JPX

JPX

JPX Overview

TT supports trading on JPX (Japan Exchange Group), which is the leading Derivatives Exchange in Japan. JPX is the company created by the merger of TSE (Tokyo Stock Exchange) and OSE (Osaka Securities Exchange).

In 2016, JPX introduced the Next Generation Derivatives Trading System (Next J-GATE) platform, which includes a new ITCH price feed in addition to OM API changes. In 2021, trading on OSE and TOCOM via TT is supported by connecting to the JPX J-GATE 3.0 interface. This mandatory API upgrade merges the existing OSE and TOCOM markets into a single "JPX" connectivity and trading/matching solution using the same platform already in use by those markets.

JPX Exchange API

TT® supports the following:

  • Prices: ITCH / OM Combo
  • Orders: OMAPI

Matching Engine

The JPX matching engine is located in Tokyo.

Matching Algorithms

Prices at JPX are determined through Price/Time Priority, called Zaraba. To accomodate transactions conducted at closing price, JPX has introduced a Closing Auction system, referred to as Itayose, which is also present during Pre-Open and determines the opening price. In the Closing Auction system, matching is made at the same time as the closing of the order acceptance period.

Supported JPX products on TT

TT supports Nikkei 225 Futures and Options, based on Japan’s leading stock index the Nikkei 225 and JPX's flagship products. JPX launched the Nikkei 225 mini in July 2006, creating investment opportunities for retail investors.

Unsupported JPX functionality

JPX J-GATE 3.0 no longer supports the following:

  • Distribution of market data on leg prices when executing strategies
  • Market to Limit Orders (MTL)
  • Combo type for J-NET / Wholesale / OTC
  • Tailor-Made Combinations (TMC) / Strategy Creation
  • Mass Quote
  • Activation of Inactive Orders (MO99)

The following exchange functionality is not supported on TT:

  • Flexible Futures trading
  • OUCH Order Entry API

JPX Trading Hours

When trading JPX on TT, refer to the exchange website for trading hours including the night session.

Position Roll - In conjunction with JPX exchange settings, TT supports product level session roll times.

Connectivity Options

The TT® platform provides connectivity to the exchange, so you do not have to contact the exchange regarding connectivity options. Refer to TT Access for more details about your connectivity options for connecting to TT.