Margin Trading Outstanding (Issues Subject to Daily Publication) (/markets/margin-alert)

GET /v2/markets/margin-alert

Overview

Daily margin trading outstanding as of the last business day is available.

This data is also available via the following site but no historical data.
https://www.jpx.co.jp/english/markets/statistics-equities/margin/index.html

Attention

No retroactive adjustment will be made to the data that have undergone corporate action.
Only stocks for which the Tokyo Stock Exchange or Japan Securities Finance Co., Ltd (JSF) decide it necessary to disclose Daily margin trading outstandings are included.
If the past data is revised, the data is provided by this API as follows;
- Both the data before revision and after revision are provided. When a revision occurs, a record with the same ApplicationDate is added. In such a case, data with the newer PublishedDate represents the revised data while the data with the older PublishedDate can be identified as the pre-correction data.

Get daily margin trading outstandings

GET https://api.jquants.com/v2/markets/margin-alert

In your request message, either "code" or "date" must be specified.

Parameter and Response

In your request message, either "code" or "date" must be specified.
The combination of each parameter and the results of the response are as below.

code	date	from /to	Results
			All historical data of a specific issue.
			Data of a specific issue for a specific published date.
			Data of a specific issue for the specified period.
			All listed issue data for the specific date.

Requests

Headers

x-api-keystringrequired: API Key

Query Parameters

Either code or date must be specified.

codestringoptional: Issue code (e.g. 27800 or 2780)
If a 4-character issue code is specified, only the data of common stock will be obtained for the issue on which both common and preferred stocks are listed.
fromstringoptional: Starting point of data period (e.g. 20210901 or 2021-09-01)
tostringoptional: End point of data period (e.g. 20210907 or 2021-09-07)
datestringoptional: Date of data when from and to are not specified (e.g. 20210907 or 2021-09-07)
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/markets/margin-alert

curl -G https://api.jquants.com/v2/markets/margin-alert \
-H "x-api-key: {loading}" \
-d code="13260" \
-d date="20240208"

Responses

Data Item

PubDatestring: Published Date (YYYY-MM-DD)
Codestring: Issue code
AppDatestring: Application Date (YYYY-MM-DD)
The point in time when the margin trade volume
PubReasonmap: Publish Reason
ShrtOutnumber: Total short positions (negotiable + standardized)
ShrtOutChgnumber / string: Prev. day change in short positions (unit: share)
If not published prev. day, set -.
ShrtOutRationumber / string: ShortMarginOutstanding / Listed shares × 100 (%)
For ETF, set *
LongOutnumber: Total long positions (negotiable + standardized)
LongOutChgnumber / string: Prev. day change in long positions (unit: share)
If not published prev. day, set -.
LongOutRationumber / string: LongMarginOutstanding / Listed shares × 100 (%)
For ETF, set *
SLRationumber: LongMarginOutstanding / ShortMarginOutstanding × 100 (%)
ShrtNegOutnumber: Negotiable short positions
Negotiable part of total short positions
ShrtNegOutChgnumber / string: Prev. day change in negotiable short positions (unit: share)
If not published prev. day, set -.
ShrtStdOutnumber: Standardized short positions
Standardized part of total short positions
ShrtStdOutChgnumber / string: Prev. day change in standardized short positions (unit: share)
If not published prev. day, set -.
LongNegOutnumber: Negotiable long positions
Negotiable part of total long positions
LongNegOutChgnumber / string: Prev. day change in negotiable long positions (unit: share)
If not published prev. day, set -.
LongStdOutnumber: Standardized long positions
Standardized part of total long positions
LongStdOutChgnumber / string: Prev. day change in standardized long positions (unit: share)
If not published prev. day, set -.
TSEMrgnRegClsstring: TSE Margin Regulation Classification

Sample Response

{
    "data": [
        {
            "PubDate": "2024-02-08",
            "Code": "13260",
            "AppDate": "2024-02-07",
            "PubReason":
                {
                    "Restricted": "0",
                    "DailyPublication": "0",
                    "Monitoring": "0",
                    "RestrictedByJSF": "0",
                    "PrecautionByJSF": "1",
                    "UnclearOrSecOnAlert": "0"
                },
            "ShrtOut": 11.0,
            "ShrtOutChg": 0.0,
            "ShrtOutRatio": "*",
            "LongOut": 676.0,
            "LongOutChg": -20.0,
            "LongOutRatio": "*",
            "SLRatio": 1.6,
            "ShrtNegOut": 0.0,
            "ShrtNegOutChg": 0.0,
            "ShrtStdOut": 11.0,
            "ShrtStdOutChg": 0.0,
            "LongNegOut": 192.0,
            "LongNegOutChg": -20.0,
            "LongStdOut": 484.0,
            "LongStdOutChg": 0.0,
            "TSEMrgnRegCls": "001"
        }
    ],
    "pagination_key": "value1.value2."
}