Check server health, API key configuration, and cache readiness.

Call this at session start to confirm cache.db has finished loading before issuing detect_* or cache_status — the first call after server start may take 10–60 seconds while the cache initialises lazily. After a tool-call timeout, use this to distinguish a transient cache-loading delay from a permanent failure.

Returns server version, API key status, active plan, cache_integrity (ok / pending / failed / not-checked), and cache_ready (boolean shorthand: true only when cache_integrity is "ok"). In multi-user mode, returns the authenticated user's plan.

Show database metadata: table row counts, file size, and detected plan.

This tool returns cache metadata — it does NOT query screener signals. To detect 52-week highs/lows use detect_52w_high_low; for YTD highs/lows use detect_ytd_high_low; for volume spikes use detect_volume_surge; for price limits use detect_price_limit. Do not call this tool to look up market data or screener results.

In multi-user mode, returns the authenticated user's plan instead of the global default.

Clear cached data.

Args: table: Table name to clear. Clears all tables when omitted.

Register or update your J-Quants API key (multi-user mode).

⚠️ SECURITY WARNING: The API key is transmitted in plaintext via the MCP protocol and may be logged by the MCP client or LLM provider. Use the browser-based /settings page instead for secure key registration.

Stores your J-Quants API key encrypted in the server's user database, associated with your OAuth identity. The server probes plan-specific J-Quants endpoints to auto-detect the plan (free / light / standard / premium) and stores it alongside the key. Subsequent tool calls will automatically use this key and the detected plan's rate limits and date-range restrictions.

This tool requires OAuth 2.1 authentication and server-side encryption (MCP_ENCRYPTION_KEY) to be configured.

Args: api_key: Your J-Quants API key (refresh token from the J-Quants portal).

Delete your registered J-Quants API key (multi-user mode).

Removes your API key from the server. Subsequent tool calls will fail until you register a new key with register_api_key.

This tool requires OAuth 2.1 authentication.

Listed stock master: company name, industry code, market segment (上場銘柄マスタ). Free.

Use for 銘柄名, 会社名, 業種, 市場区分, 上場銘柄一覧, S17/S33 sector code, ticker lookup. When parameters are omitted, returns all listed stocks for today.

[Supported plans] Free / Light / Standard / Premium

Args: code: Stock code (5 digits, e.g. 27800; 4-digit codes match ordinary shares only) date: Base date (YYYYMMDD or YYYY-MM-DD)

Per-stock or per-day OHLC bars (日足株価). All plans.

Use for 株価・日足・OHLC・終値・出来高・調整株価 (AdjC/AdjO etc.) queries. For multi-stock bulk downloads use get_bulk_list (date-only queries are very slow). code only → full history; code+range → period; date only → all stocks on that date.

[Supported plans] Free / Light / Standard / Premium (API fallback on cache miss) Retention: Free=2y (12w delay), Light=5y, Standard=10y, Premium=all.

Args: code: Stock code (5 digits, e.g. 27800; 4-digit codes match ordinary shares only). date: Single date (YYYYMMDD or YYYY-MM-DD). date_from: Range start inclusive (YYYYMMDD or YYYY-MM-DD). date_to: Range end inclusive (YYYYMMDD or YYYY-MM-DD).

Per-stock 1-minute OHLC bars (分足株価). Light+ with tick add-on.

Use for 分足, 1分足, 分足データ, minute-level price, intraday OHLC. Data is available for up to 2 years in the past.

[Supported plans] Light / Standard / Premium (requires minute/tick data add-on)

Args: code: Stock code (5 digits, e.g. 27800; 4-digit codes match ordinary shares only) date: Date (YYYYMMDD or YYYY-MM-DD) date_from: Start date for range query date_to: End date for range query

Today's morning session OHLC bars (前場株価). Premium only.

Use for 前場, 前場終値, 午前の株価, morning session OHLC, 前場引け. Updated around 12:00 JST; expires around 6:00 JST next day. For historical morning session data (MO/MH/ML/MC columns), use get_equities_bars_daily instead.

