Where can I find intraday quotes for equities and indices? (tick or millisecond)
Bloomberg provides intraday quotes for equities, currencies and indices. You can access the last 10 days of tick data in the GIP function, for one equity at a time. Or 30 days of 10-minute interval and 6 months of 30-minute intervals, or 5 years of daily intervals. Alternatively, use the Bloomberg Excel Spreadsheet Builder to get 65 days of tick data (but beware of monthly download limits).
TAQ via WRDS provides historical intraday quotes for US stock exchanges going back to 1993. ISSM via WRDS database contains tick-by-tick data covering the NYSE and AMEX between 1983 and 1992, and NASDAQ between 1987 and 1992.
Refinitiv Tick History (formerly Thomson Reuters Tick History) database provides intraday data for global markets. Access is available for selected users in the Accounting & Finance Division of Alliance Manchester Business School via a special login name and password. Please contact us for more information.
LSEG Refinitiv Workspace has 3 months of price history data for companies at 1, 5 and 30-minute intervals.
