Category Archives: Finance

Download Japanese stock market data into R

Traders who are interested in the Japanese market, and use the quantmod library in R to analyze the stock market, will find that there is no source for financial data on the Japanese market. This has changed with quantmod version 0.4-3, in which my code to download stock data from Yahoo! Japan has been added.

At the moment, version 0.4-3 has not been pushed to CRAN yet, but you can still install it from R-Forge. To do this, enter the following in your R console:

install.packages("quantmod", repos="")

Then, when you load the library with library(quantmod), you’ll be able to use the getSymbols() function to retrieve stock data from the Japanese market, using the src="yahooj" parameter. The ticker symbols you need, can be found in the URL of the stock information page on Yahoo! Japan. For example, if you open the Sony stock data page, you’ll see that there is a code=6758.T in the URL. This is your ticker symbol.

So in order to download Sony stock data from January 2013 into R, do the following:

getSymbols("6758.T", src="yahooj", from="2013-01-01")

This will download the data, and put them in a variable called YJ6758.T in your R environment.

For more information on the getSymbols function, you can check the online reference. When the online reference for the getSymbols.yahooj function becomes available, I will link it here, but until then you can check it in the R Help system if you have quantmod 0.4-3 installed.