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BRiSK auction data, in Python and the command line

An unofficial Python API and brisk command line for BRiSK auction data, with Databento-style Live and Historical clients. Consume a live feed, query recordings at any point in time, keep them in your own private archive, and use BRiSK at your broker (SBI Securities, Tachibana e-shiten's BRiSK Next, Matsui, Monex or SMBC Nikko) with your own account, signing in with a passkey if you like. This is an independent project, not affiliated with or endorsed by BRiSK, Tachibana, SBI, TSE or JPX.

Get started Cloud API reference

pip install 'briskapi[pandas]'

Free-threaded Python 3.14 (python3.14t) and Node 22+. The feed records the whole market, whose opening auction changes thousands of books within seconds, by reading, parsing and writing on several cores at once, which Python does only without the GIL (a Python with it works, but warns that it can fall behind at the open). BRiSK's own decoder is a WebAssembly module that runs under Node.

1Query the public demo, no account neededPython
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import briskapi

client = briskapi.Historical()
bars = client.timeseries.get_range(
    dataset="XTKS.BRISKDEMO",
    symbols=["7203", "6758"],
    schema="ohlcv-1m",
    start="2021-09-27",
)
print(bars.to_df(tz="Asia/Tokyo"))
2One-minute bars, built in the cloud
ts_event (JST) symbol open high low close volume
09:00:00 6758 13190.0 13200.0 13070.0 13115.0 297600
09:00:00 7203 10155.0 10175.0 10150.0 10175.0 342300
09:01:00 6758 13105.0 13110.0 13050.0 13080.0 73400
09:01:00 7203 10175.0 10230.0 10175.0 10220.0 177700
09:02:00 6758 13085.0 13110.0 13075.0 13080.0 92200
09:02:00 7203 10230.0 10245.0 10225.0 10240.0 49100

Data sources

No account needed

The public BRiSK Next demo of 27 September 2021 (one pre-open snapshot and the first three minutes after the open), replayed at its recorded pace. This is not live market data.

With your broker's BRiSK (SBI Securities, Tachibana e-shiten's BRiSK Next, Matsui, Monex or SMBC Nikko)

BRiSK market data (candles, margin, alerts, schedule, watchlist) and a live feed.

Getting started

From install to your first recording.

  • Which API should I use?

    A live feed, a recording, the cloud API or your broker's BRiSK.

  • Install

    pip, Node and the demo.

  • Recording

    What brisk live and brisk record keep and upload, and what reads it.

  • Command line

    Every brisk command, and the Python call it stands for.

Reference

Every call, with an example and its response.

  • Cloud API

    Databento-style queries over your uploads, and the public demo.

  • Python API

    Quotes, trades and auctions from a feed or a recording.

  • Data format

    Every column, and how to read the Parquet.

  • Privacy

    What is uploaded, kept and deleted.

Datasets and schemas

Named like Databento's, venue then feed: XTKS is the Tokyo Stock Exchange.

Dataset Holds Who can query it
XTKS.BRISK Your own live recordings, merged across days You
XTKS.BRISKDEMO The public demo of 27 September 2021 Every identity

Schemas

trades mbp-10 definition imbalance brisk-quotes ohlcv-1s ohlcv-1m ohlcv-1h ohlcv-1d

OHLCV bars exist only in the cloud, built from your own uploads.