Today, JPX Market Innovation & Research, Inc. (JPXI), a global provider of Japanese financial market data, added “Share Buyback Information Data (TDnet/EDINET)” to J-Quants Pro, a data distribution service offering corporate users insightful data on Japanese financial markets via API, SFTP, and Snowflake.

Additionally, estimated earnings announcement times were added to the “Earnings Announcement Dates & Times” dataset. Cashflow statements were also added to the “Financial Summary/Statements (BS/PL/CF)” dataset from October.

The “Share Buyback Information” dataset covers all Japanese domestic listed companies, acting as a centralized source for information. Historical data is also available, making it suitable for long-term analysis.

In response to user requests, estimated earnings announcement time data is being added to the Scheduled Dates for Earnings Announcements dataset.

This dataset provides the estimated time of announcement for the upcoming period’s earnings, as inferred by JPX’s proprietary model based on each listed company’s past announcement times. Also, JPXI provides a trading session classification (pre-market, morning session, lunch break, afternoon session, post-market close). This eliminates the need for users to convert announcement times into trading session categories themselves.

Users can utilize this estimated time information to further empower risk management related to scheduled earnings announcements. With this addition, the dataset will be renamed “Earnings Announcement Dates & Times.” The addition of historical data and a revision to pricing is also planned to accompany this expansion.

J-Quants Pro allows users to select the specific datasets they need through a convenient monthly subscription.