[Supported plans] Premium

Args: code: Stock code (5 digits, e.g. 27800; 4-digit codes match ordinary shares only). Omit to retrieve all stocks.

Weekly trading value by investor type (投資家別売買動向). Light+.

Use for 投資家別売買, 外国人買い, 個人投資家動向, 信託銀行売買, investor flow. Updated weekly (typically Thursdays). Covers proprietary, brokered, foreign investors, individuals, trust banks, etc.

[Supported plans] Light / Standard / Premium

Args: section: Market section (e.g. TSEPrime, TSEStandard, TSEGrowth) date_from: Start date for range query (YYYYMMDD or YYYY-MM-DD) date_to: End date for range query (YYYYMMDD or YYYY-MM-DD)

Find upcoming/past earnings announcement dates (決算発表日). Free / all plans.

Use for 決算発表, 決算日, 決算スケジュール, earnings calendar, 今週決算がある銘柄, 〇〇の次の決算はいつ, days to earnings, 決算前銘柄スクリーニング. Pair with get_markets_short_sale_report for 決算またぎ空売り残 / 踏み上げリスク screening. Covers March/September fiscal year companies (REITs excluded); ~3 months accumulated.

[Supported plans] Free / Light / Standard / Premium

Args: date: Announcement date (YYYYMMDD or YYYY-MM-DD). Returns latest data when omitted. code: Stock code (5 digits, e.g. 72030; 4-digit codes are padded with trailing 0). When specified, searches accumulated data for the matching stock's earnings dates.

Search for listed stocks by company name (reverse lookup: 会社名 → コード).

Use when the user knows a company name but not the stock code — e.g. "住友商事 のコードは？" or "トヨタ関連銘柄を調べて". Performs a case-insensitive partial match against both the Japanese name (CoName) and English name (CoNameEn) fields in the equities master cache.

Reads entirely from the local equities_master Tier 1 cache (no API call). Returns an empty list when the cache has never been populated.

[Supported plans] Free / Light / Standard / Premium [Source] equities_master Tier 1 cache (no API call)

Args: name: Partial or full company name to search for (e.g. "住友商事", "トヨタ", "Sumitomo"). Case-insensitive; matches anywhere in the name.

Use this first for any financial metric query (EPS, BPS, 売上, 利益, 配当, 業績予想). All plans.

Returns quarterly financials: revenue, operating profit, net income, EPS/BPS/CF, dividends, and earnings forecasts. FiscalPeriod label: "1Q"/"2Q"/"3Q"/"FY"/"Other"/null. Either code or date must be specified.

[Supported plans] Free / Light / Standard / Premium Note: Free plan data is delayed by 12 weeks.

Args: code: Stock code (5 digits, e.g. 27800; 4-digit codes match ordinary shares only). date: Date (YYYYMMDD or YYYY-MM-DD). Returns financials disclosed on that date.

Use only when individual BS/PL/CF line items are needed (Premium plan only).

For common financial metrics (EPS, BPS, revenue, profit, dividends, 業績予想), use get_fins_summary instead — it is faster (cached) and available to all plans.

Returns detailed financial statement line items: balance sheet (BS), income statement (PL), and cash flow (CF), supporting both Japanese GAAP and IFRS. Either 'code' or 'date' must be specified.

[Supported plans] Premium

Args: code: Stock code (5 digits, e.g. 27800; 4-digit codes match ordinary shares only) date: Date (YYYY-MM-DD). Returns financial statements disclosed on that date.

Retrieve cash dividend data.

Returns dividend data including record date, ex-dividend date, dividend amount (forecast and actual), expected payment start date, and commemorative/special dividends.

[Supported plans] Premium

Args: code: Stock code (5 digits, e.g. 27800; 4-digit codes match ordinary shares only) date: Date (YYYYMMDD or YYYY-MM-DD) date_from: Start date for range query date_to: End date for range query

Retrieve daily index bars (OHLC).

Returns daily OHLC and volume for indices including TOPIX, Nikkei 225, and Growth 250.

