cl-jquants-api is an open-source library that provides seamless integration of the J-Quants API with Common Lisp. This library enables developers to easily access and manipulate financial data provided by the Japan Exchange Group.
- J-Quants API for Common Lisp
- System Requirements
- Quick Start
- Refresh Token
- ID Token
- Listed Issue Information
- Stock Prices (OHCL)
- Morning Session Stock Prices (OHCL)
- Trading by Type of Investors
- Margin Trading Outstandings
- Short Sale Value and Ratio by Sector
- Breakdown Trading Data
- Trading Calendar
- Indices (OHLC)
- TOPIX Prices (OHLC)
- Financial Data
- Financial Statement Data (BS/PL)
- Cash Dividend Data
- Earnings Calendar
- Daily Nikkei 225 Options Prices (OHCL)
- Futures (OHLC)
- Options (OHLC)
- Advance Usage
- References
- License
Currently, the software has been tested with the following Common Lisp implementations under Ubuntu 24.04.
- SBCL (2.1.1+)
- LispWorks (7.1+)
Set the *LOCALE* variable to :JP to keep the original Japanaese description.
(setf cl-jquants-api:*locale* :jp)Refresh the API token. The API token is valid for one week.
(defvar auth (make-auth :password "**********" :mailaddress "**********"))
(auth-user auth)Reference: Refresh Token
Obtain the ID token. The ID token is valid for 24 hours.
(auth-refresh)Reference: ID Token
CL-USER> (describe 'get-listed-issue-master)
CL-JQUANTS-API:GET-LISTED-ISSUE-MASTER
[symbol]
GET-LISTED-ISSUE-MASTER names a compiled function:
Lambda-list: (&KEY CODE DATE)
Derived type: (FUNCTION (&KEY (:CODE T) (:DATE T))
(VALUES LIST &OPTIONAL))Download referential data for all stocks listed in Japan Exchange as of 2024-12-27.
(defvar all-stocks (get-listed-issue-master :date 20241227))
all-stocksThe LISTED-ISSUE-MASTER returns both Japanese and English values and the library internally overwrites COMPANY-NAME, SECTOR17-CODE-NAME, SECTOR33-CODE-NAME, MARKET-CODE-NAME, and MARGIN-CODE-NAME with English description unless *LOCALE* is set to :JP.
(#<LISTED-ISSUE-MASTER: CODE=13010 DATE=1735257600 COMPANY-NAME=KYOKUYO CO.,LTD. COMPANY-NAME-ENGLISH=KYOKUYO CO.,LTD. SECTOR17-CODE=1 SECTOR17-CODE-NAME=FOODS SECTOR33-CODE=0050 SECTOR33-CODE-NAME=Fishery, Agriculture & Forestry SCALE-CATEGORY=TOPIX Small 2 MARKET-CODE=0111 MARKET-CODE-NAME=Prime MARGIN-CODE=2 MARGIN-CODE-NAME=Loan issues>
#<LISTED-ISSUE-MASTER: CODE=13050 DATE=1735257600 COMPANY-NAME=iFreeETF TOPIX (Yearly Dividend Type) COMPANY-NAME-ENGLISH=iFreeETF TOPIX (Yearly Dividend Type) SECTOR17-CODE=99 SECTOR17-CODE-NAME=OTHER SECTOR33-CODE=9999 SECTOR33-CODE-NAME=Other SCALE-CATEGORY=- MARKET-CODE=0109 MARKET-CODE-NAME=Others MARGIN-CODE=2 MARGIN-CODE-NAME=Loan issues>
#<LISTED-ISSUE-MASTER: CODE=13060 DATE=1735257600 COMPANY-NAME=NEXT FUNDS TOPIX Exchange Traded Fund COMPANY-NAME-ENGLISH=NEXT FUNDS TOPIX Exchange Traded Fund SECTOR17-CODE=99 SECTOR17-CODE-NAME=OTHER SECTOR33-CODE=9999 SECTOR33-CODE-NAME=Other SCALE-CATEGORY=- MARKET-CODE=0109 MARKET-CODE-NAME=Others MARGIN-CODE=2 MARGIN-CODE-NAME=Loan issues>
#<LISTED-ISSUE-MASTER: CODE=13080 DATE=1735257600 COMPANY-NAME=Nikko Exchange Traded Index Fund TOPIX COMPANY-NAME-ENGLISH=Nikko Exchange Traded Index Fund TOPIX SECTOR17-CODE=99 SECTOR17-CODE-NAME=OTHER SECTOR33-CODE=9999 SECTOR33-CODE-NAME=Other SCALE-CATEGORY=- MARKET-CODE=0109 MARKET-CODE-NAME=Others MARGIN-CODE=2 MARGIN-CODE-NAME=Loan issues>
#<LISTED-ISSUE-MASTER: CODE=13090 DATE=1735257600 COMPANY-NAME=NEXT FUNDS ChinaAMC SSE50 Index Exchange Traded Fund COMPANY-NAME-ENGLISH=NEXT FUNDS ChinaAMC SSE50 Index Exchange Traded Fund SECTOR17-CODE=99 SECTOR17-CODE-NAME=OTHER SECTOR33-CODE=9999 SECTOR33-CODE-NAME=Other SCALE-CATEGORY=- MARKET-CODE=0109 MARKET-CODE-NAME=Others MARGIN-CODE=2 MARGIN-CODE-NAME=Loan issues>
#<LISTED-ISSUE-MASTER: CODE=130A0 DATE=1735257600 COMPANY-NAME=Veritas In Silico Inc. COMPANY-NAME-ENGLISH=Veritas In Silico Inc. SECTOR17-CODE=5 SECTOR17-CODE-NAME=PHARMACEUTICAL SECTOR33-CODE=3250 SECTOR33-CODE-NAME=Pharmaceutical SCALE-CATEGORY=- MARKET-CODE=0113 MARKET-CODE-NAME=Growth MARGIN-CODE=1 MARGIN-CODE-NAME=Margin issues>
#<LISTED-ISSUE-MASTER: CODE=13110 DATE=1735257600 COMPANY-NAME=NEXT FUNDS TOPIX Core 30 Exchange Traded Fund COMPANY-NAME-ENGLISH=NEXT FUNDS TOPIX Core 30 Exchange Traded Fund SECTOR17-CODE=99 SECTOR17-CODE-NAME=OTHER SECTOR33-CODE=9999 SECTOR33-CODE-NAME=Other SCALE-CATEGORY=- MARKET-CODE=0109 MARKET-CODE-NAME=Others MARGIN-CODE=2 MARGIN-CODE-NAME=Loan issues>
...Code contains "0" at the end of ticker symbol. For example, a code for SONY GROUP CORPORATION (6758) is "67580".
