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I am working on something to analyze European stocks and I need some historical data on bid and ask prices. Ideally I would like something like CRSP database for US stocks. Is there some similar source or database for European stocks? I spent hours on google but didn't find anything useful.

Thanks

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You can get historical end-of-day European Bid Ask Data with Datastream ( Symbol BID, ASK) and also with Bloomberg ( Symbols: PX_BID, PX_ASK).These are daily closing bid and ask prices.

Note that Bloomberg also offers intraday bid ask data for the last 140 days.

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  • $\begingroup$ Thanks, And how back into history the data from Datastream go? $\endgroup$ – david Jan 9 '16 at 15:00
  • $\begingroup$ for datastream and European data: you can get data from the 1980s but there is a lot of missing values and outliers. Starting from 2000, bid ask prices are far more reliable. $\endgroup$ – Malick Jan 9 '16 at 15:11

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