[Supported plans] Standard / Premium

Args: code: Index code (e.g. 0000 = TOPIX, 0010 = Nikkei 225) date: Date (YYYYMMDD or YYYY-MM-DD) date_from: Start date for range query date_to: End date for range query

Retrieve daily TOPIX bars (OHLC) with Tier 1 cache.

Returns daily OHLC data for TOPIX using a dedicated endpoint. Supports efficient incremental fetching via row-level (Tier 1) cache.

[Supported plans] Light / Standard / Premium

Args: date_from: Start date for range query (YYYYMMDD or YYYY-MM-DD) date_to: End date for range query (YYYYMMDD or YYYY-MM-DD)

Daily futures OHLC bars (先物日足). Premium only.

Use for 先物, 日経先物, TOPIX先物, マザーズ先物, futures OHLC, 先物建玉. Returns OHLC, volume, and open interest for futures contracts.

[Supported plans] Premium

Args: date: Date (YYYYMMDD or YYYY-MM-DD) (required) category: Product category (e.g. Futures225 (日経225先物), FuturesTOPIX (TOPIX先物)). Omit for all categories. contract_flag: Contract month flag (0 = all, 1 = front month, 2 = back month)

Daily options OHLC bars with IV (オプション日足). Premium only.

Use for オプション, 日経オプション, TOPIXオプション, IV, implied volatility, オプション建玉. Returns OHLC, volume, open interest, and implied volatility. For Nikkei 225 options only (Standard+), use get_derivatives_bars_daily_options_225.

[Supported plans] Premium

Args: date: Date (YYYYMMDD or YYYY-MM-DD) (required) category: Product category (e.g. Options225 (日経225オプション), OptionsTOPIX (TOPIXオプション)). Omit for all categories. code: Issue code contract_flag: Contract month flag (0 = all, 1 = front month, 2 = back month)

Daily Nikkei 225 options OHLC bars (日経225オプション). Standard+.

Use for 日経225オプション, オプション日足 (simplified). Standard plan accessible. For full options data including TOPIX options and IV, use get_derivatives_bars_daily_options (Premium only) instead.

[Supported plans] Standard / Premium

Args: date: Date (YYYYMMDD or YYYY-MM-DD) (required)

Per-stock margin balance: 買残・売残・貸借倍率 (信用残). Standard+ only.

Use for 信用残, 買い残, 売り残, 貸借倍率, margin loan/short balance. For margin trading restrictions (追証・増担保規制), use get_markets_margin_alert instead.

When called with no parameters, returns a compact summary by default (detail=False): {count, latest_date, source, note}. Pass detail=True to retrieve full row data for the latest available date. Specifying any filter parameter (code, date, etc.) always returns full data.

[Supported plans] Standard / Premium

Args: code: Stock code (5 digits, e.g. 27800) date: Date (YYYYMMDD or YYYY-MM-DD) date_from: Start date for range query date_to: End date for range query detail: When True and no filter params given, return full row data instead of summary.

Per-stock margin trading restriction status: 増担保規制・信用規制. Standard+ only.

Use for 追証, 規制銘柄, 増担保規制, 信用規制, margin restriction/alert. For margin balances (買残・売残・貸借倍率), use get_markets_margin_interest instead.

[Supported plans] Standard / Premium

Args: code: Stock code (5 digits, e.g. 27800) date: Date (YYYYMMDD or YYYY-MM-DD) date_from: Start date for range query date_to: End date for range query

TSE 33-sector short selling ratio (業種別空売り比率). Standard+ only.

Use for 業種別空売り比率, sector-level 空売り動向, industry short selling trends. Keyed by s33 sector code — not per stock. For per-stock institutional short positions (大量空売り残高), use get_markets_short_sale_report instead.

When called with no parameters, returns a compact summary by default (detail=False): {count, latest_date, source, note}. Pass detail=True to retrieve full row data for the latest available date. Specifying any filter parameter (s33, date, etc.) always returns full data.

[Supported plans] Standard / Premium

Args: s33: TSE 33-sector code (e.g. 0050 = Fishery, Agriculture & Forestry) date: Date (YYYYMMDD or YYYY-MM-DD) date_from: Start date for range query date_to: End date for range query detail: When True and no filter params given, return full row data instead of summary.

