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Currently I'm doing my PhD research in the UK stock market and would like you please advise me where to get this following data for my research: Task: 1 FTSE 100, FTSE 250 and FTSE Small Cap daily 1 minute high frequency trading for the observation period of 2000-2015 please. Task: 2 Currency exchange rate daily 1 minute high frequency trading data ...


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The answer is 'no', no single database for all exchange traded instruments in the world. You can try to use Interactive Brokers symbol search service. For example, just now I've tried to search Brazil instruments. There are another services like this, for example IQ Feed symbol lookup. I can't insert a link to it because of low reputation, but just google ...


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1 - For historical reasons options expire on Saturdays, before noon. This has to do with potential reconciliation issues that are largely gone nowadays because of back-office automation. Practically, you can think of SPX index options as expiring at index settle, which is 4:00 pm EST on Fridays for PM expiring options, or 9:30 am EST on Fridays for serial ...


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It seems that you're looking for data for liquid options worldwide. On the global scale most liquid options are typically index / index futures options on the main local index, not MSCI indexes. Outside of index options, you have only few broad exchange-traded stock options markets - Eurex, Osaka, and ASX are probably top three. I'm surprised that Options ...


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I think the above comment about using ACWI is the only way to trade options on the MSCI World. You can see OTC swaps and futures trade on the index as well but there are no associated options. But just remember how they are priced. The ETF will snap it's close at 4pm like any other stock. The actual index (as well as the ETF NAV) is based on closes from ...


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There is a database from Quandl that shows EOD prices for stocks traded in the TSX and if you go to the documentation part of the database here https://www.quandl.com/data/XTSE/documentation/documentation, you can click on the link where it says "A full list of all stocks in this database, along with their ticker symbols, can be downloaded here." This lets ...


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Have you tried searching at Quandl here: https://www.quandl.com/search?query=msci&type=all (Quandl also has flexible pricing plans for individual users, not just companies)


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Don't know if this is quite what you're after, but I hope it helps. On Quandl, there's a database called Dow Jones Industrial Average One Minute Bars (https://www.quandl.com/data/ASINDU/documentation/overview). It shows intraday quotes for all stocks in the Dow Jones Industrial Average. Trade-based minute bars showing OHLCV for every stock every day. Daily ...



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