Answered By: Edward Bilodeau
Last Updated: Jul 12, 2017     Views: 36

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). 

For equities:

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.

For indices:

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

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