Per-stock institutional short sale positions (大量空売り残高). Standard+ only.

Use for 大量空売り残高, 空売り残, institutional short positions, short squeeze screening. Positions disclosed weekly per institution. Pair with get_equities_earnings_calendar for 決算またぎ空売り残 / 踏み上げリスク screening. For sector-level short ratios (業種別空売り比率), use get_markets_short_ratio instead.

[Supported plans] Standard / Premium

Args: code: Stock code (5 digits, e.g. 27800) disc_date: Disclosure date (YYYYMMDD or YYYY-MM-DD) disc_date_from: Start disclosure date for range query disc_date_to: End disclosure date for range query calc_date: Calculation date (YYYYMMDD or YYYY-MM-DD)

Retrieve market breakdown data (sell/buy by investor type per issue).

Returns daily buy/sell breakdown by investor type (proprietary, brokered, foreign, etc.) per individual issue.

[Supported plans] Premium

Args: code: Stock code (5 digits, e.g. 27800; 4-digit codes match ordinary shares only) date: Date (YYYYMMDD or YYYY-MM-DD) date_from: Start date for range query date_to: End date for range query

Retrieve market calendar (trading days and holidays).

Returns trading calendar data including trading days, holidays, and half-day classifications. All data is returned in a single response without pagination.

[Supported plans] Free / Light / Standard / Premium

Args: hol_div: Filter by holiday division code (1 = trading day / 営業日, 0 = non-trading weekend / 週末, 3 = national holiday on weekday / 祝日; other values may exist) date_from: Start date for range query (YYYYMMDD or YYYY-MM-DD) date_to: End date for range query (YYYYMMDD or YYYY-MM-DD)

Step 1 of bulk CSV download: list available files for a dataset (一括DL). Light+.

Use for 全データ一括ダウンロード, bulk download, CSV ダウンロード, 全銘柄データ取得. Workflow: get_bulk_list → get_bulk_download_url(Key) → download URL within 5 minutes.

Returns file keys (Key), last-modified timestamps, and file sizes.

[Supported plans] Light / Standard / Premium

Args: endpoint: Dataset endpoint name (e.g. /equities/bars/daily). Accepted values: /equities/master, /equities/bars/daily, /equities/bars/minute, /equities/investor-types, /fins/summary, /fins/details, /fins/dividend, /indices/bars/daily, /indices/bars/daily/topix, /derivatives/bars/daily/futures, /derivatives/bars/daily/options, /derivatives/bars/daily/options/225, /markets/margin-interest, /markets/margin-alert, /markets/short-ratio, /markets/short-sale-report, /markets/breakdown, /equities/trades

Step 2 of bulk CSV download: get a signed URL for a specific file. Light+.

Use after get_bulk_list; pass the Key returned there to get a time-limited download URL. The URL expires in approximately 5 minutes — download immediately after calling.

[Supported plans] Light / Standard / Premium

Args: key: File key obtained from get_bulk_list

Find stocks that hit the daily price limit (ストップ高/安) on a trading day. All plans.

Use for ストップ高・ストップ安・値幅制限 queries. UL=1 → upper limit touched; LL=1 → lower. For volume spikes use detect_volume_surge; for VWAP pressure use compare_close_vs_vwap. Data available ~17:15 JST on trading days.

[Supported plans] Free / Light / Standard / Premium (cache-only, no API call)

Args: date: Trading date (YYYYMMDD or YYYY-MM-DD). code: Optional stock code. Omit to scan all stocks (returns only triggered rows). When a code is given, that stock's row is always returned, even if it did not hit the limit, so callers can read its UL/LL state directly. detail: Include full per-stock data array (default False).

Compare a stock's close to its daily VWAP (買い圧力・売り圧力) for one code. All plans.

Use for VWAP・買い圧力・売り圧力 queries on a specific stock; not a cross-sectional screener. Close above VWAP = buying pressure; below = selling pressure. VWAP = Va/Vo (None when Vo=0). Data available ~17:15 JST on trading days.

