Every number on this site is built from files that JPX and Nikkei Inc. publish at no cost. No terminal, no vendor feed. If you know which file holds what, you can rebuild all of it.
The catch is that the files are scattered across two organisations, publish at different times, and carry format quirks that quietly break parsers. Here is the map.
Times are Japan Standard Time on business days, measured rather than promised — JPX does not commit to a publication schedule.
| Data | Source | Filename | Published | What it gives you |
|---|---|---|---|---|
| Daily volume | JPX | YYYYMMDD_derivatives_market_data_whole_day.xlsx | ~16:30 | Volume by product, split put/call — the basis of a put/call ratio |
| Settlement prices | JPX | rbYYYYMMDD.csv | ~18:00 | Settlement price, implied volatility, days to expiry and spot for every strike |
| Participant volume | JPX | JSON endpoints | ~17:45 | Volume routed through each broker. No direction |
| Open interest | JPX | YYYYMMDDopen_interest.xlsx | ~20:00 | Open interest by strike for the nearest expiries |
| Participant open interest | JPX | indexfut_oi_by_tp.xlsx | Weekly | Net long or short by named firm — direction included |
| Investor flows | JPX | Weekly xls | Weekly | Cash equity buying and selling by investor category |
| Index OHLC | Nikkei | nikkei_stock_average_daily_jp.csv | Every session | Open, high, low and close of the index itself |
| Volatility index | Nikkei | nikkei_stock_average_vi_daily_jp.csv | Every session | Nikkei 225 VI, Japan’s equivalent of the VIX |
| Constituent weights | Nikkei | nikkei_stock_average_weight_jp.csv | Monthly | Which names actually move the index |
| Total return index | Nikkei | nikkei_225_total_return_index_monthly_en.csv | Monthly | The index with dividends reinvested |
Derivatives files sit on the JPX trading volume and settlement price pages; the index CSVs live in the Nikkei Indexes archive.
indexfut_oi_by_tp.xlsx is different in kind from the rest.
It names the securities firms and states which side each one is on.
On 28 August 2026 it listed 30 firms in Nikkei 225 futures, 30 in Nikkei 225 mini and 26 in TOPIX futures. Across the last 52 weeks, 49 distinct firms appeared at least once.
The closest US equivalent is the CFTC Commitments of Traders report, which stops at commercial, non-commercial and other. Firm names are never disclosed. Europe’s EMIR data is collected by regulators but not published at all.
| JPX participant OI | CFTC COT | |
|---|---|---|
| Granularity | Named firms (30) | Three categories |
| Frequency | Weekly | Weekly |
| Lag | About one business day | Three business days |
| Cost | Free | Free |
Rare is not the same as useful. Most of the firms at the top of the table are clearing and execution venues, so the number is the sum of their clients’ orders rather than a house view. Over the last 52 weeks, eight firms sat on the same side of Nikkei 225 futures every single week. Positions that never change direction are not signals. The detail is in Japan’s hidden COT.
The other underrated file is rbYYYYMMDD.csv. Alongside settlement prices it
carries implied volatility, days to expiry, the interest rate and the underlying level for
every listed strike. You do not have to back out volatility yourself, and you do not need
an options data vendor to see the skew.
That is what our gamma exposure estimates run on
— details in implied volatility by strike.
open_interest.xlsx splits products across sheets, with Nikkei 225 options on a separate one_jp and _en suffixes refer to the column headers, not to different dataWe download and parse these every business day, and when parsing fails we keep the previous day’s output rather than publishing a broken number.
Using the files for your own analysis is uncontroversial. Republishing or reselling them is governed by each publisher’s terms — check before you do it.
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