(find-if #'(lambda (obj)
(string= (code-of obj) "67580"))
all-stocks)#<LISTED-ISSUE-MASTER: CODE=67580 DATE=1735257600 COMPANY-NAME=SONY GROUP CORPORATION COMPANY-NAME-ENGLISH=SONY GROUP CORPORATION SECTOR17-CODE=9 SECTOR17-CODE-NAME=ELECTRIC APPLIANCES & PRECISION INSTRUMENTS SECTOR33-CODE=3650 SECTOR33-CODE-NAME=Electric Appliances SCALE-CATEGORY=TOPIX Core30 MARKET-CODE=0111 MARKET-CODE-NAME=Prime MARGIN-CODE=2 MARGIN-CODE-NAME=Loan issues>(setf cl-jquants-api:*locale* :jp)
(defvar all-stocks-jp (get-listed-issue-master :date 20241227))
all-stocks-jp(#<LISTED-ISSUE-MASTER: CODE=13010 DATE=1735257600 COMPANY-NAME=極洋 COMPANY-NAME-ENGLISH=KYOKUYO CO.,LTD. SECTOR17-CODE=1 SECTOR17-CODE-NAME=食品 SECTOR33-CODE=0050 SECTOR33-CODE-NAME=水産・農林業 SCALE-CATEGORY=TOPIX Small 2 MARKET-CODE=0111 MARKET-CODE-NAME=プライム MARGIN-CODE=2 MARGIN-CODE-NAME=貸借>
#<LISTED-ISSUE-MASTER: CODE=13050 DATE=1735257600 COMPANY-NAME=大和アセットマネジメント株式会社 ｉＦｒｅｅＥＴＦ ＴＯＰＩＸ（年１回決算型） COMPANY-NAME-ENGLISH=iFreeETF TOPIX (Yearly Dividend Type) SECTOR17-CODE=99 SECTOR17-CODE-NAME=その他 SECTOR33-CODE=9999 SECTOR33-CODE-NAME=その他 SCALE-CATEGORY=- MARKET-CODE=0109 MARKET-CODE-NAME=その他 MARGIN-CODE=2 MARGIN-CODE-NAME=貸借>
#<LISTED-ISSUE-MASTER: CODE=13060 DATE=1735257600 COMPANY-NAME=野村アセットマネジメント株式会社 ＮＥＸＴ ＦＵＮＤＳ ＴＯＰＩＸ連動型上場投信 COMPANY-NAME-ENGLISH=NEXT FUNDS TOPIX Exchange Traded Fund SECTOR17-CODE=99 SECTOR17-CODE-NAME=その他 SECTOR33-CODE=9999 SECTOR33-CODE-NAME=その他 SCALE-CATEGORY=- MARKET-CODE=0109 MARKET-CODE-NAME=その他 MARGIN-CODE=2 MARGIN-CODE-NAME=貸借>
#<LISTED-ISSUE-MASTER: CODE=13080 DATE=1735257600 COMPANY-NAME=日興アセットマネジメント株式会社 上場インデックスファンドＴＯＰＩＸ COMPANY-NAME-ENGLISH=Nikko Exchange Traded Index Fund TOPIX SECTOR17-CODE=99 SECTOR17-CODE-NAME=その他 SECTOR33-CODE=9999 SECTOR33-CODE-NAME=その他 SCALE-CATEGORY=- MARKET-CODE=0109 MARKET-CODE-NAME=その他 MARGIN-CODE=2 MARGIN-CODE-NAME=貸借>
#<LISTED-ISSUE-MASTER: CODE=13090 DATE=1735257600 COMPANY-NAME=野村アセットマネジメント株式会社 ＮＥＸＴ ＦＵＮＤＳ ＣｈｉｎａＡＭＣ・中国株式・上証５０連動型上場投信 COMPANY-NAME-ENGLISH=NEXT FUNDS ChinaAMC SSE50 Index Exchange Traded Fund SECTOR17-CODE=99 SECTOR17-CODE-NAME=その他 SECTOR33-CODE=9999 SECTOR33-CODE-NAME=その他 SCALE-CATEGORY=- MARKET-CODE=0109 MARKET-CODE-NAME=その他 MARGIN-CODE=2 MARGIN-CODE-NAME=貸借>
#<LISTED-ISSUE-MASTER: CODE=130A0 DATE=1735257600 COMPANY-NAME=Ｖｅｒｉｔａｓ Ｉｎ Ｓｉｌｉｃｏ COMPANY-NAME-ENGLISH=Veritas In Silico Inc. SECTOR17-CODE=5 SECTOR17-CODE-NAME=医薬品 SECTOR33-CODE=3250 SECTOR33-CODE-NAME=医薬品 SCALE-CATEGORY=- MARKET-CODE=0113 MARKET-CODE-NAME=グロース MARGIN-CODE=1 MARGIN-CODE-NAME=信用>
...Find SONY GROUP CORPORATION (6758) data.
(find-if #'(lambda (obj)
(string= (code-of obj) "67580"))
all-stocks-jp)
#<LISTED-ISSUE-MASTER: CODE=67580 DATE=1735257600 COMPANY-NAME=ソニーグループ COMPANY-NAME-ENGLISH=SONY GROUP CORPORATION SECTOR17-CODE=9 SECTOR17-CODE-NAME=電機・精密 SECTOR33-CODE=3650 SECTOR33-CODE-NAME=電気機器 SCALE-CATEGORY=TOPIX Core30 MARKET-CODE=0111 MARKET-CODE-NAME=プライム MARGIN-CODE=2 MARGIN-CODE-NAME=貸借>Reference: Listed Issue Information
CL-USER> (describe 'get-stock-prices)
CL-JQUANTS-API:GET-STOCK-PRICES
[symbol]
GET-STOCK-PRICES names a compiled function:
Lambda-list: (&KEY CODE DATE FROM TO)
Derived type: (FUNCTION (&KEY (:CODE T) (:DATE T) (:FROM T) (:TO T))
(VALUES LIST &OPTIONAL))Download all stock prices in Japan Exchange as of 2024-12-27.
Some of fields are required for Premium plan and shown as 0 (See the API documents for data availability).
(defvar all-prices (get-stock-prices :date 20241227))
all-prices(#<STOCK-PRICES: CODE=13010 DATE=1735257600 OPEN-PRICE=4070.0d0 HIGH-PRICE=4115.0d0 LOW-PRICE=4070.0d0 CLOSE-PRICE=4115.0d0 UPPER-LIMIT=0 LOWER-LIMIT=0 VOLUME=29500.0d0 TURNOVER-VALUE=1.210765d8 ADJUSTMENT-FACTOR=1.0d0 ADJUSTMENT-OPEN=4070.0d0 ADJUSTMENT-HIGH=4115.0d0 ADJUSTMENT-LOW=4070.0d0 ADJUSTMENT-CLOSE=4115.0d0 ADJUSTMENT-VOLUME=29500.0d0 MORNING-OPEN=0.0 MORNING-HIGH=0.0 MORNING-LOW=0.0 MORNING-CLOSE=0.0 MORNING-UPPER-LIMIT=0.0 MORNING-LOWER-LIMIT=0.0 MORNING-VOLUME=0.0 MORNING-TURNOVER-VALUE=0.0 MORNING-ADJUSTMENT-OPEN=0.0 MORNING-ADJUSTMENT-HIGH=0.0 MORNING-ADJUSTMENT-LOW=0.0 MORNING-ADJUSTMENT-CLOSE=0.0 MORNING-ADJUSTMENT-VOLUME=0.0 AFTERNOON-OPEN=0.0 AFTERNOON-HIGH=0.0 AFTERNOON-LOW=0.0 AFTERNOON-CLOSE=0.0 AFTERNOON-UPPER-LIMIT=0.0 AFTERNOON-LOWER-LIMIT=0.0 AFTERNOON-VOLUME=0.0 AFTERNOON-TURNOVER-VALUE=0.0 AFTERNOON-ADJUSTMENT-OPEN=0.0 AFTERNOON-ADJUSTMENT-HIGH=0.0 AFTERNOON-ADJUSTMENT-LOW=0.0 AFTERNOON-ADJUSTMENT-CLOSE=0.0 AFTERNOON-ADJUSTMENT-VOLUME=0.0>
