ISSM

The Institute for the Study of Security Markets (ISSM) database contains tick-by-tick data covering the NYSE and AMEX between 1983 and 1992, and NASDAQ between 1987 and 1992. Each year of data is divided into two files, one for trades and one for quotes.

The Institute for the Study of Security Markets (ISSM) database contains tick-by-tick data covering the NYSE and AMEX between 1983 and 1992, and NASDAQ between 1987 and 1992. Each year of data is divided into two files, one for trades and one for quotes.

Learn more about ISSM

For pricing information please contact:

Jared F Egginton, Associate Professor of Finance
College of Business and Economics
Boise State University
1910 University Dr Boise, ID 83725
Phone: 208-426-4586
Email: jaredegginton@boisestate.edu

Products

Description

Data Product Details

Title:

NYSE/AMEX trades and quotes - Exists for FK contraint

Product Code/Schema:

issm_all

Data Dictionary

Data Specifications

Date Range:

Unspecified

Update Frequency:

Legacy Data - No Longer Updated

Data Last Updated:

None

Usage:


Niche Extensive

Content Summary

Identifiers:

No identifiers specified for this product.

Regions:

No associated region tags.

Concepts:

No associated concept tags.

Often Paired With:


No related products specified.

Data Product Details

Title:

ISSM trades and Quotes - for website use

Product Code/Schema:

issm_common

Data Dictionary

Data Specifications

Date Range:

Unspecified

Update Frequency:

Legacy Data - No Longer Updated

Data Last Updated:

None

Usage:


Niche Extensive

Content Summary

Identifiers:

  • cusip_full
  • sic
  • ticker

Regions:

North America

Concepts:

Intraday Trades and Quotes

Often Paired With:


No related products specified.

Data Product Details

Title:

NASDAQ trades and quotes for 1987

Product Code/Schema:

issm_nasd1987

Data Dictionary

Data Specifications

Date Range:

1987-01-02 - 1987-12-31

Update Frequency:

Legacy Data - No Longer Updated

Total Size:

1.28 GiB

Data Last Updated:

Feb. 23, 2023, 3:22 p.m.

Usage:


Niche Extensive

Content Summary

Identifiers:

No identifiers specified for this product.

Regions:

No associated region tags.

Concepts:

No associated concept tags.

Often Paired With:

Data Product Details

Title:

NASDAQ trades and quotes for 1988

Product Code/Schema:

issm_nasd1988

Data Dictionary

Data Specifications

Date Range:

1988-01-04 - 1988-12-30

Update Frequency:

Legacy Data - No Longer Updated

Total Size:

882.6 MiB

Data Last Updated:

Feb. 23, 2023, 3:31 p.m.

Usage:


Niche Extensive

Content Summary

Identifiers:

No identifiers specified for this product.

Regions:

No associated region tags.

Concepts:

No associated concept tags.

Often Paired With:


No related products specified.

Data Product Details

Title:

NASDAQ trades and quotes for 1989

Product Code/Schema:

issm_nasd1989

Data Dictionary

Data Specifications

Date Range:

1989-01-03 - 1989-12-29

Update Frequency:

Legacy Data - No Longer Updated

Total Size:

966.3 MiB

Data Last Updated:

Feb. 23, 2023, 3:42 p.m.

Usage:


Niche Extensive

Content Summary

Identifiers:

No identifiers specified for this product.

Regions:

No associated region tags.

Concepts:

No associated concept tags.

Often Paired With:


No related products specified.

Data Product Details

Title:

NASDAQ trades and quotes for 1990

Product Code/Schema:

issm_nasd1990

Data Dictionary

Data Specifications

Date Range:

1990-01-02 - 1990-12-31

Update Frequency:

Legacy Data - No Longer Updated

Total Size:

1.26 GiB

Data Last Updated:

Feb. 23, 2023, 3:53 p.m.

Usage:


Niche Extensive

Content Summary

Identifiers:

No identifiers specified for this product.

Regions:

No associated region tags.

Concepts:

No associated concept tags.

Often Paired With:

Data Product Details

Title:

NASDAQ trades and quotes for 1991

Product Code/Schema:

issm_nasd1991

Data Dictionary

Data Specifications

Date Range:

1991-01-02 - 1991-12-31

Update Frequency:

Legacy Data - No Longer Updated

Total Size:

1.74 GiB

Data Last Updated:

Feb. 23, 2023, 4:03 p.m.

Usage:


Niche Extensive

Content Summary

Identifiers:

No identifiers specified for this product.

Regions:

No associated region tags.

Concepts:

No associated concept tags.

Often Paired With:

Data Product Details

Title:

NASDAQ trades and quotes for 1992

Product Code/Schema:

issm_nasd1992

Data Dictionary

Data Specifications

Date Range:

1992-01-02 - 1992-12-31

Update Frequency:

Legacy Data - No Longer Updated

Total Size:

2.12 GiB

Data Last Updated:

Feb. 23, 2023, 4:15 p.m.

Usage:


Niche Extensive

Content Summary

Identifiers:

No identifiers specified for this product.

Regions:

No associated region tags.

Concepts:

No associated concept tags.

Often Paired With:

Data Product Details

Title:

NYSE/AMEX trades and quotes for 1983

Product Code/Schema:

issm_nyam1983

Data Dictionary

Data Specifications

Date Range:

1983-01-03 - 1983-12-30

Update Frequency:

Legacy Data - No Longer Updated

Total Size:

3.41 GiB

Data Last Updated:

Feb. 23, 2023, 4:32 p.m.

