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

Answered By: Bobray Bordelon

Last Updated: Sep 19, 2024 Views: 1582

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 (and limited stocks from the Toronto Stock Exchange)
- use the Tickdata Database which is available on Firestone A Floor -Workstations 9 and 10.
For indices
- CRSP Index History Intraday has for large cap, mid cap, small cap, and major industry sectors for the USA.
For treasury bonds
- GovPX. (1991-March 2024)
For futures and indices:
- Tickdata Full Futures and Indices Database available in Firestone (A Floor) Workstations 9 and 10.
For foreign exchange, VIX, and S&P 500 options,
- Tickdata.com 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.
Kaiko has tick data for many major cryptocurrencies. Earliest data is from 2013.

Text (609) 277-3245 to get live help on your mobile phone (available the same hours as the Chat service)

You can email your research questions to refdesk@princeton.edu or you can request an individual appointment with a subject specialist.

Call (609) 258-5964 to speak to a reference librarian during most open hours of the Libraries.