J-Quants Listed Issues and Market Segments

A security master changes with listings, delistings and classifications. Record its reference date as part of the research input instead of preserving only codes and company names.

The official V2 master wrapper accepts a date. Confirm available historical scope and do not equate a current list reused across history with a historical universe.

Market segment and industry sector describe different classifications. Preserve code-to-name mappings and distinguish eligibility filtering from sector-exposure analysis.

Display names can change across languages or conventions. Use codes for joins, retain names for interpretation and keep unknown classifications explicit.

TSE market structures have changed over time. Mapping old and current segments as if they were identical can conceal institutional and membership changes.

A fictional study of today's Prime names throughout history is a current-membership study. If classifications are harmonized, preserve the original values and the mapping rule.

Keeping only securities with data through the final date introduces future-dependent selection. Delisting, new listing, code changes and incomplete history are distinct causes.

A fictional new listing may lack a twenty-session feature at first. Record that missingness, and show eligible versus valid counts by date rather than removing every issue with an incomplete path.

KabuForge's public course uses an explicitly fixed security and date selection to demonstrate a workflow. It is not a reconstruction of daily membership across the whole market.

For broader research, freeze master dates, classification versions, code mappings and exclusion rules. Universe changes are experimental changes even when the feature formula remains identical.

Continue with Data Storage and Reproducible Research, Price Data Fields and Observation Dates, Adjusted Prices and Stock Splits to connect input definitions, availability and evaluation. All numerical and company examples in this article are fictional teaching examples. For real input, prioritize the documentation for your version and your own acquisition and execution records.

Check the official KabuForge GUI research course for documented workflow scope, and J-Quants: official V2 equities implementation, J-Quants: official V2 column definitions for provider documentation or current official implementation. Confirm exact units and access limits against the applicable official specification and contract. General research design guidance does not establish that every proposed check is implemented in the GUI.

This article is educational and does not recommend securities or trades, or guarantee returns. Historical research in the public course does not fully establish that only historically available information was used. Read the disclaimer.

Explore the j-quants learning path

• J-Quants Data Storage and Reproducible Research
• What to check first in J-Quants price data
• Use J-Quants Data in KabuForge: Your First Research Run