Where can I find intra-day quotes for the NASDAQ and others?
NYSE Trade and Quote (TAQ) via WRDS provides historical intra-day quotes data from 1993, and ISSM via WRDS provides data from 1987-1992.
Bloomberg is also a useful source as it normally covers 3 months intra-day quotes.
Refinitiv covers 3 months of 1-minute interval quotes.
Refinitiv Tick History (formerly Thomson Reuters Tick History) has millisecond-interval data and is available for AMBS Accounting and Finance researchers only. Please contact us for access details.
The Deutsche Börse Public Dataset (PDS) project makes near-time data derived from Deutsche Börse's trading systems available to the public for free. It contains 1-minute interval data.
