J-Quants API
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Futures Prices (OHLC) (/derivatives/bars/daily/futures)

GET /v2/derivatives/bars/daily/futures

Overview

Information on the OHLC, settlement price, and theoretical price of Futures can be obtained through this API.
Please refer to Derivative Product Category Codes for the data that can be obtained.

Attention

  • About Issue Code
  • About Trading Session
    • Prior to February 10, 2011, Trading session consists of the night session, the morning session, and the afternoon session.
    • Morning session data for this period is not recorded, and afternoon session data is recorded as day session data. (Note that the whole day data reflects all sessions.)
    • After February 14, 2011, Trading session consists of the night session and the day session.
  • About Holiday Trading
    • Trading days for holiday trading are treated as the same trading day as the night session that starts on the weekday immediately preceding the holiday (business day before the holiday) and the day session on the weekday immediately following the holiday (business day after the holiday).
  • About key items in response
    • When emergency margin is triggered, data as of both the clearing price calculation and the emergency margin calculation are generated for the same trading day and issue. Therefore, it is possible to uniquely identify the record by combining Date, Code and EmMrgnTrgDiv (EmergencyMarginTriggerDivision).

Get daily Futures prices (OHLC)

GET https://api.jquants.com/v2/derivatives/bars/daily/futures

"date" must be specified.

Requests

Headers

x-api-keystringrequired

API Key

Query Parameters

date must be specified.

categorystringoptional

Derivative Product Category

datestringrequired

Date (e.g. 20210901 or 2021-09-01)

contract_flagstringoptional

Central contract month flag

pagination_keystringoptional

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.

Sample Code

Request

GET
/v2/derivatives/bars/daily/futures
curl -G https://api.jquants.com/v2/derivatives/bars/daily/futures \
-H "x-api-key: {loading}" \
-d date="20230324"

Responses

Data Item

Codestring
Issue code
ProdCatstring
Derivative Product Category
Datestring
Trading day (YYYY-MM-DD)
Onumber
Open price (whole day)
Hnumber
High price (whole day)
Lnumber
Low price (whole day)
Cnumber
Close price (whole day)
MOnumber / string

Open price (morning session)
If the stock is not eligible for morning/afternoon session, a blank character is set.

MHnumber / string

High price (morning session)
If the stock is not eligible for morning/afternoon session, a blank character is set.

MLnumber / string

Low price (morning session)
If the stock is not eligible for morning/afternoon session, a blank character is set.

MCnumber / string

Close price (morning session)
If the stock is not eligible for morning/afternoon session, a blank character is set.

EOnumber / string

Open price (night session)
For the issue on the first day of trading, blank is set since there is no night session.

EHnumber / string

High price (night session)
For the issue on the first day of trading, blank is set since there is no night session.

ELnumber / string

Low price (night session)
For the issue on the first day of trading, blank is set since there is no night session.

ECnumber / string

Close price (night session)
For the issue on the first day of trading, blank is set since there is no night session.

AOnumber
Open price (day session)
AHnumber
High price (day session)
ALnumber
Low price (day session)
ACnumber
Close price (day session)
Vonumber
Volume
OInumber
Open interest
Vanumber
Trading value
CMstring
Contract month (YYYY-MM)
VoOAnumber
Volume (only auction) (*1)
EmMrgnTrgDivstring

Emergency margin trigger division
001: When emergency margin is triggered, 002: When settlement price is calculated.
"001" is recorded only if the emergency margin was triggered after July 19, 2016.

LTDstring
Last trading day (YYYY-MM-DD) (*1)
SQDstring
Special quotation day (YYYY-MM-DD) (*1)
Settlenumber
Settlement price (*1)
CCMFlagstring
Flag of the central contract month (1: Central contract month, 0: Others) (*1)

*1 Data after July 19, 2016 contains value for these fields.

Response Sample

{
    "data": [
        {
            "Code": "169090005",
            "ProdCat": "TOPIXF",
            "Date": "2024-07-23",
            "O": 2825.5,
            "H": 2853.0,
            "L": 2825.5,
            "C": 2829.0,
            "MO": "",
            "MH": "",
            "ML": "",
            "MC": "",
            "EO": 2825.5,
            "EH": 2850.0,
            "EL": 2825.5,
            "EC": 2845.0,
            "AO": 2850.5,
            "AH": 2853.0,
            "AL": 2826.0,
            "AC": 2829.0,
            "Vo": 42910.0,
            "OI": 479812.0,
            "Va": 1217918971856.0,
            "CM": "2024-09",
            "VoOA": 40405.0,
            "EmMrgnTrgDiv": "002",
            "LTD": "2024-09-12",
            "SQD": "2024-09-13",
            "Settle": 2829.0,
            "CCMFlag": "1"
        }
    ],
    "pagination_key": "value1.value2."
}

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