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.
Tick data of the following 4 products is available to provide;
TFX will suspend trading in the existing far-distant contract months for “Three-month Euroyen Futures (i.e. January 2025 and beyond)", due to the possible cessation of Euroyen TIBOR publication scheduled at the end of December 2024.
∗ 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.
Fill and submit "order sheet" to the attention of Wholesale Business Department at the address/email stated below (see "Contact"). Please read "Terms of Use" below carefully before applying.
User GuidePDF (444KB)
Terms of UsePDF (396KB)
Order SheetPDF (136KB)
・Order Sheetword (17KB)
Sample tick data (Three-month Euroyen Futures), click here.
Wholesale Business Department
Tokyo Financial Exchange Inc.
Tekko Building 8th Floor
1-8-2 Marunouchi, Chiyoda-ku, Tokyo 100-0005
+81-3-4578-2400
E-mail:info@tfx.co.jp