J-Quants Connector

The J-Quants connector connects StockSharp to the J-Quants API V2 for Japanese market reference and historical data. It is a read-only REST adapter intended for research rather than live market-data streaming or trading.

Key capabilities

• Discovery and reference data for Japanese listed equities, futures, and options, including derivative underlyings, strikes, option types, and expiries.
• A one-shot Level 1 message synthesized from the latest available daily bar; it is not a live quote subscription.
• Historical tick trades for equities; tick history is not available for futures or options.
• Historical equity candles for 1, 5, 15, and 30 minutes; 1 hour; and 1 day.
• Historical daily candles for futures and options.
• Configurable delay between REST calls and maximum pagination depth.
• No order books, live updates, order entry, portfolio data, or account operations.

Typical use

Use this connector for Japanese instrument catalogs, historical research, charting, data preparation, and backtesting with J-Quants datasets.

A J-Quants V2 API key is required. Available endpoints, instruments, date ranges, pagination, and request rates depend on the subscribed J-Quants plan; Level 1 values reflect a daily bar and must not be treated as real-time bid and ask data.