#<STOCK-PRICES: CODE=13050 DATE=1735257600 OPEN-PRICE=2945.5d0 HIGH-PRICE=2975.0d0 LOW-PRICE=2945.0d0 CLOSE-PRICE=2970.5d0 UPPER-LIMIT=0 LOWER-LIMIT=0 VOLUME=153160.0d0 TURNOVER-VALUE=4.5420149d8 ADJUSTMENT-FACTOR=1.0d0 ADJUSTMENT-OPEN=2945.5d0 ADJUSTMENT-HIGH=2975.0d0 ADJUSTMENT-LOW=2945.0d0 ADJUSTMENT-CLOSE=2970.5d0 ADJUSTMENT-VOLUME=153160.0d0 MORNING-OPEN=0.0 MORNING-HIGH=0.0 MORNING-LOW=0.0 MORNING-CLOSE=0.0 MORNING-UPPER-LIMIT=0.0 MORNING-LOWER-LIMIT=0.0 MORNING-VOLUME=0.0 MORNING-TURNOVER-VALUE=0.0 MORNING-ADJUSTMENT-OPEN=0.0 MORNING-ADJUSTMENT-HIGH=0.0 MORNING-ADJUSTMENT-LOW=0.0 MORNING-ADJUSTMENT-CLOSE=0.0 MORNING-ADJUSTMENT-VOLUME=0.0 AFTERNOON-OPEN=0.0 AFTERNOON-HIGH=0.0 AFTERNOON-LOW=0.0 AFTERNOON-CLOSE=0.0 AFTERNOON-UPPER-LIMIT=0.0 AFTERNOON-LOWER-LIMIT=0.0 AFTERNOON-VOLUME=0.0 AFTERNOON-TURNOVER-VALUE=0.0 AFTERNOON-ADJUSTMENT-OPEN=0.0 AFTERNOON-ADJUSTMENT-HIGH=0.0 AFTERNOON-ADJUSTMENT-LOW=0.0 AFTERNOON-ADJUSTMENT-CLOSE=0.0 AFTERNOON-ADJUSTMENT-VOLUME=0.0>
#<STOCK-PRICES: CODE=13060 DATE=1735257600 OPEN-PRICE=2915.5d0 HIGH-PRICE=2944.0d0 LOW-PRICE=2913.5d0 CLOSE-PRICE=2943.0d0 UPPER-LIMIT=0 LOWER-LIMIT=0 VOLUME=1135780.0d0 TURNOVER-VALUE=3.330456415d9 ADJUSTMENT-FACTOR=1.0d0 ADJUSTMENT-OPEN=2915.5d0 ADJUSTMENT-HIGH=2944.0d0 ADJUSTMENT-LOW=2913.5d0 ADJUSTMENT-CLOSE=2943.0d0 ADJUSTMENT-VOLUME=1135780.0d0 MORNING-OPEN=0.0 MORNING-HIGH=0.0 MORNING-LOW=0.0 MORNING-CLOSE=0.0 MORNING-UPPER-LIMIT=0.0 MORNING-LOWER-LIMIT=0.0 MORNING-VOLUME=0.0 MORNING-TURNOVER-VALUE=0.0 MORNING-ADJUSTMENT-OPEN=0.0 MORNING-ADJUSTMENT-HIGH=0.0 MORNING-ADJUSTMENT-LOW=0.0 MORNING-ADJUSTMENT-CLOSE=0.0 MORNING-ADJUSTMENT-VOLUME=0.0 AFTERNOON-OPEN=0.0 AFTERNOON-HIGH=0.0 AFTERNOON-LOW=0.0 AFTERNOON-CLOSE=0.0 AFTERNOON-UPPER-LIMIT=0.0 AFTERNOON-LOWER-LIMIT=0.0 AFTERNOON-VOLUME=0.0 AFTERNOON-TURNOVER-VALUE=0.0 AFTERNOON-ADJUSTMENT-OPEN=0.0 AFTERNOON-ADJUSTMENT-HIGH=0.0 AFTERNOON-ADJUSTMENT-LOW=0.0 AFTERNOON-ADJUSTMENT-CLOSE=0.0 AFTERNOON-ADJUSTMENT-VOLUME=0.0>
...Find SONY GROUP CORPORATION (6758) data.
(find-if #'(lambda (obj)
(string= (code-of obj) "67580"))
all-prices)#<STOCK-PRICES: CODE=67580 DATE=1735257600 OPEN-PRICE=3400.0d0 HIGH-PRICE=3423.0d0 LOW-PRICE=3381.0d0 CLOSE-PRICE=3417.0d0 UPPER-LIMIT=0 LOWER-LIMIT=0 VOLUME=1.09376d7 TURNOVER-VALUE=3.72928265d10 ADJUSTMENT-FACTOR=1.0d0 ADJUSTMENT-OPEN=3400.0d0 ADJUSTMENT-HIGH=3423.0d0 ADJUSTMENT-LOW=3381.0d0 ADJUSTMENT-CLOSE=3417.0d0 ADJUSTMENT-VOLUME=1.09376d7 MORNING-OPEN=0.0 MORNING-HIGH=0.0 MORNING-LOW=0.0 MORNING-CLOSE=0.0 MORNING-UPPER-LIMIT=0.0 MORNING-LOWER-LIMIT=0.0 MORNING-VOLUME=0.0 MORNING-TURNOVER-VALUE=0.0 MORNING-ADJUSTMENT-OPEN=0.0 MORNING-ADJUSTMENT-HIGH=0.0 MORNING-ADJUSTMENT-LOW=0.0 MORNING-ADJUSTMENT-CLOSE=0.0 MORNING-ADJUSTMENT-VOLUME=0.0 AFTERNOON-OPEN=0.0 AFTERNOON-HIGH=0.0 AFTERNOON-LOW=0.0 AFTERNOON-CLOSE=0.0 AFTERNOON-UPPER-LIMIT=0.0 AFTERNOON-LOWER-LIMIT=0.0 AFTERNOON-VOLUME=0.0 AFTERNOON-TURNOVER-VALUE=0.0 AFTERNOON-ADJUSTMENT-OPEN=0.0 AFTERNOON-ADJUSTMENT-HIGH=0.0 AFTERNOON-ADJUSTMENT-LOW=0.0 AFTERNOON-ADJUSTMENT-CLOSE=0.0 AFTERNOON-ADJUSTMENT-VOLUME=0.0>Reference: Stock Prices (OHCL)
CL-USER> (describe 'get-morning-session-stock-prices)
CL-JQUANTS-API:GET-MORNING-SESSION-STOCK-PRICES
[symbol]
GET-MORNING-SESSION-STOCK-PRICES names a compiled function:
Lambda-list: (&KEY CODE)
Derived type: (FUNCTION (&KEY (:CODE T)) (VALUES LIST &OPTIONAL))Reference: Morning Session Stock Prices (OHCL)
CL-USER> (describe 'get-trading-by-type-of-investors)
CL-JQUANTS-API:GET-TRADING-BY-TYPE-OF-INVESTORS
[symbol]
GET-TRADING-BY-TYPE-OF-INVESTORS names a compiled function:
Lambda-list: (&KEY SECTION FROM TO)
Derived type: (FUNCTION (&KEY (:SECTION T) (:FROM T) (:TO T))
(VALUES LIST &OPTIONAL))Download a stock trading value by type of investors for TSE Prime section.
See src/constant.lisp for available sctions.
