data on Japanese stocks

Discussion in 'Data Sets and Feeds' started by onepac, Apr 24, 2006.

  1. onepac

    onepac

    I am trying to find historical data on Japanese stocks.

    I posted this on resources forum but received no response.

    Im willing to pay for good data, but i havent been able to find any.

    Any help appreciated.

    thanks
     
  2. Hi, onepac. Delurking to field this, since I was recently looking for the same thing.

    MSN Money has free historical end-of-day quotes for Tokyo stocks; for example, here's the last year's daily data for Sony (Tokyo:6758):

    http://moneycentral.msn.com/investo...orm=1&D5=1&D7=&D6=&D3=0&ShowTablBt=Show+Table

    I believe the MSN data goes back to 1994 or so. It's HLCV (no open), and I believe that the very earliest MSN data is close only, no volume or high/low.

    There also aren't any delisted stocks, so if you build up a historical database from that data with an eye to backtest some trading strategies, be aware that survivor bias will be a major problem if you go back more than a few years.

    You can compile a list of current Tokyo issues from the TSE website; you can also keep track of new listings on their site:

    http://www.tse.or.jp/english/listing/companies/index_e.html