0000¥п0000¥п0000","open_close_req_c":0,"bid_or_ask_c":1,"ext_t_state_c":0 ,"order_type_c":1,"stop_condition_c":0},"give_up_member":{"country_id_s":"¥u0000¥u0000","ex_customer_s":"¥u0000¥u0000¥u0000¥ u000","filler_1_s":"¥u0000"},"exchange_info_s":"9 ¥п 000¥n0000¥n0000¥n0000¥n0000¥n0000¥n0000¥n0000¥n0000¥n0000","total_volume_i":0},"order_return_info":{"trans_ack_i":4,"order _number_u":"6B1C4EC1:00077EAA","originator_trading_code":{"country_id_s":"JE","ex_customer_s":"DK000","user_id_s":"TCS04"},"execution_t imestamp":{"tv_sec":1684717241,"tv_nsec":858854770}}},{"segment_instance_number":{"segment_number_n":0,"instance_c":1,"filler_1_s":" ¥u000","sequence_number_u":2,"trading_code":{"country_id_s":"JE","ex_customer_s":"DK000","user_id_s":"TCS04"}},"hv_order_trans":{"tran saction_type":{"central_module_c":"M","server_type_c":"O","transaction_number_n":31},"series":{"country_c":96,"market_c":10,"instrument_gr oup_c":21,"modifier_c":0,"commodity_n":100,"expiration_date_n":17609,"strike_price_i":14000},"order_var":{"mp_quantity_i":1,"premium_i":1 1720000,"block_n":1,"time_validity_n":256,"exch_order_type_n":0,"ex_client_s":"¥u0000¥ n000¥n0000¥n0000¥n0000¥n0000¥n0000¥n0000","customer_info_s":"¥u0000¥u0000¥n00 00¥"0000¥n0000¥n0000¥n0000¥n0000¥u0000","open_close_req_c":0,"bid_or_ask_c":1,"ext_t_state_c":0,"order_type_c":1,"stop_condition_c":0 },"give_up_member":{"country_id_s":"¥u0000¥u0000","ex_customer_s":"¥u0000¥u0000¥u0000¥u0000¥u0000","filler_1_s":"¥u0000"},"exchang e info s":"9 ¥п 000¥n0000¥n0000¥n0000¥n0000¥n0000¥n0000¥n0000¥n0000¥n0000","total_volume_i":0},"order_return_info":{"trans_ack_i":4,"order _number_u":"6B1C4EC1:00077EAB","originator_trading_code":{"country_id_s":"JE","ex_customer_s":"DK000","user_id_s":"TCS04"},"execution_t Confidential imestamp":{"tv_sec":1684717241,"tv_nsec":905867214}}}]}
3.3.5
MA93
{"timestamp":1684839846,"nanoseconds":40451273,"is_queried":true,"name":"MA93","data":{"transaction_type":{"central_module_c":"M","server_type_c":"A" ,"transaction_number_n":93},"items_n":17,"filler_2_s":"¥u000¥u0000","item":[{"ext_mass_quote_update":{"broadcast_type":{"central_module_c":"B","server _type_e":"O","transaction_number_n":93},"trading_code":{"country_id_s":"JE","ex_customer_s":"DK001","user_id_s":"1K131"},"execution_timestamp":{"tv_se c":1684814680,"tv_nsec":835312514},"order_number_u":"6B1DB9C1:0167E06E","sequence_number_u":1,"exchange_info_s":"0 &#000 u000¥ս0000¥ս0000¥ս0000¥ս0000¥ս0000¥ս0000¥ս0000¥ս0000¥ս0000","ex_client_s":"0ｽ"0000¥π0000¥π0000¥π0000¥π0000¥π0000¥π0000¥π0000¥π0000¥π0000¥π0000¥π0000","filler_2_s":"¥u0000¥u0000","items_n":1,"item ":[{"series":{"country_c":96,"market_c":10,"instrument_group_c":21,"modifier_c":0,"commodity_n":100,"expiration_date_n":17770,"strike_price_i":4000},"ord er_number_buy_u":"000000:000000","buy_price_i":30000,"buy_quantity_u":1,"order_number_sell_u":"0000000000","sell_price_i":0,"sell_quantit y_u":0}]},{"ext_mass_quote_update":{"broadcast_type":{"central_module_c":"B","server_type_c":"O","transaction_number_n":93},"trading_code":{"country_id _s":"JE","ex_customer_s":"DK001","user_id_s":"1K131"},"execution_timestamp":{"tv_sec":1684835425,"tv_sec":857133736},"order_number_u":"6B1DB9C1: 01691CD6","sequence_number_u":2,"exchange_info_s":"0 &#000 u000¥ս0000¥ս0000¥ս0000¥ս0000¥ս0000¥ս0000¥ս0000¥ս0000¥ս0000","ex_client_s":"0ｽ"0000¥π0000¥π0000¥π0000¥π0000¥π0000¥π0000¥π0000¥π0000¥π0000¥π0000¥π0000","filler_2_s":"¥u0000¥u0000","items_n":1,"item ":[{"series":{"country_c":96,"market_c":10,"instrument_group_c":21,"modifier_c":0,"commodity_n":100,"expiration_date_n":17770,"strike_price_i":4000},"ord er_number_buy_u":"000000:000000","buy_price_i":30000,"buy_quantity_u":1,"order_number_sell_u":"0000000000","sell_price_i":0,"sell_quantit y_u":0}]}}]}
