JPX (Japan Exchange Group)
JPX (Japan Exchange Group) operates the Tokyo Stock Exchange, Osaka Exchange, and Tokyo Commodity Exchange, and sells Japanese market data through its JPX Market Innovation & Research arm. Its developer-facing product is the J-Quants API - a self-serve, subscription REST API (Free/Light/Standard/Premium plans, x-api-key auth, base https://api.jquants.com/v2) delivering historical equities OHLCV/minute/tick bars, indices, derivatives, financial statements, short-selling and margin data, EDINET filings, and TDnet disclosures, plus bulk CSV download, an MCP server, and a CLI - licensed to individual investors only. Institutional real-time data (FLEX Standard and FLEX MBO order-book feeds) and corporate historical data (J-Quants Pro via API/SFTP/Snowflake, J-Quants DataCube) are sales-gated services.
JPX (Japan Exchange Group) publishes 8 APIs on the APIs.io network. Tagged areas include Financial, Market Data, Stocks, Exchange, and Trading.
JPX (Japan Exchange Group)’s developer surface includes CLI, authentication, changelog, release notes, getting-started guide, API reference, developer portal, and 24 more developer resources.
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APIs 8
Individual APIs this provider publishes, each with its own machine-readable definition.
J-Quants Equities API
Listed issue master, daily and morning-session OHLCV, minute bars and tick trades (add-on), earnings calendar, and weekly trading by investor type for Tokyo Stock Exchange equit...
J-Quants Markets API
Market-structure datasets under /v2/markets/* - trading calendar, short sale position reports, short ratio by sector, weekly margin interest, daily margin alerts, and breakdown ...
J-Quants Indices API
Daily OHLC for TOPIX and other JPX indices under /v2/indices/* endpoints, with plan-gated access (TOPIX from Light, full index set from Standard).
J-Quants Financials API
Corporate financial data under /v2/fins/* - summary report figures (EPS, forecasts), detailed BS/PL/CF statements, and cash dividend data sourced from TDnet disclosures.
J-Quants Derivatives API
Daily OHLC for Osaka Exchange futures and options under /v2/derivatives/*, including Nikkei 225 options (Standard plan) and the full futures/options universe (Premium plan).
J-Quants EDINET Data API
Structured data extracted from EDINET regulatory filings under /v2/edinet/* - major shareholders, cross-shareholdings (policy holdings), and large volume holding reports.
J-Quants TDnet Disclosure API
Add-on access to TDnet timely-disclosure documents - a disclosure index (/td/list), document file retrieval (/td/files), and bulk CSV download (/td/bulk) covering five years of ...
J-Quants Bulk Download API
File-based delivery alongside the REST endpoints - list available bulk files (/bulk/list) and download gzipped CSV extracts (/bulk/get) for supported datasets.
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MCP Servers 1
Model Context Protocol servers that expose these APIs to AI agents.
jpx-mcp.yml
MCP SERVERPricing Plans 1
Published pricing tiers and plan structures.
Jpx Plans
PLANSRate Limits 1
Documented rate limits and quota policies.
Jpx Rate Limits
RATE LIMITSSecurity Posture 2
Authentication, domain security, vulnerability disclosure, and trust-center signals.
Resources
Get Started 3
Portal, sign-up, and the first successful call
Documentation 2
Reference material describing how the API behaves
Agent Surfaces 3
MCP servers, agent skills, and machine-readable catalogs
Design & Contract 4
Pagination, idempotency, versioning, errors, and events
Build 4
SDKs, sample code, and the tooling you integrate with
Access & Security 2
Authentication, authorization, and security posture
Operate 6
Status, limits, changes, and where to get help
Commercial 4
Pricing, plans, and the legal terms of use
Company 3
The organization behind the API