Historical Daily Nikkei 225 - OSE(Day) Futures Data JN (JN)

Nikkei 225 - OSE(Day) Contract Specs:

Nikkei 225 - OSE(Day) (JN)
AKA:	Nikkei 225 - OSE(Day)
Exchange Name:	Osaka Securities Exchange
Exchange:	OSE
Sector:	Index
Tick Size:	1
BPV:	10000
Denomination:	JPY
Bloomberg Symbol:
CSI Symbol:	JN2
Ninjatrader Symbol:	JN

Contract Specifications JN

Buy Nikkei 225 - OSE(Day) Futures Data JN (JN)

Purchase Nikkei 225 - OSE(Day) Futures Data JN (JN) from PortaraCQG. Our tailored service includes your format options. ALL data is created for you by a qualified trader. We provide expert guidance if you are unsure. we will email you when your purchase has completed with roll/format options to choose from.

JN (JN) Historic Futures Data: Available

Data Type	Start Date	End Date	Size	Sample Data
Daily:	1988 Sep 02	Current	< 50 KB	Download
Intraday:		Current
Tick - Trades Only:		Current
Tick - Level 1:		Current

All sample data is timestamped Chicago Local (GMT-6) | Filesizes are uncompressed ascii csv

Discounted Dataset: Special Offer

Purchase daily or intraday 1 minute bar individual or continuous data here. Email for tick (trades only) and Level 1 tick data special offers

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Get access to our 'historical futures and forex data cloud'. Simply ‘drag & drop’ daily, intraday, tick and level 1 quote data straight to your desktop, whenever you need it! You can format the data on the fly.

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Daily

What is Continuous Futures Data?

April 3, 2023

Continuous Futures are a continuous stream of historical futures data, which allows traders to analyze commodities' price changes over the long-term. It is a well-organized and efficient way to fetch information on the futures market. The Continuation method allows for the adjustment of historical futures data, which minimizes any discrepancies in comparison.

Format Details for Nikkei 225 - OSE(Day) JN (JN)

Alternative Nikkei 225 - OSE(Day) Symbology:

Other companies can refer to the Nikkei 225 - OSE(Day) symbols by the following symbol names: JN2 JN .

Portara and CQG provide historical intraday futures data to CTAs, hedge funds, portfolio managers, quants and traders and institutions.

Portara's Main Data Products

Nikkei 225 - OSE(Day) futures data can be split into four main headings:

Daily data - which includes either the last price or the settlement
Intraday data – which includes trade volume
Tick data – Trades Only - which includes only trades
Tick data Level 1 - which includes the trades, the bid, the ask and the settle

Purchase Individual or Continuous form Data

You can purchase historical intraday JN / JN futures data as individual contracts or in a continuous form.

Continuous 1 minute JN / JN futures data can be formatted into back-adjusted, forward-adjusted, ratio adjusted and zero adjusted series. Portara can create bespoke rules for each futures JN contract based on volume, open interest, tick size and calendar date variations. Control delivery month combinations, timezone settings and timestamps that follow exchange or local time globally for any location.

World's Only Data Supplier with FIVE DAILY Data Points

Portara’s standard Nikkei 225 - OSE(Day) daily futures data is made up of five data points – open, high, low, last-price 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.

JN Data Granularity

Portara’s Nikkei 225 - OSE(Day) intraday futures data is supplied as default in 1-minute bar. However, 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 Nikkei 225 - OSE(Day) data straight from the intraday database. In this case, you would choose the session (even if you need to cross midnight) and we can supply the custom Nikkei 225 - OSE(Day) daily futures data between only between the custom session markers you choose.

Portara provides JN futures tick data in ‘Trades Only’ form or as ‘Level 1’ tick data, which includes the bids and asks. Download the tick data samples above. Our default format timestamp is to the millisecond. Nikkei 225 - OSE(Day) tick data includes price, the trade volume, and other trade indicators such as bid, ask, trade and settle.

Remember to compare the file size of trades only data to level 1 tick data as they can vary by factors of 10 to 100 fold. If you have questions simply email us and one of our technicians will guide you.

Updates

All of our historical data is updated on a daily basis up to four times per day based on your subscription level, 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. Historical Nikkei 225 - OSE(Day) data updates are ready around half an hour after markets close. No exchange fees or other CQG products are necessary.

Portara's Catalogue of Historical Nikkei 225 - OSE(Day) Futures Data JN

You can view other futures, forex, ETFs and fixed income symbols and commodities from the Historical Intraday Data Download Table. If you are looking for derivatives of the Nikkei 225 - OSE(Day) or any other historical data types such as daily or tick, you can visit the other download tables here:

To discuss JN / JN Futures data or if you have any other enquiry please reach out to us using the widget in the bottom corner or our contact page if you have visited us via mobile phone.