[Supported plans] Free / Light / Standard / Premium (cache-only, no API call)

Args: code: Stock code (required). date: Single trading date (YYYYMMDD or YYYY-MM-DD). Overrides date_from/date_to. date_from: Range start inclusive (YYYYMMDD or YYYY-MM-DD). date_to: Range end inclusive (YYYYMMDD or YYYY-MM-DD).

Screen for 52-week rolling high/low breakouts (52週高値/安値 ブレイク). All plans.

Use for 52週高値, 52週安値, 年間高値, 年間安値, 52-week high/low breakout. For multi-date scans use detect_52w_high_low_range (not repeated calls here). For YTD high/low use detect_ytd_high_low instead.

Default params hit the nightly pre-computed cache (sub-second). Custom params or code filter compute on-demand (~10–30s cross-sectional on Cloud Run). date must be within the past 52 weeks. Data available ~17:15 JST on trading days.

[Supported plans] Free / Light / Standard / Premium (cache-only, no API call)

Args: date: Trading date (YYYYMMDD or YYYY-MM-DD). Within past 52 weeks. code: Optional stock code. Omit to scan all codes (cross-sectional). window_sessions: Trailing session window (default 252 = 52 weeks). min_prior_sessions: Drop codes with fewer prior sessions in window (default 60; set 1 to disable). detail: Include full per-stock data array (default False = summary counts only).

Screen for year-to-date high/low records (年初来高値/安値 更新). All plans.

Use for 年初来高値, 年初来安値, YTD high/low, 年初来高値更新. For multi-date scans use detect_ytd_high_low_range (not repeated calls here). For 52-week rolling window use detect_52w_high_low instead.

Compares today against every session since the first trading day of the same calendar year — matches Kabutan / Yahoo!ファイナンス convention. Default params hit the nightly pre-computed cache (sub-second). date must be within the past 52 weeks. Data available ~17:15 JST on trading days.

[Supported plans] Free / Light / Standard / Premium (cache-only, no API call)

Args: date: Trading date (YYYYMMDD or YYYY-MM-DD). Within past 52 weeks. code: Optional stock code. Omit to scan all codes (cross-sectional). min_prior_sessions: Drop codes with fewer YTD prior sessions (default 60; set 1 to disable). detail: Include full per-stock data array (default False = summary counts only).

Identify stocks with abnormally high trading volume (出来高急増) on a given day. All plans.

Use for 出来高急増・出来高異常・売買活況・volume spike queries. surge_ratio = Vo / mean(prior baseline_days). For price extremes use detect_52w/ytd_high_low; for price limits use detect_price_limit. Data available ~17:15 JST on trading days.

[Supported plans] Free / Light / Standard / Premium (cache-only, no API call)

Args: date: Trading date (YYYYMMDD or YYYY-MM-DD). multiplier: surge_ratio threshold (default 2.0). baseline_days: Trailing sessions for baseline average (default 20). code: Optional stock code. Omit to scan all stocks. detail: Include full per-stock data array (default False).

Scan 52-week high/low breakouts (52週高値/安値) across a date range. All plans.

Use this instead of repeated detect_52w_high_low calls for multi-day queries. Issue one range call — splitting into parallel range calls defeats the purpose. date_from must be within the past 52 weeks. Data available ~17:15 JST on trading days.

[Supported plans] Free / Light / Standard / Premium (cache-only, no API call)

Args: date_from: Range start inclusive (YYYYMMDD or YYYY-MM-DD). Within past 52 weeks. date_to: Range end inclusive (YYYYMMDD or YYYY-MM-DD). code: Optional stock code (bypasses pre-computed cache when set). window_sessions: See detect_52w_high_low (default 252). min_prior_sessions: See detect_52w_high_low (default 60). detail: Include full per-stock data array (default False).

Scan year-to-date high/low records (年初来高値/安値) across a date range. All plans.

Use this instead of repeated detect_ytd_high_low calls for multi-day queries. Issue one range call — splitting into parallel range calls defeats the purpose. date_from must be within the past 52 weeks. Data available ~17:15 JST on trading days.

