data on Japanese stocks

O

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
 
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
 
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