3.3.6
CA10
{"timestamp":1684728336,"nanoseconds":81889873,"is_queried":true,"name":"CA10","data":{{"cl_trade_base_api":{"trading_code":{"country_id_s":"JE","ex_c ustomer_s":"DK000","user_id_s":"TCS04"},"series":{"country_c":96,"market_c":10,"instrument_group_c":21,"modifier_c":0,"commodity_n":100,"expiration_da te_n":17609,"strike_price_i":14000},"give_up_member":{"country_id_s":"¥u000¥u0000","ex_customer_s":"¥u000¥u0000¥u0000¥u0000","filler_l_s ":"¥u0000"},"order_number_u":"6B1C4EC1:00077EAA","sequence_number_i":1,"trade_number_i":8702,"deal_price_i":11720000,"trade_quantity_i":1,"accou nt":{"country_id_s":"JE","ex_customer_s":"DK000","account_id_s":"¥u000¥u0000¥u0000¥u0000 00糸π000糸π0000糸π0000糸π0000","filler_1_s":"¥u0000"},"customer_info_s":"¥u 000¥π0000¥π0000¥ս0000","bought_or_sold_c":1,"deal_source_c":1,"open_close_req_c":0,"trade_type_c":1,"le_state_c":4,"user_code":{"country_id_s": ",JE","ex_customer_s":"DK000","user_id_s":"TCS04"},"created_date_s":"20230522","created_time_s":"010042","asof_date_s":"20230522","asof_time_s":"01004 2","modified_date_s":"20230522","modified_time_s":"010042","trade_state_c":1,"attention_c":0,"deal_number_i":4351,"global_deal_no_u":0,"orig_trade_numb er_i":0,"orig_series":{"country_c":0,"market_c":0,"instrument_group_c":0,"modifier_c":0,"commodity_n":0,"expiration_date_n":0,"strike_price_i":0},"exchange _info_s":"9 &#000 π000¥π0000¥π0000¥π0000¥π0000¥π0000¥π0000¥π0000¥π0000¥π0000","big_attention_u":0,"clearing_date_s":"20230522","execution_timestamp":{"tv_s ec":1684717242,"tv_nsec":47133027},"trade_venue_c":1,"instance_c":0,"exch_order_type_n":0,"party":{"country_id_s":"¥u0000¥u0000","ex_customer_s":"¥u0 000糸ｧ0000糸ｧ0000糸ｧ0000","filler_1_s":"¥u0000"},"trade_rep_code_n":0,"state_number_n":39,"match_id":{"execution_event_nbr_u":"011233C1:0000 001","match_group_nbr_u":0,"match_item_nbr_u":0}}},{"cl_trade_base_ap:i":{"trading_code":{"country_id_s":"JE","ex_customer_s":"DK000","user_id_s":"TC S04"},"series":{"country_e":96,"market_e":10,"instrument_group_e":21,"modifier_e":0,"commodity_n":100,"expiration_date_n":17609,"strike_price_i":1400}," give_up_member":{"country_id_s":"¥u0000¥u0000","ex_customer_s":"¥u0000¥u0000¥u0000¥u0000","filler_1_s":"¥u0000"},"order_number_u":"6B1 C4EC1:00077EAF","sequence_number_i":2,"trade_number_i":8703,"deal_price_i":117200000,"trade_quantity_i":1,"account":{"country_id_s":"JE","ex_custom er_s":"DK000","account_id_s":"¥u0000¥π0000¥π0000¥π0000¥π0000¥π0000¥π0000¥π0000¥π0000¥π0000¥π0000¥π0000¥π0000¥π0000¥π0000¥π0000¥π0000¥π0000¥π0000¥π0000¥π0000¥π0000¥π0000," filler_l_s":"¥u000"},"customer_info_s":"¥u0000¥u0000¥u0000¥u0000¥u0000¥u0000¥u0000¥u0000 ","bought_or_sold_c":2,"deal_source_c":1,"open_close_req_c":0,"trade_type_c":1,"le_state_c":4,"user_code":{"country_id_s":"JE","ex_customer_s":"DK000","use r_id_s":"TCS04"},"created_date_s":"20230522","created_time_s":"010042","asof_date_s":"20230522","asof_time_s":"010042","modified_date_s":"20230522","m odified_time_s":"010042","trade_state_c":1,"attention_c":32,"deal_number_i":4351,"global_deal_no_u":0,"orig_trade_number_i":0,"orig_series":{"country_c":0, Confidential "market_c":0,"instrument_group_c":0,"modifier_c":0,"commodity_n":0,"expiration_date_n":0,"strike_price_i":0},"exchange_info_s":"9ﾈπ000ﾈπ000ﾈπ000ﾈπ000ﾈπ000ﾈπ0000¥π0000¥π0000¥π0000¥π0000¥π0000¥π0000¥π0000¥π0000","big_attention_u":32,"clearing_date_s":"20230522","execution_timestamp":{"tv_ sec":1684717242,"tv_nsec":47133027},"trade_venue_c":1,"instance_c":0,"exch_order_type_n":0,"party":{"country_id_s":"¥u0000¥u0000","ex_customer_s":"¥u 000关币000关币000关币0000","filler_1_s":"¥u0000"},"trade_rep_code_n":0,"state_number_n":39,"match_id":{"execution_event_nbr_u":"011233C1:000 0001","match_group_nbr_u":0,"match_item_nbr_u":0}}}]}