[Supported plans] Free / Light / Standard / Premium (cache-only, no API call)

Args: date_from: Range start inclusive (YYYYMMDD or YYYY-MM-DD). Within past 52 weeks. date_to: Range end inclusive (YYYYMMDD or YYYY-MM-DD). code: Optional stock code (bypasses pre-computed cache when set). min_prior_sessions: See detect_ytd_high_low (default 60). detail: Include full per-stock data array (default False).

Count TOPIX distribution days (機関投資家の売り) in a rolling window. All plans.

Use for ディストリビューションデイ・institutional selling・market under distribution queries (IBD method). Check this before confirming a follow-through day. ≥4 days in 25 sessions = failing uptrend. See also detect_follow_through_day.

[Supported plans] Free / Light / Standard / Premium (cache-only, no API call)

Args: date: Target date (YYYYMMDD or YYYY-MM-DD). Defaults to latest cached date. sigma_multiplier: z-score threshold for a distribution day (default 2.0). window_sessions: Rolling session window (default 25, IBD convention). min_dist_days: Count threshold for warning=true (default 4, IBD convention).

Check whether a follow-through day (フォロースルーデイ) confirms a new uptrend. All plans.

Use when asking if a rally attempt is confirmed (IBD method): TOPIX z-score ≥ +sigma on session 4+ from rally_start, with higher market turnover. See also detect_distribution_days. Data available ~17:15 JST on trading days.

[Supported plans] Free / Light / Standard / Premium (cache-only, no API call)

Args: rally_start: Rally attempt start — the low/reversal day (YYYYMMDD or YYYY-MM-DD). date: Date to check (YYYYMMDD or YYYY-MM-DD). Defaults to latest cached date. sigma_multiplier: z-score threshold (default 2.0).

Screen for stocks with consecutive annual dividend increases (連続増配). All plans.

Use for 連続増配・dividend growth・増配継続 queries. NOTE: consecutive dividend growth alone does NOT guarantee outperformance on a risk-adjusted basis. Consider combining results with yield and payout ratio filters for investment decisions.

[Supported plans] Free / Light / Standard / Premium (cache-only, no API call)

Args: min_years: Minimum number of consecutive years of dividend increase (default 10). as_of_date: Cut-off date for disclosures (YYYY-MM-DD or YYYYMMDD). Disclosures after this date are excluded, enabling lookahead-free back-testing. Defaults to all available data.

Returns: Matching stocks sorted by consecutive_years descending. Each item contains code, name, consecutive_years, latest_div_ann (split-adjusted, current per-share), latest_fy_end, and a history list of recent years.

Return the daily advance/decline summary for all listed equities (騰落集計). All plans.

Use for 値上がり銘柄数・値下がり銘柄数・騰落集計 queries. For rolling ADR ratio use get_advance_decline_ratio; for sector breakdown use get_sector_performance. Data available ~17:15 JST on trading days.

[Supported plans] Free / Light / Standard / Premium (cache-only, no API call)

Args: date: Trading date (YYYY-MM-DD or YYYYMMDD).

Return the advance/decline ratio (騰落レシオ) over the last period trading days. All plans.

Use for 騰落レシオ・市場過熱感 queries. >120 = overbought; <70 = oversold (general convention). For daily advance/decline counts use detect_price_change; for sector breakdown use get_sector_performance.

[Supported plans] Free / Light / Standard / Premium (cache-only, no API call)

Args: date: End date (YYYY-MM-DD or YYYYMMDD). period: Trailing trading days to accumulate (default 25).

Return top stocks by percentage price change on a given trading date.

Uses split-adjusted closing prices (AdjC) to compute change_pct = (today - prev) / prev * 100.

Args: date: Trading date in YYYY-MM-DD or YYYYMMDD format. direction: "up" for top gainers, "down" for top losers. Default: "up". n: Number of stocks to return (1–100). Default: 10.

