Q. Intraday quotes for equities, indices, treasuries, and futures?

While most data services provide daily quotes, there are a few services that provide intraday quotes.   

• For US stocks
  • WRDS and click on TAQ - Trade & Quote Database.
  • For historical (1983-1992) NYSE and AMEX tick-by-tick data and for historical NASDAQ (1987-1992) tick-by-tick data, click on ISSM Institute for the Study of Security Markets.
  • For more detailed intraday data on the NASDAQ also consider NASTRAQ (1999-2008)
• For Euronext stocks and the London Stock Exchange
  • use the Tickdata Database which is available on Firestone A Floor -Workstations 9 and 10.
  • Bloomberg in Firestone (A Floor). Note that Bloomberg intraday backfiles usually go back only 30-60 days.
    • For Equities
      • Type the stock's ticker symbol then hit EQUITY and hit GO
      • Choose: Today's Markets - Intraday Trading Data
      • You can change the date and the time interval.
• For indices
  • Bloomberg
    • Type the index symbol then hit INDEX, and then type GIT and hit GO
    • For example, to get intraday trading for the S&P 500:
    • SPX INDEX GIT and hit GO
  • CRSP Index History Intraday has for large cap, mid cap, small cap, and major industry sectors for the USA.
• For treasury bonds
  • GovPX. WRDS has discontinued access.   Inquiry sent about the archive on March 21, 2024.
• For futures
  • Tickdata Full Futures and Indices Database available in Firestone (A Floor) Workstations 9 and 10.
• For Chinese Stocks
  • China Securities Market Level-1 Trade & Quote Research Database. Tick data for securities traded on the Shanghai & Shenzhen Stock Exchanges for 2005-2014.