Open Interest by Issue (/derivatives/open_interest_by_issue)

Derivatives open interest by trading issue can be obtained.

Overview

This data provides the daily open interest for each derivative product (futures and options) by issue.

This data is the same as the "Series-By-Series Open Interest Information" file listed on the following website. https://www.jpx.co.jp/english/markets/paid-info-derivatives/reference/02.html

Attention

• Information on open interest as of 7:00pm(JST) on each business day is provided around 9:15pm(JST).

Parameter and Response

Derivatives open interest by trading issue can be obtained.

GET https://api.jquants-pro.com/v2/derivatives/open_interest_by_issue

Query Parameters

Name	Type	Description
product_code	String	product_code (e.g. NK225E or EQOP)
date*	String	date （e.g. 2022-01-05 or 20220105）
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

{
    "open_interest_by_issue": [
        {
            "Date": "2024-07-16",
            "ExchangeCode": "OSE",
            "UpperGroupCodeForTheProductGroup": "EQU",
            "ProductGroupCode": "1321",
            "ProductCode": "1321E",
            "ProductTypeCode": "OOP",
            "ContractMonth": "2024-08",
            "ProductType": "1",
            "StrikePrice": "39000.000000",
            "BelongingProductCode": "EQOP",
            "SeriesCode": "244011321",
            "OptionType": "EUR",
            "TradeType": "DLV",
            "FinalSettlementMethod": "CLS",
            "FuturesContractMonthForExercise": "",
            "TradingEndSign": "00",
            "PreviousDayOpenContractQuantity": 21,
            "ExecutionQuantity": 0,
            "CloseOutQuantity": 0,
            "AssignedQuantityEtc": 0,
            "CurrentDayOpenContractQuantity": 21,
            "SignOfChangeFromThePreviousDayInOpenContracts": "",
            "ChangeFromThePreviousDayInOpenContractQuantity": 0,
            "QuantityDifferenceBetweenLongAndShort": 0,
            "NetType": "",
            "TheDateOfFinalSettlement": "2024-08-14",
            "ItmOtmSign": "O",
            "FinalSettlementPriceEtc": "42510.000000",
            "AutomaticExerciseFlag": "1",
            "DataType": "IssueData",
        }
    ],
    "pagination_key": "value1.value2."
}

400: Bad Request

401: Unauthorized

403: Forbidden

413: Payload Too Large

500: Internal Server Error

Data Item

Variable	Description	Data Type	Remark
Date	Trade Date	String	YYYY-MM-DD
ExchangeCode	Exchange Code	String	OSE: Osaka Exchange TCM: Tokyo Commodity Exchange
UpperGroupCodeForTheProductGroup	Upper Group Code for the Product Group	String	See Code List
ProductGroupCode	Product Group Code	String	See Product List
ProductCode	Product Code	String	See Product List
ProductTypeCode	Product Type Code	String	FUT: Futures OOP: Options OOF: Options on futures
ContractMonth	Contract Month	String	YYYY-MM
ProductType	Product Type	String	0: Futures 1: Put 2: Call
StrikePrice	Strike Price	String
BelongingProductCode	Belonging Product Code	String	See Product List
SeriesCode	Series Code	String	See Code List
OptionType	Option Type	String	AME: American EUR: European blank: Futures series
TradeType	Trade Type	String	CAS: Cash settlement DLV: Physical delivery settlement blank: Gold Rolling-Spot and Platinum Rolling-Spot
FinalSettlementMethod	Final Settlement Method	String	SQ: SQ price DIV: Closing price, Volume-weighted average price, theoretical prices, etc. blank: Information on the total
FuturesContractMonthForExercise	Futures Contract Month for Exercise	String	YYYY-MM
TradingEndSign	Trading End Sign	String	See Code List
PreviousDayOpenContractQuantity	Previous-day Open Contract Quantity	Number	Same items as Previous-day open contract quantity on sell side, Previous-day open contract quantity on buy side, Previous-day average open interest in the Series-By-Series Open Interest Information distributed by another service.
ExecutionQuantity	Execution Quantity	Number
CloseOutQuantity	Close Out Quantity	Number
AssignedQuantityEtc	Assigned Quantity etc.	Number	Same items as Exercise quantity, etc. in the Series-By-Series Open Interest Information distributed by another service.
CurrentDayOpenContractQuantity	Current-day Open Contract Quantity	Number	Same items as Current-day open contract quantity on sell side, Current-day open contract quantity on buy side, Current-day average open interest in the Series-By-Series Open Interest Information distributed by another service.
SignOfChangeFromThePreviousDayInOpenContracts	Sign of Change from the Previous Day in Open Contracts	String	Same items as Sign of change from the previous day in open contracts on sell side, Sign of change from the previous day in open contracts on buy side, Sign of change from the previous day in average open interest in the Series-By-Series Open Interest Information distributed by another service.
ChangeFromThePreviousDayInOpenContractQuantity	Change from the Previous Day in Open Contract Quantity	Number	Same items as Change from the previous day in open contract quantity on sell side, Change from the previous day in open contract quantity on buy side, Change from the previous day in average open interest in the Series-By-Series Open Interest Information distributed by another service.
QuantityDifferenceBetweenLongAndShort	Quantity Difference between Long and Short	Number
NetType	Net Type	String	The quantity difference between long and short is set. For series-by-series data, the difference is zero and is represented as a blank.
TheDateOfFinalSettlement	the Date of Final Settlement	String	YYYY-MM-DD
ItmOtmSign	ITM/OTM sign	String	I: In-the-money series O: Out-of-the-money series blank: Futures or Information on the total
FinalSettlementPriceEtc	Final Settlement Price etc.	String
AutomaticExerciseFlag	Automatic Exercise Flag	String	1: Automatic exercise 0: Futures or other than automatic exercise
DataType	Data Typeg	String	See Code List

Sample Code

Curl

idToken=<YOUR idToken> && curl https://api.jquants-pro.com/v2/derivatives/open_interest_by_issue?category=NK225E&date=20230324 -H "Authorization: Bearer $idToken" 

Python