The J-GATE system uses the ITCH protocol to provide high-frequency market information. ITCH disseminates data on all orders and trades that are published on the J-GATE system.
ITCH provides primarily the following types of data:
- Order book information: Data on all orders is provided in the standard ITCH format. Although the data provided includes execution information, information on J-NET trades is not disseminated.
- Series information: Series information is provided, such as Series ID and 9-digit codes. Data related to tick size is also provided.
- Session information: Session information is provided, such as order acceptance start, morning session start, and trading halt.