[J-GATE3.0]How to retrieve the Connectivity Manual/Specifications for ITCH?
The ITCH Connectivity Manual can be downloaded from System Documents Site as below. [System Documents Site] URL: https://faqsd.jpx.co.jp/?site_doma... Show Details
[J-GATE3.0] What is the ITCH Multicast Group?
MCG001 to MCG008 are the Multicast Group of ITCH. For more details, please refer to [4.2 Communication specification related to multicast data] on [J-GATE... Show Details
[J-GATE3.0] What is tag P (Price notification tag) on J-GATE3.0?
The price notification in executing combination series is not disseminated in J-GATE3.0. Hence, tag P(Price notification tag) is not disseminated. Show Details
[J-GATE3.0]The same Order book ID which was used for the series in the past is re-assigned to a c...
The same Order book ID which was used for the series in the past may be re-assigned. For example, an Order book ID from a series having expired may be a... Show Details
[J-GATE3.0] What value is set for Second in ITCH tag T(seconds tag)? Also, what value is set for ...
For Second in ITCH tag T(seconds tag), UNIX time (Elapsed time from January 1st, 1970, 0:0:0 UTC (=UNIX epoch)) is set by seconds. For Timestamp-Nanosecon... Show Details
[J-GATE3.0] Please explain the purpose and condition for the use of GLIMPSE.
This is a function used to obtain only the most recent data (should not be used to obtain all messages prior) after a failure which prevented multicast data ... Show Details
[J-GATE3.0] Is it possible to connect to the ITCH server from multiple IP addresses (4th octet is...
Yes, it is possible. Show Details
[J-GATE3.0] How to request resend in ITCH. Are Sequence Number required?
Please refer to “4.3.3 Resend procedure” of “J-GATE3.0_ITCH_Connectivity_Manual”. Please be informed that to request resend, “first sequence number being re... Show Details
[J-GATE3.0]What information can be retrieved with ITCH? Are retrievable information different fro...
ITCH provides all price information, series information, session information etc. Four Prices (High, Low, Open, Last/Close), index price, reference price an... Show Details
[J-GATE3.0]Is it possible to have ITCH sample data provided?
Please be informed that ITCH sample data can be provided. For details, please contact JPX Service Desk (J-GATE) j-gate3@jpx.co.jp. Show Details
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