SFTP Specifications
This section describes the usage and specifications of the SFTP
SFTP Connection Configurations
The SFTP connection details are as follows.
host name
sftp-v2.jquants-pro.com
username
username registered with J-Quants Pro
password
password registered with J-Quants Pro
port number
port 22
No need for a private key or public key.
Examples
Here are examples of methods for establishing SFTP connection.
// connect using SFTP commands
sftp -o User=xxxx@xxx.xxx sftp-v2.jquants-pro.comIf you see the message 'Are you sure you want to continue connecting (yes/no/[fingerprint])?', then please enter 'yes' to proceed.
You'll receive a password prompt, so go ahead and enter the password you used for your J-Quants for Pro registration.
If you see the message 'Connected to sftp-v2.jquants-pro.com', your connection has been successfully established.
This is an example using Cyberduck, but the process is similar for other SFTP clients.
From the 'New Connection', input the following details and proceed to connect. (Please enter the username and password you've registered with J-Quants for Pro.)
If you've been authenticated and can view the directory, your connection has been successfully established.
Provided datasets
The following is information about the data that can be obtained through an SFTP connection.
Available data and periods
Listed Shares Corporate Action Factors
Same as above
Margin Trading Outstandings(Issues Subject to Daily Publication)
Same as above
Margin Trading Outstandings (Weekly)
Same as above
Outstanding Short Selling Positions Reported
Same as above
Financial Statement Data(BS/PL/CF)
Same as above
Earnings Announcement Dates & Times
Same as above
Derivatives Trading Volume by Participants
Same as above
Open Interest by Trading Participant
Same as above
Open Interest by Trading Issue
Same as above
Share Buyback Information (TDnet)
Same as above
Share Buyback Information (EDINET)
Same as above
The data periods is subject to change.
Directory structure
Files are located under directories with the names of the available APIs for each user.
Files are separated on an annual basis. The file names indicate the time period covered by each file.
Data up to the previous month is stored in the "historical" directory, while the current month's data is placed in the "live" directory as daily or weekly files.
For Listed Shares Flash Data, there are no "historical" or "live" directories, and all data up to that day is stored in a single file.
Additionally, "Trading by Type of Investors" information is separated into "volume" and "value" folders, containing quantity-based and monetary value-based data respectively.
For "Trading by Type of Investors" information, data in terms of volume and value are respectively divided into "trades_spec_vloume" and "trades_spec_value" files.
Trading by Type of Investors (/markets/trades_spec)
For financial data,"statements" contains two subdirectories: "statements" and "fs_details". Financial Data (/fins/statements) is located within "statements", and Financial Statement Data(BS/PL/CF) (/fins/fs_details) is located within "fs_details".
Financial Data (/fins/statements)
Financial Statement Data(BS/PL/CF) (/fins/fs_details)
For derivatives data, "volume_by_participant" contains three subdirectories: "volume_by_participant", "open_interest_by_participant" and "open_interest_by_issue". Volume by Participant (/derivatives/volume_by_participant) is located within "volume_by_participant", Open Interest by Participant (/derivatives/open_interest_by_participant) is located within "open_interest_by_participant", and Open Interest by Issue (/derivatives/open_interest_by_issue) is located within "open_interest_by_issue".
Derivatives Trading Volume by Participant (/derivatives/volume_by_participant)
Open Interest by Trading Participant (/derivatives/open_interest_by_participant)
Open Interest by Issue (/derivatives/open_interest_by_issue)
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