Answered By: Jiaxin Low
Last Updated: May 26, 2016     Views: 1067

Intraday data is available in 2 databases:

  1. Bloomberg [Please book the terminal before use]
  2. TAQ database in WRDS [Wharton Research Data Services] 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.

Registration is required for access to WRDS platform.

  1. Undergraduate Students: Email the Library for a WRDS account. In your email, please provide the following information so that we may expedite the application process:
    i) Purpose and duration of use of WRDS account.
    ii) Project name and name of supervising Faculty. For class projects, please indicate course module name.
    iii) Likely data/databases that you will be using. This is to circumvent termination of subscriptions before projects are completed.
  2. Faculty/Postgraduate Students/Staff: Register with WRDS for a personal account.

 

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