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Finding data

NYSE Trade and Quote


Access is provided through the WRDS platform.


The database contains intraday transactions data (trades and quotes) for all securities listed on the New York Stock Exchange (NYSE) and American Stock Exchange (AMEX), as well as Nasdaq National Market System (NMS) and SmallCap issues. The VU License only covers data from 2007 onwards.

Documentation and manuals

The NYSE website has more details on the data.

Thomson Reuters Tick History

You can request access to the data by sending an email to Data Support and providing your VUnetID. The data can then be accessed from a computer at the VU Campus. The amount of data you need may be large (many gigabytes). If you need to copy the data be sure to have a storage option which has enough space.


The tick data is available on the following series: Corn, soybean, Wheat, Gold, Silver, Copper, Light Sweet Crude Oil (WTI), Crude Oil Brent, Natural Gas, 10 Year T-Note, 5 year T-Note, 30 Year T-Note, S&P500, Euro Stoxx 50, Dax, Bund, Boble, Schatz and Emini. Both options and futures data are intraday data with frequencies of 1 min and 5 min. The data was originally supplied by Thomson Reuters and covers approximately eight years of data from 2007-2015.