Japan Exchange Group Inc.

06/18/2021 | Press release | Distributed by Public on 06/18/2021 00:04

Jun. 18, 2021OSEInformation OSE to Launch Timestamp Data Service etc. due to Go-Live of J-GATE 3.0

News Release

Jun. 18, 2021 OSEOSE to Launch Timestamp Data Service etc. due to Go-Live of J-GATE 3.0

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We Osaka Exchange, Inc. will start providing time stamp data from September 21, 2021 (Tuesday), which is the scheduled Go-Live date of J-GATE 3.0, as part of the alternative data service. It is provided through the Public Cloud Environment (AWS) provided by Amazon Web Services.
Full Order Information (ITCH data) distributed by J-GATE via ITCH protocol will be newly provided via AWS after changing from the previous CSV format to the binary format. (Note that the current FTP service and provision via JPX Data Cloud will be abolished.)
We aim to contribute to the creation of new businesses, the efficiency of business operations, and streamline　business operations and cut costs through the expansion of data services.

Data to be Provided

The Service provides the following three types of data as 'Alternative Data'.

Data Overview
Timestamp Data Timestamps of each order message recorded on network paths in Arrownet and J-GATE.
The data shows the time when an individual order message passes each timestamping point in nanoseconds.*1
ITCH Binary Data Binary data of messages in Full Order Information (ITCH data) disseminated by J-GATE3.0 via ITCH protocol.
ITCH Historical CSV Data CSV data of messages in Full Order Information (ITCH data) disseminated by J-GATE2.0 via ITCH protocol.*2
  • Timestamp Data contains no information that identifies the user who placed the order.
  • The format of Full Order Information provided by JPX Data Cloud will be changed to a bucket on the public cloud environment (AWS). Please use ITCH binary data as data after September 17, 2021 will not be provided.

Customers can choose Regular Service and/or Spot Data Service as below according to their Alternative Data needs and preferences as same as current alternative data service.

Service Name Overview
Regular Service Data is updated daily and available on the bucket for two weeks.
Spot Data Service Historical data for the certain period of time which users specify is available.
  • Regular Service uploads Timestamp Data and ITCH Binary Data for the previous day by 15:00 JST of the day. (E.g. Customers can obtain the data for September 21 (from 6:00 am of September 21 to 6:00 am of September 22) after 15:00 of September 22.)
  • Regular Service deletes the data uploaded into the bucket in about two weeks. Customers who need the data after deletion can subscribe to it by specifying the date in Spot Data Service.
  • Spot Data Service covers data from the last two weeks or earlier and will be provided for a minimum of five business days. Spot Data Service data is prepared after the fee has been paid. Please note that allow some lead time. Both Timestamp Data and ITCH Binary Data will be available after September 21, 2021, and ITCH Historical CSV Data will be available from July 19, 2016 to September 16, 2021.

Environment　

OSE uploads the Alternative Data into the buckets on the public cloud environment provided by Amazon Web Services. Customers receive Access Key ID, etc. so they can download the data they subscribe to from the buckets through the Internet.

Fees and Applications　

If you would like to use Timestamp data and ITCH binary data from September 21, 2021, you need to apply by August 21. The data for September 21 will be available from September 22nd. For other details, please refer to Alternative Data Service Guide'.

Contact

Information Services, Information Service Desk, IT Development (Derivatives System), Osaka Exchange, Inc.　
E-mail:[email protected]