Returns: dict with keys: - date: the requested trading date - previous_date: the comparison base date - direction: "up" or "down" - items: list of up to n dicts, each with: - code: stock code (5-digit) - close: today's closing price - prev_close: previous day's closing price - change_pct: percentage price change

Return top stocks by trading volume on a given date.

Args: date: Trading date in YYYY-MM-DD or YYYYMMDD format. n: Number of stocks to return (1–100). Default: 10.

Returns: dict with keys: - date: the requested trading date - items: list of up to n dicts, each with: - code: stock code (5-digit) - volume: number of shares traded - turnover_value: trading value in yen - close: closing price

Return top stocks by turnover value (売買代金ランキング) on a given date. All plans.

Use for 売買代金ランキング・売買代金・turnover・trading value queries. Ranks by price×volume (get_top_volume ranks by share count instead).

[Supported plans] Free / Light / Standard / Premium (cache-only, no API call)

Args: date: Trading date (YYYY-MM-DD or YYYYMMDD). n: Number of stocks to return (1–100). Default 10.

Sector-level average price change ranking (業種別騰落率). All plans.

Use for 業種別騰落率, セクター別パフォーマンス, 業種別ランキング, sector performance. For sector valuation (PER/PBR) use get_sector_briefing instead. For full market briefing use get_market_briefing instead.

[Supported plans] Free / Light / Standard / Premium (cache-only, no API call)

Args: date: Trading date (YYYY-MM-DD or YYYYMMDD). sector_type: "s33" (default, 33 sub-sectors) or "s17" (17 top-level).

High dividend yield stock ranking (高配当利回りランキング). All plans.

Use for 高配当, 配当利回り, dividend yield ranking, 高利回り銘柄. For single-stock yield see get_stock_briefing instead.

Default (include_trailing=False) matches Kabutan 予想配当利回りランキング: only stocks with a forward forecast (FDivAnn / NxFDivAnn) appear. Set include_trailing=True to also include trailing-DivAnn-only stocks. Dividend priority: NxFDivAnn (next-FY forecast, annual filings only) > FDivAnn (current-FY forecast) > DivAnn (trailing; only when include_trailing=True).

[Supported plans] Free / Light / Standard / Premium (cache-only, no API call)

Args: n: Stocks to return (1–100, default 20). min_yield: Minimum yield % (default 3.0). max_yield: Maximum yield % cap (default null). disc_months: Max disclosure age in months (default 18). include_trailing: Include DivAnn-only stocks (default False = Kabutan-equivalent). market: "prime" / "standard" / "growth" / "tokyo_pro" (default all). sector: S33 sector code filter (default all). date: Trading date (YYYY-MM-DD or YYYYMMDD, default latest cached).

Daily market briefing: ADR, sector ranking, top movers, turnover, screener highlights (相場ブリーフィング).

Use for 相場ブリーフィング, 市場概況, 今日の相場, daily briefing, market summary. For sector valuation (PER/PBR) use get_sector_briefing instead. For single-stock detail use get_stock_briefing instead.

[Supported plans] Free / Light / Standard / Premium (cache-only, no API call)

Returns: summary (ADR 25d, TOPIX change, margin ratio), sector top/bottom n, sector_short_ratios (S33 空売り比率, Standard+), top movers, top turnover, screener highlights (52w/YTD highs/lows, volume surges, price limits, notable stocks by RSI14), trend signals (distribution days, follow-through). Margin/short-ratio fields are null when those caches are absent.

Args: date: Trading date (YYYY-MM-DD or YYYYMMDD). sector_type: "s33" (default, 33 TSE sub-sectors) or "s17" (17 top-level). n: TopN size for movers/turnover sections (1–100, default 5).

One-page briefing for a single stock: price, financials, valuation, and margin (株式ブリーフィング). All plans.

Returns latest price, FY financials, PER/PBR/dividend yield, margin ratio, and sector short-sale ratio. PER/ROE null when EPS≤0. Margin fields null without Standard/Premium cache. See also get_sector_briefing, get_market_briefing.

[Supported plans] Free / Light / Standard / Premium (cache-only, no live API call)

Args: code: Stock code (5 digits, e.g. 27800; 4-digit codes match ordinary shares only).

