Detail 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.
Please refer to pages 3-5 of the following document for information on how to prepare data and an explanation of the system. https://www.jpx.co.jp/english/markets/paid-info-alternative/tradingdata/b5b4pj000003cr9v-att/b5b4pj000003crh5.pdf
Attention
No retroactive adjustment will be made to the data that have undergone corporate action.
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 parameters in the request and results are as below.
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-pro.com/v2/markets/breakdown
Either "code" or "date" must be specified.
"*" Required.
Query Parameters
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）
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.
date
String
date of data
（e.g. 20210907 or 2021-09-07）
Headers
Authorization*
String
Access Key
Data Item
Variables other than Date and Code are represented by a combination of codes in the code list.
Date
Trade date
String
YYYY-MM-DD
Code
Securities code
String
va_1_0_0
Long selling execution value
Number
va_1_0_5
Out of short selling (excluding new margin selling), execution value of orders not exempted from price restriction
Number
va_1_0_7
Out of short selling (excluding new margin selling), execution value of orders exempted from price restriction
Number
va_1_2_5
Out of new margin selling (sell orders that create new margin sell positions), execution value of orders not exempted from price restriction
Number
va_1_2_7
Out of new margin selling (sell orders that create new margin sell positions), execution value of orders exempted from price restriction
Number
va_1_4_0
Execution value of closing margin selling (sell orders that close existing margin buy positions)
Number
va_3_0_0
Long buying execution value
Number
va_3_2_0
Execution value of new margin buying (buy orders that create new margin buy positions)
Number
va_3_4_0
Execution value of closing margin buying (buy orders that close existing margin sell positions)
Number
vo_1_0_0
Long selling execution volume
Number
vo_1_0_5
Out of short selling (excluding new margin selling), execution volume of orders not exempted from price restriction
Number
vo_1_0_7
Out of short selling (excluding new margin selling), execution volume of orders exempted from price restriction
Number
vo_1_2_5
Out of new margin selling (sell orders that create new margin sell positions), execution volume of orders not exempted from price restriction
Number
vo_1_2_7
Out of new margin selling (sell orders that create new margin sell positions), execution volume of orders exempted from price restriction
Number
vo_1_4_0
Execution volume of closing margin selling (sell orders that close existing margin buy positions)
Number
vo_3_0_0
Long buying execution volume
Number
vo_3_2_0
Execution volume of new margin buying (buy orders that create new margin buy positions)
Number
vo_3_4_0
Execution volume of closing margin buying (buy orders that close existing margin sell positions)
Number
CompanyName
Company Name (Japanese)
String
CompanyNameEnglish
Company Name (English)
String
MarginCode
Flags of margin and loan issues
String
1: Margin issues,
2: Loan issues,
3: Other issues(non-loan, non-margin)
Sample Code
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