Interest Rate Futures Contracts
Tick Data (Charged services)

TFX provides historical tick data∗ of its interest rate futures contracts. Please note that this service is subject to the following fees.
∗ Tick data is a time-series data of the past executions that include traded volumes and prices. For more details, please see "sample data" of this page.

Available Data

Tick data of the following 4 products is available to provide;

  • Three-month Euroyen futures
  • Options on Three-month Euroyen futures
  • Six-month Euroyen LIBOR futures
  • Over Night Call rate futures

Fee Schedule

  • Own use∗ (TFX Trading Members): JPY10,000 ⁄ month ( per product
  • Own use (Non Trading Members): JPY15,000 ⁄ month ( per product

∗ Own use means a use of data by a purchaser him ⁄ herself or within a firm a purchaser belongs to. TFX does not allow redistribution of tick data from a purchaser to a third party(s) that includes a purchaser's affiliate company.

How to Apply

Fill and submit "order sheet" to the attention of Fixed Income Group at the address/email stated below (see "Contact"). Please read "Terms of Use" below carefully before applying.

Sample Data

Contact us

Fixed Income Products Development and Marketing Department
Tokyo Financial Exchange Inc.

Tekko Building 8th Floor
1-8-2 Marunouchi, Chiyoda-ku, Tokyo 100-0005