Derivatives Trading Volume by Participant (/derivatives/volume_by_participant)

Derivatives trading volume by trading participant can be obtained.

Overview

This data provides the daily trading strategies 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/participant-volume/index.html

Attention

• The night session data for February, 13th 2018 does not exist due to the temporary suspension of trading during the night session in preparation for the next clearing system.

• The night session data for September, 21st 2021 does not exist due to the replacement of the derivatives system.

Parameter and Response

Derivatives trading volume by trading participant can be obtained.

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

"date" must be specified.

"*" Required.

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

{
    "volume_by_participant": [
        {
            "Date": "2024-04-30",
            "Session": "04",
            "AuctionJNETDivision": "2",
            "DerivativeProductCategory": "NK225E",
            "Code": "199058218",
            "ContractName": "NIKKEI 225 OOP C2405-38250",
            "SellBuyDivision": "0",
            "Rank": "1",
            "SecuritiesCompanyCode": "11256",
            "SecuritiesCompanyNameJapanese": "ＳＢＩ証券",
            "SecuritiesCompanyNameEnglish": "SBI SECURITIES",
            "TradingVolumeBySecuritiesCompany": "4",
            "UnderlyingIndex": "18",
            "ContractMonth": "2024-05",
            "PutCallDivision": "2",
            "StrikePrice": "38250.000000"
        }
    ],
    "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.

• Session

• AuctionJNETDivision

• DerivativeProductCategory

• SellBuyDivision

• UnderlyingIndex

• PutCallDivision

Variable	Description	Data Type	Remark
Date	Trading Date	String	YYYY-MM-DD
Session	Session	String
AuctionJNETDivision	Auction J-NET Division	String
DerivativeProductCategory	Derivative Product Category	String
Code	Issue Code(9-character)	String
ContractName	Contract Name	String
SellBuyDivision	Sell Buy Division	String
Rank	Rank	String
SecuritiesCompanyCode	Securities Company Code	String
SecuritiesCompanyNameJapanese	Securities Company Name Japanese	String
SecuritiesCompanyNameEnglish	Securities Company Name English	String
TradingVolumeBySecuritiesCompany	Trading Volume By Securities Company	String
UnderlyingIndex	Underlying Index	String
ContractMonth	Contract Month	String	YYYY-MM *
PutCallDivision	Put Call Division	String	Blank if futures
StrikePrice	Strike Price	String	Blank if futures

* As to Nikkei 225 mini options, MM can be a number which does not represent the month of the contract month because the contract months of Nikkei 225 mini options are set on a weekly basis. For more information, please click here.

Sample Code

Curl

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

Python