(defvar investor-types (get-trading-by-type-of-investors :section "TSE1st"))
investor-types(#<TRADING-BY-TYPE-OF-INVESTORS: PUBLISHED-DATE=1421884800 START-DATE=1421107200 END-DATE=1421366400 SECTION=TSE1st PROPRIETARY-SALES=1.347874859d9 PROPRIETARY-PURCHASES=1.26177739d9 PROPRIETARY-TOTAL=2.609652249d9 PROPRIETARY-BALANCE=-8.6097469d7 BROKERAGE-SALES=8.916359317d9 BROKERAGE-PURCHASES=9.009926142d9 BROKERAGE-TOTAL=1.7926285459d10 BROKERAGE-BALANCE=9.3566825d7 TOTAL-SALES=1.0264234176d10 TOTAL-PURCHASES=1.0271703532d10 TOTAL-TOTAL=2.0535937708d10 TOTAL-BALANCE=7469356.0d0 INDIVIDUALS-SALES=1.358095117d9 INDIVIDUALS-PURCHASES=1.633519213d9 INDIVIDUALS-TOTAL=2.99161433d9 INDIVIDUALS-BALANCE=2.75424096d8 FOREIGNERS-SALES=6.933648509d9 FOREIGNERS-PURCHASES=6.486586319d9 FOREIGNERS-TOTAL=1.3420234828d10 FOREIGNERS-BALANCE=-4.4706219d8 SECURITIES-COS-SALES=9.3771217d7 SECURITIES-COS-PURCHASES=1.05791653d8 SECURITIES-COS-TOTAL=1.9956287d8 SECURITIES-COS-BALANCE=1.2020436d7 INVESTMENT-TRUSTS-SALES=1.78330243d8 INVESTMENT-TRUSTS-PURCHASES=2.01847743d8 INVESTMENT-TRUSTS-TOTAL=3.80177986d8 INVESTMENT-TRUSTS-BALANCE=2.35175d7 BUSINESS-COS-SALES=5.9561519d7 BUSINESS-COS-PURCHASES=1.2046936d8 BUSINESS-COS-TOTAL=1.80030879d8 BUSINESS-COS-BALANCE=6.0907841d7 OTHER-COS-SALES=8539656.0d0 OTHER-COS-PURCHASES=1.4578459d7 OTHER-COS-TOTAL=2.3118115d7 OTHER-COS-BALANCE=6038803.0d0 INSURANCE-COS-SALES=2.4208723d7 INSURANCE-COS-PURCHASES=2.7938631d7 INSURANCE-COS-TOTAL=5.2147354d7 INSURANCE-COS-BALANCE=3729908.0d0 CITY-BKS-REGIONAL-BKS-ETC-SALES=3489667.0d0 CITY-BKS-REGIONAL-BKS-ETC-PURCHASES=1.3473713d7 CITY-BKS-REGIONAL-BKS-ETC-TOTAL=1.696338d7 CITY-BKS-REGIONAL-BKS-ETC-BALANCE=9984046.0d0 TRUST-BANKS-SALES=2.42455325d8 TRUST-BANKS-PURCHASES=3.8687572d8 TRUST-BANKS-TOTAL=6.29331045d8 TRUST-BANKS-BALANCE=1.44420395d8 OTHER-FINANCIAL-INSTITUTIONS-SALES=1.4259341d7 OTHER-FINANCIAL-INSTITUTIONS-PURCHASES=1.8845331d7 OTHER-FINANCIAL-INSTITUTIONS-TOTAL=3.3104672d7 OTHER-FINANCIAL-INSTITUTIONS-BALANCE=4585990.0d0>
#<TRADING-BY-TYPE-OF-INVESTORS: PUBLISHED-DATE=1422489600 START-DATE=1421625600 END-DATE=1421971200 SECTION=TSE1st PROPRIETARY-SALES=1.489283348d9 PROPRIETARY-PURCHASES=1.533153475d9 PROPRIETARY-TOTAL=3.022436823d9 PROPRIETARY-BALANCE=4.3870127d7 BROKERAGE-SALES=9.826327309d9 BROKERAGE-PURCHASES=9.800538861d9 BROKERAGE-TOTAL=1.962686617d10 BROKERAGE-BALANCE=-2.5788448d7 TOTAL-SALES=1.1315610657d10 TOTAL-PURCHASES=1.1333692336d10 TOTAL-TOTAL=2.2649302993d10 TOTAL-BALANCE=1.8081679d7 INDIVIDUALS-SALES=1.926033952d9 INDIVIDUALS-PURCHASES=1.675058802d9 INDIVIDUALS-TOTAL=3.601092754d9 INDIVIDUALS-BALANCE=-2.5097515d8 FOREIGNERS-SALES=7.093702001d9 FOREIGNERS-PURCHASES=7.168389082d9 FOREIGNERS-TOTAL=1.4262091083d10 FOREIGNERS-BALANCE=7.4687081d7 SECURITIES-COS-SALES=1.19007689d8 SECURITIES-COS-PURCHASES=1.01126477d8 SECURITIES-COS-TOTAL=2.20134166d8 SECURITIES-COS-BALANCE=-1.7881212d7 INVESTMENT-TRUSTS-SALES=2.06683617d8 INVESTMENT-TRUSTS-PURCHASES=2.19214728d8 INVESTMENT-TRUSTS-TOTAL=4.25898345d8 INVESTMENT-TRUSTS-BALANCE=1.2531111d7 BUSINESS-COS-SALES=8.3388332d7 BUSINESS-COS-PURCHASES=1.03628257d8 BUSINESS-COS-TOTAL=1.87016589d8 BUSINESS-COS-BALANCE=2.0239925d7 OTHER-COS-SALES=1.7183743d7 OTHER-COS-PURCHASES=2.4860301d7 OTHER-COS-TOTAL=4.2044044d7 OTHER-COS-BALANCE=7676558.0d0 INSURANCE-COS-SALES=3.9397952d7 INSURANCE-COS-PURCHASES=1.5419868d7 INSURANCE-COS-TOTAL=5.481782d7 INSURANCE-COS-BALANCE=-2.3978084d7 CITY-BKS-REGIONAL-BKS-ETC-SALES=7668982.0d0 CITY-BKS-REGIONAL-BKS-ETC-PURCHASES=1.1795082d7 CITY-BKS-REGIONAL-BKS-ETC-TOTAL=1.9464064d7 CITY-BKS-REGIONAL-BKS-ETC-BALANCE=4126100.0d0 TRUST-BANKS-SALES=3.17215539d8 TRUST-BANKS-PURCHASES=4.58890691d8 TRUST-BANKS-TOTAL=7.7610623d8 TRUST-BANKS-BALANCE=1.41675152d8 OTHER-FINANCIAL-INSTITUTIONS-SALES=1.6045502d7 OTHER-FINANCIAL-INSTITUTIONS-PURCHASES=2.2155573d7 OTHER-FINANCIAL-INSTITUTIONS-TOTAL=3.8201075d7 OTHER-FINANCIAL-INSTITUTIONS-BALANCE=6110071.0d0>
...Reference: Trading by Type of Investors
CL-USER> (describe 'get-margin-trading-outstandings)
CL-JQUANTS-API:GET-MARGIN-TRADING-OUTSTANDINGS
[symbol]
GET-MARGIN-TRADING-OUTSTANDINGS names a compiled function:
Lambda-list: (&KEY CODE DATE FROM TO)
Derived type: (FUNCTION (&KEY (:CODE T) (:DATE T) (:FROM T) (:TO T))
(VALUES LIST &OPTIONAL))Download margin trading outstandings on 2024-12-27.
See src/constant.lisp for an issue type mapping.
(defvar margin-tradings (get-margin-trading-outstandings :date 20241227))
margin-tradings(#<MARGIN-TRADING-OUTSTANDINGS: CODE=13010 DATE=1735257600 SHORT-MARGIN-TRADE-VOLUME=2800.0d0 LONG-MARGIN-TRADE-VOLUME=70700.0d0 SHORT-NEGOTIABLE-MARGIN-TRADE-VOLUME=0.0d0 LONG-NEGOTIABLE-MARGIN-TRADE-VOLUME=50600.0d0 SHORT-STANDARDIZED-MARGIN-TRADE-VOLUME=2800.0d0 LONG-STANDARDIZED-MARGIN-TRADE-VOLUME=20100.0d0 ISSUE-TYPE=2>
#<MARGIN-TRADING-OUTSTANDINGS: CODE=13050 DATE=1735257600 SHORT-MARGIN-TRADE-VOLUME=9440.0d0 LONG-MARGIN-TRADE-VOLUME=31540.0d0 SHORT-NEGOTIABLE-MARGIN-TRADE-VOLUME=1050.0d0 LONG-NEGOTIABLE-MARGIN-TRADE-VOLUME=6240.0d0 SHORT-STANDARDIZED-MARGIN-TRADE-VOLUME=8390.0d0 LONG-STANDARDIZED-MARGIN-TRADE-VOLUME=25300.0d0 ISSUE-TYPE=2>
#<MARGIN-TRADING-OUTSTANDINGS: CODE=13060 DATE=1735257600 SHORT-MARGIN-TRADE-VOLUME=237680.0d0 LONG-MARGIN-TRADE-VOLUME=510580.0d0 SHORT-NEGOTIABLE-MARGIN-TRADE-VOLUME=10860.0d0 LONG-NEGOTIABLE-MARGIN-TRADE-VOLUME=353240.0d0 SHORT-STANDARDIZED-MARGIN-TRADE-VOLUME=226820.0d0 LONG-STANDARDIZED-MARGIN-TRADE-VOLUME=157340.0d0 ISSUE-TYPE=2>
#<MARGIN-TRADING-OUTSTANDINGS: CODE=13080 DATE=1735257600 SHORT-MARGIN-TRADE-VOLUME=15675.0d0 LONG-MARGIN-TRADE-VOLUME=42219.0d0 SHORT-NEGOTIABLE-MARGIN-TRADE-VOLUME=0.0d0 LONG-NEGOTIABLE-MARGIN-TRADE-VOLUME=24866.0d0 SHORT-STANDARDIZED-MARGIN-TRADE-VOLUME=15675.0d0 LONG-STANDARDIZED-MARGIN-TRADE-VOLUME=17353.0d0 ISSUE-TYPE=2>
...Reference: Margin Trading Outstandings
CL-USER> (describe 'get-short-sale-value-and-ratio-by-sector)
CL-JQUANTS-API:GET-SHORT-SALE-VALUE-AND-RATIO-BY-SECTOR
[symbol]
GET-SHORT-SALE-VALUE-AND-RATIO-BY-SECTOR names a compiled function:
Lambda-list: (&KEY SECTOR33 DATE FROM TO)
Derived type: (FUNCTION
(&KEY (:SECTOR33 T) (:DATE T) (:FROM T) (:TO T))
(VALUES LIST &OPTIONAL))Download short-sale values by SECTOR 33 on 2024-12-27.
