Japanese Stocks Historical Data?

R1234

R1234

Years ago I backtested a strategy on the component stocks of the Nikkei 225 using historical data downloaded from my bloomberg at work.

I want to test that strategy again but I no longer have access to a bloomberg so I have been scouring the web for a vendor to no avail.

Can anybody point me to any place where I can obtain Japan stocks historical daily data?
 
R1234 said:
Years ago I backtested a strategy on the component stocks of the Nikkei 225 using historical data downloaded from my bloomberg at work.

I want to test that strategy again but I no longer have access to a bloomberg so I have been scouring the web for a vendor to no avail.

Can anybody point me to any place where I can obtain Japan stocks historical daily data?
More...

You'll have to do it symbol by symbol. Type in the symbol and click the kanji to the right of it. This is the last 250 days for Hitachi. I guess you can figure the rest out.
If not, let me know.

http://k-db.com/stocks/6501

You could also get the data from eSignal.
 
Metastock/reuters Datalink as suggested by Just 21 is probably your best bet.

Should be able to somehow download from Metastock Xenith (free trial available) - this is basically a hobbled (but not much) version of Reuters Eikon for USD150 month if you are non pro.
http://www.metastock.com/products/realtime/xenith/?overview

eSignal data is not adjusted for things like splits (or symbol changes but not much of that on Japan).

Interactive Brokers carries data and maybe can download but starts only from when they started offering Tokyo stocks and also Ex Osaka and JASDAQ stocks only have date from post TSE merger.
 
thanks for the suggestions everybody. I just got the metastock datalink.
Their software looks very quirky and antiquated (like from the mid 90's) .
But overall I think it's decent and the price is acceptable.
 
R1234 said:
Years ago I backtested a strategy on the component stocks of the Nikkei 225 using historical data downloaded from my bloomberg at work.

I want to test that strategy again but I no longer have access to a bloomberg so I have been scouring the web for a vendor to no avail.

Can anybody point me to any place where I can obtain Japan stocks historical daily data?
More...

I just recently found out Tokyo Stock Exchange offers data directly off their website, including for pre-merger, and it appears to be quite cheap: http://www.tse.or.jp/english/market/mkinfo/data.html
http://www.tse.or.jp/english/market/mkinfo/data.html

I have yet to try it myself but it appears they sell the data at about $8/month of EOD data or $13 for level 2 tick data (which seems insanely cheap).

Couldn't find any samples in English but there are two at the bottom of this page in Japanese: http://www.tse.or.jp/market/service/data/data.html

Has anybody tried it? Is it any good?
 
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