J-Quants Price Data: Fields and Observation Dates

A daily bar represents one security on an observation date. Start by checking the security-date key, duplicates and price basis instead of immediately calculating returns from the last column.

V2 daily bars use Date and Code with shortened price column names. Map columns by name and meaning; positional imports can become incorrect when the response structure changes.

O, H, L and C identify open, high, low and close. Vo and Va are distinct activity fields, so the unit of shares must not be confused with the unit of value.

In a fictional bar with an open of 100 and close of 102, the path between them is unknown. Daily highs and lows cannot establish that a particular intraday order was executable.

Calendar days, scheduled trading sessions and observed valid bars are different sets. A twenty-observation feature must not silently become a twenty-calendar-day feature.

Copying the previous close into a missing row creates a synthetic observation. Diagnose holidays, halts and input failures separately, and record the session-counting policy.

Raw and adjusted columns serve different purposes. Mixing an adjusted close with raw highs or opens can change the meaning of a return or range calculation.

A split-spanning indicator and a cash-accounting quantity calculation need different checks. State the basis used for features, execution and valuation independently.

The KabuForge course records local input selection, coverage checks and an explicit freezing policy. Its identified duplicate and halt exceptions have specific evidence behind them.

Do not generalize a documented exception to every missing security-date pair. Use the current course and receipt to explain initial counts, exclusions and retained observations.

Continue with Financial Data: Periods and Units, Designing Inputs for Japanese Equity Backtests, Listed Issues and Market Segments 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 Financial Data: Periods and Units
• J-Quants Disclosures: Times and Financial Revisions
• Japanese Equity Backtests with J-Quants: Input Design