See src/constant.lisp for a sector mapping.
(defvar short-sales (get-short-sale-value-and-ratio-by-sector :date 20241227))
short-sales(#<SHORT-SALE-VALUE-AND-RATIO-BY-SECTOR: DATE=1735257600 SECTOR33-CODE=0050 SELLING-EXCLUDING-SHORT-SELLING-TURNOVER-VALUE=1.41607089d9 SHORT-SELLING-WITH-RESTRICTIONS-TURNOVER-VALUE=7.3158462d8 SHORT-SELLING-WITHOUT-RESTRICTIONS-TURNOVER-VALUE=9.403545d7>
#<SHORT-SALE-VALUE-AND-RATIO-BY-SECTOR: DATE=1735257600 SECTOR33-CODE=1050 SELLING-EXCLUDING-SHORT-SELLING-TURNOVER-VALUE=1.367169145d10 SHORT-SELLING-WITH-RESTRICTIONS-TURNOVER-VALUE=4.65354085d9 SHORT-SELLING-WITHOUT-RESTRICTIONS-TURNOVER-VALUE=5.6277925d8>
#<SHORT-SALE-VALUE-AND-RATIO-BY-SECTOR: DATE=1735257600 SECTOR33-CODE=2050 SELLING-EXCLUDING-SHORT-SELLING-TURNOVER-VALUE=3.695199511d10 SHORT-SELLING-WITH-RESTRICTIONS-TURNOVER-VALUE=2.254049962d10 SHORT-SELLING-WITHOUT-RESTRICTIONS-TURNOVER-VALUE=2.918175d9>
#<SHORT-SALE-VALUE-AND-RATIO-BY-SECTOR: DATE=1735257600 SECTOR33-CODE=3050 SELLING-EXCLUDING-SHORT-SELLING-TURNOVER-VALUE=6.68119557d10 SHORT-SELLING-WITH-RESTRICTIONS-TURNOVER-VALUE=3.672566735d10 SHORT-SELLING-WITHOUT-RESTRICTIONS-TURNOVER-VALUE=5.5723577d9>
#<SHORT-SALE-VALUE-AND-RATIO-BY-SECTOR: DATE=1735257600 SECTOR33-CODE=3100 SELLING-EXCLUDING-SHORT-SELLING-TURNOVER-VALUE=7.90638446d9 SHORT-SELLING-WITH-RESTRICTIONS-TURNOVER-VALUE=4.61279904d9 SHORT-SELLING-WITHOUT-RESTRICTIONS-TURNOVER-VALUE=4.1187063d8>
...Reference: Short Sale Value and Ratio by Sector
CL-USER> (describe 'get-breakdown-trading-data)
CL-JQUANTS-API:GET-BREAKDOWN-TRADING-DATA
[symbol]
GET-BREAKDOWN-TRADING-DATA names a compiled function:
Lambda-list: (&KEY CODE DATE FROM TO)
Derived type: (FUNCTION (&KEY (:CODE T) (:DATE T) (:FROM T) (:TO T))
(VALUES LIST &OPTIONAL))Reference: Breakdown Trading Data
CL-USER> (describe 'get-trading-calendar)
CL-JQUANTS-API:GET-TRADING-CALENDAR
[symbol]
GET-TRADING-CALENDAR names a compiled function:
Lambda-list: (&KEY HOLIDAYDIVISION FROM TO)
Derived type: (FUNCTION (&KEY (:HOLIDAYDIVISION T) (:FROM T) (:TO T))
(VALUES LIST &OPTIONAL))DATE is an epoch-time and HOLIDAY-DIVISION is a numeric enum values from +holiday-division+.
See src/constant.lisp for a holiday division mapping.
(defvar trading-calendar (get-trading-calendar))
trading-calendarCL-USER> trading-calendar
(#<TRADING-CALENDAR: DATE=1421539200 HOLIDAY-DIVISION=0>
#<TRADING-CALENDAR: DATE=1421625600 HOLIDAY-DIVISION=1>
#<TRADING-CALENDAR: DATE=1421712000 HOLIDAY-DIVISION=1>
#<TRADING-CALENDAR: DATE=1421798400 HOLIDAY-DIVISION=1>
...Convert DATE from an epoch-time to LOCAL-TIME:TIMESTAMP object.
(local-time:unix-to-timestamp
(date-of (car (last trading-calendar))))@2025-12-31T08:00:00.000000+08:00Show a description of HOLIDAY-DIVISION.
(assoc (holiday-division-of (car (last trading-calendar)))
+holiday-division+)(0 . "Non-business day")Reference: Trading Calendar
CL-USER> (describe 'get-indices-prices)
CL-JQUANTS-API:GET-INDICES-PRICES
[symbol]
GET-INDICES-PRICES names a compiled function:
Lambda-list: (&KEY CODE DATE FROM TO)
Derived type: (FUNCTION (&KEY (:CODE T) (:DATE T) (:FROM T) (:TO T))
(VALUES LIST &OPTIONAL))Download indices prices on 2024-12-27. See src/constant.lisp for an indices mapping.
(defvar index-snapshot (get-indices-prices :date 20241227))
index-snapshot(#<INDICES-PRICES: CODE=0000 DATE=1735257600 OPEN-PRICE=2775.87d0 HIGH-PRICE=2804.82d0 LOW-PRICE=2774.4d0 CLOSE-PRICE=2801.68d0>
#<INDICES-PRICES: CODE=0028 DATE=1735257600 OPEN-PRICE=1482.55d0 HIGH-PRICE=1498.5d0 LOW-PRICE=1481.38d0 CLOSE-PRICE=1496.27d0>
#<INDICES-PRICES: CODE=0029 DATE=1735257600 OPEN-PRICE=2745.69d0 HIGH-PRICE=2779.8d0 LOW-PRICE=2745.69d0 CLOSE-PRICE=2774.03d0>
#<INDICES-PRICES: CODE=002A DATE=1735257600 OPEN-PRICE=1920.94d0 HIGH-PRICE=1942.59d0 LOW-PRICE=1920.79d0 CLOSE-PRICE=1939.28d0>
#<INDICES-PRICES: CODE=002B DATE=1735257600 OPEN-PRICE=2733.37d0 HIGH-PRICE=2759.24d0 LOW-PRICE=2732.34d0 CLOSE-PRICE=2757.85d0>
#<INDICES-PRICES: CODE=002C DATE=1735257600 OPEN-PRICE=2172.75d0 HIGH-PRICE=2196.34d0 LOW-PRICE=2171.64d0 CLOSE-PRICE=2193.33d0> (find-if #'(lambda (x)
(let ((code (code-of x)))
(format t "~a: ~a~%" code (cdr (assoc code +index-code-name+)))))
index-snapshot)0000: TOPIX
0028: TOPIX Core 30
0029: TOPIX Large 70
002A: TOPIX 100
002B: TOPIX Mid 400
002C: TOPIX 500
002D: TOPIX Small
002E: TOPIX 1000
002F: TOPIX Small 500
0040: Fishery, Agriculture & Forestry
0041: Mining
0042: Construction
0043: Foods
0044: Textiles & Apparels
...
