Download Historical Nikkei 225 – OSE Intraday Data JNK (N225)

Historical Intraday Nikkei 225 – OSE Futures Data JNK (N225)

Nikkei 225 – OSE Contract Specs:

Nikkei 225 – OSE (JNK)
AKA:Nikkei 225 – OSE
Exchange Name:Osaka Securities Exchange
Exchange:OSE
Sector:Index
Tick Size:1
BPV:10000
Denomination:JPY
CSI Symbol:JNI
Ninjatrader Symbol:N225
Contract Specifications JNK

Buy Nikkei 225 – OSE Futures Data JNK (N225)

Purchase Nikkei 225 – OSE Futures Data JNK (N225) from PortaraCQG. Our tailored service includes your format options. ALL data is created for you by a qualified trader. We provide expert guidance if you are unsure. we will email you when your purchase has completed with roll/format options to choose from.

Discounted Dataset: Special Offer

Purchase daily or intraday 1 minute bar individual or continuous data here. Email for tick (trades only) and Level 1 tick data special offers

JNK (N225) Historic Futures Data: Available

Data TypeStart DateEnd DateSizeSample Data
Daily:1988 Sep 02Current2.0 MB📈 Download
Intraday:1999 Feb 16Current227.5 MB📈 Download
Tick – Trades Only:1999 Feb 16Current4.1 GB📈 Download
Tick – Level 1:1999 Feb 16Current112.8 GB📈 Download
Samples can be viewed and downloaded in any timezone, including each commodity’s exchange time | Filesizes are uncompressed ascii csv

Full-history size of Nikkei 225 - OSE (JNK) data from Portara, to the current date, as uncompressed CSV text: daily 2.0 MB from 1988 Sep 02; 1-minute intraday 227.5 MB from 1999 Feb 16; tick trades-only 4.1 GB from 1999 Feb 16; tick Level 1 (bids, asks and trades) 112.8 GB from 1999 Feb 16. Sizes are indicative and refreshed monthly. Use the Data Size Calculator further down this page for any year range.

See also: all historical intraday futures markets · view the JNK sample in any timezone · when JNK volume and open interest begin.

Or Subscribe To Portara Downloader

Get access to our ‘historical futures and forex data cloud’. Simply ‘drag & drop’ daily, intraday, tick and level 1 quote data straight to your desktop, whenever you need it! You can format the data on the fly.

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Please note: The free-tier offer is currently unavailable.

Sample data — Intraday sample

Times default to Chicago local, as recorded. Pick a timezone to convert both the chart and the download — conversion changes only the timestamps, every other value passes through untouched.

Sample data chart · hover for values · drag to pan · zoom with the mouse wheel or the −/+ buttons · double-click to reset

Nikkei 225 - OSE JNK Intraday Data Formats

Choose a data form to see the format choices available for it.

Once payment is in, we will send across final formatting options for you to choose from and then add you to our jobs list for processing. See below for what questions we will ask.

Text version

One-off data dump:

  • Continuous data: Do you want backadjusted or zero adjusted data? Please let us know. If you are unsure, please read our deep dive on how to create continuous futures data, which explains the different methods.
  • Roll: 3 days before expiry is a good sweetspot for JNK
  • Roll Basis: Roll based on settlement price. (Highly unusual based on last price, but we can do it)
  • Delivery Months: HMUZ (Mar, Jun, Sep, Dec)
  • Delimiter: comma, i.e. .csv .txt - ASCII. Or choose another delimiter such as semi-colon, space or tab
  • Filename: A single file called JNK.txt openable in notepad or similar. Windows/Mac/Linux compatible.
  • Filename Alternatives: Choose from the following if you require compatibility elsewhere: CSI: JNI · NinjaTrader: N225
  • Column Order: date, time, open, high, low, close, volume, contractNameNote: contractName allows you to see what row the underlying data came from, so your commodity is called JNK, then JNK2026H would mean the row was from the JNK March 2026 contract. We include this by default. Please let us know if you do not want to include it.
  • Extra Continuous Columns [optional]: If ordering backadjusted data we can also include, unadjusted close, spread and cumulative spread.
  • Timestamp Type: Start of Bar (or you can choose End of Bar)
  • Timezone: Exchange Time, Japan Standard Time (Tokyo, UTC+9). Or choose a custom timezone such as UTC
  • Date format: yyyymmddiOther date formats availableMMDDYYYYYYYYMMDDDDMMYYYYMMDDYYYYMMDDDDMMYYMM/DD/YYYYYYYY/MM/DDDD/MM/YYYYMM-DD-YYYYYYYY-MM-DDDD-MM-YYYYMM.DD.YYYYDD.MM.YYYYYYYY.MM.DDMM/DD/YYYY/MM/DDDD/MM/YYMM-DD-YYYY-MM-DDDD-MM-YYMM.DD.YYYY.MM.DDDD.MM.YYTell us which one you would like.
  • Time format: hhmm (24h)iOther time formats availableHHMMHH:MMHHMMSSHH:MM:SSTell us which one you would like.
  • Roll Logs: we will include a full roll log showing rolls close-to-close the calendar days and the adjustments so you can follow through the logic.
  • Other Special Data Formatting Requirements: We format directly for other software applications including Bloomberg, CQG Data Factory, eSignal, IQFeed, MetaTrader 5, MultiCharts, NinjaTrader, Sierra Chart, TradeStation and Trading Blox.

