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This question is not about where to gain access to data - but how to properly cite it. Frequently in publications like the WSJ or Bloomberg, the data is cited as "Bloomberg" or "WSJ". For example:

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Doesn't this data belong to Stoxx? Or even more granularly, to the exchange that is executing orders on the constituent stocks?

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  • $\begingroup$ Vandalizing question isn’t allowed. $\endgroup$
    – Bob Jansen ♦
    Commented Oct 31, 2017 at 5:16

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The data belongs to Stoxx but you accessed it using Bloomberg. To proper cite you should use:

The stock level data come from Bloomberg Ticker XXX accessed on 03 Jan, 2017, [link here if applicable].

See some examples of those type of citations: http://www.sciencedirect.com/science/article/pii/S1058330007000262

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    $\begingroup$ To put it bluntly, one purpose of citation is to make sure you didn't make up data. So you cite where YOU got it from so future scholars will be able to go check that the data is there and see (presumably) the same numbers (or close to it) that you saw. $\endgroup$
    – nbbo2
    Commented Apr 4, 2017 at 15:28

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