The J-Quants API wrapper for Julia.

The J-Quants API is an distribution service that delivers historical stock prices and financial statements data through API, provided by JPX Market Innovation & Research, Inc.

This client package helps you easily use the API from Julia.

In the Julia REPL:

] JQuants

or

julia> using Pkg; Pkg.add("JQuants")

You have to register to use the J-Quants API. You may also grant authentication credentials through employment of a "Refresh token," or alternatively, by employing the email address and password that was previously registered for the J-Quants API.

julia> using JQuants

julia> authorize([YOUR REFRESH TOKEN])
true

or

julia> authorize([YOUR EMAIL ADDRESS], [PASSWORD])
true

This package covers APIs for downloading data by the J-Quants API.

# Run after authorization

julia> fetch(ListedInfo());  # Fetch listed issues

julia> fetch(PricesDailyQuotes(date="2022-09-09"));  # Fetch daily stock prices

julia> fetch(PricesDailyQuotes(date=Date(2022, 9, 9)));  # Dates.Date type is also OK

julia> fetch(FinsStatements(code="86970"));  # Fetch financial statements

julia> fetch(FinsAnnouncement()); # Fetch the announcement dates of financial results

See the documentation for detailed usage of the functions.

• No recommendation to trade in financial instrument using this package
• Not responsible for any profit or loss resulting from the use of this package
• Not guarantee any of the accuracy of the information obtained through this package

• J-Quants API
• J-Quants API Reference

Several ideas were taken from the packages below:

• J-Quants/jquants-api-client-python: Python package for the J-Quants API
• J-Quants/JQuantsR: R package for the J-Quants API