collaborators

1 paper

q-fin.TR2026

tse_tick: A Python Library for Parsing and Querying Nikkei NEEDS Tick Data from the Tokyo Stock Exchange

Kazumi Li, Masataka Hayashi, Teruo Nakatsuma +1

Tick-level trade-and-quote data for the Tokyo Stock Exchange is distributed through the Nikkei NEEDS service as thousands of zipped CSV archives spanning four data types with era-d…