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

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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.

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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

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

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  • $\begingroup$ This is more like a comment than an answer. $\endgroup$ – Gordon Mar 11 '16 at 19:17

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