Reference: Indices (OHLC)
CL-USER> (describe 'get-topix-prices)
CL-JQUANTS-API:GET-TOPIX-PRICES
[symbol]
GET-TOPIX-PRICES names a compiled function:
Lambda-list: (&KEY FROM TO)
Derived type: (FUNCTION (&KEY (:FROM T) (:TO T))
(VALUES LIST &OPTIONAL))Download the TOPIX prices since 2024-12-20. This is the customized GET-INDICES-PRICES API for TOPIX.
(defvar topix-prices (get-topix-prices :from 20241220))
topix-prices(#<TOPIX-PRICES: DATE=1734652800 OPEN-PRICE=2722.35d0 HIGH-PRICE=2728.27d0 LOW-PRICE=2701.99d0 CLOSE-PRICE=2701.99d0>
#<TOPIX-PRICES: DATE=1734912000 OPEN-PRICE=2720.32d0 HIGH-PRICE=2729.53d0 LOW-PRICE=2710.76d0 CLOSE-PRICE=2726.74d0>
#<TOPIX-PRICES: DATE=1734998400 OPEN-PRICE=2730.52d0 HIGH-PRICE=2732.48d0 LOW-PRICE=2722.98d0 CLOSE-PRICE=2727.26d0>
#<TOPIX-PRICES: DATE=1735084800 OPEN-PRICE=2730.96d0 HIGH-PRICE=2733.86d0 LOW-PRICE=2707.6d0 CLOSE-PRICE=2733.86d0>
#<TOPIX-PRICES: DATE=1735171200 OPEN-PRICE=2735.8d0 HIGH-PRICE=2766.78d0 LOW-PRICE=2734.89d0 CLOSE-PRICE=2766.78d0>
#<TOPIX-PRICES: DATE=1735257600 OPEN-PRICE=2775.87d0 HIGH-PRICE=2804.82d0 LOW-PRICE=2774.4d0 CLOSE-PRICE=2801.68d0>
#<TOPIX-PRICES: DATE=1735516800 OPEN-PRICE=2809.93d0 HIGH-PRICE=2811.71d0 LOW-PRICE=2779.43d0 CLOSE-PRICE=2784.92d0>
#<TOPIX-PRICES: DATE=1736121600 OPEN-PRICE=2792.1d0 HIGH-PRICE=2793.11d0 LOW-PRICE=2748.77d0 CLOSE-PRICE=2756.38d0>
#<TOPIX-PRICES: DATE=1736208000 OPEN-PRICE=2770.14d0 HIGH-PRICE=2796.99d0 LOW-PRICE=2759.13d0 CLOSE-PRICE=2786.57d0>
#<TOPIX-PRICES: DATE=1736294400 OPEN-PRICE=2775.66d0 HIGH-PRICE=2776.75d0 LOW-PRICE=2760.84d0 CLOSE-PRICE=2770.0d0>
#<TOPIX-PRICES: DATE=1736380800 OPEN-PRICE=2763.04d0 HIGH-PRICE=2763.88d0 LOW-PRICE=2727.79d0 CLOSE-PRICE=2735.92d0>
#<TOPIX-PRICES: DATE=1736467200 OPEN-PRICE=2730.73d0 HIGH-PRICE=2736.29d0 LOW-PRICE=2714.12d0 CLOSE-PRICE=2714.12d0>
#<TOPIX-PRICES: DATE=1736812800 OPEN-PRICE=2712.02d0 HIGH-PRICE=2715.31d0 LOW-PRICE=2670.24d0 CLOSE-PRICE=2682.58d0>
#<TOPIX-PRICES: DATE=1736899200 OPEN-PRICE=2701.52d0 HIGH-PRICE=2707.68d0 LOW-PRICE=2683.14d0 CLOSE-PRICE=2690.81d0>
#<TOPIX-PRICES: DATE=1736985600 OPEN-PRICE=2704.4d0 HIGH-PRICE=2715.81d0 LOW-PRICE=2686.07d0 CLOSE-PRICE=2688.31d0>
#<TOPIX-PRICES: DATE=1737072000 OPEN-PRICE=2680.6d0 HIGH-PRICE=2682.29d0 LOW-PRICE=2650.07d0 CLOSE-PRICE=2679.42d0>)Reference: TOPIX Prices (OHLC)
CL-USER> (describe 'get-financial-data)
CL-JQUANTS-API:GET-FINANCIAL-DATA
[symbol]
GET-FINANCIAL-DATA names a compiled function:
Lambda-list: (&KEY CODE DATE)
Derived type: (FUNCTION (&KEY (:CODE T) (:DATE T))
(VALUES LIST &OPTIONAL))Reference: Financial Data
CL-USER> (describe 'get-financial-statement-data)
CL-JQUANTS-API:GET-FINANCIAL-STATEMENT-DATA
[symbol]
GET-FINANCIAL-STATEMENT-DATA names a compiled function:
Lambda-list: (&KEY CODE DATE)
Derived type: (FUNCTION (&KEY (:CODE T) (:DATE T))
(VALUES LIST &OPTIONAL))Download the financial data for SONY CORPORATION GROUP (6758). All DATE related values are in an epoch-time format.
