Open Interest by Trading Participant (/derivatives/open_interest_by_participant)

Derivatives open interest by trading participant can be obtained.

Overview

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

This data is the same as the following site but has a longer history. https://www.jpx.co.jp/english/markets/derivatives/open-interest/index.html

Attention

• This data is updated weekly. Data created on the last business day of the week is updated around 3:30 p.m. on the first business day of the following week.

• If the query specifies a day for which no data has been created, it returns empty data.

Parameter and Response

Derivatives open interest by trading participant can be obtained.

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

Query Parameters

Name	Type	Description
category	String	derivative product category (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_participant": [
        {
            "Date": "2024-05-10",
            "Code": "139068118",
            "DerivativeProductCategory": "NK225E",
            "UnderlyingIndex": "18",
            "PutCallDivision": "1",
            "ContractMonth": "2024-06",
            "UnderlyingCode": "",
            "StrikePrice": "38125.000000",
            "OpenInterest": "",
            "Ranking": "1",
            "SellBuyDivision": "1",
            "ParticipantCode": "12400",
            "SecuritiesCompanyNameJapanese": "野村証券",
            "SecuritiesCompanyNameEnglish": "The Nomura Securities",
            "OpenInterestByTrading": "342",
        }
    ],
    "pagination_key": "value1.value2."
}

400: Bad Request

401: Unauthorized

403: Forbidden

413: Payload Too Large

500: Internal Server Error

Data Item

The meaning of the codes that appear in the response is described in the code list.

• DerivativeProductCategory

• SellBuyDivision

• ParticipantCode

• UnderlyingIndex

• PutCallDivision

Variable	Description	Data Type	Remark
Date	Created Date	String	YYYY-MM-DD
Code	Issue Code(9-character)	String
DerivativeProductCategory	Derivative Product Category	String
UnderlyingIndex	Underlying Index	String
PutCallDivision	Put Call Division	String
ContractMonth	Contract Month	String	YYYY-MM
UnderlyingCode	Underlying Code	String	The value is entered when the derivative product category is “EQOP”.
StrikePrice	Strike Price	String	The value is entered when the derivative product category is “NK225E” or "EQOP".
OpenInterest	Open Interest	String	The value is entered when the derivative product category is “EQOP”.
Ranking	Ranking	String
SellBuyDivision	Sell Buy Division	String
ParticipantCode	Participant Code	String
SecuritiesCompanyNameJapanese	Securities Company Name Japanese	String
SecuritiesCompanyNameEnglish	Securities Company Name English	String
OpenInterestByTrading	Open Interest By Trading	String

Sample Code

Curl

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

Python