Historical Nikkei 225 Intraday Futures Data (JNK)

Contract Specs:

Nikkei 225 (JNK)
Exchange: OSE
Sector: Index
Tick Size: 10
Tick Value: 10000 JPY
BPV: 1000
Denomination: JPY
Decimal Place: 0

Symbol Dates:

Data Type Start Date End Date Sample Data
Daily: 1988 Sep 02 Current Download
Intraday: 1999 Feb 16 Current Download
Tick - Trades Only: 1999 Feb 16 Current Download
Tick - Level 1: 1999 Feb 16 Current Download

Nikkei 225 Facts

The Nikkei 225 is the stock index for the Tokyo Stock Exchange. The Nikkei is a price-weighted index. Price-weighted indexes differ from market-cap weighted indexes in how companies are measured and weighted. Price-weighted indexes measure the value of eash stock/share and give the most weight to stocks with the highest value, whereas market-cap indexes are based on how much market share a company has, those with the highest market share are ranked higher.

Listed below are some of the comanies on the Nikkei:

  • Honda
  • Subaru
  • Nissan
  • Nintendo
  • Konami
  • Sony
  • Yamaha

Sources: Wikipedia, Nasdaq, Investopedia

Data and Format Details

Portara has extensive formatting rules. Every aspect of your ascii, csv, text data can be custom-tailored to suit your needs.

You can purchase historical futures data as individual contracts or in a continuous form. Continuous data can be formatted into back-adjusted, forward-adjusted, ratio adjusted and zero adjusted series. Portara can create bespoke rules for each commodity based on volume, open interest, tick size and calendar date variations. We control delivery month combinations, timezone settings and timestamps that follow exchange or local time globally for any location.

Portara’s standard daily data is made up of five data points – open, high, low, lastprice and settle. Simply choose to have the daily close based on the last price or the settle depending on whether you wish follow extended sessions or just the day session.

Portara’s intraday data is supplied as default in 1-minute bar. You may also choose other bar granularities such as 2 minute bar, 3 minute bar, 5 minute bar, 10 minute bar, 15 minute bar, 30 minute bar, hourly bar etc. You can also have us extract daily data from the intraday database; here, you would choose the session (even if you need to cross midnight) and we can supply the custom daily data between the session markers.

Portara provides tick data in ‘Trades Only’ form or as ‘Level 1’ data, which includes the bids and asks. See the sample data for our default format which is timestamp (millisecond), price, tradevolume, tradeflags (i.e. bid, ask, trade, settle). Of course you can choose to have custom formats here too. Remember to look at the file size of trades only compared to level 1 as they can vary by factors of 100 fold. If you have questions simply email us and one of our technicians will guide you.


All of our historical data is updated on a daily basis four times per day at the end of the Asian, European, Early US and Globex session. Portara’s enterprise software solution provides timely updates to your data, along with compression, roll and custom formatting features on CQG deep history databases. Data updates are usually ready around half an hour after markets close. No exchange fees or other CQG products are necessary.

You can view other intraday symbols from the Historical Intraday Data Download Table. If you are looking for other data types such as daily or tick, you can visit the other download tables: