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 TONA Futures
  • Options on Three-month TONA Futures
  • three-month Euroyen Futures
  • Options on Three-month Euroyen Futures(Trading suspended)

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.

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 Wholesale Business Department at the address/email stated below (see "Contact"). Please read "Terms of Use" below carefully before applying.

Sample Data

Contact us

Wholesale Business Department
Tokyo Financial Exchange Inc.

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