Tuesday, May 29, 2018

Where to get long time historical intraday data?


I am looking for long time historical intraday day data on the S&P500 composite for a time horizon like 10 years with a - for example 10-minutes tick - or prices for call/put options on the S&P500 index itself.


What I tried so far: I checked Bloomberg Terminal and also contacted their Help Desk. They do have intraday data, but not on such a long time basis. They do offer 140 days to export to Excel and 240 days to view in terminal. That's it. I also checked Datastream 5.1, but they don't seem to offer intraday data at all... I am familiar with the Oxford-Man database, which is pretty nice, but I do need the raw data. I already saw the OptionMetrics database, is there any alternative? Maybe Macrobond?


I was wondering whether or not someone has any idea where to get such data from, any tips are highly welcome!




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