In 2024, the Nikkei 225 broke above 40,000 for the first time in 34 years. Warren Buffett made multiple trips to Tokyo, accumulating positions in five major trading companies. The Tokyo Stock Exchange launched its most aggressive corporate governance reform in a generation, pressuring listed companies to improve return on equity and return capital to shareholders.<\/p>\n\n\n\n
For the first time in decades, Japan is back on the radar for global investors and that means developers building financial applications are starting to ask questions they never had to ask before: <\/p>\n\n\n\n
This guide answers all of those questions. But before we get to the API calls, it helps to understand what makes Japan equities unusual from a data perspective, because there are several surprises waiting for developers who treat TSE data like US stock or forex data<\/a>.<\/p>\n\n\n\n Tokyo Stock Exchange operates Monday through Friday in two distinct sessions:<\/p>\n\n\n\n There is a full 60-minute lunch break between them. During this hour, there are no trades, no order book updates, and no candlestick data. The market literally goes silent.<\/p>\n\n\n\n This catches developers off guard in two ways. <\/p>\n\n\n\n First, if you’re streaming data over WebSocket, a minute of silence doesn’t mean your connection dropped, it means it’s 11:45 in Tokyo. <\/p>\n\n\n\n Second, minute-level candlestick data for Japan stocks will always have a gap between 11:30 and 12:30 JST. If your charting library doesn’t handle gaps in time series, you’ll end up with a spurious flat line across the entire lunch period.<\/p>\n\n\n\n A practical rule: always check whether the current JST time falls within a trading session before acting on a “no data received” condition.<\/p>\n<\/blockquote>\n\n\n\n1. How Japan Equities Are Different (and Why It Matters for Your Code)<\/h2>\n\n\n\n
1.1 The Market Runs in Two Sessions with a Hard Stop in Between<\/h3>\n\n\n\n
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