Intraday quotes

In Bloomberg:

• For Equities:

  1. Type the stock's ticker symbol then hit EQUITY, type QR and hit GO

  2. . You can change the date and the time interval.

• For Indices:

  1. 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 type SPX, hit INDEX, type GIT and hit GO

• For government bonds:

  1. Type the bond symbol then hit GOVT, type QR, and hit GO

In WRDS:

• Use Institute for the Study of Securities Markets - ISSM for historical (1987-1992) NYSE, AMEX, and NASDAQ tick-by-tick data

• Use Trades & Quotes - TAQ for data since 1993.