Japanese Stock Data

Discussion in 'Data Sets and Feeds' started by turbonerd, Sep 17, 2008.

  1. just21

    just21

  2. d08

    d08

    Should've added that I'm looking for free data as this is fairly basic information. Yahoo Japan has this but only going back months. I'm looking for at least 2-3 years.
     
    #12     Oct 24, 2016
  3. Last edited: Oct 24, 2016
    #13     Oct 24, 2016
  4. d08

    d08

    Thanks a lot. I already have the symbols and OHLCV data from Quandl but dividends and splits have been extremely hard to find. Do you know if the first column is the ex-dividend date?
    I'm trying to adjust the price data to splits and dividends.
     
    #14     Oct 24, 2016
  5. Last edited: Oct 24, 2016
    #15     Oct 24, 2016
  6. d08

    d08

    Thanks for your help, unfortunately it appears the data isn't available for free in a sensible format.

    What I was thinking of was something like this for the TSE, with ex-dates.

    Surprisingly TSE doesn't seem to want to attract any retail traders because having this information available wouldn't take much effort and would attract more business.
    Thanks again @learner2007.
     
    #16     Oct 25, 2016
  7. Sorry, I'm sure what you're looking for and need is available but maybe I misunderstood.
    As I understood you need the information to adjust your charts, which I guess is not being done on your broker's charts or it is for charts you've built. If it's just a simple adjusted chart that you need Big Charts charts are adjusted for dividends and splits.
    http://bigcharts.marketwatch.com/advchart/frames/frames.asp?symb=3676&insttype=&time=&freq=
    Japanese dividends are paid just once or twice year, but are so small that the gap hardly shows on the chart. And splits aren't as common as in the U.S.
     
    #17     Oct 25, 2016
  8. d08

    d08

    I'm working with raw OHLC data, enthusiastically I grabbed the official(?) TSE daily prices only to realize they're not adjusted at all. So I thought I could adjust from a different source as it's just a few lines of code. There's quite a few splits recently and it ruins my analysis. Dividends are a minor nuisance since as you said, they're only twice a year.
    I can't work with charts because I want to adjust my own OHLC going back 10 years, doing it manually with some guesswork is too much work and introduces errors.
    The data is available on Google Finance, I just needed to scrape it. While it's adjusted for splits, it has some Google quirks which make life a bit complex.
     
    #18     Oct 25, 2016
  9. So, you just need OHLC data that has been adjusted for splits that you can download, right?
    I'll look for such later or over the weekend when I'll have more time.
     
    #19     Oct 25, 2016
  10. d08

    d08

    Yeah, that's what I was after. I found it on Google Finance. I thought there would be data that's adjusted for both splits and dividends but that doesn't seem to be available anywhere, even Yahoo Japan doesn't seem to adjust for dividends.
     
    #20     Oct 25, 2016