(defvar financial-data (get-financial-data :code 6758))
financial-data(#<FINANCIAL-DATA: DISCLOSED-DATE=1423008000 DISCLOSED-TIME=NIL LOCAL-CODE=67580 DISCLOSURE-NUMBER=20150203018158 TYPE-OF-DOCUMENT=EarnForecastRevision TYPE-OF-CURRENT-PERIOD=FY CURRENT-PERIOD-START-DATE=1396310400 CURRENT-PERIOD-END-DATE=1427760000 CURRENT-FISCAL-YEAR-START-DATE=1396310400 CURRENT-FISCAL-YEAR-END-DATE=1427760000 NEXT-FISCAL-YEAR-START-DATE=NIL NEXT-FISCAL-YEAR-END-DATE=NIL NET-SALES= OPERATING-PROFIT= ORDINARY-PROFIT= PROFIT= EARNINGS-PER-SHARE= DILUTED-EARNINGS-PER-SHARE= TOTAL-ASSETS= EQUITY= EQUITY-TO-ASSET-RATIO= BOOK-VALUE-PER-SHARE= CASH-FLOWS-FROM-OPERATING-ACTIVITIES= CASH-FLOWS-FROM-INVESTING-ACTIVITIES= CASH-FLOWS-FROM-FINANCING-ACTIVITIES= CASH-AND-EQUIVALENTS= RESULT-DIVIDEND-PER-SHARE1ST-QUARTER= RESULT-DIVIDEND-PER-SHARE2ND-QUARTER= RESULT-DIVIDEND-PER-SHARE3RD-QUARTER= RESULT-DIVIDEND-PER-SHARE-FISCAL-YEAR-END= RESULT-DIVIDEND-PER-SHARE-ANNUAL= DISTRIBUTIONS-PER-UNIT-REIT= RESULT-TOTAL-DIVIDEND-PAID-ANNUAL= RESULT-PAYOUT-RATIO-ANNUAL= FORECAST-DIVIDEND-PER-SHARE1ST-QUARTER= FORECAST-DIVIDEND-PER-SHARE2ND-QUARTER= FORECAST-DIVIDEND-PER-SHARE3RD-QUARTER= FORECAST-DIVIDEND-PER-SHARE-FISCAL-YEAR-END= FORECAST-DIVIDEND-PER-SHARE-ANNUAL= FORECAST-DISTRIBUTIONS-PER-UNIT-REIT= FORECAST-TOTAL-DIVIDEND-PAID-ANNUAL= FORECAST-PAYOUT-RATIO-ANNUAL= NEXT-YEAR-FORECAST-DIVIDEND-PER-SHARE1ST-QUARTER= NEXT-YEAR-FORECAST-DIVIDEND-PER-SHARE2ND-QUARTER= NEXT-YEAR-FORECAST-DIVIDEND-PER-SHARE3RD-QUARTER= NEXT-YEAR-FORECAST-DIVIDEND-PER-SHARE-FISCAL-YEAR-END= NEXT-YEAR-FORECAST-DIVIDEND-PER-SHARE-ANNUAL= NEXT-YEAR-FORECAST-DISTRIBUTIONS-PER-UNIT-REIT= NEXT-YEAR-FORECAST-PAYOUT-RATIO-ANNUAL= FORECAST-NET-SALES2ND-QUARTER= FORECAST-OPERATING-PROFIT2ND-QUARTER= FORECAST-ORDINARY-PROFIT2ND-QUARTER= FORECAST-PROFIT2ND-QUARTER= FORECAST-EARNINGS-PER-SHARE2ND-QUARTER= NEXT-YEAR-FORECAST-NET-SALES2ND-QUARTER= NEXT-YEAR-FORECAST-OPERATING-PROFIT2ND-QUARTER= NEXT-YEAR-FORECAST-ORDINARY-PROFIT2ND-QUARTER= NEXT-YEAR-FORECAST-PROFIT2ND-QUARTER= NEXT-YEAR-FORECAST-EARNINGS-PER-SHARE2ND-QUARTER= FORECAST-NET-SALES=8000000000000 FORECAST-OPERATING-PROFIT=20000000000 FORECAST-ORDINARY-PROFIT= FORECAST-PROFIT=-170000000000 FORECAST-EARNINGS-PER-SHARE= NEXT-YEAR-FORECAST-NET-SALES= NEXT-YEAR-FORECAST-OPERATING-PROFIT= NEXT-YEAR-FORECAST-ORDINARY-PROFIT= NEXT-YEAR-FORECAST-PROFIT= NEXT-YEAR-FORECAST-EARNINGS-PER-SHARE= MATERIAL-CHANGES-IN-SUBSIDIARIES= SIGNIFICANT-CHANGES-IN-THE-SCOPE-OF-CONSOLIDATION= CHANGES-BASED-ON-REVISIONS-OF-ACCOUNTING-STANDARD= CHANGES-OTHER-THAN-ONES-BASED-ON-REVISIONS-OF-ACCOUNTING-STANDARD= CHANGES-IN-ACCOUNTING-ESTIMATES= RETROSPECTIVE-RESTATEMENT= NUMBER-OF-ISSUED-AND-OUTSTANDING-SHARES-AT-THE-END-OF-FISCAL-YEAR-INCLUDING-TREASURY-STOCK= NUMBER-OF-TREASURY-STOCK-AT-THE-END-OF-FISCAL-YEAR= AVERAGE-NUMBER-OF-SHARES= NON-CONSOLIDATED-NET-SALES= NON-CONSOLIDATED-OPERATING-PROFIT= NON-CONSOLIDATED-ORDINARY-PROFIT= NON-CONSOLIDATED-PROFIT= NON-CONSOLIDATED-EARNINGS-PER-SHARE= NON-CONSOLIDATED-TOTAL-ASSETS= NON-CONSOLIDATED-EQUITY= NON-CONSOLIDATED-EQUITY-TO-ASSET-RATIO= NON-CONSOLIDATED-BOOK-VALUE-PER-SHARE= FORECAST-NON-CONSOLIDATED-NET-SALES2ND-QUARTER= FORECAST-NON-CONSOLIDATED-OPERATING-PROFIT2ND-QUARTER= FORECAST-NON-CONSOLIDATED-ORDINARY-PROFIT2ND-QUARTER= FORECAST-NON-CONSOLIDATED-PROFIT2ND-QUARTER= FORECAST-NON-CONSOLIDATED-EARNINGS-PER-SHARE2ND-QUARTER= NEXT-YEAR-FORECAST-NON-CONSOLIDATED-NET-SALES2ND-QUARTER= NEXT-YEAR-FORECAST-NON-CONSOLIDATED-OPERATING-PROFIT2ND-QUARTER= NEXT-YEAR-FORECAST-NON-CONSOLIDATED-ORDINARY-PROFIT2ND-QUARTER= NEXT-YEAR-FORECAST-NON-CONSOLIDATED-PROFIT2ND-QUARTER= NEXT-YEAR-FORECAST-NON-CONSOLIDATED-EARNINGS-PER-SHARE2ND-QUARTER= FORECAST-NON-CONSOLIDATED-NET-SALES= FORECAST-NON-CONSOLIDATED-OPERATING-PROFIT= FORECAST-NON-CONSOLIDATED-ORDINARY-PROFIT= FORECAST-NON-CONSOLIDATED-PROFIT= FORECAST-NON-CONSOLIDATED-EARNINGS-PER-SHARE= NEXT-YEAR-FORECAST-NON-CONSOLIDATED-NET-SALES= NEXT-YEAR-FORECAST-NON-CONSOLIDATED-OPERATING-PROFIT= NEXT-YEAR-FORECAST-NON-CONSOLIDATED-ORDINARY-PROFIT= NEXT-YEAR-FORECAST-NON-CONSOLIDATED-PROFIT= NEXT-YEAR-FORECAST-NON-CONSOLIDATED-EARNINGS-PER-SHARE=>
... Reference: Financial Statement Data (BS/PL)
CL-USER> (describe 'get-cash-dividend-data)
CL-JQUANTS-API:GET-CASH-DIVIDEND-DATA
[symbol]
GET-CASH-DIVIDEND-DATA names a compiled function:
Lambda-list: (&KEY CODE DATE FROM TO)
Derived type: (FUNCTION (&KEY (:CODE T) (:DATE T) (:FROM T) (:TO T))
(VALUES LIST &OPTIONAL))Reference: Cash Dividend Data
CL-USER> (describe 'get-earnings-calendar)
CL-JQUANTS-API:GET-EARNINGS-CALENDAR
[symbol]
GET-EARNINGS-CALENDAR names a compiled function:
Lambda-list: ()
Derived type: (FUNCTION NIL (VALUES LIST &OPTIONAL))Get the latest earning calendar.
Seems like an earning calendar is available in Japanese only.
(defvar earnings (get-earnings-calendar))
earnings(#<EARNINGS-CALENDAR: CODE=59900 DATE=1737331200 COMPANY-NAME=スーパーツール FISCAL-YEAR=3月15日 SECTOR-NAME=金属製品 FISCAL-QUARTER=第３四半期 SECTION=スタンダード>)Reference: Earnings Calendar
CL-USER> (describe 'get-index-option-prices)
CL-JQUANTS-API:GET-INDEX-OPTION-PRICES
[symbol]
GET-INDEX-OPTION-PRICES names a compiled function:
Lambda-list: (&KEY CODE DATE FROM TO)
Derived type: (FUNCTION (&KEY (:CODE T) (:DATE T) (:FROM T) (:TO T))
(VALUES LIST &OPTIONAL))Download the index option prices on 2024-12-27.
