Answered By: Barbara Coffey Last Updated: Sep 17, 2019 Views: 30
Answered By: Barbara Coffey
Last Updated: Sep 17, 2019 Views: 30
CRSP will have data on international companies that trade in the US.
For companies that trade on international exchanges
Daily data :
- Datastream or Bloomberg
Intraday data only available for the LSE :
- 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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