Short Sale Value and Ratio by Sector (/markets/short_selling)

Daily short sale ratios and trading value by industry (sector) is available.

Overview

You can obtain daily trading values related to short sale ratios by industry (sector). This data is also available via the following site. https://www.jpx.co.jp/english/markets/statistics-equities/short-selling/index.html The published values on the web page are rounded to million yen, but this API provides data in yen.

Attention

• If a date is specified for which no trading volume exists (no sale), the value will be empty.

• 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

When acquiring data, either "date" or "sector33code" must be specified. The combination of each parameter and the results of the response are as below.

Sector33Code	Date	From/To	Results
			short sale data of all sections for the specified day.
			short sale data of the specified section for all historical period.
			short sale data of the specified section for the specified period.
			short sale data of the specified section for the specified day.

Daily short sale ratios and trading value by industry (sector) is available.

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

When acquiring data, "date" or "sector33code" must be specified.

"*" Required.

Query Parameters

Name	Type	Description
sector33code	String	33-sector code （e.g. 0050 or 50）
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	*when "from" and "to" are not specified （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

{
    "short_selling": [
        {
            "Date": "2022-10-25",
            "Sector33Code": "0050",
            "SellingExcludingShortSellingTurnoverValue": 1333126400.0,
            "ShortSellingWithRestrictionsTurnoverValue": 787355200.0,
            "ShortSellingWithoutRestrictionsTurnoverValue": 149084300.0
        }
    ],
    "pagination_key": "value1.value2."
}

400: Bad Request

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

401: Unauthorized

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

403: Forbidden

{
　　　　"message": "<Error Message>"
}

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	Date	String	YYYY-MM-DD
Sector33Code	33-sector code	String	See 33-sector code and name
SellingExcludingShortSellingTurnoverValue	Trading value of long selling	Number
ShortSellingWithRestrictionsTurnoverValue	Value of short sales with price restrictions	Number
ShortSellingWithoutRestrictionsTurnoverValue	Value of short sales without price restrictions	Number

Sample Code

Curl

idToken=<YOUR idToken> && curl https://api.jquants.com/v1/markets/short_selling?sector33code=0050&date=2022-10-25 -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/short_selling?sector33code=0050&date=2022-10-25", headers=headers)
r.json()