(defvar index-option-prices (get-index-option-prices :date 20241227))
index-option-prices(#<INDEX-OPTION-PRICES: CODE=130010018 DATE=1735257600 WHOLE-DAY-OPEN=1.0d0 WHOLE-DAY-HIGH=1.0d0 WHOLE-DAY-LOW=1.0d0 WHOLE-DAY-CLOSE=1.0d0 NIGHT-SESSION-OPEN=1.0d0 NIGHT-SESSION-HIGH=1.0d0 NIGHT-SESSION-LOW=1.0d0 NIGHT-SESSION-CLOSE=1.0d0 DAY-SESSION-OPEN=1.0d0 DAY-SESSION-HIGH=1.0d0 DAY-SESSION-LOW=1.0d0 DAY-SESSION-CLOSE=1.0d0 VOLUME=72.0d0 OPEN-INTEREST=3332.0d0 TURNOVER-VALUE=72000.0d0 CONTRACT-MONTH=2025-01 STRIKE-PRICE=20000.0d0 VOLUME-ONLY-AUCTION=72.0d0 EMERGENCY-MARGIN-TRIGGER-DIVISION=002 PUT-CALL-DIVISION=1 LAST-TRADING-DAY=2025-01-09 SPECIAL-QUOTATION-DAY=2025-01-10 SETTLEMENT-PRICE=1.0d0 THEORETICAL-PRICE=0.8021d0 BASE-VOLATILITY=14.0594d0 UNDERLYING-PRICE=40281.16d0 IMPLIED-VOLATILITY=108.7545d0 INTEREST-RATE=0.2691d0>
#<INDEX-OPTION-PRICES: CODE=130010118 DATE=1735257600 WHOLE-DAY-OPEN=495.0d0 WHOLE-DAY-HIGH=495.0d0 WHOLE-DAY-LOW=320.0d0 WHOLE-DAY-CLOSE=370.0d0 NIGHT-SESSION-OPEN=0.0d0 NIGHT-SESSION-HIGH=0.0d0 NIGHT-SESSION-LOW=0.0d0 NIGHT-SESSION-CLOSE=0.0d0 DAY-SESSION-OPEN=495.0d0 DAY-SESSION-HIGH=495.0d0 DAY-SESSION-LOW=320.0d0 DAY-SESSION-CLOSE=370.0d0 VOLUME=54.0d0 OPEN-INTEREST=6.0d0 TURNOVER-VALUE=1.897811d7 CONTRACT-MONTH=2025-01 STRIKE-PRICE=40125.0d0 VOLUME-ONLY-AUCTION=53.0d0 EMERGENCY-MARGIN-TRIGGER-DIVISION=002 PUT-CALL-DIVISION=1 LAST-TRADING-DAY=2025-01-09 SPECIAL-QUOTATION-DAY=2025-01-10 SETTLEMENT-PRICE=400.0d0 THEORETICAL-PRICE=368.5395d0 BASE-VOLATILITY=14.0594d0 UNDERLYING-PRICE=40281.16d0 IMPLIED-VOLATILITY=15.1507d0 INTEREST-RATE=0.2691d0>
#<INDEX-OPTION-PRICES: CODE=130010218 DATE=1735257600 WHOLE-DAY-OPEN=705.0d0 WHOLE-DAY-HIGH=745.0d0 WHOLE-DAY-LOW=360.0d0 WHOLE-DAY-CLOSE=405.0d0 NIGHT-SESSION-OPEN=0.0d0 NIGHT-SESSION-HIGH=0.0d0 NIGHT-SESSION-LOW=0.0d0 NIGHT-SESSION-CLOSE=0.0d0 DAY-SESSION-OPEN=705.0d0 DAY-SESSION-HIGH=745.0d0 DAY-SESSION-LOW=360.0d0 DAY-SESSION-CLOSE=405.0d0 VOLUME=103.0d0 OPEN-INTEREST=37.0d0 TURNOVER-VALUE=4.422154d7 CONTRACT-MONTH=2025-01 STRIKE-PRICE=40250.0d0 VOLUME-ONLY-AUCTION=96.0d0 EMERGENCY-MARGIN-TRIGGER-DIVISION=002 PUT-CALL-DIVISION=1 LAST-TRADING-DAY=2025-01-09 SPECIAL-QUOTATION-DAY=2025-01-10 SETTLEMENT-PRICE=455.0d0 THEORETICAL-PRICE=420.3848d0 BASE-VOLATILITY=14.0594d0 UNDERLYING-PRICE=40281.16d0 IMPLIED-VOLATILITY=15.0186d0 INTEREST-RATE=0.2691d0>
#<INDEX-OPTION-PRICES: CODE=130010318 DATE=1735257600 WHOLE-DAY-OPEN=460.0d0 WHOLE-DAY-HIGH=495.0d0 WHOLE-DAY-LOW=425.0d0 WHOLE-DAY-CLOSE=475.0d0 NIGHT-SESSION-OPEN=0.0d0 NIGHT-SESSION-HIGH=0.0d0 NIGHT-SESSION-LOW=0.0d0 NIGHT-SESSION-CLOSE=0.0d0 DAY-SESSION-OPEN=460.0d0 DAY-SESSION-HIGH=495.0d0 DAY-SESSION-LOW=425.0d0 DAY-SESSION-CLOSE=475.0d0 VOLUME=9.0d0 OPEN-INTEREST=6.0d0 TURNOVER-VALUE=4217630.0d0 CONTRACT-MONTH=2025-01 STRIKE-PRICE=40375.0d0 VOLUME-ONLY-AUCTION=8.0d0 EMERGENCY-MARGIN-TRIGGER-DIVISION=002 PUT-CALL-DIVISION=1 LAST-TRADING-DAY=2025-01-09 SPECIAL-QUOTATION-DAY=2025-01-10 SETTLEMENT-PRICE=475.0d0 THEORETICAL-PRICE=474.9986d0 BASE-VOLATILITY=14.0594d0 UNDERLYING-PRICE=40281.16d0 IMPLIED-VOLATILITY=13.6058d0 INTEREST-RATE=0.2691d0>
#<INDEX-OPTION-PRICES: CODE=130010518 DATE=1735257600 WHOLE-DAY-OPEN=655.0d0 WHOLE-DAY-HIGH=655.0d0 WHOLE-DAY-LOW=480.0d0 WHOLE-DAY-CLOSE=545.0d0 NIGHT-SESSION-OPEN=0.0d0 NIGHT-SESSION-HIGH=0.0d0 NIGHT-SESSION-LOW=0.0d0 NIGHT-SESSION-CLOSE=0.0d0 DAY-SESSION-OPEN=655.0d0 DAY-SESSION-HIGH=655.0d0 DAY-SESSION-LOW=480.0d0 DAY-SESSION-CLOSE=545.0d0 VOLUME=119.0d0 OPEN-INTEREST=118.0d0 TURNOVER-VALUE=6.492456d7 CONTRACT-MONTH=2025-01 STRIKE-PRICE=40500.0d0 VOLUME-ONLY-AUCTION=109.0d0 EMERGENCY-MARGIN-TRIGGER-DIVISION=002 PUT-CALL-DIVISION=1 LAST-TRADING-DAY=2025-01-09 SPECIAL-QUOTATION-DAY=2025-01-10 SETTLEMENT-PRICE=545.0d0 THEORETICAL-PRICE=545.0002d0 BASE-VOLATILITY=14.0594d0 UNDERLYING-PRICE=40281.16d0 IMPLIED-VOLATILITY=13.6001d0 INTEREST-RATE=0.2691d0>
...Reference: Index Option Prices (OHCL)
CL-USER> (describe 'get-futures-data)
CL-JQUANTS-API:GET-FUTURES-DATA
[symbol]
GET-FUTURES-DATA names a compiled function:
Lambda-list: (&KEY CATEGORY DATE CONTRACT-FLAG)
Derived type: (FUNCTION
(&KEY (:CATEGORY T) (:DATE T) (:CONTRACT-FLAG T))
(VALUES LIST &OPTIONAL))Reference: Futures (OHLC)
CL-USER> (describe 'get-options-data)
CL-JQUANTS-API:GET-OPTIONS-DATA
[symbol]
GET-OPTIONS-DATA names a compiled function:
Lambda-list: (&KEY CATEGORY DATE CONTRACT-FLAG)
Derived type: (FUNCTION
(&KEY (:CATEGORY T) (:DATE T) (:CONTRACT-FLAG T))
(VALUES LIST &OPTIONAL))The J-Quants API returns an empty string if the stock is not eligible for morning / afternoon session. When an empty string is returned, it sets to NIL.
Reference: Options (OHLC)
Licensed under the MIT License
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