Compute technical indicators (SMA, Bollinger Bands, RSI) for a single stock (テクニカル指標). All plans.

Use for SMA・移動平均・ボリンジャーバンド・RSI queries on a specific stock. For charting use get_candlestick_data; for VWAP pressure use compare_close_vs_vwap. Supported: sma5, sma25, sma75, bb20 (→ bb20_mid/upper/lower ±2σ), rsi14. Null when not warmed up.

[Supported plans] Free / Light / Standard / Premium (API fallback on cache miss)

Args: code: Stock code (required). date: Single trading date (YYYYMMDD or YYYY-MM-DD). Overrides date_from/date_to. date_from: Range start inclusive (YYYYMMDD or YYYY-MM-DD). date_to: Range end inclusive (YYYYMMDD or YYYY-MM-DD). indicators: Indicator names list. Default ["sma5","sma25","bb20","rsi14"].

Return sector-level median PER, PBR, ROE, and margin ratio (業種別ブリーフィング). All plans.

Use for セクターバリュエーション・業種別PER/PBR・割安セクター・業種別信用倍率 queries. PER/ROE exclude net-loss stocks (EPS≤0); PBR excludes negative-book stocks. See also get_market_briefing (market-wide), get_stock_briefing (single stock), get_sector_performance (騰落率).

[Supported plans] Free / Light / Standard / Premium (cache-only, no API call) Note: margin_ratio fields are null unless Standard/Premium margin cache is populated.

Args: sector_type: "s33" (default, 33 TSE sub-sectors) or "s17" (17 top-level sectors).

Return time-series data for a multi-stock comparison (複数銘柄比較データ). All plans.

Use for 比較チャート・パフォーマンス比較・リターン比較・relative performance queries (up to 10 codes). Returns JSON records suitable for React artifact rendering with Recharts LineChart. For ローソク足・candlestick charts use sibling get_candlestick_data (returns JSON).

[Supported plans] Free / Light / Standard / Premium (cache-only, no API call)

Args: codes: 1–10 stock codes (e.g. ["7203", "8697"]). from_date: Range start (YYYYMMDD or YYYY-MM-DD), inclusive. to_date: Range end (YYYYMMDD or YYYY-MM-DD), inclusive. mode: "return_pct" (default, normalised to 0% at first bar) or "price" (raw adjusted close). labels: Custom legend labels per code. Omit for auto-generated names.

Returns: dict with keys: mode — echoes the requested mode from_date — normalised YYYY-MM-DD to_date — normalised YYYY-MM-DD records — list of {"date": str, : float, ...} rows (Recharts dataKey format) series_keys — ordered list of label strings matching records keys On error: {"error": ""}

Return candlestick OHLCV + indicator data as JSON (ローソク足データJSON). All plans.

Use for ローソク足・株価チャート・React artifact チャート queries (JSON format). Returns parallel arrays for Plotly/Recharts React artifact rendering. For multi-stock comparison use sibling get_comparison_chart_data.

[Supported plans] Free / Light / Standard / Premium (cache-only, no API call)

Args: code: Stock code (e.g. "7203" or "72030"). from_date: Range start (YYYYMMDD or YYYY-MM-DD). Default: 91 days before to_date. to_date: Range end (YYYYMMDD or YYYY-MM-DD). Default: today. indicators: Overlays list. Default ["volume","sma5","sma25"]. Options: volume, sma5, sma20, sma25, sma60, sma75, sma200, bb20. adjusted: Use split-adjusted prices (default True).

Returns: dict with keys: code — normalised 5-char code display_code — 4-char display code (e.g. "7203") company — brief company name or null from_date — YYYY-MM-DD display start to_date — YYYY-MM-DD display end adjusted — bool dates — list[str] YYYY-MM-DD ohlcv — {open, high, low, close, volume} each list[float] indicators — {sma5, ..., bb20_upper, bb20_mid, bb20_lower} list[float|null] lock_days — list[{date, direction, price}] earnings_dates — list[str] YYYY-MM-DD within the display window On error: {"error": ""}