Use Bloomberg (see access details).
- For equities or indices, type the stock's ticker symbol or the index symbol then hit the yellow <EQUITY> or <INDEX> key, and then type GIT and hit<GO>.
- For example, to get intraday trading for the S&P 500: SPX <INDEX> GIT <GO>.
Also, go to WRDS (see access details).
- Use TAQ.
- Also go to Nastraq - 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 historical tick-by-tick treasury benchmark prices, use WRDS.
