Finding End-of-Day Price and Volume Data for Japanese Stocks

Summary

The document outlines several ways to obtain historical end-of-day data for Japanese equities. It points to Tokyo Stock Exchange reports containing daily OHLC and volume information, while noting that one report is distributed as a PDF and may require parsing. It also describes a daily futures and options report available as CSV, which includes underlying prices for optionable equities.

For using those records, Japanese security codes need to be mapped to company names or ISINs, with reference information available from the exchange. The answers also mention subscription services and a historical data site, alongside an example of a stock-specific Yahoo Finance history page. This is a short forum exchange, not a comparison of data vendors: it does not assess completeness, adjustment methods, licensing, historical depth, or current availability of the cited sources.

Key ideas

• Tokyo Stock Exchange reports can provide Japanese equity OHLC and volume data.
• Some exchange data is distributed as PDF and may need parsing.
• A daily derivatives report in CSV format includes underlying prices for optionable stocks.
• Security codes must be mapped to names or ISINs for convenient analysis.
• Subscription services are another route to historical Japanese stock data.

Tags

# Where can end-of-day price volume data for Japanese stocks be downloaded or subscribed to?


# Where can end-of-day price volume data for Japanese stocks be downloaded or subscribed to?












Yahoo finance and google finance do not provide such data. Where can one download Japanese stock data?

## Answer by Eli (score 4, accepted)

https://quant.stackexchange.com/a/15769

There is a way to download Japanese stock data report OHLC/Volume directly from the Tokyo Stock Exchange.

The only thing is: The report is in PDF format and involves some parsing, if you are willing to do some quantitative analysis.

A hack, however, exists: Download the options/futures daily report. It's a nice CSV file, and it contains an underlying price for all optionable equities. The format and instructions are on the same page as the daily file.

In the end, you'll need to convert Japanese stock code into a name or ISIN. The reference information is located on Tokyo Stock Exchange.

Finally, a subscription is available on xignite site.

## Answer by mnamihdk (score 1)

https://quant.stackexchange.com/a/15765

SONY http://stocks.finance.yahoo.co.jp/stocks/detail/?code=6758.T SONY's historical data http://stocks.finance.yahoo.co.jp/stocks/history/?code=6758.T

## Answer by Stanislav Berkov (score 1)

https://quant.stackexchange.com/a/24790

There is special website where you can download or subscribe to historical data https://www.cqgdatafactory.com/

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.