During your order process, we will send across these final formatting options for you to choose from and then add you to our jobs list for processing.

The Process of Placing an Order

Portara is a ‘tailored service’ i.e. your request will be processed manually to your custom requirements.

If you wish to proceed, send us an email using the ‘Contact Portara’ widget on this page, or alternatively use the Contact Form under ‘Contact Us’. When you are happy, we will send out a payment request for settlement. Once payment is in, we will send across final formatting options for you to choose from and then add you to our jobs list for processing.

We will guide you through the final formatting options and provide defaults for you to accept or make changes to.

Once the data is ready, we will send across your personal link for you to download the data. Usually, data is ready within 24hrs.

What is Continuous Futures Data?

Continuous Futures are a continuous stream of historical futures data, which allows traders to analyze commodities’ price changes over the long-term. It is a well-organized and efficient way to fetch information on the futures market. The Continuation method allows for the adjustment of historical futures data, which minimizes any discrepancies in comparison.

Award Badge Format Details for Nikkei 225 – OSE JNK (N225)

Alternative Nikkei 225 – OSE Symbology:

Other companies can refer to the Nikkei 225 – OSE symbols by the following symbol names: JNI N225 NKA Index.

Portara and CQG provide historical intraday futures data to CTAs, hedge funds, portfolio managers, quants and traders and institutions.

Portara’s Main Data Products

Nikkei 225 – OSE futures data can be split into four main headings:

  • Daily data – which includes either the last price or the settlement
  • Intraday data – which includes trade volume
  • Tick data – Trades Only – which includes only trades
  • Tick data Level 1 – which includes the trades, the bid, the ask and the settle

Purchase Individual or Continuous form Data

You can purchase historical intraday JNK / N225 futures data as individual contracts or in a continuous form.

Continuous 1 minute JNK / N225 futures data can be formatted into back-adjusted, forward-adjusted, ratio adjusted and zero adjusted series. Portara can create bespoke rules for each futures JNK contract based on volume, open interest, tick size and calendar date variations. Control delivery month combinations, timezone settings and timestamps that follow exchange or local time globally for any location.

World’s Only Data Supplier with FIVE DAILY Data Points

Portara’s standard Nikkei 225 – OSE daily futures data is made up of five data points – open, high, low, last-price and settle. Simply choose to have the daily close based on the last price or the settle depending on whether you wish follow extended sessions or just the day session.

N225 Data Granularity

Portara’s Nikkei 225 – OSE intraday futures data is supplied as default in 1-minute bar. However, you may also choose other bar granularities such as 2 minute bar, 3 minute bar, 5 minute bar, 10 minute bar, 15 minute bar, 30 minute bar, hourly bar etc. You can also have us extract daily Nikkei 225 – OSE data straight from the intraday database. In this case, you would choose the session (even if you need to cross midnight) and we can supply the custom Nikkei 225 – OSE daily futures data between only between the custom session markers you choose.

Portara provides N225 futures tick data in ‘Trades Only’ form or as ‘Level 1’ tick data, which includes the bids and asks. Download the tick data samples above. Our default format timestamp is to the millisecond. Nikkei 225 – OSE tick data includes price, the trade volume, and other trade indicators such as bid, ask, trade and settle.

Remember to compare the file size of trades only data to level 1 tick data as they can vary by factors of 10 to 100 fold. If you have questions simply email us and one of our technicians will guide you.

Updates

All of our historical data is updated on a daily basis up to four times per day based on your subscription level, at the end of the Asian, European, Early US and Globex session. Portara’s enterprise software solution provides timely updates to your data, along with compression, roll and custom formatting features on CQG deep history databases. Historical Nikkei 225 – OSE data updates are ready around half an hour after markets close. No exchange fees or other CQG products are necessary.

Portara’s Catalogue of Historical Nikkei 225 – OSE Futures Data N225

You can view other futures, forex, ETFs and fixed income symbols and commodities from the Historical Intraday Data Download Table. If you are looking for derivatives of the Nikkei 225 – OSE or any other historical data types such as daily or tick, you can visit the other download tables here:

To discuss JNK / N225 Futures data or if you have any other enquiry please reach out to us using the widget in the bottom corner or our contact page if you have visited us via mobile phone.