Breakdown Trading Data　(/markets/breakdown)

You can get the detail breakdown of trading data

Overview

Detail Breakdown Trading Data is extracted from daily trading values and volumes (only regular trading sessions on the TSE market) per TSE-listed issue based on flags for margin transactions and short selling that are attached to orders at the time of placement.

Attention

• Even in the event of a corporate action for the issue, items of volume will not be retrospectively adjusted.

• The data for Oct, 1st 2020 does not exist because trading was halted all day due to the failure of the equity trading system.

Parameter and Response

In your request message, either "code" or "date" must be specified. Combination of parameter in the request and results are as below.

code	date	from /to	Result
			All historical data of a specific issue.
			Data of a specific issue for the specified period.
			All listed issue data for the specific date.

Get daily trading values and volumes.

GET https://api.jquants.com/v1/markets/breakdown

Either "code" or "date" must be specified.

"*" Required.

Query Parameters

Name	Type	Description
code	String	issue code (e.g. 27890 or 2789) If a 4-character issue code is specified, only the data of common stock will be obtained for the issue on which both common and preferred stocks are listed.
from	String	starting point of data period （e.g. 20210901 or 2021-09-01）
to	String	end point of data period （e.g. 20210907 or 2021-09-07）
date	String	date of data （e.g. 20210907 or 2021-09-07）
pagination_key	String	The primary key of the first item that this operation will evaluate. Use the value that was returned for pagination_key in the previous operation.

Headers

Name	Type	Description
Authorization*	String	Access key

200: OK

{
    "breakdown": [
        {
            "Date": "2015-04-01", 
            "Code": "13010", 
            "LongSellValue": 115164000.0,
            "ShortSellWithoutMarginValue": 93561000.0, 
            "MarginSellNewValue": 6412000.0, 
            "MarginSellCloseValue": 23009000.0, 
            "LongBuyValue": 185114000.0, 
            "MarginBuyNewValue": 35568000.0, 
            "MarginBuyCloseValue": 17464000.0, 
            "LongSellVolume": 415000.0, 
            "ShortSellWithoutMarginVolume": 337000.0, 
            "MarginSellNewVolume": 23000.0, 
            "MarginSellCloseVolume": 83000.0, 
            "LongBuyVolume": 667000.0, 
            "MarginBuyNewVolume": 128000.0, 
            "MarginBuyCloseVolume": 63000.0
        }
    ],
    "pagination_key": "value1.value2."
}

400: Bad Request

{
    "message": "<Error Message>"
}

401: Unauthorized

{
    "message": "The incoming token is invalid or expired."
}

403: Forbidden

{
    "message": "Missing Authentication Token. The method or resources may not be supported."
}

500: Internal Server Error

{
    "message": "Unexpected error. Please try again later."
}

413: Payload Too Large

{
    "message": "Response data is too large. Specify parameters to reduce the acquired data range."
}

Data Item

Variable	Description	Data type	Remark
Date	Trade date	String	YYYY-MM-DD
Code	Issue code	String
LongSellValue	Long selling trading value	Number	Breakdown of sell trading value
ShortSellWithoutMarginValue	Trading value of short selling (excluding new margin sell)	Number	same as above
MarginSellNewValue	Trading value of new margin selling (sell orders that create new margin sell positions)	Number	same as above
MarginSellCloseValue	Trading value of closing margin selling (sell orders that close existing margin buy positions)	Number	same as above
LongBuyValue	Long buying Trading value	Number	Breakdown of buy trading value
MarginBuyNewValue	Trading value of new margin buying (buy orders that create new margin buy positions)	Number	same as above
MarginBuyCloseValue	Closing margin buying (buy orders that close existing margin sell positions)	Number	same as above
LongSellVolume	Long selling Trading volume	Number	Breakdown of sell trading volume
ShortSellWithoutMarginVolume	Trading volume of short selling (excluding new margin selling)	Number	same as above
MarginSellNewVolume	Trading volume of new margin selling (sell orders that create new margin sell positions)	Number	same as above
MarginSellCloseVolume	Closing margin selling (sell orders that close existing margin buy positions) Trading volume	Number	same as above
LongBuyVolume	Long buying Trading volume	Number	Breakdown of sell trading volume
MarginBuyNewVolume	Trading volume of new margin buying (buy orders that create new margin buy positions)	Number	same as above
MarginBuyCloseVolume	Trading volume of closing margin buying (buy orders that close existing margin sell positions)	Number	same as above

Sample Code

Curl

idToken=<YOUR idToken> && curl https://api.jquants.com/v1/markets/breakdown?code=86970&date=20230324 -H "Authorization: Bearer $idToken" 

Python

import requests
import json

idToken = "YOUR idToken"
headers = {'Authorization': 'Bearer {}'.format(idToken)}
r = requests.get("https://api.jquants.com/v1/markets/breakdown?code=86970&date=20230324", headers=headers)
r.json()