Usage:


Niche Extensive

Content Summary

Identifiers:

No identifiers specified for this product.

Regions:

No associated region tags.

Concepts:

No associated concept tags.

Often Paired With:

Data Product Details

Title:

NYSE/AMEX trades and quotes for 1984

Product Code/Schema:

issm_nyam1984

Data Dictionary

Data Specifications

Date Range:

1984-01-04 - 1984-12-31

Update Frequency:

Legacy Data - No Longer Updated

Total Size:

2.48 GiB

Data Last Updated:

Feb. 23, 2023, 4:35 p.m.

Usage:


Niche Extensive

Content Summary

Identifiers:

No identifiers specified for this product.

Regions:

No associated region tags.

Concepts:

No associated concept tags.

Often Paired With:

Data Product Details

Title:

NYSE/AMEX trades and quotes for 1985

Product Code/Schema:

issm_nyam1985

Data Dictionary

Data Specifications

Date Range:

1985-01-02 - 1985-12-31

Update Frequency:

Legacy Data - No Longer Updated

Total Size:

3.15 GiB

Data Last Updated:

Feb. 23, 2023, 4:55 p.m.

Usage:


Niche Extensive

Content Summary

Identifiers:

No identifiers specified for this product.

Regions:

No associated region tags.

Concepts:

No associated concept tags.

Often Paired With:

Data Product Details

Title:

NYSE/AMEX trades and quotes for 1986

Product Code/Schema:

issm_nyam1986

Data Dictionary

Data Specifications

Date Range:

1986-01-02 - 1986-12-24

Update Frequency:

Legacy Data - No Longer Updated

Total Size:

3.53 GiB

Data Last Updated:

Feb. 23, 2023, 5:12 p.m.

Usage:


Niche Extensive

Content Summary

Identifiers:

No identifiers specified for this product.

Regions:

No associated region tags.

Concepts:

No associated concept tags.

Often Paired With:

Data Product Details

Title:

NYSE/AMEX trades and quotes for 1987

Product Code/Schema:

issm_nyam1987

Data Dictionary

Data Specifications

Date Range:

1987-01-05 - 1987-12-31

Update Frequency:

Legacy Data - No Longer Updated

Total Size:

4.16 GiB

Data Last Updated:

Feb. 23, 2023, 5:19 p.m.

Usage:


Niche Extensive

Content Summary

Identifiers:

No identifiers specified for this product.

Regions:

No associated region tags.

Concepts:

No associated concept tags.

Often Paired With:

Data Product Details

Title:

NYSE/AMEX trades and quotes for 1988

Product Code/Schema:

issm_nyam1988

Data Dictionary

Data Specifications

Date Range:

1988-01-04 - 1988-12-30

Update Frequency:

Legacy Data - No Longer Updated

Total Size:

4.17 GiB

Data Last Updated:

Feb. 23, 2023, 5:25 p.m.

Usage:


Niche Extensive

Content Summary

Identifiers:

No identifiers specified for this product.

Regions:

No associated region tags.

Concepts:

No associated concept tags.

Often Paired With:

Data Product Details

Title:

NYSE/AMEX trades and quotes for 1989

Product Code/Schema:

issm_nyam1989

Data Dictionary

Data Specifications

Date Range:

1989-01-03 - 1989-12-29

Update Frequency:

Legacy Data - No Longer Updated

Total Size:

4.99 GiB

Data Last Updated:

Feb. 23, 2023, 5:32 p.m.

Usage:


Niche Extensive

Content Summary

Identifiers:

No identifiers specified for this product.

Regions:

No associated region tags.

Concepts:

No associated concept tags.

Often Paired With:

Data Product Details

Title:

NYSE/AMEX trades and quotes for 1990

Product Code/Schema:

issm_nyam1990

Data Dictionary

Data Specifications

Date Range:

1990-01-02 - 1990-12-31

Update Frequency:

Legacy Data - No Longer Updated

Total Size:

7.80 GiB

Data Last Updated:

Feb. 23, 2023, 5:40 p.m.

Usage:


Niche Extensive

Content Summary

Identifiers:

No identifiers specified for this product.

Regions:

No associated region tags.

Concepts:

No associated concept tags.

Often Paired With:

Data Product Details

Title:

NYSE/AMEX trades and quotes for 1991

Product Code/Schema:

issm_nyam1991

Data Dictionary

Data Specifications

Date Range:

1991-01-02 - 1991-12-31

Update Frequency:

Legacy Data - No Longer Updated

Total Size:

8.00 GiB

Data Last Updated:

Feb. 23, 2023, 5:52 p.m.

Usage:


Niche Extensive

Content Summary

Identifiers:

No identifiers specified for this product.

Regions:

No associated region tags.

Concepts:

No associated concept tags.

Often Paired With:

Data Product Details

Title:

NYSE/AMEX trades and quotes for 1992

Product Code/Schema:

issm_nyam1992

Data Dictionary

Data Specifications

Date Range:

1992-01-02 - 1992-12-31

Update Frequency:

Legacy Data - No Longer Updated

Total Size:

7.62 GiB

Data Last Updated:

Feb. 23, 2023, 6:40 p.m.

Usage:


Niche Extensive

Content Summary

Identifiers:

No identifiers specified for this product.

Regions:

No associated region tags.

Concepts:

No associated concept tags.

Often Paired With:
logo

Vendor Details

Contact Us