Short Sale Value and Ratio by Sector (/markets/short-ratio)

GET /v2/markets/short-ratio

Overview

You can obtain daily trading values related to short sale ratios by industry (sector).
This data is also available via the following site.
https://www.jpx.co.jp/english/markets/statistics-equities/short-selling/index.html
The published values on the web page are rounded to million yen, but this API provides data in yen.

Attention

  • If a date is specified for which no trading volume exists (no sale), the value will be empty.
  • The data for Oct, 1st 2020 does not exist because trading was halted all day due to the failure of the equity trading system.

Get daily short sale ratios by sector

GET https://api.jquants.com/v2/markets/short-ratio

When acquiring data, either "date" or "s33" (33-sector code) must be specified.

Parameter and Response

When acquiring data, either "date" or "s33" (33-sector code) must be specified.
The combination of each parameter and the results of the response are as below.

s33datefrom/toResults
Short sale data of all sectors for the specified day.
Short sale data of the specified sector for all historical period.
Short sale data of the specified sector for the specified period.
Short sale data of the specified sector for the specified day.

Requests

Headers

x-api-keystringrequired
API Key

Query Parameters

s33stringoptional

33-sector code (e.g. 0050 or 50)

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

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/short-ratio
curl -G https://api.jquants.com/v2/markets/short-ratio \
-H "x-api-key: {loading}" \
-d s33="0050" \
-d date="2022-10-25"

Responses

Data Item

Datestring
Date (YYYY-MM-DD)
S33string

33-sector code (See 33-sector code and name)

SellExShortVanumber
Trading value of long selling
ShrtWithResVanumber
Value of short sales with price restrictions
ShrtNoResVanumber
Value of short sales without price restrictions

Response Sample

{
    "data": [
        {
            "Date": "2022-10-25",
            "S33": "0050",
            "SellExShortVa": 1333126400.0,
            "ShrtWithResVa": 787355200.0,
            "ShrtNoResVa": 149084300.0
        }
    ],
    "pagination_key": "value1.value2."
}

Was this page helpful?