Answered By: Bobray Bordelon
Last Updated: Jan 09, 2024     Views: 47

CRSP has data on international companies that trade in the US (American Depository Receipts). 

For companies that trade on international exchanges 

Daily data :

Intraday data only available for the LSE, Euronext, and a limited number of stocks on the Toronto Stock Exchange:

  • Tick-by-tick Intraday Data - Until 4/17/09 there were two types of LSE quotes. The BBA (Best Bid Ask) and Level 1 quote. The BBA product had more instruments but fewer prints. As of 4/18/09, BBA was stopped and Level 1 was improved in terms of instruments. The Tickdata user manual is very useful. In TickWrite use the 'Interval' drop down for LSE quote data to see the 2 options that reflect these 2 products.

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