Answered By: Edward Bilodeau Last Updated: Jul 12, 2017 Views: 30
See WRDS. Click on the TAQ dataset for NYSE, AMEX, and NASDAQ (enter your McGill email to receive a temporary password).
See also Bloomberg (3rd floor (Room M3-53B), McLennan).
Type the stock's ticker symbol then hit the yellow EQUITY key, then GO.
Choose: Today's Markets - Intraday Trading Data
You can change the date and the time interval.
Type the index symbol then hit the yellow INDEX key, and then type GIT and hit .GO
For example, to get intraday trading for the S&P 500:
SPX [INDEX] GIT and hit GO